PREVIEW / futures_5min / 2009-04-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-12.parquet
  size:    35 KB
  rows:    1,668

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
2009-04-12 18:00:00	ES	Futures	813.56	814.04	811.4	812.12	3200.0
2009-04-12 18:05:00	ES	Futures	811.88	812.84	811.64	812.12	598.0
2009-04-12 18:10:00	ES	Futures	812.36	812.6	811.64	812.6	244.0
2009-04-12 18:15:00	ES	Futures	812.6	812.6	811.16	811.88	716.0
2009-04-12 18:20:00	ES	Futures	811.88	812.36	811.64	812.36	164.0
2009-04-12 18:25:00	ES	Futures	812.36	814.04	811.88	814.04	683.0
2009-04-12 18:30:00	ES	Futures	814.28	814.28	812.84	813.08	323.0
2009-04-12 18:35:00	ES	Futures	813.08	813.32	812.12	812.12	252.0
2009-04-12 18:40:00	ES	Futures	811.88	812.36	811.88	811.88	106.0
2009-04-12 18:45:00	ES	Futures	811.88	812.12	811.64	811.88	375.0
2009-04-12 18:50:00	ES	Futures	811.64	812.6	811.64	812.36	350.0
2009-04-12 18:55:00	ES	Futures	812.36	812.36	812.12	812.12	17.0
2009-04-12 19:00:00	ES	Futures	812.12	812.12	811.64	811.88	98.0
2009-04-12 19:05:00	ES	Futures	811.88	812.12	811.88	811.88	31.0
2009-04-12 19:10:00	ES	Futures	812.12	812.12	811.64	811.64	91.0
2009-04-12 19:15:00	ES	Futures	811.64	811.88	811.64	811.64	48.0
2009-04-12 19:20:00	ES	Futures	811.64	811.88	810.44	810.44	493.0
2009-04-12 19:25:00	ES	Futures	810.44	810.92	810.44	810.68	281.0
2009-04-12 19:30:00	ES	Futures	810.92	810.92	810.68	810.68	65.0
2009-04-12 19:35:00	ES	Futures	810.92	811.64	810.68	811.64	169.0
2009-04-12 19:40:00	ES	Futures	811.64	812.12	811.4	812.12	130.0
2009-04-12 19:45:00	ES	Futures	812.12	812.12	810.92	810.92	440.0
2009-04-12 19:50:00	ES	Futures	811.16	812.36	811.16	811.88	271.0
2009-04-12 19:55:00	ES	Futures	812.12	812.36	810.92	810.92	286.0
2009-04-12 20:00:00	ES	Futures	810.92	811.4	810.92	811.4	171.0
2009-04-12 20:05:00	ES	Futures	811.16	811.16	810.2	810.2	846.0
2009-04-12 20:10:00	ES	Futures	810.2	810.68	809.96	810.44	522.0
2009-04-12 20:15:00	ES	Futures	810.44	811.16	810.2	810.92	181.0
2009-04-12 20:20:00	ES	Futures	810.92	811.64	810.92	811.64	240.0
2009-04-12 20:25:00	ES	Futures	811.64	811.64	811.4	811.4	172.0
2009-04-12 20:30:00	ES	Futures	811.4	811.88	811.4	811.64	288.0
2009-04-12 20:35:00	ES	Futures	811.64	811.88	811.4	811.88	189.0
2009-04-12 20:40:00	ES	Futures	811.88	812.12	811.64	811.88	235.0
2009-04-12 20:45:00	ES	Futures	811.88	812.12	811.64	811.64	116.0
2009-04-12 20:50:00	ES	Futures	811.88	812.6	811.64	812.36	323.0
2009-04-12 20:55:00	ES	Futures	812.36	812.84	812.36	812.84	150.0
2009-04-12 21:00:00	ES	Futures	812.84	813.08	812.6	812.6	324.0
2009-04-12 21:05:00	ES	Futures	812.84	813.08	812.84	812.84	272.0
2009-04-12 21:10:00	ES	Futures	812.84	813.32	812.6	812.6	173.0
2009-04-12 21:15:00	ES	Futures	812.6	813.08	812.6	813.08	221.0
2009-04-12 21:20:00	ES	Futures	813.08	813.08	812.6	812.84	145.0
2009-04-12 21:25:00	ES	Futures	813.08	813.32	812.84	813.08	45.0
2009-04-12 21:30:00	ES	Futures	812.84	812.84	812.36	812.84	145.0
2009-04-12 21:35:00	ES	Futures	812.84	813.08	812.84	812.84	115.0
2009-04-12 21:40:00	ES	Futures	812.84	812.84	812.6	812.84	95.0
2009-04-12 21:45:00	ES	Futures	812.84	812.84	812.36	812.6	176.0
2009-04-12 21:50:00	ES	Futures	812.36	812.6	811.64	811.64	335.0
2009-04-12 21:55:00	ES	Futures	811.88	812.12	811.64	811.88	60.0
2009-04-12 22:00:00	ES	Futures	811.88	812.36	811.88	812.36	128.0
2009-04-12 22:05:00	ES	Futures	812.12	812.12	811.64	811.64	233.0

> showing 50 of 1,668 rows — these rows as CSV

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