PREVIEW / futures_5min / 2009-04-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-19.parquet
  size:    41 KB
  rows:    1,729

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
2009-04-19 18:00:00	ES	Futures	829.61	829.61	827.22	827.46	1601.0
2009-04-19 18:05:00	ES	Futures	827.7	828.17	826.5	826.98	1160.0
2009-04-19 18:10:00	ES	Futures	826.98	827.46	826.74	826.98	1098.0
2009-04-19 18:15:00	ES	Futures	826.98	827.22	826.74	826.98	196.0
2009-04-19 18:20:00	ES	Futures	826.98	827.22	826.5	826.5	188.0
2009-04-19 18:25:00	ES	Futures	826.74	826.74	826.26	826.26	556.0
2009-04-19 18:30:00	ES	Futures	826.26	826.74	826.26	826.74	232.0
2009-04-19 18:35:00	ES	Futures	826.74	827.22	826.26	826.98	431.0
2009-04-19 18:40:00	ES	Futures	826.74	827.22	826.74	826.98	222.0
2009-04-19 18:45:00	ES	Futures	826.98	827.22	826.74	827.22	238.0
2009-04-19 18:50:00	ES	Futures	827.22	827.22	826.98	827.22	125.0
2009-04-19 18:55:00	ES	Futures	827.22	827.22	826.98	826.98	91.0
2009-04-19 19:00:00	ES	Futures	826.98	827.22	826.26	826.5	905.0
2009-04-19 19:05:00	ES	Futures	826.74	826.74	826.26	826.5	180.0
2009-04-19 19:10:00	ES	Futures	826.26	826.5	826.26	826.5	71.0
2009-04-19 19:15:00	ES	Futures	826.26	826.98	826.26	826.74	252.0
2009-04-19 19:20:00	ES	Futures	826.74	826.74	826.5	826.74	28.0
2009-04-19 19:25:00	ES	Futures	826.5	826.98	826.5	826.5	160.0
2009-04-19 19:30:00	ES	Futures	826.5	826.74	826.26	826.26	196.0
2009-04-19 19:35:00	ES	Futures	826.5	826.5	826.26	826.26	182.0
2009-04-19 19:40:00	ES	Futures	826.26	826.5	826.02	826.26	460.0
2009-04-19 19:45:00	ES	Futures	826.5	826.98	826.26	826.74	322.0
2009-04-19 19:50:00	ES	Futures	826.74	826.98	826.5	826.5	121.0
2009-04-19 19:55:00	ES	Futures	826.5	826.74	826.26	826.74	45.0
2009-04-19 20:00:00	ES	Futures	826.5	827.46	826.5	827.22	344.0
2009-04-19 20:05:00	ES	Futures	827.22	827.7	826.98	827.22	197.0
2009-04-19 20:10:00	ES	Futures	826.98	827.22	826.02	826.02	305.0
2009-04-19 20:15:00	ES	Futures	826.02	826.5	826.02	826.5	188.0
2009-04-19 20:20:00	ES	Futures	826.5	826.5	825.78	826.26	306.0
2009-04-19 20:25:00	ES	Futures	826.26	826.5	826.02	826.02	106.0
2009-04-19 20:30:00	ES	Futures	826.26	826.74	826.02	826.02	240.0
2009-04-19 20:35:00	ES	Futures	826.02	826.02	825.54	826.02	540.0
2009-04-19 20:40:00	ES	Futures	826.02	826.02	825.54	825.54	435.0
2009-04-19 20:45:00	ES	Futures	825.78	825.78	825.06	825.3	573.0
2009-04-19 20:50:00	ES	Futures	825.3	825.3	824.82	825.06	663.0
2009-04-19 20:55:00	ES	Futures	825.06	825.54	824.82	825.3	195.0
2009-04-19 21:00:00	ES	Futures	825.3	825.78	825.06	825.54	138.0
2009-04-19 21:05:00	ES	Futures	825.54	826.02	825.06	825.06	293.0
2009-04-19 21:10:00	ES	Futures	825.06	826.26	825.06	826.26	562.0
2009-04-19 21:15:00	ES	Futures	826.26	826.26	825.3	825.3	447.0
2009-04-19 21:20:00	ES	Futures	825.3	825.3	824.82	825.06	664.0
2009-04-19 21:25:00	ES	Futures	825.06	825.3	824.34	824.58	488.0
2009-04-19 21:30:00	ES	Futures	824.58	824.58	824.1	824.1	720.0
2009-04-19 21:35:00	ES	Futures	824.1	824.34	824.1	824.1	406.0
2009-04-19 21:40:00	ES	Futures	824.1	825.06	824.1	824.82	377.0
2009-04-19 21:45:00	ES	Futures	824.82	825.06	824.34	824.82	279.0
2009-04-19 21:50:00	ES	Futures	824.82	824.82	824.34	824.34	280.0
2009-04-19 21:55:00	ES	Futures	824.58	824.58	824.1	824.34	161.0
2009-04-19 22:00:00	ES	Futures	824.34	824.34	824.1	824.34	69.0
2009-04-19 22:05:00	ES	Futures	824.1	824.34	823.86	823.86	461.0

> showing 50 of 1,729 rows — these rows as CSV

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