PREVIEW / futures_5min / 2009-04-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-15.parquet
  size:    184 KB
  rows:    10,762

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
2009-04-15 00:00:00	ES	Futures	799.42	799.42	798.94	799.18	208.0
2009-04-15 00:05:00	ES	Futures	799.18	799.42	798.94	799.42	265.0
2009-04-15 00:10:00	ES	Futures	799.42	799.66	798.94	798.94	202.0
2009-04-15 00:15:00	ES	Futures	798.94	799.42	798.94	799.18	643.0
2009-04-15 00:20:00	ES	Futures	799.18	799.9	798.94	799.9	490.0
2009-04-15 00:25:00	ES	Futures	799.66	800.62	799.66	800.38	616.0
2009-04-15 00:30:00	ES	Futures	800.38	800.62	800.14	800.62	492.0
2009-04-15 00:35:00	ES	Futures	800.62	801.1	800.38	800.86	278.0
2009-04-15 00:40:00	ES	Futures	800.86	800.86	800.38	800.62	65.0
2009-04-15 00:45:00	ES	Futures	800.38	800.38	799.66	799.66	298.0
2009-04-15 00:50:00	ES	Futures	799.66	799.9	799.66	799.66	68.0
2009-04-15 00:55:00	ES	Futures	799.66	800.14	799.66	799.9	141.0
2009-04-15 01:00:00	ES	Futures	799.9	800.14	799.42	799.66	208.0
2009-04-15 01:05:00	ES	Futures	799.66	800.14	799.66	799.9	351.0
2009-04-15 01:10:00	ES	Futures	799.9	799.9	798.94	798.94	302.0
2009-04-15 01:15:00	ES	Futures	799.18	799.18	798.94	799.18	307.0
2009-04-15 01:20:00	ES	Futures	799.18	799.42	798.94	799.18	120.0
2009-04-15 01:25:00	ES	Futures	799.18	800.14	799.18	799.9	324.0
2009-04-15 01:30:00	ES	Futures	799.9	800.14	799.66	800.14	169.0
2009-04-15 01:35:00	ES	Futures	800.14	800.38	799.18	799.9	296.0
2009-04-15 01:40:00	ES	Futures	799.9	800.14	799.42	799.9	274.0
2009-04-15 01:45:00	ES	Futures	799.66	799.66	799.42	799.66	91.0
2009-04-15 01:50:00	ES	Futures	799.66	799.66	799.42	799.42	216.0
2009-04-15 01:55:00	ES	Futures	799.42	799.9	799.18	799.66	221.0
2009-04-15 02:00:00	ES	Futures	799.66	800.14	799.18	799.9	598.0
2009-04-15 02:05:00	ES	Futures	800.14	800.62	799.66	800.38	411.0
2009-04-15 02:10:00	ES	Futures	800.38	800.38	799.66	799.9	237.0
2009-04-15 02:15:00	ES	Futures	799.9	800.14	799.42	799.9	456.0
2009-04-15 02:20:00	ES	Futures	799.9	799.9	799.18	799.18	267.0
2009-04-15 02:25:00	ES	Futures	799.42	799.66	799.18	799.18	270.0
2009-04-15 02:30:00	ES	Futures	799.42	800.14	798.94	799.42	980.0
2009-04-15 02:35:00	ES	Futures	799.42	800.62	799.42	800.38	421.0
2009-04-15 02:40:00	ES	Futures	800.38	800.62	799.42	799.66	479.0
2009-04-15 02:45:00	ES	Futures	799.66	800.38	799.18	800.14	969.0
2009-04-15 02:50:00	ES	Futures	800.38	800.86	800.14	800.86	597.0
2009-04-15 02:55:00	ES	Futures	800.62	800.86	800.38	800.62	708.0
2009-04-15 03:00:00	ES	Futures	800.62	802.53	799.66	799.9	5893.0
2009-04-15 03:05:00	ES	Futures	799.66	799.9	798.22	799.42	6471.0
2009-04-15 03:10:00	ES	Futures	799.42	800.86	798.94	800.62	2903.0
2009-04-15 03:15:00	ES	Futures	800.62	801.81	800.38	801.81	1491.0
2009-04-15 03:20:00	ES	Futures	801.81	803.01	801.81	802.05	2849.0
2009-04-15 03:25:00	ES	Futures	802.29	802.29	801.1	801.58	1467.0
2009-04-15 03:30:00	ES	Futures	801.34	802.53	801.1	802.05	1474.0
2009-04-15 03:35:00	ES	Futures	801.81	802.29	800.86	801.1	1146.0
2009-04-15 03:40:00	ES	Futures	801.1	801.58	800.38	801.34	1425.0
2009-04-15 03:45:00	ES	Futures	801.58	803.25	801.34	803.25	2637.0
2009-04-15 03:50:00	ES	Futures	803.49	803.73	802.77	803.25	2487.0
2009-04-15 03:55:00	ES	Futures	803.25	804.69	803.01	804.21	2564.0
2009-04-15 04:00:00	ES	Futures	804.21	805.41	803.97	804.69	2870.0
2009-04-15 04:05:00	ES	Futures	804.93	805.65	804.69	805.17	2853.0

> showing 50 of 10,762 rows — these rows as CSV

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