PREVIEW / futures_5min / 2009-04-07

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-07.parquet
  size:    192 KB
  rows:    11,110

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
2009-04-07 00:00:00	ES	Futures	795.34	796.54	795.1	796.06	455.0
2009-04-07 00:05:00	ES	Futures	796.06	796.06	794.63	795.1	349.0
2009-04-07 00:10:00	ES	Futures	795.1	796.06	795.1	795.58	183.0
2009-04-07 00:15:00	ES	Futures	795.58	795.58	795.1	795.1	124.0
2009-04-07 00:20:00	ES	Futures	795.1	795.58	795.1	795.58	154.0
2009-04-07 00:25:00	ES	Futures	795.58	795.82	795.58	795.82	133.0
2009-04-07 00:30:00	ES	Futures	795.82	796.3	795.82	796.06	175.0
2009-04-07 00:35:00	ES	Futures	796.06	797.26	795.82	797.26	354.0
2009-04-07 00:40:00	ES	Futures	797.26	798.7	797.02	798.46	1818.0
2009-04-07 00:45:00	ES	Futures	798.46	798.7	797.98	797.98	454.0
2009-04-07 00:50:00	ES	Futures	798.22	798.46	797.74	798.22	284.0
2009-04-07 00:55:00	ES	Futures	798.22	798.46	797.98	798.22	121.0
2009-04-07 01:00:00	ES	Futures	798.46	798.94	798.22	798.22	458.0
2009-04-07 01:05:00	ES	Futures	798.22	798.46	797.5	797.74	158.0
2009-04-07 01:10:00	ES	Futures	797.5	797.74	797.5	797.5	24.0
2009-04-07 01:15:00	ES	Futures	797.5	797.98	797.5	797.5	276.0
2009-04-07 01:20:00	ES	Futures	797.5	797.74	796.06	796.06	513.0
2009-04-07 01:25:00	ES	Futures	796.06	796.3	795.1	795.34	339.0
2009-04-07 01:30:00	ES	Futures	795.34	796.06	795.1	795.58	480.0
2009-04-07 01:35:00	ES	Futures	795.58	795.82	794.87	795.1	260.0
2009-04-07 01:40:00	ES	Futures	795.34	795.34	794.87	795.1	161.0
2009-04-07 01:45:00	ES	Futures	795.1	795.82	795.1	795.34	147.0
2009-04-07 01:50:00	ES	Futures	795.58	795.58	794.87	794.87	104.0
2009-04-07 01:55:00	ES	Futures	794.87	795.58	794.87	795.1	350.0
2009-04-07 02:00:00	ES	Futures	795.1	796.06	794.87	795.34	898.0
2009-04-07 02:05:00	ES	Futures	795.34	795.82	795.34	795.34	149.0
2009-04-07 02:10:00	ES	Futures	795.34	795.82	795.1	795.82	269.0
2009-04-07 02:15:00	ES	Futures	795.58	796.06	794.87	795.1	220.0
2009-04-07 02:20:00	ES	Futures	795.1	795.1	794.15	794.63	507.0
2009-04-07 02:25:00	ES	Futures	794.39	795.82	794.39	795.82	520.0
2009-04-07 02:30:00	ES	Futures	795.82	796.3	795.34	795.34	360.0
2009-04-07 02:35:00	ES	Futures	795.34	796.78	795.34	796.3	664.0
2009-04-07 02:40:00	ES	Futures	796.54	797.5	796.54	796.78	479.0
2009-04-07 02:45:00	ES	Futures	797.02	797.98	796.78	797.02	410.0
2009-04-07 02:50:00	ES	Futures	797.02	797.5	795.58	795.82	754.0
2009-04-07 02:55:00	ES	Futures	796.06	796.78	795.58	796.78	396.0
2009-04-07 03:00:00	ES	Futures	796.54	798.46	796.3	797.02	1542.0
2009-04-07 03:05:00	ES	Futures	797.26	797.5	795.58	795.58	1808.0
2009-04-07 03:10:00	ES	Futures	795.58	795.82	794.15	794.39	2155.0
2009-04-07 03:15:00	ES	Futures	794.39	795.1	794.15	794.87	982.0
2009-04-07 03:20:00	ES	Futures	794.87	794.87	792.71	793.67	2917.0
2009-04-07 03:25:00	ES	Futures	793.43	793.91	792.95	793.43	955.0
2009-04-07 03:30:00	ES	Futures	793.43	794.87	793.19	794.63	1237.0
2009-04-07 03:35:00	ES	Futures	794.63	794.87	794.15	794.39	648.0
2009-04-07 03:40:00	ES	Futures	794.39	794.87	793.91	794.39	817.0
2009-04-07 03:45:00	ES	Futures	794.63	794.87	792.95	792.95	1378.0
2009-04-07 03:50:00	ES	Futures	792.95	794.39	792.95	794.39	1236.0
2009-04-07 03:55:00	ES	Futures	794.39	794.39	793.43	794.15	702.0
2009-04-07 04:00:00	ES	Futures	794.15	794.39	792.95	794.39	1644.0
2009-04-07 04:05:00	ES	Futures	794.39	794.39	793.43	793.67	823.0

> showing 50 of 11,110 rows — these rows as CSV

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