PREVIEW / futures_5min / 2009-01-07

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-07.parquet
  size:    219 KB
  rows:    11,307

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
2009-01-07 00:00:00	ES	Futures	880.19	880.91	879.96	880.67	89.0
2009-01-07 00:05:00	ES	Futures	880.67	880.91	879.96	879.96	104.0
2009-01-07 00:10:00	ES	Futures	879.96	880.19	879.48	879.96	114.0
2009-01-07 00:15:00	ES	Futures	879.72	880.19	879.48	879.96	77.0
2009-01-07 00:20:00	ES	Futures	879.96	880.19	879.72	880.19	99.0
2009-01-07 00:25:00	ES	Futures	879.96	879.96	879.72	879.72	45.0
2009-01-07 00:30:00	ES	Futures	879.96	880.19	879.72	879.96	90.0
2009-01-07 00:35:00	ES	Futures	879.96	880.43	879.72	879.96	98.0
2009-01-07 00:40:00	ES	Futures	880.19	880.19	879.48	879.48	60.0
2009-01-07 00:45:00	ES	Futures	879.48	879.48	879.25	879.48	69.0
2009-01-07 00:50:00	ES	Futures	879.48	880.43	879.25	879.96	185.0
2009-01-07 00:55:00	ES	Futures	879.96	880.19	879.25	879.25	106.0
2009-01-07 01:00:00	ES	Futures	879.25	879.96	879.25	879.96	106.0
2009-01-07 01:05:00	ES	Futures	879.96	880.19	879.72	879.96	104.0
2009-01-07 01:10:00	ES	Futures	879.96	880.19	879.25	879.48	98.0
2009-01-07 01:15:00	ES	Futures	879.48	879.72	879.01	879.48	175.0
2009-01-07 01:20:00	ES	Futures	879.25	879.25	879.01	879.01	78.0
2009-01-07 01:25:00	ES	Futures	879.01	879.25	879.01	879.25	99.0
2009-01-07 01:30:00	ES	Futures	879.01	879.72	878.77	879.48	205.0
2009-01-07 01:35:00	ES	Futures	879.25	879.48	878.77	878.77	131.0
2009-01-07 01:40:00	ES	Futures	878.77	879.25	878.77	879.25	132.0
2009-01-07 01:45:00	ES	Futures	879.01	879.01	878.53	878.77	195.0
2009-01-07 01:50:00	ES	Futures	878.53	879.01	878.53	878.77	258.0
2009-01-07 01:55:00	ES	Futures	878.77	878.77	878.3	878.3	551.0
2009-01-07 02:00:00	ES	Futures	878.53	878.53	878.06	878.06	558.0
2009-01-07 02:05:00	ES	Futures	878.06	878.53	878.06	878.3	262.0
2009-01-07 02:10:00	ES	Futures	878.06	878.53	878.06	878.06	297.0
2009-01-07 02:15:00	ES	Futures	878.06	878.3	878.06	878.06	177.0
2009-01-07 02:20:00	ES	Futures	878.3	878.3	878.06	878.3	208.0
2009-01-07 02:25:00	ES	Futures	878.06	878.77	878.06	878.3	287.0
2009-01-07 02:30:00	ES	Futures	878.06	878.53	878.06	878.53	194.0
2009-01-07 02:35:00	ES	Futures	878.53	879.25	878.3	879.25	263.0
2009-01-07 02:40:00	ES	Futures	879.25	879.25	878.3	878.3	211.0
2009-01-07 02:45:00	ES	Futures	878.3	879.01	878.3	878.53	200.0
2009-01-07 02:50:00	ES	Futures	878.53	878.77	878.06	878.06	727.0
2009-01-07 02:55:00	ES	Futures	878.06	878.77	877.82	878.06	952.0
2009-01-07 03:00:00	ES	Futures	878.3	878.53	875.93	876.16	2664.0
2009-01-07 03:05:00	ES	Futures	876.16	877.11	875.93	876.4	1308.0
2009-01-07 03:10:00	ES	Futures	876.4	876.87	876.16	876.16	1167.0
2009-01-07 03:15:00	ES	Futures	876.16	876.64	875.45	875.93	2741.0
2009-01-07 03:20:00	ES	Futures	875.93	876.16	875.21	875.69	1727.0
2009-01-07 03:25:00	ES	Futures	875.69	876.4	875.45	876.4	1153.0
2009-01-07 03:30:00	ES	Futures	876.16	876.64	875.69	875.93	981.0
2009-01-07 03:35:00	ES	Futures	875.93	876.4	875.21	875.45	1161.0
2009-01-07 03:40:00	ES	Futures	875.21	875.45	874.98	875.21	990.0
2009-01-07 03:45:00	ES	Futures	875.21	875.93	874.98	875.69	862.0
2009-01-07 03:50:00	ES	Futures	875.93	875.93	875.21	875.93	933.0
2009-01-07 03:55:00	ES	Futures	875.93	875.93	874.98	875.45	736.0
2009-01-07 04:00:00	ES	Futures	875.45	875.93	875.21	875.45	371.0
2009-01-07 04:05:00	ES	Futures	875.45	875.45	874.03	874.27	1173.0

> showing 50 of 11,307 rows — these rows as CSV

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