PREVIEW / futures_5min / 2009-04-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-28.parquet
  size:    189 KB
  rows:    10,689

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
2009-04-28 00:00:00	ES	Futures	814.75	814.99	814.28	814.28	203.0
2009-04-28 00:05:00	ES	Futures	814.52	814.99	813.08	813.32	666.0
2009-04-28 00:10:00	ES	Futures	813.32	813.32	810.68	811.4	3520.0
2009-04-28 00:15:00	ES	Futures	811.4	812.12	810.68	810.92	967.0
2009-04-28 00:20:00	ES	Futures	810.92	810.92	809.48	810.2	1681.0
2009-04-28 00:25:00	ES	Futures	809.96	809.96	809.24	809.72	535.0
2009-04-28 00:30:00	ES	Futures	809.48	810.44	809.48	810.2	312.0
2009-04-28 00:35:00	ES	Futures	810.2	810.68	809.96	810.2	214.0
2009-04-28 00:40:00	ES	Futures	809.96	810.2	809.72	809.72	371.0
2009-04-28 00:45:00	ES	Futures	809.72	810.2	809.24	809.24	316.0
2009-04-28 00:50:00	ES	Futures	809.24	809.96	808.76	809.0	958.0
2009-04-28 00:55:00	ES	Futures	809.0	809.48	808.76	809.24	447.0
2009-04-28 01:00:00	ES	Futures	809.48	809.96	809.48	809.72	289.0
2009-04-28 01:05:00	ES	Futures	809.96	809.96	809.0	809.48	247.0
2009-04-28 01:10:00	ES	Futures	809.72	809.96	809.24	809.72	222.0
2009-04-28 01:15:00	ES	Futures	809.96	810.68	809.72	810.44	242.0
2009-04-28 01:20:00	ES	Futures	810.44	811.64	810.44	811.64	646.0
2009-04-28 01:25:00	ES	Futures	811.88	811.88	810.44	810.44	442.0
2009-04-28 01:30:00	ES	Futures	810.44	810.44	809.96	810.2	371.0
2009-04-28 01:35:00	ES	Futures	810.2	810.92	809.72	809.72	209.0
2009-04-28 01:40:00	ES	Futures	809.96	809.96	809.0	809.72	683.0
2009-04-28 01:45:00	ES	Futures	809.96	809.96	808.28	808.76	1497.0
2009-04-28 01:50:00	ES	Futures	808.76	809.48	808.52	809.24	402.0
2009-04-28 01:55:00	ES	Futures	809.24	809.96	809.24	809.72	495.0
2009-04-28 02:00:00	ES	Futures	809.72	810.2	809.24	809.48	1422.0
2009-04-28 02:05:00	ES	Futures	809.48	810.44	809.24	809.96	942.0
2009-04-28 02:10:00	ES	Futures	809.72	810.92	809.72	810.68	722.0
2009-04-28 02:15:00	ES	Futures	810.68	810.92	809.96	810.68	522.0
2009-04-28 02:20:00	ES	Futures	810.68	810.92	810.44	810.68	230.0
2009-04-28 02:25:00	ES	Futures	810.68	811.16	810.44	810.44	589.0
2009-04-28 02:30:00	ES	Futures	810.44	810.44	808.52	808.52	2152.0
2009-04-28 02:35:00	ES	Futures	808.76	809.0	807.81	808.05	2003.0
2009-04-28 02:40:00	ES	Futures	808.05	808.52	807.81	808.05	1559.0
2009-04-28 02:45:00	ES	Futures	808.05	808.28	807.57	807.81	1144.0
2009-04-28 02:50:00	ES	Futures	808.05	808.28	806.37	806.61	5839.0
2009-04-28 02:55:00	ES	Futures	806.61	806.61	803.73	805.17	7235.0
2009-04-28 03:00:00	ES	Futures	805.17	806.61	804.93	806.13	4196.0
2009-04-28 03:05:00	ES	Futures	806.13	808.05	805.41	807.81	3204.0
2009-04-28 03:10:00	ES	Futures	808.05	808.05	806.85	807.09	2127.0
2009-04-28 03:15:00	ES	Futures	807.09	808.76	806.85	808.76	1383.0
2009-04-28 03:20:00	ES	Futures	808.52	809.0	807.57	807.57	2293.0
2009-04-28 03:25:00	ES	Futures	807.33	807.57	806.13	806.85	2043.0
2009-04-28 03:30:00	ES	Futures	806.61	807.09	805.89	806.61	2728.0
2009-04-28 03:35:00	ES	Futures	806.85	807.57	806.85	806.85	1076.0
2009-04-28 03:40:00	ES	Futures	806.85	807.09	804.45	805.17	2829.0
2009-04-28 03:45:00	ES	Futures	805.17	805.65	803.97	805.41	3201.0
2009-04-28 03:50:00	ES	Futures	805.65	806.37	805.41	806.37	2020.0
2009-04-28 03:55:00	ES	Futures	806.13	807.57	805.89	807.33	3059.0
2009-04-28 04:00:00	ES	Futures	807.57	808.28	807.09	808.05	4072.0
2009-04-28 04:05:00	ES	Futures	808.05	808.52	807.09	807.33	1699.0

> showing 50 of 10,689 rows — these rows as CSV

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