PREVIEW / futures_5min / 2009-04-22

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-22.parquet
  size:    183 KB
  rows:    10,378

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
2009-04-22 00:00:00	ES	Futures	807.81	807.81	807.57	807.57	88.0
2009-04-22 00:05:00	ES	Futures	807.81	808.76	807.57	808.28	463.0
2009-04-22 00:10:00	ES	Futures	808.52	808.52	808.05	808.52	122.0
2009-04-22 00:15:00	ES	Futures	808.52	808.52	808.28	808.52	96.0
2009-04-22 00:20:00	ES	Futures	808.52	809.0	808.28	808.28	162.0
2009-04-22 00:25:00	ES	Futures	808.28	808.52	807.81	808.05	242.0
2009-04-22 00:30:00	ES	Futures	808.05	808.28	807.81	808.05	110.0
2009-04-22 00:35:00	ES	Futures	808.05	808.05	807.81	807.81	22.0
2009-04-22 00:40:00	ES	Futures	808.05	808.76	808.05	808.52	116.0
2009-04-22 00:45:00	ES	Futures	808.76	809.0	808.76	808.76	100.0
2009-04-22 00:50:00	ES	Futures	808.76	809.0	808.76	809.0	30.0
2009-04-22 00:55:00	ES	Futures	808.76	809.0	808.52	808.52	93.0
2009-04-22 01:00:00	ES	Futures	808.52	808.52	808.05	808.05	96.0
2009-04-22 01:05:00	ES	Futures	807.81	808.28	807.57	808.28	244.0
2009-04-22 01:10:00	ES	Futures	808.28	808.52	808.28	808.52	100.0
2009-04-22 01:15:00	ES	Futures	808.28	808.52	808.28	808.28	56.0
2009-04-22 01:20:00	ES	Futures	808.28	808.52	808.28	808.52	163.0
2009-04-22 01:25:00	ES	Futures	808.52	808.52	808.28	808.28	174.0
2009-04-22 01:30:00	ES	Futures	808.52	808.76	808.28	808.52	409.0
2009-04-22 01:35:00	ES	Futures	808.52	808.52	807.81	807.81	174.0
2009-04-22 01:40:00	ES	Futures	807.81	808.05	807.57	807.81	231.0
2009-04-22 01:45:00	ES	Futures	807.81	807.81	807.57	807.57	36.0
2009-04-22 01:50:00	ES	Futures	807.57	807.81	807.09	807.81	517.0
2009-04-22 01:55:00	ES	Futures	807.57	808.05	807.57	808.05	188.0
2009-04-22 02:00:00	ES	Futures	808.05	808.28	806.85	807.09	1336.0
2009-04-22 02:05:00	ES	Futures	807.33	807.33	806.85	807.33	381.0
2009-04-22 02:10:00	ES	Futures	807.09	807.33	806.85	807.09	374.0
2009-04-22 02:15:00	ES	Futures	807.09	807.33	806.85	807.09	845.0
2009-04-22 02:20:00	ES	Futures	807.09	807.09	806.13	806.13	1615.0
2009-04-22 02:25:00	ES	Futures	806.13	806.61	806.13	806.13	872.0
2009-04-22 02:30:00	ES	Futures	806.13	806.37	806.13	806.13	447.0
2009-04-22 02:35:00	ES	Futures	806.13	806.37	805.89	806.13	697.0
2009-04-22 02:40:00	ES	Futures	806.13	806.61	805.65	805.89	1123.0
2009-04-22 02:45:00	ES	Futures	805.89	806.13	805.65	805.89	318.0
2009-04-22 02:50:00	ES	Futures	805.89	806.37	805.41	805.41	701.0
2009-04-22 02:55:00	ES	Futures	805.41	805.65	804.21	805.17	2746.0
2009-04-22 03:00:00	ES	Futures	805.17	805.41	803.73	803.97	2873.0
2009-04-22 03:05:00	ES	Futures	803.97	804.21	803.25	803.25	2489.0
2009-04-22 03:10:00	ES	Futures	803.25	803.97	802.53	803.01	4222.0
2009-04-22 03:15:00	ES	Futures	802.77	803.97	802.53	803.73	1975.0
2009-04-22 03:20:00	ES	Futures	803.73	804.21	803.01	803.49	1835.0
2009-04-22 03:25:00	ES	Futures	803.49	803.73	802.53	802.77	941.0
2009-04-22 03:30:00	ES	Futures	802.53	803.73	802.29	803.25	2484.0
2009-04-22 03:35:00	ES	Futures	803.25	804.45	803.01	803.73	1865.0
2009-04-22 03:40:00	ES	Futures	803.49	804.21	803.01	803.49	1045.0
2009-04-22 03:45:00	ES	Futures	803.49	804.93	803.01	804.93	1958.0
2009-04-22 03:50:00	ES	Futures	804.69	806.37	804.69	805.65	4089.0
2009-04-22 03:55:00	ES	Futures	805.89	806.85	805.65	806.13	2469.0
2009-04-22 04:00:00	ES	Futures	805.89	806.13	804.45	805.41	2909.0
2009-04-22 04:05:00	ES	Futures	805.41	806.85	804.45	806.37	2627.0

> showing 50 of 10,378 rows — these rows as CSV

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