PREVIEW / futures_5min / 2009-04-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-13.parquet
  size:    149 KB
  rows:    8,421

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
2009-04-13 00:00:00	ES	Futures	813.8	813.8	813.32	813.56	133.0
2009-04-13 00:05:00	ES	Futures	813.32	813.56	813.08	813.56	133.0
2009-04-13 00:10:00	ES	Futures	813.56	813.56	813.32	813.56	153.0
2009-04-13 00:15:00	ES	Futures	813.56	813.56	813.32	813.32	142.0
2009-04-13 00:20:00	ES	Futures	813.08	813.32	812.36	812.36	233.0
2009-04-13 00:25:00	ES	Futures	812.6	812.84	812.36	812.84	86.0
2009-04-13 00:30:00	ES	Futures	812.6	812.6	812.36	812.6	73.0
2009-04-13 00:35:00	ES	Futures	812.84	812.84	812.84	812.84	32.0
2009-04-13 00:40:00	ES	Futures	813.08	813.08	812.84	812.84	49.0
2009-04-13 00:45:00	ES	Futures	812.84	812.84	812.36	812.84	133.0
2009-04-13 00:50:00	ES	Futures	812.84	812.84	812.6	812.6	24.0
2009-04-13 00:55:00	ES	Futures	812.6	812.84	812.36	812.84	97.0
2009-04-13 01:00:00	ES	Futures	812.84	813.08	812.36	812.6	82.0
2009-04-13 01:05:00	ES	Futures	812.84	812.84	812.6	812.6	59.0
2009-04-13 01:10:00	ES	Futures	812.6	812.84	812.12	812.12	244.0
2009-04-13 01:15:00	ES	Futures	812.12	812.36	811.64	812.36	109.0
2009-04-13 01:20:00	ES	Futures	812.36	812.36	811.4	811.4	127.0
2009-04-13 01:25:00	ES	Futures	811.4	812.36	811.4	812.36	148.0
2009-04-13 01:30:00	ES	Futures	812.36	812.36	812.12	812.36	38.0
2009-04-13 01:35:00	ES	Futures	812.36	812.6	811.64	811.88	107.0
2009-04-13 01:40:00	ES	Futures	811.88	811.88	811.64	811.88	38.0
2009-04-13 01:45:00	ES	Futures	811.64	811.88	811.4	811.88	122.0
2009-04-13 01:50:00	ES	Futures	811.64	811.88	811.4	811.4	47.0
2009-04-13 01:55:00	ES	Futures	811.4	811.64	811.4	811.4	43.0
2009-04-13 02:00:00	ES	Futures	811.4	811.64	811.4	811.4	85.0
2009-04-13 02:05:00	ES	Futures	811.4	811.4	810.68	810.68	271.0
2009-04-13 02:10:00	ES	Futures	810.68	811.16	810.44	811.16	153.0
2009-04-13 02:15:00	ES	Futures	811.16	811.16	810.68	810.68	190.0
2009-04-13 02:20:00	ES	Futures	810.92	810.92	810.68	810.92	127.0
2009-04-13 02:25:00	ES	Futures	810.92	811.16	810.92	810.92	11.0
2009-04-13 02:30:00	ES	Futures	810.92	811.16	810.68	810.92	47.0
2009-04-13 02:35:00	ES	Futures	811.16	811.16	810.92	810.92	21.0
2009-04-13 02:40:00	ES	Futures	811.16	811.16	810.68	810.68	140.0
2009-04-13 02:45:00	ES	Futures	810.68	811.16	810.44	811.16	160.0
2009-04-13 02:50:00	ES	Futures	811.16	811.16	810.92	810.92	113.0
2009-04-13 02:55:00	ES	Futures	810.92	811.4	810.92	811.16	50.0
2009-04-13 03:00:00	ES	Futures	811.4	811.4	811.4	811.4	3.0
2009-04-13 03:05:00	ES	Futures	811.16	811.4	810.92	810.92	89.0
2009-04-13 03:10:00	ES	Futures	810.92	810.92	810.68	810.92	82.0
2009-04-13 03:15:00	ES	Futures	810.92	810.92	810.68	810.92	28.0
2009-04-13 03:20:00	ES	Futures	810.92	811.16	810.92	811.16	82.0
2009-04-13 03:25:00	ES	Futures	811.16	811.16	811.16	811.16	26.0
2009-04-13 03:30:00	ES	Futures	810.92	811.16	810.68	810.92	65.0
2009-04-13 03:35:00	ES	Futures	810.92	811.16	810.68	810.92	95.0
2009-04-13 03:40:00	ES	Futures	811.16	812.12	811.16	811.64	367.0
2009-04-13 03:45:00	ES	Futures	811.64	811.88	811.4	811.88	72.0
2009-04-13 03:50:00	ES	Futures	811.88	812.12	811.88	811.88	173.0
2009-04-13 03:55:00	ES	Futures	811.88	811.88	811.4	811.64	100.0
2009-04-13 04:00:00	ES	Futures	811.4	811.88	811.4	811.64	134.0
2009-04-13 04:05:00	ES	Futures	811.64	811.88	811.64	811.64	54.0

> showing 50 of 8,421 rows — these rows as CSV

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