PREVIEW / futures_5min / 2009-01-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-09.parquet
  size:    188 KB
  rows:    9,285

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
2009-01-09 00:00:00	ES	Futures	862.41	862.41	861.69	861.69	104.0
2009-01-09 00:05:00	ES	Futures	861.69	862.17	861.69	861.93	74.0
2009-01-09 00:10:00	ES	Futures	861.93	862.17	861.93	862.17	35.0
2009-01-09 00:15:00	ES	Futures	862.17	862.64	862.17	862.64	159.0
2009-01-09 00:20:00	ES	Futures	862.64	862.64	861.69	861.93	168.0
2009-01-09 00:25:00	ES	Futures	861.93	861.93	861.22	861.46	271.0
2009-01-09 00:30:00	ES	Futures	861.22	861.22	860.51	860.75	155.0
2009-01-09 00:35:00	ES	Futures	860.51	861.46	860.51	861.22	77.0
2009-01-09 00:40:00	ES	Futures	861.22	861.46	860.75	861.46	85.0
2009-01-09 00:45:00	ES	Futures	861.46	861.46	860.98	861.22	57.0
2009-01-09 00:50:00	ES	Futures	861.22	862.17	861.22	861.93	173.0
2009-01-09 00:55:00	ES	Futures	862.17	862.17	860.98	861.22	312.0
2009-01-09 01:00:00	ES	Futures	861.22	861.93	861.22	861.22	106.0
2009-01-09 01:05:00	ES	Futures	861.46	861.69	861.22	861.22	19.0
2009-01-09 01:10:00	ES	Futures	861.22	861.69	860.98	861.69	43.0
2009-01-09 01:15:00	ES	Futures	861.69	861.93	861.46	861.69	37.0
2009-01-09 01:20:00	ES	Futures	861.69	861.69	861.22	861.46	43.0
2009-01-09 01:25:00	ES	Futures	861.22	861.22	860.27	860.51	108.0
2009-01-09 01:30:00	ES	Futures	860.51	860.75	860.27	860.27	57.0
2009-01-09 01:35:00	ES	Futures	860.27	860.75	860.27	860.75	42.0
2009-01-09 01:40:00	ES	Futures	860.51	860.75	860.27	860.27	37.0
2009-01-09 01:45:00	ES	Futures	860.27	860.51	860.03	860.03	8.0
2009-01-09 01:50:00	ES	Futures	860.03	860.27	860.03	860.03	54.0
2009-01-09 01:55:00	ES	Futures	860.27	860.27	859.32	859.32	298.0
2009-01-09 02:00:00	ES	Futures	859.32	859.8	858.85	859.32	589.0
2009-01-09 02:05:00	ES	Futures	859.32	859.32	858.61	858.61	253.0
2009-01-09 02:10:00	ES	Futures	858.85	858.85	858.14	858.37	705.0
2009-01-09 02:15:00	ES	Futures	858.61	858.85	858.37	858.37	251.0
2009-01-09 02:20:00	ES	Futures	858.37	858.61	858.14	858.14	318.0
2009-01-09 02:25:00	ES	Futures	858.14	858.85	858.14	858.61	365.0
2009-01-09 02:30:00	ES	Futures	858.61	859.09	858.61	858.85	201.0
2009-01-09 02:35:00	ES	Futures	858.85	858.85	858.37	858.61	318.0
2009-01-09 02:40:00	ES	Futures	858.61	859.09	858.61	859.09	193.0
2009-01-09 02:45:00	ES	Futures	859.32	859.56	858.85	858.85	347.0
2009-01-09 02:50:00	ES	Futures	858.85	859.09	858.61	858.85	43.0
2009-01-09 02:55:00	ES	Futures	859.09	859.32	858.61	858.85	363.0
2009-01-09 03:00:00	ES	Futures	858.85	859.32	857.66	857.9	1298.0
2009-01-09 03:05:00	ES	Futures	857.9	858.14	857.66	857.9	1212.0
2009-01-09 03:10:00	ES	Futures	857.9	858.14	857.43	857.9	1167.0
2009-01-09 03:15:00	ES	Futures	857.66	857.9	857.19	857.19	1143.0
2009-01-09 03:20:00	ES	Futures	857.43	857.43	856.24	856.24	2587.0
2009-01-09 03:25:00	ES	Futures	856.24	857.19	855.76	856.48	2430.0
2009-01-09 03:30:00	ES	Futures	856.24	856.95	856.24	856.71	370.0
2009-01-09 03:35:00	ES	Futures	856.71	858.14	856.71	858.14	916.0
2009-01-09 03:40:00	ES	Futures	858.14	858.61	857.66	857.9	755.0
2009-01-09 03:45:00	ES	Futures	858.14	858.14	856.24	856.71	1034.0
2009-01-09 03:50:00	ES	Futures	856.71	856.95	855.76	855.76	632.0
2009-01-09 03:55:00	ES	Futures	856.0	856.0	854.1	855.05	1896.0
2009-01-09 04:00:00	ES	Futures	855.05	855.53	854.58	854.82	654.0
2009-01-09 04:05:00	ES	Futures	854.82	855.05	854.34	854.82	412.0

> showing 50 of 9,285 rows — these rows as CSV

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