PREVIEW / futures_5min / 2009-04-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-27.parquet
  size:    194 KB
  rows:    10,991

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
2009-04-27 00:00:00	ES	Futures	812.84	812.84	811.88	812.84	468.0
2009-04-27 00:05:00	ES	Futures	812.84	813.56	812.36	813.08	421.0
2009-04-27 00:10:00	ES	Futures	813.08	814.75	813.08	814.75	692.0
2009-04-27 00:15:00	ES	Futures	814.52	814.75	813.56	813.56	404.0
2009-04-27 00:20:00	ES	Futures	813.56	815.23	813.56	814.99	208.0
2009-04-27 00:25:00	ES	Futures	815.23	815.71	814.99	815.47	183.0
2009-04-27 00:30:00	ES	Futures	815.23	815.71	815.23	815.23	174.0
2009-04-27 00:35:00	ES	Futures	815.47	815.71	813.8	813.8	238.0
2009-04-27 00:40:00	ES	Futures	813.8	814.04	813.56	813.8	164.0
2009-04-27 00:45:00	ES	Futures	813.8	815.23	813.8	815.23	373.0
2009-04-27 00:50:00	ES	Futures	815.23	815.23	814.99	815.23	93.0
2009-04-27 00:55:00	ES	Futures	815.23	815.71	815.23	815.71	101.0
2009-04-27 01:00:00	ES	Futures	815.71	816.19	815.71	815.71	254.0
2009-04-27 01:05:00	ES	Futures	815.71	816.19	815.23	815.47	105.0
2009-04-27 01:10:00	ES	Futures	815.47	815.95	815.47	815.71	47.0
2009-04-27 01:15:00	ES	Futures	815.71	816.19	815.71	815.95	71.0
2009-04-27 01:20:00	ES	Futures	816.19	816.67	815.95	816.43	315.0
2009-04-27 01:25:00	ES	Futures	816.43	816.67	816.19	816.19	95.0
2009-04-27 01:30:00	ES	Futures	816.43	816.67	815.71	815.71	154.0
2009-04-27 01:35:00	ES	Futures	815.95	816.19	814.75	814.99	300.0
2009-04-27 01:40:00	ES	Futures	815.23	815.23	814.52	814.99	248.0
2009-04-27 01:45:00	ES	Futures	814.99	815.95	814.99	815.47	222.0
2009-04-27 01:50:00	ES	Futures	815.71	815.95	814.99	815.47	281.0
2009-04-27 01:55:00	ES	Futures	815.47	816.19	815.23	815.95	417.0
2009-04-27 02:00:00	ES	Futures	815.95	816.67	815.71	816.43	1043.0
2009-04-27 02:05:00	ES	Futures	816.19	817.63	816.19	817.15	1307.0
2009-04-27 02:10:00	ES	Futures	817.15	817.15	815.71	816.19	896.0
2009-04-27 02:15:00	ES	Futures	816.19	816.43	815.23	815.47	478.0
2009-04-27 02:20:00	ES	Futures	815.23	815.71	814.99	815.71	369.0
2009-04-27 02:25:00	ES	Futures	815.71	815.71	814.75	815.23	674.0
2009-04-27 02:30:00	ES	Futures	815.23	816.19	814.99	816.19	425.0
2009-04-27 02:35:00	ES	Futures	816.19	816.19	814.52	814.52	959.0
2009-04-27 02:40:00	ES	Futures	814.52	814.99	812.84	813.8	1677.0
2009-04-27 02:45:00	ES	Futures	813.8	814.52	813.8	814.28	557.0
2009-04-27 02:50:00	ES	Futures	814.52	814.99	813.32	813.56	994.0
2009-04-27 02:55:00	ES	Futures	813.56	814.52	813.32	813.56	1162.0
2009-04-27 03:00:00	ES	Futures	813.56	814.04	813.32	813.8	1662.0
2009-04-27 03:05:00	ES	Futures	813.8	814.52	813.08	813.8	2019.0
2009-04-27 03:10:00	ES	Futures	813.8	813.8	813.08	813.56	1341.0
2009-04-27 03:15:00	ES	Futures	813.8	813.8	813.08	813.08	1797.0
2009-04-27 03:20:00	ES	Futures	813.08	813.8	812.84	813.8	2417.0
2009-04-27 03:25:00	ES	Futures	813.56	815.23	813.32	814.99	2430.0
2009-04-27 03:30:00	ES	Futures	814.99	815.71	814.75	815.23	1455.0
2009-04-27 03:35:00	ES	Futures	815.23	815.23	814.04	814.28	1701.0
2009-04-27 03:40:00	ES	Futures	814.28	814.99	814.28	814.75	1245.0
2009-04-27 03:45:00	ES	Futures	814.75	814.75	813.56	813.8	1583.0
2009-04-27 03:50:00	ES	Futures	813.56	814.04	813.56	813.8	416.0
2009-04-27 03:55:00	ES	Futures	813.8	815.23	813.8	814.75	1211.0
2009-04-27 04:00:00	ES	Futures	814.52	815.23	814.04	814.28	1139.0
2009-04-27 04:05:00	ES	Futures	814.28	814.28	813.56	814.04	1816.0

> showing 50 of 10,991 rows — these rows as CSV

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