PREVIEW / futures_5min / 2009-01-05

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-05.parquet
  size:    209 KB
  rows:    11,029

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
2009-01-05 00:00:00	ES	Futures	874.27	874.5	873.55	874.03	76.0
2009-01-05 00:05:00	ES	Futures	874.03	874.03	873.55	873.79	31.0
2009-01-05 00:10:00	ES	Futures	873.79	874.27	873.79	874.03	37.0
2009-01-05 00:15:00	ES	Futures	874.03	874.74	874.03	874.5	136.0
2009-01-05 00:20:00	ES	Futures	874.5	874.5	874.03	874.03	71.0
2009-01-05 00:25:00	ES	Futures	874.27	874.5	874.27	874.5	28.0
2009-01-05 00:30:00	ES	Futures	874.5	875.21	874.27	875.21	144.0
2009-01-05 00:35:00	ES	Futures	875.21	875.21	874.5	874.74	128.0
2009-01-05 00:40:00	ES	Futures	874.74	874.98	874.5	874.98	44.0
2009-01-05 00:45:00	ES	Futures	874.74	874.98	874.74	874.98	94.0
2009-01-05 00:50:00	ES	Futures	874.74	875.45	874.74	875.45	82.0
2009-01-05 00:55:00	ES	Futures	875.21	875.45	874.74	874.98	94.0
2009-01-05 01:00:00	ES	Futures	874.98	875.21	874.74	874.98	61.0
2009-01-05 01:05:00	ES	Futures	874.74	875.45	874.74	875.21	89.0
2009-01-05 01:10:00	ES	Futures	875.21	875.21	874.74	874.98	77.0
2009-01-05 01:15:00	ES	Futures	874.74	875.21	874.74	874.98	60.0
2009-01-05 01:20:00	ES	Futures	874.98	874.98	874.74	874.98	25.0
2009-01-05 01:25:00	ES	Futures	875.21	875.21	874.98	874.98	7.0
2009-01-05 01:30:00	ES	Futures	874.98	875.45	874.98	875.45	60.0
2009-01-05 01:35:00	ES	Futures	875.21	876.4	875.21	876.16	187.0
2009-01-05 01:40:00	ES	Futures	876.16	876.16	875.69	875.93	77.0
2009-01-05 01:45:00	ES	Futures	875.93	876.64	875.69	876.16	76.0
2009-01-05 01:50:00	ES	Futures	876.16	876.4	875.69	875.93	40.0
2009-01-05 01:55:00	ES	Futures	875.93	876.16	875.69	875.69	152.0
2009-01-05 02:00:00	ES	Futures	875.69	875.69	874.5	874.98	317.0
2009-01-05 02:05:00	ES	Futures	874.74	874.74	873.79	874.03	606.0
2009-01-05 02:10:00	ES	Futures	874.03	874.27	873.55	873.79	277.0
2009-01-05 02:15:00	ES	Futures	873.79	874.27	873.79	873.79	119.0
2009-01-05 02:20:00	ES	Futures	873.79	874.74	873.55	874.5	150.0
2009-01-05 02:25:00	ES	Futures	874.74	874.98	874.27	874.74	178.0
2009-01-05 02:30:00	ES	Futures	874.98	875.93	874.74	875.69	336.0
2009-01-05 02:35:00	ES	Futures	875.93	875.93	874.74	875.69	577.0
2009-01-05 02:40:00	ES	Futures	875.69	876.87	875.45	876.64	561.0
2009-01-05 02:45:00	ES	Futures	876.87	877.11	876.4	876.87	461.0
2009-01-05 02:50:00	ES	Futures	876.64	878.06	876.64	878.06	826.0
2009-01-05 02:55:00	ES	Futures	877.82	878.06	877.35	877.82	1257.0
2009-01-05 03:00:00	ES	Futures	877.82	879.01	876.64	878.77	2909.0
2009-01-05 03:05:00	ES	Futures	878.77	879.01	876.87	878.06	1732.0
2009-01-05 03:10:00	ES	Futures	878.06	879.25	877.11	878.3	1985.0
2009-01-05 03:15:00	ES	Futures	878.53	879.72	878.06	879.72	1694.0
2009-01-05 03:20:00	ES	Futures	879.48	879.72	877.82	877.82	1822.0
2009-01-05 03:25:00	ES	Futures	877.82	878.53	875.45	876.87	3360.0
2009-01-05 03:30:00	ES	Futures	877.11	877.35	875.69	876.64	1124.0
2009-01-05 03:35:00	ES	Futures	876.87	877.35	874.98	875.45	1044.0
2009-01-05 03:40:00	ES	Futures	875.45	876.87	875.21	876.87	601.0
2009-01-05 03:45:00	ES	Futures	876.87	877.82	876.4	876.64	1033.0
2009-01-05 03:50:00	ES	Futures	876.87	877.11	875.93	876.64	758.0
2009-01-05 03:55:00	ES	Futures	876.64	878.53	876.16	878.3	732.0
2009-01-05 04:00:00	ES	Futures	878.3	878.53	876.87	877.35	518.0
2009-01-05 04:05:00	ES	Futures	877.59	878.3	876.87	878.06	1100.0

> showing 50 of 11,029 rows — these rows as CSV

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