PREVIEW / futures_5min / 2009-01-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-08.parquet
  size:    213 KB
  rows:    11,166

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
2009-01-08 00:00:00	ES	Futures	857.66	857.9	857.43	857.66	177.0
2009-01-08 00:05:00	ES	Futures	857.66	857.66	856.48	856.71	521.0
2009-01-08 00:10:00	ES	Futures	856.71	857.19	856.48	856.95	202.0
2009-01-08 00:15:00	ES	Futures	856.95	857.19	856.48	856.71	164.0
2009-01-08 00:20:00	ES	Futures	856.71	857.19	856.48	857.19	124.0
2009-01-08 00:25:00	ES	Futures	856.95	857.19	856.71	857.19	102.0
2009-01-08 00:30:00	ES	Futures	857.19	857.43	856.95	857.19	75.0
2009-01-08 00:35:00	ES	Futures	857.43	857.43	856.95	857.43	60.0
2009-01-08 00:40:00	ES	Futures	857.19	857.43	856.95	857.19	56.0
2009-01-08 00:45:00	ES	Futures	857.19	857.43	856.95	857.19	94.0
2009-01-08 00:50:00	ES	Futures	857.19	857.43	857.19	857.19	24.0
2009-01-08 00:55:00	ES	Futures	857.19	857.19	856.71	856.95	94.0
2009-01-08 01:00:00	ES	Futures	856.95	857.19	856.71	856.95	112.0
2009-01-08 01:05:00	ES	Futures	856.71	856.71	856.24	856.24	327.0
2009-01-08 01:10:00	ES	Futures	856.71	856.71	856.48	856.48	15.0
2009-01-08 01:15:00	ES	Futures	856.71	856.71	856.24	856.48	63.0
2009-01-08 01:20:00	ES	Futures	856.48	856.48	856.24	856.24	318.0
2009-01-08 01:25:00	ES	Futures	856.48	856.71	856.24	856.24	68.0
2009-01-08 01:30:00	ES	Futures	856.24	856.24	855.29	855.53	473.0
2009-01-08 01:35:00	ES	Futures	855.29	855.53	854.58	854.82	853.0
2009-01-08 01:40:00	ES	Futures	855.05	855.05	854.34	854.82	373.0
2009-01-08 01:45:00	ES	Futures	854.82	855.05	854.1	854.1	969.0
2009-01-08 01:50:00	ES	Futures	854.1	854.82	853.63	854.34	928.0
2009-01-08 01:55:00	ES	Futures	854.34	854.82	854.34	854.58	110.0
2009-01-08 02:00:00	ES	Futures	854.34	854.82	853.39	854.34	2416.0
2009-01-08 02:05:00	ES	Futures	854.34	854.34	853.87	854.34	373.0
2009-01-08 02:10:00	ES	Futures	854.34	854.58	853.87	854.58	265.0
2009-01-08 02:15:00	ES	Futures	854.34	854.58	853.63	854.1	435.0
2009-01-08 02:20:00	ES	Futures	854.1	855.29	853.87	854.82	466.0
2009-01-08 02:25:00	ES	Futures	854.82	855.05	853.87	854.1	352.0
2009-01-08 02:30:00	ES	Futures	854.34	855.29	854.1	855.05	692.0
2009-01-08 02:35:00	ES	Futures	855.05	855.29	853.87	854.34	654.0
2009-01-08 02:40:00	ES	Futures	854.58	854.82	854.1	854.34	372.0
2009-01-08 02:45:00	ES	Futures	854.34	854.58	854.1	854.58	221.0
2009-01-08 02:50:00	ES	Futures	854.58	854.58	853.63	854.1	425.0
2009-01-08 02:55:00	ES	Futures	854.1	854.58	853.87	854.34	343.0
2009-01-08 03:00:00	ES	Futures	854.58	856.71	853.87	856.48	1422.0
2009-01-08 03:05:00	ES	Futures	856.48	856.48	854.34	855.05	971.0
2009-01-08 03:10:00	ES	Futures	855.29	856.71	855.05	856.0	1479.0
2009-01-08 03:15:00	ES	Futures	856.0	856.48	855.05	855.29	1200.0
2009-01-08 03:20:00	ES	Futures	855.05	855.53	853.63	853.87	1864.0
2009-01-08 03:25:00	ES	Futures	853.87	854.82	853.39	854.58	959.0
2009-01-08 03:30:00	ES	Futures	854.34	856.0	854.1	855.29	868.0
2009-01-08 03:35:00	ES	Futures	855.29	856.48	855.29	855.53	510.0
2009-01-08 03:40:00	ES	Futures	855.53	856.48	855.29	856.48	835.0
2009-01-08 03:45:00	ES	Futures	856.48	857.9	856.0	857.43	1081.0
2009-01-08 03:50:00	ES	Futures	857.43	857.43	856.24	857.19	697.0
2009-01-08 03:55:00	ES	Futures	857.19	858.37	856.71	857.9	889.0
2009-01-08 04:00:00	ES	Futures	858.14	858.85	857.66	857.9	953.0
2009-01-08 04:05:00	ES	Futures	858.14	858.61	857.9	858.14	694.0

> showing 50 of 11,166 rows — these rows as CSV

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