PREVIEW / futures_5min / 2009-01-11

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-11.parquet
  size:    39 KB
  rows:    1,709

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
2009-01-11 18:00:00	ES	Futures	839.64	839.64	835.13	836.08	2857.0
2009-01-11 18:05:00	ES	Futures	835.84	836.55	835.37	835.6	761.0
2009-01-11 18:10:00	ES	Futures	835.6	837.5	835.6	836.55	741.0
2009-01-11 18:15:00	ES	Futures	836.79	837.03	836.55	836.55	87.0
2009-01-11 18:20:00	ES	Futures	836.55	836.79	836.08	836.32	144.0
2009-01-11 18:25:00	ES	Futures	836.32	837.98	836.08	837.98	419.0
2009-01-11 18:30:00	ES	Futures	837.98	838.69	837.74	838.21	711.0
2009-01-11 18:35:00	ES	Futures	838.45	838.92	838.21	838.92	246.0
2009-01-11 18:40:00	ES	Futures	838.92	838.92	838.45	838.69	159.0
2009-01-11 18:45:00	ES	Futures	838.45	838.92	838.21	838.69	143.0
2009-01-11 18:50:00	ES	Futures	838.69	839.16	838.21	838.21	350.0
2009-01-11 18:55:00	ES	Futures	838.21	838.69	837.98	838.21	162.0
2009-01-11 19:00:00	ES	Futures	837.98	838.21	837.98	838.21	8.0
2009-01-11 19:05:00	ES	Futures	838.21	838.21	837.98	838.21	304.0
2009-01-11 19:10:00	ES	Futures	838.45	838.69	838.21	838.21	88.0
2009-01-11 19:15:00	ES	Futures	838.45	839.16	838.21	838.21	256.0
2009-01-11 19:20:00	ES	Futures	838.21	838.21	837.03	837.03	525.0
2009-01-11 19:25:00	ES	Futures	837.03	837.74	836.79	837.74	167.0
2009-01-11 19:30:00	ES	Futures	837.5	837.5	836.55	836.55	1212.0
2009-01-11 19:35:00	ES	Futures	836.55	837.03	836.55	837.03	88.0
2009-01-11 19:40:00	ES	Futures	836.79	837.03	836.55	836.79	201.0
2009-01-11 19:45:00	ES	Futures	836.79	837.74	836.79	837.5	240.0
2009-01-11 19:50:00	ES	Futures	837.5	837.98	837.5	837.74	122.0
2009-01-11 19:55:00	ES	Futures	837.74	838.21	837.74	838.21	108.0
2009-01-11 20:00:00	ES	Futures	838.21	838.21	837.5	837.5	175.0
2009-01-11 20:05:00	ES	Futures	837.74	837.98	837.5	837.5	114.0
2009-01-11 20:10:00	ES	Futures	837.5	837.5	836.79	837.03	179.0
2009-01-11 20:15:00	ES	Futures	837.03	837.98	837.03	837.74	130.0
2009-01-11 20:20:00	ES	Futures	837.98	837.98	837.74	837.98	134.0
2009-01-11 20:25:00	ES	Futures	838.21	838.21	837.74	837.98	165.0
2009-01-11 20:30:00	ES	Futures	837.74	837.74	837.26	837.5	227.0
2009-01-11 20:35:00	ES	Futures	837.5	838.21	837.26	837.98	64.0
2009-01-11 20:40:00	ES	Futures	837.98	838.69	837.98	838.69	240.0
2009-01-11 20:45:00	ES	Futures	838.69	839.16	838.45	838.92	431.0
2009-01-11 20:50:00	ES	Futures	838.92	839.16	838.45	838.69	278.0
2009-01-11 20:55:00	ES	Futures	838.69	838.92	838.45	838.45	93.0
2009-01-11 21:00:00	ES	Futures	838.45	838.69	838.45	838.45	158.0
2009-01-11 21:05:00	ES	Futures	838.45	838.45	838.21	838.21	155.0
2009-01-11 21:10:00	ES	Futures	837.98	838.21	837.5	838.21	246.0
2009-01-11 21:15:00	ES	Futures	838.21	838.92	838.21	838.69	72.0
2009-01-11 21:20:00	ES	Futures	838.69	838.69	838.21	838.69	156.0
2009-01-11 21:25:00	ES	Futures	838.45	838.92	838.45	838.45	138.0
2009-01-11 21:30:00	ES	Futures	838.21	838.45	837.98	838.45	168.0
2009-01-11 21:35:00	ES	Futures	838.21	838.45	837.98	838.21	161.0
2009-01-11 21:40:00	ES	Futures	838.21	838.21	837.26	837.5	279.0
2009-01-11 21:45:00	ES	Futures	837.74	838.21	836.79	837.74	386.0
2009-01-11 21:50:00	ES	Futures	837.74	837.74	837.26	837.26	90.0
2009-01-11 21:55:00	ES	Futures	837.5	837.74	837.26	837.74	68.0
2009-01-11 22:00:00	ES	Futures	837.74	837.98	837.5	837.74	50.0
2009-01-11 22:05:00	ES	Futures	837.74	837.98	837.5	837.98	91.0

> showing 50 of 1,709 rows — these rows as CSV

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