PREVIEW / futures_5min / 2009-04-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-23.parquet
  size:    182 KB
  rows:    10,453

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
2009-04-23 00:00:00	ES	Futures	800.62	801.1	800.62	800.86	200.0
2009-04-23 00:05:00	ES	Futures	801.1	802.05	801.1	801.58	817.0
2009-04-23 00:10:00	ES	Futures	801.81	801.81	801.34	801.34	293.0
2009-04-23 00:15:00	ES	Futures	801.34	801.81	801.1	801.34	180.0
2009-04-23 00:20:00	ES	Futures	801.34	801.58	801.34	801.58	96.0
2009-04-23 00:25:00	ES	Futures	801.34	801.81	801.34	801.81	253.0
2009-04-23 00:30:00	ES	Futures	802.05	802.53	801.81	802.29	504.0
2009-04-23 00:35:00	ES	Futures	802.29	803.01	802.29	803.01	571.0
2009-04-23 00:40:00	ES	Futures	803.01	803.01	802.29	802.29	306.0
2009-04-23 00:45:00	ES	Futures	802.53	803.25	802.29	803.01	327.0
2009-04-23 00:50:00	ES	Futures	803.01	803.01	802.77	803.01	72.0
2009-04-23 00:55:00	ES	Futures	802.77	802.77	802.05	802.53	160.0
2009-04-23 01:00:00	ES	Futures	802.53	802.77	802.05	802.77	244.0
2009-04-23 01:05:00	ES	Futures	802.77	802.77	802.53	802.77	141.0
2009-04-23 01:10:00	ES	Futures	803.01	803.49	802.77	802.77	370.0
2009-04-23 01:15:00	ES	Futures	802.77	803.73	802.77	803.49	220.0
2009-04-23 01:20:00	ES	Futures	803.73	804.21	803.49	803.97	442.0
2009-04-23 01:25:00	ES	Futures	803.97	805.89	803.97	805.41	2171.0
2009-04-23 01:30:00	ES	Futures	805.41	805.65	804.69	805.17	544.0
2009-04-23 01:35:00	ES	Futures	805.17	805.89	805.17	805.65	955.0
2009-04-23 01:40:00	ES	Futures	805.65	805.89	805.41	805.65	389.0
2009-04-23 01:45:00	ES	Futures	805.65	806.61	805.41	806.37	1138.0
2009-04-23 01:50:00	ES	Futures	806.37	806.85	806.13	806.85	504.0
2009-04-23 01:55:00	ES	Futures	806.61	806.61	805.65	806.37	532.0
2009-04-23 02:00:00	ES	Futures	806.13	807.33	806.13	807.33	2586.0
2009-04-23 02:05:00	ES	Futures	807.09	807.57	806.85	806.85	949.0
2009-04-23 02:10:00	ES	Futures	806.85	809.24	806.85	809.0	3612.0
2009-04-23 02:15:00	ES	Futures	808.76	809.0	807.81	808.05	449.0
2009-04-23 02:20:00	ES	Futures	808.28	808.76	807.33	808.28	1131.0
2009-04-23 02:25:00	ES	Futures	808.28	808.52	807.81	808.05	418.0
2009-04-23 02:30:00	ES	Futures	808.05	808.05	807.33	807.81	454.0
2009-04-23 02:35:00	ES	Futures	807.81	807.81	806.61	806.85	821.0
2009-04-23 02:40:00	ES	Futures	806.85	807.09	806.37	807.09	588.0
2009-04-23 02:45:00	ES	Futures	806.85	807.57	806.61	807.09	595.0
2009-04-23 02:50:00	ES	Futures	807.09	807.57	806.85	807.33	291.0
2009-04-23 02:55:00	ES	Futures	807.09	808.05	807.09	807.81	327.0
2009-04-23 03:00:00	ES	Futures	807.81	808.52	807.09	808.05	2039.0
2009-04-23 03:05:00	ES	Futures	808.28	808.76	806.85	808.52	2682.0
2009-04-23 03:10:00	ES	Futures	808.52	809.96	808.28	809.72	2472.0
2009-04-23 03:15:00	ES	Futures	809.72	809.96	808.52	808.76	1467.0
2009-04-23 03:20:00	ES	Futures	808.52	809.0	808.05	808.05	848.0
2009-04-23 03:25:00	ES	Futures	808.28	809.0	808.05	809.0	1232.0
2009-04-23 03:30:00	ES	Futures	809.0	809.24	807.33	807.33	2026.0
2009-04-23 03:35:00	ES	Futures	807.33	808.05	806.85	807.81	1962.0
2009-04-23 03:40:00	ES	Futures	807.57	808.05	807.09	808.05	1136.0
2009-04-23 03:45:00	ES	Futures	808.05	809.48	807.81	809.48	2048.0
2009-04-23 03:50:00	ES	Futures	809.24	809.48	808.28	809.0	1046.0
2009-04-23 03:55:00	ES	Futures	809.24	809.96	809.0	809.72	2385.0
2009-04-23 04:00:00	ES	Futures	809.72	809.96	808.52	809.72	2555.0
2009-04-23 04:05:00	ES	Futures	809.72	810.68	809.72	809.96	2642.0

> showing 50 of 10,453 rows — these rows as CSV

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