PREVIEW / futures_5min / 2009-05-03

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-03.parquet
  size:    38 KB
  rows:    1,754

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
2009-05-03 18:00:00	ES	Futures	839.68	842.55	839.68	841.59	3563.0
2009-05-03 18:05:00	ES	Futures	841.59	841.83	841.59	841.59	358.0
2009-05-03 18:10:00	ES	Futures	841.59	841.83	840.64	841.35	940.0
2009-05-03 18:15:00	ES	Futures	841.35	842.07	841.11	841.83	570.0
2009-05-03 18:20:00	ES	Futures	841.83	842.31	841.59	841.59	244.0
2009-05-03 18:25:00	ES	Futures	841.59	842.07	841.59	841.83	149.0
2009-05-03 18:30:00	ES	Futures	841.83	842.55	841.83	842.07	195.0
2009-05-03 18:35:00	ES	Futures	841.83	845.19	841.83	845.19	2125.0
2009-05-03 18:40:00	ES	Futures	845.43	845.43	844.47	844.71	1161.0
2009-05-03 18:45:00	ES	Futures	844.95	845.43	844.47	844.95	410.0
2009-05-03 18:50:00	ES	Futures	844.95	845.43	844.47	844.47	184.0
2009-05-03 18:55:00	ES	Futures	844.47	844.47	843.75	843.99	445.0
2009-05-03 19:00:00	ES	Futures	843.75	844.23	843.51	843.75	244.0
2009-05-03 19:05:00	ES	Futures	843.51	844.47	843.51	843.99	128.0
2009-05-03 19:10:00	ES	Futures	844.23	844.47	843.99	843.99	80.0
2009-05-03 19:15:00	ES	Futures	843.99	843.99	843.51	843.51	90.0
2009-05-03 19:20:00	ES	Futures	843.51	843.75	843.51	843.75	183.0
2009-05-03 19:25:00	ES	Futures	843.51	843.75	843.27	843.27	110.0
2009-05-03 19:30:00	ES	Futures	843.27	843.27	842.79	843.27	193.0
2009-05-03 19:35:00	ES	Futures	843.27	843.51	843.03	843.51	157.0
2009-05-03 19:40:00	ES	Futures	843.51	843.51	843.03	843.03	70.0
2009-05-03 19:45:00	ES	Futures	843.03	843.27	842.79	842.79	99.0
2009-05-03 19:50:00	ES	Futures	842.79	843.27	842.55	843.27	218.0
2009-05-03 19:55:00	ES	Futures	843.27	844.23	843.27	844.23	246.0
2009-05-03 20:00:00	ES	Futures	844.23	844.23	843.51	843.51	143.0
2009-05-03 20:05:00	ES	Futures	843.75	843.75	842.55	842.79	334.0
2009-05-03 20:10:00	ES	Futures	842.79	843.51	842.79	842.79	205.0
2009-05-03 20:15:00	ES	Futures	843.03	843.27	842.55	842.79	156.0
2009-05-03 20:20:00	ES	Futures	842.79	843.03	842.55	842.55	119.0
2009-05-03 20:25:00	ES	Futures	842.55	843.03	842.31	843.03	295.0
2009-05-03 20:30:00	ES	Futures	842.55	843.27	842.55	842.55	122.0
2009-05-03 20:35:00	ES	Futures	842.55	843.51	842.55	843.51	267.0
2009-05-03 20:40:00	ES	Futures	843.51	843.51	843.03	843.51	413.0
2009-05-03 20:45:00	ES	Futures	843.51	843.99	843.27	843.75	512.0
2009-05-03 20:50:00	ES	Futures	843.75	843.75	843.51	843.75	127.0
2009-05-03 20:55:00	ES	Futures	843.75	843.99	842.79	843.03	318.0
2009-05-03 21:00:00	ES	Futures	842.79	843.27	842.79	842.79	160.0
2009-05-03 21:05:00	ES	Futures	843.03	843.27	842.55	842.79	235.0
2009-05-03 21:10:00	ES	Futures	843.03	843.27	842.79	843.03	173.0
2009-05-03 21:15:00	ES	Futures	842.79	843.27	842.55	843.03	211.0
2009-05-03 21:20:00	ES	Futures	843.03	843.51	842.79	843.03	240.0
2009-05-03 21:25:00	ES	Futures	843.03	843.51	843.03	843.27	131.0
2009-05-03 21:30:00	ES	Futures	843.27	843.51	843.27	843.51	188.0
2009-05-03 21:35:00	ES	Futures	843.51	843.99	843.51	843.75	230.0
2009-05-03 21:40:00	ES	Futures	843.99	843.99	843.27	843.27	156.0
2009-05-03 21:45:00	ES	Futures	843.51	843.99	843.27	843.99	402.0
2009-05-03 21:50:00	ES	Futures	843.99	843.99	843.27	843.75	259.0
2009-05-03 21:55:00	ES	Futures	843.75	843.99	843.27	843.27	853.0
2009-05-03 22:00:00	ES	Futures	843.27	843.99	843.03	843.03	517.0
2009-05-03 22:05:00	ES	Futures	843.27	843.51	843.03	843.27	218.0

> showing 50 of 1,754 rows — these rows as CSV

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