PREVIEW / futures_5min / 2009-04-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-20.parquet
  size:    207 KB
  rows:    10,992

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
2009-04-20 00:00:00	ES	Futures	824.58	824.82	824.34	824.34	138.0
2009-04-20 00:05:00	ES	Futures	824.58	825.06	824.34	824.82	77.0
2009-04-20 00:10:00	ES	Futures	824.82	824.82	824.34	824.34	47.0
2009-04-20 00:15:00	ES	Futures	824.34	824.58	824.1	824.1	78.0
2009-04-20 00:20:00	ES	Futures	824.34	824.34	823.86	824.1	214.0
2009-04-20 00:25:00	ES	Futures	824.1	824.34	823.86	824.34	69.0
2009-04-20 00:30:00	ES	Futures	824.34	824.58	823.62	823.62	411.0
2009-04-20 00:35:00	ES	Futures	823.62	823.86	823.14	823.62	237.0
2009-04-20 00:40:00	ES	Futures	823.62	823.86	823.62	823.62	41.0
2009-04-20 00:45:00	ES	Futures	823.86	823.86	823.38	823.38	82.0
2009-04-20 00:50:00	ES	Futures	823.62	824.1	823.38	824.1	110.0
2009-04-20 00:55:00	ES	Futures	824.1	824.58	824.1	824.1	101.0
2009-04-20 01:00:00	ES	Futures	824.34	825.06	824.1	824.82	236.0
2009-04-20 01:05:00	ES	Futures	824.82	825.3	824.58	825.3	298.0
2009-04-20 01:10:00	ES	Futures	825.06	825.06	824.34	824.58	237.0
2009-04-20 01:15:00	ES	Futures	824.58	824.82	824.34	824.82	48.0
2009-04-20 01:20:00	ES	Futures	824.82	824.82	824.58	824.58	197.0
2009-04-20 01:25:00	ES	Futures	824.58	825.06	824.58	825.06	100.0
2009-04-20 01:30:00	ES	Futures	824.82	825.06	824.82	825.06	71.0
2009-04-20 01:35:00	ES	Futures	825.06	825.54	825.06	825.54	282.0
2009-04-20 01:40:00	ES	Futures	825.3	825.54	825.06	825.54	306.0
2009-04-20 01:45:00	ES	Futures	825.54	826.02	825.3	825.78	591.0
2009-04-20 01:50:00	ES	Futures	825.54	825.78	825.3	825.54	132.0
2009-04-20 01:55:00	ES	Futures	825.54	825.54	825.06	825.3	220.0
2009-04-20 02:00:00	ES	Futures	825.06	825.78	824.82	825.06	476.0
2009-04-20 02:05:00	ES	Futures	825.06	825.78	824.82	825.78	315.0
2009-04-20 02:10:00	ES	Futures	825.78	826.5	825.78	826.26	1053.0
2009-04-20 02:15:00	ES	Futures	826.5	826.5	826.02	826.5	466.0
2009-04-20 02:20:00	ES	Futures	826.26	826.5	826.02	826.26	183.0
2009-04-20 02:25:00	ES	Futures	826.26	826.5	826.02	826.26	165.0
2009-04-20 02:30:00	ES	Futures	826.5	826.74	826.26	826.5	256.0
2009-04-20 02:35:00	ES	Futures	826.26	826.5	826.02	826.5	359.0
2009-04-20 02:40:00	ES	Futures	826.5	826.74	826.02	826.26	700.0
2009-04-20 02:45:00	ES	Futures	826.26	826.26	825.54	826.26	1107.0
2009-04-20 02:50:00	ES	Futures	826.26	826.74	826.26	826.5	271.0
2009-04-20 02:55:00	ES	Futures	826.5	826.74	826.26	826.5	379.0
2009-04-20 03:00:00	ES	Futures	826.5	826.5	824.58	824.82	2374.0
2009-04-20 03:05:00	ES	Futures	824.82	827.22	824.58	826.98	2474.0
2009-04-20 03:10:00	ES	Futures	826.74	827.46	826.02	827.22	924.0
2009-04-20 03:15:00	ES	Futures	826.98	827.46	826.5	826.98	874.0
2009-04-20 03:20:00	ES	Futures	826.98	827.7	826.74	827.46	922.0
2009-04-20 03:25:00	ES	Futures	827.22	827.46	825.54	826.02	1040.0
2009-04-20 03:30:00	ES	Futures	826.02	827.22	826.02	826.98	401.0
2009-04-20 03:35:00	ES	Futures	827.22	827.7	826.98	826.98	632.0
2009-04-20 03:40:00	ES	Futures	827.22	827.22	826.5	826.5	594.0
2009-04-20 03:45:00	ES	Futures	826.74	827.22	826.5	826.5	255.0
2009-04-20 03:50:00	ES	Futures	826.5	826.74	825.78	825.78	434.0
2009-04-20 03:55:00	ES	Futures	825.78	826.02	824.34	824.58	1369.0
2009-04-20 04:00:00	ES	Futures	824.82	825.06	824.34	824.58	1423.0
2009-04-20 04:05:00	ES	Futures	824.58	824.82	824.34	824.34	1263.0

> showing 50 of 10,992 rows — these rows as CSV

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