PREVIEW / futures_5min / 2009-04-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-08.parquet
  size:    186 KB
  rows:    10,746

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
2009-04-08 00:00:00	ES	Futures	770.42	771.14	770.18	770.9	457.0
2009-04-08 00:05:00	ES	Futures	770.9	771.62	770.66	771.38	309.0
2009-04-08 00:10:00	ES	Futures	771.38	771.86	770.9	771.14	340.0
2009-04-08 00:15:00	ES	Futures	771.14	771.38	770.9	771.38	273.0
2009-04-08 00:20:00	ES	Futures	771.38	771.86	771.38	771.86	429.0
2009-04-08 00:25:00	ES	Futures	771.86	772.1	771.62	771.86	169.0
2009-04-08 00:30:00	ES	Futures	771.86	771.86	771.14	771.14	194.0
2009-04-08 00:35:00	ES	Futures	771.38	771.62	770.9	771.38	142.0
2009-04-08 00:40:00	ES	Futures	771.38	771.38	770.18	770.42	369.0
2009-04-08 00:45:00	ES	Futures	770.66	771.38	770.66	771.14	287.0
2009-04-08 00:50:00	ES	Futures	771.14	771.86	770.9	771.62	180.0
2009-04-08 00:55:00	ES	Futures	771.86	772.1	771.62	772.1	119.0
2009-04-08 01:00:00	ES	Futures	772.1	772.1	771.14	771.38	267.0
2009-04-08 01:05:00	ES	Futures	771.62	771.62	771.38	771.62	75.0
2009-04-08 01:10:00	ES	Futures	771.38	771.62	770.42	770.42	281.0
2009-04-08 01:15:00	ES	Futures	770.66	770.66	769.22	769.94	636.0
2009-04-08 01:20:00	ES	Futures	769.94	770.18	769.7	769.94	102.0
2009-04-08 01:25:00	ES	Futures	769.94	770.18	769.7	769.94	333.0
2009-04-08 01:30:00	ES	Futures	769.94	769.94	769.22	769.94	186.0
2009-04-08 01:35:00	ES	Futures	769.94	770.18	769.7	769.94	306.0
2009-04-08 01:40:00	ES	Futures	769.94	770.66	769.7	769.94	339.0
2009-04-08 01:45:00	ES	Futures	770.18	771.14	770.18	770.9	350.0
2009-04-08 01:50:00	ES	Futures	770.9	771.14	770.42	770.66	295.0
2009-04-08 01:55:00	ES	Futures	770.9	771.14	770.18	770.42	228.0
2009-04-08 02:00:00	ES	Futures	770.66	771.14	769.22	770.42	1863.0
2009-04-08 02:05:00	ES	Futures	770.18	771.38	770.18	771.14	420.0
2009-04-08 02:10:00	ES	Futures	770.9	771.38	770.9	770.9	243.0
2009-04-08 02:15:00	ES	Futures	770.9	770.9	769.7	769.94	781.0
2009-04-08 02:20:00	ES	Futures	769.94	770.66	769.7	769.7	825.0
2009-04-08 02:25:00	ES	Futures	769.46	770.42	769.46	770.18	834.0
2009-04-08 02:30:00	ES	Futures	770.18	770.9	769.7	770.9	614.0
2009-04-08 02:35:00	ES	Futures	770.9	771.14	769.94	770.66	561.0
2009-04-08 02:40:00	ES	Futures	770.42	771.14	770.18	770.42	521.0
2009-04-08 02:45:00	ES	Futures	770.42	770.42	769.46	769.46	533.0
2009-04-08 02:50:00	ES	Futures	769.46	770.42	769.46	769.94	723.0
2009-04-08 02:55:00	ES	Futures	769.94	770.18	769.22	769.94	974.0
2009-04-08 03:00:00	ES	Futures	769.94	771.38	769.94	769.94	2416.0
2009-04-08 03:05:00	ES	Futures	769.94	770.66	768.98	769.94	2495.0
2009-04-08 03:10:00	ES	Futures	769.94	771.38	769.46	771.14	2318.0
2009-04-08 03:15:00	ES	Futures	771.38	771.62	770.66	771.14	1816.0
2009-04-08 03:20:00	ES	Futures	771.14	771.86	771.14	771.38	1421.0
2009-04-08 03:25:00	ES	Futures	771.38	772.82	770.66	772.58	2224.0
2009-04-08 03:30:00	ES	Futures	772.34	772.82	771.62	771.86	1740.0
2009-04-08 03:35:00	ES	Futures	771.86	772.1	771.14	771.86	1339.0
2009-04-08 03:40:00	ES	Futures	772.1	773.3	771.86	772.82	2531.0
2009-04-08 03:45:00	ES	Futures	772.82	773.06	772.34	772.58	883.0
2009-04-08 03:50:00	ES	Futures	772.34	773.3	772.34	772.58	1316.0
2009-04-08 03:55:00	ES	Futures	772.58	773.54	771.86	772.58	2563.0
2009-04-08 04:00:00	ES	Futures	772.58	772.82	771.38	771.62	1542.0
2009-04-08 04:05:00	ES	Futures	771.62	772.34	771.62	772.1	1226.0

> showing 50 of 10,746 rows — these rows as CSV

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