PREVIEW / futures_5min / 2009-01-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-02.parquet
  size:    163 KB
  rows:    7,568

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
2009-01-02 06:00:00	ES	Futures	853.87	853.87	851.97	853.39	5184.0
2009-01-02 06:05:00	ES	Futures	853.63	853.87	852.68	853.16	1323.0
2009-01-02 06:10:00	ES	Futures	852.92	854.1	852.92	853.87	2191.0
2009-01-02 06:15:00	ES	Futures	853.87	858.14	853.87	857.43	2540.0
2009-01-02 06:20:00	ES	Futures	857.43	860.27	856.71	859.56	3265.0
2009-01-02 06:25:00	ES	Futures	859.32	859.56	857.9	858.37	1296.0
2009-01-02 06:30:00	ES	Futures	858.37	859.56	857.43	858.85	787.0
2009-01-02 06:35:00	ES	Futures	858.85	858.85	858.37	858.61	333.0
2009-01-02 06:40:00	ES	Futures	858.61	858.61	857.66	858.37	561.0
2009-01-02 06:45:00	ES	Futures	858.37	861.22	858.14	860.98	1317.0
2009-01-02 06:50:00	ES	Futures	860.75	860.98	858.61	859.09	879.0
2009-01-02 06:55:00	ES	Futures	859.32	859.8	859.09	859.56	684.0
2009-01-02 07:00:00	ES	Futures	859.32	860.75	859.32	860.03	879.0
2009-01-02 07:05:00	ES	Futures	860.03	860.27	859.09	860.27	646.0
2009-01-02 07:10:00	ES	Futures	860.03	860.27	859.56	860.03	316.0
2009-01-02 07:15:00	ES	Futures	860.03	860.51	859.56	860.03	675.0
2009-01-02 07:20:00	ES	Futures	859.8	859.8	858.85	859.09	530.0
2009-01-02 07:25:00	ES	Futures	858.85	859.09	858.14	858.37	403.0
2009-01-02 07:30:00	ES	Futures	858.37	858.61	857.9	858.14	600.0
2009-01-02 07:35:00	ES	Futures	858.14	858.14	857.43	857.43	556.0
2009-01-02 07:40:00	ES	Futures	857.43	857.9	856.95	857.43	2089.0
2009-01-02 07:45:00	ES	Futures	857.43	858.14	857.43	858.14	1374.0
2009-01-02 07:50:00	ES	Futures	857.9	858.61	857.9	858.61	807.0
2009-01-02 07:55:00	ES	Futures	858.37	858.61	857.66	858.37	589.0
2009-01-02 08:00:00	ES	Futures	858.37	859.09	856.48	857.19	2823.0
2009-01-02 08:05:00	ES	Futures	856.95	857.19	853.63	854.34	3170.0
2009-01-02 08:10:00	ES	Futures	854.34	854.58	853.16	854.34	1377.0
2009-01-02 08:15:00	ES	Futures	854.34	854.58	851.02	852.21	2602.0
2009-01-02 08:20:00	ES	Futures	851.97	852.21	851.26	851.5	1744.0
2009-01-02 08:25:00	ES	Futures	851.5	852.44	851.02	851.73	1454.0
2009-01-02 08:30:00	ES	Futures	851.97	853.87	851.02	853.39	2841.0
2009-01-02 08:35:00	ES	Futures	853.39	853.87	852.44	853.16	1786.0
2009-01-02 08:40:00	ES	Futures	853.16	854.34	852.92	853.63	2011.0
2009-01-02 08:45:00	ES	Futures	853.63	854.58	852.68	853.63	1348.0
2009-01-02 08:50:00	ES	Futures	853.39	854.1	853.39	853.87	372.0
2009-01-02 08:55:00	ES	Futures	853.87	854.1	853.39	853.87	253.0
2009-01-02 09:00:00	ES	Futures	853.63	854.58	853.16	853.87	1518.0
2009-01-02 09:05:00	ES	Futures	853.87	855.29	852.92	855.29	1828.0
2009-01-02 09:10:00	ES	Futures	855.29	855.76	854.34	855.29	2952.0
2009-01-02 09:15:00	ES	Futures	855.76	856.24	854.82	855.53	1825.0
2009-01-02 09:20:00	ES	Futures	855.53	855.76	853.87	854.34	1770.0
2009-01-02 09:25:00	ES	Futures	854.58	856.48	854.58	856.0	3219.0
2009-01-02 09:30:00	ES	Futures	856.0	857.9	854.34	855.29	22248.0
2009-01-02 09:35:00	ES	Futures	855.53	857.19	855.05	856.24	17362.0
2009-01-02 09:40:00	ES	Futures	856.0	857.9	855.05	856.0	17846.0
2009-01-02 09:45:00	ES	Futures	855.76	856.71	854.58	854.82	11870.0
2009-01-02 09:50:00	ES	Futures	854.58	855.05	850.55	851.26	19228.0
2009-01-02 09:55:00	ES	Futures	851.26	853.63	850.78	852.44	12254.0
2009-01-02 10:00:00	ES	Futures	852.44	854.82	850.78	852.21	20214.0
2009-01-02 10:05:00	ES	Futures	852.44	853.39	851.02	853.16	11968.0

> showing 50 of 7,568 rows — these rows as CSV

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