PREVIEW / futures_5min / 2009-04-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-03.parquet
  size:    170 KB
  rows:    9,194

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
2009-04-03 00:00:00	ES	Futures	800.38	801.1	799.66	799.9	531.0
2009-04-03 00:05:00	ES	Futures	799.9	800.14	799.42	799.9	363.0
2009-04-03 00:10:00	ES	Futures	799.66	799.9	798.94	799.18	178.0
2009-04-03 00:15:00	ES	Futures	798.94	799.18	797.98	799.18	349.0
2009-04-03 00:20:00	ES	Futures	798.94	799.42	798.46	798.7	250.0
2009-04-03 00:25:00	ES	Futures	798.46	800.14	798.46	799.9	412.0
2009-04-03 00:30:00	ES	Futures	799.9	800.62	798.94	799.18	503.0
2009-04-03 00:35:00	ES	Futures	799.18	801.1	799.18	800.38	488.0
2009-04-03 00:40:00	ES	Futures	800.14	800.86	799.66	799.66	278.0
2009-04-03 00:45:00	ES	Futures	799.66	800.86	799.42	800.14	458.0
2009-04-03 00:50:00	ES	Futures	799.9	800.14	798.7	798.94	228.0
2009-04-03 00:55:00	ES	Futures	798.7	799.18	798.7	798.94	143.0
2009-04-03 01:00:00	ES	Futures	798.94	799.18	798.46	798.94	408.0
2009-04-03 01:05:00	ES	Futures	798.94	799.18	798.46	798.46	152.0
2009-04-03 01:10:00	ES	Futures	798.46	798.7	798.22	798.46	94.0
2009-04-03 01:15:00	ES	Futures	798.46	798.94	798.46	798.46	212.0
2009-04-03 01:20:00	ES	Futures	798.46	799.18	797.74	797.98	821.0
2009-04-03 01:25:00	ES	Futures	797.98	797.98	797.74	797.98	309.0
2009-04-03 01:30:00	ES	Futures	797.74	798.7	797.5	797.5	805.0
2009-04-03 01:35:00	ES	Futures	797.5	798.46	797.5	798.46	269.0
2009-04-03 01:40:00	ES	Futures	798.22	798.46	797.98	798.46	138.0
2009-04-03 01:45:00	ES	Futures	798.46	799.66	797.74	799.18	871.0
2009-04-03 01:50:00	ES	Futures	799.18	799.42	798.94	798.94	98.0
2009-04-03 01:55:00	ES	Futures	798.7	799.42	798.7	799.42	144.0
2009-04-03 02:00:00	ES	Futures	799.18	799.9	797.74	797.98	828.0
2009-04-03 02:05:00	ES	Futures	797.74	797.98	797.5	797.5	300.0
2009-04-03 02:10:00	ES	Futures	797.5	797.98	797.5	797.98	393.0
2009-04-03 02:15:00	ES	Futures	797.74	797.98	796.78	797.02	1252.0
2009-04-03 02:20:00	ES	Futures	796.78	797.26	796.78	797.02	408.0
2009-04-03 02:25:00	ES	Futures	797.02	797.26	796.78	797.02	333.0
2009-04-03 02:30:00	ES	Futures	796.78	797.26	796.78	797.02	824.0
2009-04-03 02:35:00	ES	Futures	796.78	797.02	796.54	796.54	731.0
2009-04-03 02:40:00	ES	Futures	796.54	797.02	796.3	796.78	405.0
2009-04-03 02:45:00	ES	Futures	796.78	797.26	796.3	797.02	728.0
2009-04-03 02:50:00	ES	Futures	797.02	797.26	796.3	796.3	421.0
2009-04-03 02:55:00	ES	Futures	796.3	796.54	796.06	796.54	972.0
2009-04-03 03:00:00	ES	Futures	796.54	796.78	795.82	795.82	1499.0
2009-04-03 03:05:00	ES	Futures	796.06	796.78	795.82	796.06	1766.0
2009-04-03 03:10:00	ES	Futures	796.06	798.7	795.82	798.46	2104.0
2009-04-03 03:15:00	ES	Futures	798.46	799.18	797.5	797.74	2182.0
2009-04-03 03:20:00	ES	Futures	797.74	798.94	796.78	797.74	2254.0
2009-04-03 03:25:00	ES	Futures	797.5	797.98	796.06	796.3	1814.0
2009-04-03 03:30:00	ES	Futures	796.3	796.78	796.06	796.54	2120.0
2009-04-03 03:35:00	ES	Futures	796.3	797.26	795.82	795.82	1579.0
2009-04-03 03:40:00	ES	Futures	795.82	796.54	795.58	796.3	2073.0
2009-04-03 03:45:00	ES	Futures	796.3	796.54	795.58	795.58	1556.0
2009-04-03 03:50:00	ES	Futures	795.82	797.02	795.82	796.78	1333.0
2009-04-03 03:55:00	ES	Futures	796.54	797.74	796.54	797.26	2251.0
2009-04-03 04:00:00	ES	Futures	797.26	798.46	797.26	797.98	1906.0
2009-04-03 04:05:00	ES	Futures	797.98	798.22	797.02	797.02	1055.0

> showing 50 of 9,194 rows — these rows as CSV

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