PREVIEW / futures_5min / 2009-04-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-29.parquet
  size:    195 KB
  rows:    11,017

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
2009-04-29 00:00:00	ES	Futures	820.75	821.23	820.51	820.51	149.0
2009-04-29 00:05:00	ES	Futures	820.27	820.27	819.79	820.03	296.0
2009-04-29 00:10:00	ES	Futures	820.27	820.75	819.79	819.79	259.0
2009-04-29 00:15:00	ES	Futures	819.79	820.03	818.59	819.31	513.0
2009-04-29 00:20:00	ES	Futures	819.07	819.07	818.11	818.59	366.0
2009-04-29 00:25:00	ES	Futures	818.83	819.07	818.11	819.07	249.0
2009-04-29 00:30:00	ES	Futures	819.31	819.31	818.59	818.83	142.0
2009-04-29 00:35:00	ES	Futures	818.83	819.07	818.59	818.59	70.0
2009-04-29 00:40:00	ES	Futures	818.83	819.55	818.59	819.31	184.0
2009-04-29 00:45:00	ES	Futures	819.31	819.55	819.07	819.31	141.0
2009-04-29 00:50:00	ES	Futures	819.31	819.79	819.07	819.55	161.0
2009-04-29 00:55:00	ES	Futures	819.31	819.55	818.59	819.55	217.0
2009-04-29 01:00:00	ES	Futures	819.55	819.79	819.07	819.31	143.0
2009-04-29 01:05:00	ES	Futures	819.07	819.07	818.35	818.83	169.0
2009-04-29 01:10:00	ES	Futures	818.83	820.27	818.59	820.03	184.0
2009-04-29 01:15:00	ES	Futures	820.03	820.03	819.31	819.31	136.0
2009-04-29 01:20:00	ES	Futures	819.31	819.55	818.59	818.83	170.0
2009-04-29 01:25:00	ES	Futures	819.07	820.03	819.07	819.79	179.0
2009-04-29 01:30:00	ES	Futures	819.79	819.79	819.31	819.31	104.0
2009-04-29 01:35:00	ES	Futures	819.55	820.03	819.31	820.03	56.0
2009-04-29 01:40:00	ES	Futures	819.79	820.03	819.31	819.31	221.0
2009-04-29 01:45:00	ES	Futures	819.31	819.55	818.83	819.55	144.0
2009-04-29 01:50:00	ES	Futures	819.55	820.03	819.55	820.03	175.0
2009-04-29 01:55:00	ES	Futures	820.03	820.51	820.03	820.51	237.0
2009-04-29 02:00:00	ES	Futures	820.51	821.46	820.27	820.99	673.0
2009-04-29 02:05:00	ES	Futures	820.99	821.23	818.83	820.03	896.0
2009-04-29 02:10:00	ES	Futures	819.79	820.51	819.79	820.03	262.0
2009-04-29 02:15:00	ES	Futures	820.27	822.18	820.27	821.94	1356.0
2009-04-29 02:20:00	ES	Futures	821.94	823.38	821.94	823.14	2130.0
2009-04-29 02:25:00	ES	Futures	823.38	823.62	822.42	823.14	956.0
2009-04-29 02:30:00	ES	Futures	823.14	823.14	822.18	822.18	1071.0
2009-04-29 02:35:00	ES	Futures	822.42	822.66	822.18	822.42	532.0
2009-04-29 02:40:00	ES	Futures	822.42	822.66	821.94	822.18	629.0
2009-04-29 02:45:00	ES	Futures	822.18	822.42	821.7	821.7	388.0
2009-04-29 02:50:00	ES	Futures	821.94	822.42	821.7	821.94	369.0
2009-04-29 02:55:00	ES	Futures	821.94	821.94	821.46	821.46	536.0
2009-04-29 03:00:00	ES	Futures	821.46	821.7	820.75	821.46	3531.0
2009-04-29 03:05:00	ES	Futures	821.23	821.46	820.27	821.23	1881.0
2009-04-29 03:10:00	ES	Futures	820.99	823.14	820.51	823.14	3027.0
2009-04-29 03:15:00	ES	Futures	823.14	823.38	821.94	821.94	2195.0
2009-04-29 03:20:00	ES	Futures	822.18	823.38	821.7	822.66	1894.0
2009-04-29 03:25:00	ES	Futures	822.66	823.38	822.42	822.66	1196.0
2009-04-29 03:30:00	ES	Futures	822.66	822.66	822.18	822.42	844.0
2009-04-29 03:35:00	ES	Futures	822.42	822.42	820.99	821.23	1652.0
2009-04-29 03:40:00	ES	Futures	821.46	821.46	820.75	821.23	1647.0
2009-04-29 03:45:00	ES	Futures	821.23	821.23	820.75	820.99	1277.0
2009-04-29 03:50:00	ES	Futures	820.99	821.7	820.99	821.7	773.0
2009-04-29 03:55:00	ES	Futures	821.94	821.94	820.99	821.7	845.0
2009-04-29 04:00:00	ES	Futures	821.94	823.38	821.94	822.42	1183.0
2009-04-29 04:05:00	ES	Futures	822.42	822.9	821.94	822.66	1042.0

> showing 50 of 11,017 rows — these rows as CSV

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