PREVIEW / futures_5min / 2009-04-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-05.parquet
  size:    42 KB
  rows:    1,838

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
2009-04-05 18:00:00	ES	Futures	805.17	805.41	803.73	804.21	1556.0
2009-04-05 18:05:00	ES	Futures	804.21	804.21	803.73	803.73	706.0
2009-04-05 18:10:00	ES	Futures	803.73	804.21	803.73	804.21	333.0
2009-04-05 18:15:00	ES	Futures	804.21	804.45	803.97	804.21	165.0
2009-04-05 18:20:00	ES	Futures	804.21	804.93	804.21	804.93	272.0
2009-04-05 18:25:00	ES	Futures	804.93	806.61	804.93	805.65	1389.0
2009-04-05 18:30:00	ES	Futures	805.65	809.0	805.65	808.28	1605.0
2009-04-05 18:35:00	ES	Futures	808.28	812.84	808.05	811.64	3096.0
2009-04-05 18:40:00	ES	Futures	811.64	812.6	811.16	811.88	1052.0
2009-04-05 18:45:00	ES	Futures	811.88	811.88	810.68	811.16	870.0
2009-04-05 18:50:00	ES	Futures	811.4	811.88	810.2	810.68	596.0
2009-04-05 18:55:00	ES	Futures	810.68	811.16	810.44	810.44	261.0
2009-04-05 19:00:00	ES	Futures	810.44	810.44	809.48	809.72	650.0
2009-04-05 19:05:00	ES	Futures	809.96	809.96	809.24	809.48	786.0
2009-04-05 19:10:00	ES	Futures	809.48	809.48	809.24	809.48	313.0
2009-04-05 19:15:00	ES	Futures	809.48	809.48	809.24	809.24	169.0
2009-04-05 19:20:00	ES	Futures	809.24	809.48	809.24	809.48	165.0
2009-04-05 19:25:00	ES	Futures	809.24	809.24	808.52	808.76	511.0
2009-04-05 19:30:00	ES	Futures	808.76	809.24	808.52	809.0	105.0
2009-04-05 19:35:00	ES	Futures	809.24	809.96	808.76	809.96	829.0
2009-04-05 19:40:00	ES	Futures	809.96	810.2	809.48	809.48	172.0
2009-04-05 19:45:00	ES	Futures	809.48	809.96	809.0	809.24	167.0
2009-04-05 19:50:00	ES	Futures	809.0	809.0	807.57	807.81	519.0
2009-04-05 19:55:00	ES	Futures	808.05	809.24	807.57	809.24	312.0
2009-04-05 20:00:00	ES	Futures	809.24	810.2	808.76	809.96	758.0
2009-04-05 20:05:00	ES	Futures	809.72	810.2	809.48	809.48	222.0
2009-04-05 20:10:00	ES	Futures	809.48	809.72	809.24	809.72	243.0
2009-04-05 20:15:00	ES	Futures	809.72	809.72	808.52	808.76	166.0
2009-04-05 20:20:00	ES	Futures	808.76	809.24	808.28	808.76	167.0
2009-04-05 20:25:00	ES	Futures	808.76	808.76	807.57	807.57	227.0
2009-04-05 20:30:00	ES	Futures	807.57	808.76	807.57	808.05	305.0
2009-04-05 20:35:00	ES	Futures	807.81	808.28	807.81	808.28	148.0
2009-04-05 20:40:00	ES	Futures	808.05	808.05	807.57	807.81	158.0
2009-04-05 20:45:00	ES	Futures	807.81	808.05	807.57	807.57	293.0
2009-04-05 20:50:00	ES	Futures	807.57	807.81	807.09	807.33	468.0
2009-04-05 20:55:00	ES	Futures	807.33	808.28	807.33	808.05	950.0
2009-04-05 21:00:00	ES	Futures	808.05	808.28	807.81	808.05	471.0
2009-04-05 21:05:00	ES	Futures	808.05	808.28	807.81	808.28	242.0
2009-04-05 21:10:00	ES	Futures	808.28	808.76	808.28	808.52	511.0
2009-04-05 21:15:00	ES	Futures	808.52	808.76	808.52	808.76	245.0
2009-04-05 21:20:00	ES	Futures	808.76	808.76	808.52	808.76	351.0
2009-04-05 21:25:00	ES	Futures	808.76	809.48	808.52	809.48	533.0
2009-04-05 21:30:00	ES	Futures	809.24	809.48	808.05	809.0	846.0
2009-04-05 21:35:00	ES	Futures	809.0	809.24	809.0	809.0	345.0
2009-04-05 21:40:00	ES	Futures	809.24	810.2	809.0	810.2	491.0
2009-04-05 21:45:00	ES	Futures	809.96	810.44	809.96	809.96	669.0
2009-04-05 21:50:00	ES	Futures	810.2	810.44	809.0	809.72	358.0
2009-04-05 21:55:00	ES	Futures	809.72	809.96	809.48	809.72	599.0
2009-04-05 22:00:00	ES	Futures	809.48	809.96	809.0	809.48	460.0
2009-04-05 22:05:00	ES	Futures	809.48	809.96	809.48	809.72	156.0

> showing 50 of 1,838 rows — these rows as CSV

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