PREVIEW / futures_5min / 2009-04-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-09.parquet
  size:    166 KB
  rows:    9,003

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
2009-04-09 00:00:00	ES	Futures	794.15	794.39	793.67	793.67	192.0
2009-04-09 00:05:00	ES	Futures	793.91	794.39	793.91	794.15	151.0
2009-04-09 00:10:00	ES	Futures	794.15	795.34	793.91	794.87	1468.0
2009-04-09 00:15:00	ES	Futures	794.87	795.1	794.63	794.87	253.0
2009-04-09 00:20:00	ES	Futures	794.87	795.1	794.39	794.63	378.0
2009-04-09 00:25:00	ES	Futures	794.63	794.63	793.91	793.91	280.0
2009-04-09 00:30:00	ES	Futures	793.91	794.63	793.91	794.39	264.0
2009-04-09 00:35:00	ES	Futures	794.39	795.34	794.39	795.34	393.0
2009-04-09 00:40:00	ES	Futures	795.34	797.02	795.1	796.78	2393.0
2009-04-09 00:45:00	ES	Futures	797.02	797.74	796.06	797.5	1586.0
2009-04-09 00:50:00	ES	Futures	797.74	797.74	796.78	797.5	700.0
2009-04-09 00:55:00	ES	Futures	797.5	797.5	796.54	796.54	270.0
2009-04-09 01:00:00	ES	Futures	796.54	796.54	796.06	796.3	292.0
2009-04-09 01:05:00	ES	Futures	796.3	796.54	796.06	796.3	280.0
2009-04-09 01:10:00	ES	Futures	796.3	796.54	796.06	796.3	100.0
2009-04-09 01:15:00	ES	Futures	796.06	796.78	796.06	796.06	365.0
2009-04-09 01:20:00	ES	Futures	796.3	796.54	796.06	796.3	232.0
2009-04-09 01:25:00	ES	Futures	796.3	796.78	796.06	796.54	248.0
2009-04-09 01:30:00	ES	Futures	796.54	797.26	796.06	797.02	636.0
2009-04-09 01:35:00	ES	Futures	797.26	797.26	796.78	797.02	432.0
2009-04-09 01:40:00	ES	Futures	796.78	797.02	796.3	796.54	293.0
2009-04-09 01:45:00	ES	Futures	796.3	797.26	796.3	797.02	373.0
2009-04-09 01:50:00	ES	Futures	797.02	797.74	796.54	797.02	674.0
2009-04-09 01:55:00	ES	Futures	797.02	797.26	796.54	796.78	313.0
2009-04-09 02:00:00	ES	Futures	796.78	797.5	796.54	797.5	1364.0
2009-04-09 02:05:00	ES	Futures	797.5	797.74	797.26	797.5	665.0
2009-04-09 02:10:00	ES	Futures	797.5	797.74	797.02	797.26	345.0
2009-04-09 02:15:00	ES	Futures	797.02	797.5	796.54	796.78	392.0
2009-04-09 02:20:00	ES	Futures	796.78	797.02	796.54	796.54	322.0
2009-04-09 02:25:00	ES	Futures	796.54	796.54	795.82	796.54	637.0
2009-04-09 02:30:00	ES	Futures	796.54	797.02	796.3	797.02	362.0
2009-04-09 02:35:00	ES	Futures	797.02	797.74	796.78	797.26	649.0
2009-04-09 02:40:00	ES	Futures	797.26	797.5	797.02	797.02	367.0
2009-04-09 02:45:00	ES	Futures	797.02	797.26	796.54	797.02	370.0
2009-04-09 02:50:00	ES	Futures	797.02	797.26	796.78	796.78	308.0
2009-04-09 02:55:00	ES	Futures	796.78	796.78	795.82	796.06	691.0
2009-04-09 03:00:00	ES	Futures	796.3	796.3	794.39	795.34	2475.0
2009-04-09 03:05:00	ES	Futures	795.34	796.06	794.87	795.1	1102.0
2009-04-09 03:10:00	ES	Futures	795.1	795.1	793.67	794.39	2358.0
2009-04-09 03:15:00	ES	Futures	794.63	795.1	793.43	793.43	1860.0
2009-04-09 03:20:00	ES	Futures	793.67	794.39	792.95	794.15	1939.0
2009-04-09 03:25:00	ES	Futures	794.15	794.39	793.43	793.67	1332.0
2009-04-09 03:30:00	ES	Futures	793.91	794.87	793.19	793.19	1730.0
2009-04-09 03:35:00	ES	Futures	793.19	793.91	792.71	793.91	1276.0
2009-04-09 03:40:00	ES	Futures	793.67	794.15	792.71	792.95	1964.0
2009-04-09 03:45:00	ES	Futures	793.19	795.58	793.19	795.34	1982.0
2009-04-09 03:50:00	ES	Futures	795.34	795.58	794.63	794.87	1191.0
2009-04-09 03:55:00	ES	Futures	794.87	795.1	794.39	794.87	1548.0
2009-04-09 04:00:00	ES	Futures	794.87	795.34	794.15	794.87	2136.0
2009-04-09 04:05:00	ES	Futures	794.87	795.34	793.43	794.15	1626.0

> showing 50 of 9,003 rows — these rows as CSV

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