PREVIEW / futures_5min / 2009-04-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-14.parquet
  size:    188 KB
  rows:    10,833

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
2009-04-14 00:00:00	ES	Futures	810.68	811.4	810.68	811.16	215.0
2009-04-14 00:05:00	ES	Futures	811.16	811.4	810.68	810.68	205.0
2009-04-14 00:10:00	ES	Futures	810.92	811.64	810.68	811.64	176.0
2009-04-14 00:15:00	ES	Futures	811.64	811.64	811.16	811.4	122.0
2009-04-14 00:20:00	ES	Futures	811.4	811.64	810.68	811.16	194.0
2009-04-14 00:25:00	ES	Futures	811.4	812.12	811.4	811.88	109.0
2009-04-14 00:30:00	ES	Futures	811.88	812.36	810.92	811.4	490.0
2009-04-14 00:35:00	ES	Futures	810.92	811.4	810.68	811.4	134.0
2009-04-14 00:40:00	ES	Futures	811.4	811.4	810.68	810.92	160.0
2009-04-14 00:45:00	ES	Futures	811.16	811.4	810.44	810.44	419.0
2009-04-14 00:50:00	ES	Futures	810.68	810.68	810.44	810.44	102.0
2009-04-14 00:55:00	ES	Futures	810.68	811.4	810.68	811.16	167.0
2009-04-14 01:00:00	ES	Futures	811.16	811.64	811.16	811.4	97.0
2009-04-14 01:05:00	ES	Futures	811.16	811.64	811.16	811.64	87.0
2009-04-14 01:10:00	ES	Futures	811.4	811.64	811.16	811.64	150.0
2009-04-14 01:15:00	ES	Futures	811.64	811.64	810.92	811.16	150.0
2009-04-14 01:20:00	ES	Futures	810.92	811.4	810.92	811.16	151.0
2009-04-14 01:25:00	ES	Futures	810.92	810.92	809.96	809.96	490.0
2009-04-14 01:30:00	ES	Futures	809.96	810.44	809.96	810.44	181.0
2009-04-14 01:35:00	ES	Futures	810.44	811.16	810.44	811.16	124.0
2009-04-14 01:40:00	ES	Futures	810.92	811.64	810.92	811.64	90.0
2009-04-14 01:45:00	ES	Futures	811.88	812.12	811.64	811.88	240.0
2009-04-14 01:50:00	ES	Futures	811.88	812.12	811.4	811.64	191.0
2009-04-14 01:55:00	ES	Futures	811.4	812.6	811.16	811.64	310.0
2009-04-14 02:00:00	ES	Futures	811.64	813.08	811.4	812.6	1058.0
2009-04-14 02:05:00	ES	Futures	812.36	812.84	811.64	811.88	636.0
2009-04-14 02:10:00	ES	Futures	811.64	812.12	811.16	811.16	300.0
2009-04-14 02:15:00	ES	Futures	811.4	812.12	810.2	810.44	797.0
2009-04-14 02:20:00	ES	Futures	810.2	810.44	809.72	810.2	768.0
2009-04-14 02:25:00	ES	Futures	810.2	810.2	809.72	810.2	607.0
2009-04-14 02:30:00	ES	Futures	810.2	810.44	809.72	809.96	763.0
2009-04-14 02:35:00	ES	Futures	809.96	810.2	809.24	809.48	568.0
2009-04-14 02:40:00	ES	Futures	809.72	810.2	807.81	807.81	1988.0
2009-04-14 02:45:00	ES	Futures	808.05	809.0	807.81	808.28	1090.0
2009-04-14 02:50:00	ES	Futures	808.05	809.72	808.05	809.72	938.0
2009-04-14 02:55:00	ES	Futures	809.72	810.44	808.76	810.2	1957.0
2009-04-14 03:00:00	ES	Futures	810.44	810.68	808.52	808.52	2553.0
2009-04-14 03:05:00	ES	Futures	808.76	809.72	808.76	809.0	2430.0
2009-04-14 03:10:00	ES	Futures	808.76	811.16	808.76	810.92	2267.0
2009-04-14 03:15:00	ES	Futures	811.16	811.64	810.92	811.4	1033.0
2009-04-14 03:20:00	ES	Futures	811.4	812.36	811.16	812.36	1717.0
2009-04-14 03:25:00	ES	Futures	812.12	813.08	811.88	812.36	2124.0
2009-04-14 03:30:00	ES	Futures	812.36	813.08	812.12	812.84	1344.0
2009-04-14 03:35:00	ES	Futures	812.84	813.56	812.12	812.36	1253.0
2009-04-14 03:40:00	ES	Futures	812.36	813.8	812.36	813.32	1417.0
2009-04-14 03:45:00	ES	Futures	813.32	815.23	813.08	814.04	2596.0
2009-04-14 03:50:00	ES	Futures	814.28	814.75	813.32	813.8	1672.0
2009-04-14 03:55:00	ES	Futures	813.8	814.75	813.56	813.56	790.0
2009-04-14 04:00:00	ES	Futures	813.32	814.28	813.32	814.04	633.0
2009-04-14 04:05:00	ES	Futures	813.8	814.75	813.56	814.04	1173.0

> showing 50 of 10,833 rows — these rows as CSV

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