PREVIEW / futures_5min / 2009-04-24

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-24.parquet
  size:    169 KB
  rows:    9,035

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
2009-04-24 00:00:00	ES	Futures	810.92	811.4	810.92	810.92	275.0
2009-04-24 00:05:00	ES	Futures	810.68	810.92	809.48	809.48	373.0
2009-04-24 00:10:00	ES	Futures	809.48	809.72	809.24	809.48	504.0
2009-04-24 00:15:00	ES	Futures	809.24	809.48	807.33	807.81	1535.0
2009-04-24 00:20:00	ES	Futures	807.81	808.05	807.33	808.05	461.0
2009-04-24 00:25:00	ES	Futures	808.05	808.76	807.81	808.28	367.0
2009-04-24 00:30:00	ES	Futures	808.28	808.52	807.57	808.28	347.0
2009-04-24 00:35:00	ES	Futures	808.52	808.52	807.81	807.81	281.0
2009-04-24 00:40:00	ES	Futures	807.81	808.28	807.57	807.57	394.0
2009-04-24 00:45:00	ES	Futures	807.57	807.81	807.33	807.57	388.0
2009-04-24 00:50:00	ES	Futures	807.57	807.57	807.09	807.33	330.0
2009-04-24 00:55:00	ES	Futures	807.33	807.57	807.09	807.33	200.0
2009-04-24 01:00:00	ES	Futures	807.09	807.33	807.09	807.09	213.0
2009-04-24 01:05:00	ES	Futures	807.09	807.33	807.09	807.09	226.0
2009-04-24 01:10:00	ES	Futures	807.09	808.05	806.61	808.05	922.0
2009-04-24 01:15:00	ES	Futures	807.81	808.28	807.81	807.81	167.0
2009-04-24 01:20:00	ES	Futures	807.57	808.52	807.57	808.28	182.0
2009-04-24 01:25:00	ES	Futures	808.52	808.76	808.28	808.28	162.0
2009-04-24 01:30:00	ES	Futures	808.28	808.76	808.28	808.76	167.0
2009-04-24 01:35:00	ES	Futures	808.76	809.0	808.28	808.28	107.0
2009-04-24 01:40:00	ES	Futures	808.28	808.52	807.81	808.52	233.0
2009-04-24 01:45:00	ES	Futures	808.28	809.0	808.28	808.76	179.0
2009-04-24 01:50:00	ES	Futures	808.52	809.0	808.05	808.52	212.0
2009-04-24 01:55:00	ES	Futures	808.28	808.52	808.05	808.52	259.0
2009-04-24 02:00:00	ES	Futures	808.28	809.72	808.28	809.24	1340.0
2009-04-24 02:05:00	ES	Futures	809.24	809.72	808.28	809.48	608.0
2009-04-24 02:10:00	ES	Futures	809.48	809.48	808.28	808.52	572.0
2009-04-24 02:15:00	ES	Futures	808.76	809.24	808.28	809.24	438.0
2009-04-24 02:20:00	ES	Futures	809.24	809.48	808.76	809.24	159.0
2009-04-24 02:25:00	ES	Futures	809.24	809.72	808.76	809.72	467.0
2009-04-24 02:30:00	ES	Futures	809.72	809.96	809.48	809.96	348.0
2009-04-24 02:35:00	ES	Futures	809.96	810.2	809.48	809.72	462.0
2009-04-24 02:40:00	ES	Futures	809.72	810.44	809.72	809.72	266.0
2009-04-24 02:45:00	ES	Futures	809.72	810.2	809.72	809.72	371.0
2009-04-24 02:50:00	ES	Futures	809.72	809.96	809.72	809.72	139.0
2009-04-24 02:55:00	ES	Futures	809.96	810.2	809.72	809.72	696.0
2009-04-24 03:00:00	ES	Futures	809.72	810.2	808.52	809.96	1674.0
2009-04-24 03:05:00	ES	Futures	809.72	811.16	809.48	810.68	2163.0
2009-04-24 03:10:00	ES	Futures	810.92	811.88	810.92	811.4	1377.0
2009-04-24 03:15:00	ES	Futures	811.4	811.4	810.68	811.16	781.0
2009-04-24 03:20:00	ES	Futures	810.92	811.16	810.68	811.16	673.0
2009-04-24 03:25:00	ES	Futures	810.92	811.64	810.68	811.64	846.0
2009-04-24 03:30:00	ES	Futures	811.64	812.12	810.92	812.12	1530.0
2009-04-24 03:35:00	ES	Futures	812.12	812.84	811.88	812.84	1625.0
2009-04-24 03:40:00	ES	Futures	812.84	813.08	812.12	812.6	1455.0
2009-04-24 03:45:00	ES	Futures	812.6	813.08	812.36	812.84	1057.0
2009-04-24 03:50:00	ES	Futures	812.84	813.32	812.36	813.08	771.0
2009-04-24 03:55:00	ES	Futures	813.08	813.8	813.08	813.56	1309.0
2009-04-24 04:00:00	ES	Futures	813.32	814.75	813.32	813.56	3296.0
2009-04-24 04:05:00	ES	Futures	813.56	814.99	813.32	814.75	3487.0

> showing 50 of 9,035 rows — these rows as CSV

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