PREVIEW / futures_5min / 2009-04-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-21.parquet
  size:    192 KB
  rows:    10,807

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
2009-04-21 00:00:00	ES	Futures	799.9	800.14	799.9	800.14	297.0
2009-04-21 00:05:00	ES	Futures	800.14	800.14	799.9	799.9	84.0
2009-04-21 00:10:00	ES	Futures	800.14	800.14	799.42	799.66	220.0
2009-04-21 00:15:00	ES	Futures	799.66	800.14	799.66	800.14	191.0
2009-04-21 00:20:00	ES	Futures	799.9	799.9	799.66	799.9	197.0
2009-04-21 00:25:00	ES	Futures	799.66	800.38	799.66	800.38	299.0
2009-04-21 00:30:00	ES	Futures	800.38	801.58	800.14	801.34	1936.0
2009-04-21 00:35:00	ES	Futures	801.34	802.29	801.34	801.81	844.0
2009-04-21 00:40:00	ES	Futures	801.81	802.29	801.34	801.58	532.0
2009-04-21 00:45:00	ES	Futures	801.81	802.29	801.81	801.81	247.0
2009-04-21 00:50:00	ES	Futures	801.81	802.05	801.58	801.58	186.0
2009-04-21 00:55:00	ES	Futures	801.58	801.58	800.62	801.1	308.0
2009-04-21 01:00:00	ES	Futures	801.1	801.34	800.62	801.34	263.0
2009-04-21 01:05:00	ES	Futures	801.34	801.58	801.34	801.58	113.0
2009-04-21 01:10:00	ES	Futures	801.34	801.81	801.34	801.58	208.0
2009-04-21 01:15:00	ES	Futures	801.58	802.05	801.58	801.81	402.0
2009-04-21 01:20:00	ES	Futures	802.05	802.29	801.58	801.58	343.0
2009-04-21 01:25:00	ES	Futures	801.81	802.29	801.58	801.58	308.0
2009-04-21 01:30:00	ES	Futures	802.05	802.29	801.81	802.05	255.0
2009-04-21 01:35:00	ES	Futures	802.05	802.29	801.1	801.34	342.0
2009-04-21 01:40:00	ES	Futures	801.34	801.81	801.34	801.81	124.0
2009-04-21 01:45:00	ES	Futures	801.58	801.58	800.62	800.86	416.0
2009-04-21 01:50:00	ES	Futures	800.62	801.1	800.14	800.62	468.0
2009-04-21 01:55:00	ES	Futures	800.86	801.34	800.86	801.1	328.0
2009-04-21 02:00:00	ES	Futures	801.1	801.58	800.38	800.62	697.0
2009-04-21 02:05:00	ES	Futures	800.62	801.81	800.38	801.58	1011.0
2009-04-21 02:10:00	ES	Futures	801.34	801.58	800.86	801.1	444.0
2009-04-21 02:15:00	ES	Futures	801.34	801.34	800.62	800.62	518.0
2009-04-21 02:20:00	ES	Futures	800.62	800.86	800.14	800.14	434.0
2009-04-21 02:25:00	ES	Futures	800.38	801.34	800.14	800.86	573.0
2009-04-21 02:30:00	ES	Futures	800.86	800.86	800.14	800.38	527.0
2009-04-21 02:35:00	ES	Futures	800.38	801.1	800.14	800.86	422.0
2009-04-21 02:40:00	ES	Futures	801.1	801.58	800.86	801.58	448.0
2009-04-21 02:45:00	ES	Futures	801.34	802.29	801.1	801.58	1555.0
2009-04-21 02:50:00	ES	Futures	801.58	802.29	801.34	801.81	737.0
2009-04-21 02:55:00	ES	Futures	802.05	802.05	800.86	801.34	674.0
2009-04-21 03:00:00	ES	Futures	801.34	802.29	800.62	800.86	2359.0
2009-04-21 03:05:00	ES	Futures	800.62	800.62	798.7	798.94	3263.0
2009-04-21 03:10:00	ES	Futures	798.94	799.9	798.7	799.42	2215.0
2009-04-21 03:15:00	ES	Futures	799.18	801.58	799.18	801.34	1923.0
2009-04-21 03:20:00	ES	Futures	801.34	802.53	801.34	802.29	2660.0
2009-04-21 03:25:00	ES	Futures	802.05	802.53	801.81	802.05	1438.0
2009-04-21 03:30:00	ES	Futures	801.81	802.53	801.81	802.29	3180.0
2009-04-21 03:35:00	ES	Futures	802.53	803.01	802.29	803.01	3696.0
2009-04-21 03:40:00	ES	Futures	803.01	803.01	801.81	802.05	1848.0
2009-04-21 03:45:00	ES	Futures	801.81	802.05	801.34	801.81	1775.0
2009-04-21 03:50:00	ES	Futures	801.81	802.05	800.86	801.1	1514.0
2009-04-21 03:55:00	ES	Futures	801.34	802.29	800.86	801.58	1770.0
2009-04-21 04:00:00	ES	Futures	801.58	802.29	801.58	802.05	1686.0
2009-04-21 04:05:00	ES	Futures	802.05	802.29	801.81	802.05	1149.0

> showing 50 of 10,807 rows — these rows as CSV

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