PREVIEW / futures_5min / 2009-04-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-02.parquet
  size:    218 KB
  rows:    11,417

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-04-02 00:00:00	ES	Futures	786.96	787.44	786.24	786.72	213.0
2009-04-02 00:05:00	ES	Futures	786.72	786.96	785.76	786.24	166.0
2009-04-02 00:10:00	ES	Futures	786.24	786.96	786.24	786.72	141.0
2009-04-02 00:15:00	ES	Futures	786.96	787.68	786.96	787.44	308.0
2009-04-02 00:20:00	ES	Futures	787.44	787.68	786.48	786.72	414.0
2009-04-02 00:25:00	ES	Futures	786.96	787.44	786.72	786.96	692.0
2009-04-02 00:30:00	ES	Futures	786.96	787.44	786.24	786.72	305.0
2009-04-02 00:35:00	ES	Futures	786.48	787.68	786.48	787.44	453.0
2009-04-02 00:40:00	ES	Futures	787.68	787.92	787.2	787.92	394.0
2009-04-02 00:45:00	ES	Futures	787.92	787.92	787.44	787.92	110.0
2009-04-02 00:50:00	ES	Futures	787.92	788.16	786.96	787.2	479.0
2009-04-02 00:55:00	ES	Futures	787.2	787.92	787.2	787.44	560.0
2009-04-02 01:00:00	ES	Futures	787.68	787.68	786.48	786.96	313.0
2009-04-02 01:05:00	ES	Futures	786.96	786.96	786.0	786.48	418.0
2009-04-02 01:10:00	ES	Futures	786.24	787.44	786.24	787.2	384.0
2009-04-02 01:15:00	ES	Futures	787.2	788.16	787.2	788.16	541.0
2009-04-02 01:20:00	ES	Futures	788.16	788.63	787.92	788.4	716.0
2009-04-02 01:25:00	ES	Futures	788.4	788.63	787.92	788.16	236.0
2009-04-02 01:30:00	ES	Futures	787.92	788.16	787.44	787.44	333.0
2009-04-02 01:35:00	ES	Futures	787.44	787.68	786.0	787.2	652.0
2009-04-02 01:40:00	ES	Futures	787.2	787.68	786.48	786.72	215.0
2009-04-02 01:45:00	ES	Futures	786.96	787.44	786.72	787.44	212.0
2009-04-02 01:50:00	ES	Futures	787.44	787.44	786.0	786.0	301.0
2009-04-02 01:55:00	ES	Futures	786.0	786.24	785.52	786.0	301.0
2009-04-02 02:00:00	ES	Futures	785.76	786.96	785.52	786.96	889.0
2009-04-02 02:05:00	ES	Futures	786.72	787.44	786.48	786.96	901.0
2009-04-02 02:10:00	ES	Futures	787.2	787.92	787.2	787.68	1003.0
2009-04-02 02:15:00	ES	Futures	787.68	788.4	786.96	788.16	740.0
2009-04-02 02:20:00	ES	Futures	788.16	788.16	787.2	787.92	690.0
2009-04-02 02:25:00	ES	Futures	787.92	788.4	787.68	788.16	266.0
2009-04-02 02:30:00	ES	Futures	788.16	788.4	786.72	786.72	704.0
2009-04-02 02:35:00	ES	Futures	786.72	787.44	786.0	786.0	588.0
2009-04-02 02:40:00	ES	Futures	786.24	786.72	785.04	785.52	2091.0
2009-04-02 02:45:00	ES	Futures	785.52	786.0	784.8	785.52	926.0
2009-04-02 02:50:00	ES	Futures	785.52	787.2	785.28	786.24	1240.0
2009-04-02 02:55:00	ES	Futures	786.0	786.24	784.56	784.8	2259.0
2009-04-02 03:00:00	ES	Futures	785.04	786.72	784.56	784.8	4875.0
2009-04-02 03:05:00	ES	Futures	784.8	785.52	784.32	785.04	2378.0
2009-04-02 03:10:00	ES	Futures	784.8	785.76	784.8	785.04	2066.0
2009-04-02 03:15:00	ES	Futures	785.28	787.44	784.8	787.2	2354.0
2009-04-02 03:20:00	ES	Futures	786.96	787.92	786.48	787.68	1624.0
2009-04-02 03:25:00	ES	Futures	787.68	787.92	786.48	787.68	2306.0
2009-04-02 03:30:00	ES	Futures	787.44	787.68	786.48	787.2	1857.0
2009-04-02 03:35:00	ES	Futures	787.2	788.63	787.2	788.4	2225.0
2009-04-02 03:40:00	ES	Futures	788.63	790.31	788.16	789.83	3279.0
2009-04-02 03:45:00	ES	Futures	789.83	790.55	789.11	790.07	1773.0
2009-04-02 03:50:00	ES	Futures	790.31	790.55	789.59	789.59	2337.0
2009-04-02 03:55:00	ES	Futures	789.83	790.31	789.11	790.31	1626.0
2009-04-02 04:00:00	ES	Futures	790.31	790.55	789.83	790.07	2529.0
2009-04-02 04:05:00	ES	Futures	790.31	790.55	789.59	789.83	3564.0

> showing 50 of 11,417 rows — these rows as CSV

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