PREVIEW / futures_5min / 2009-01-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-12.parquet
  size:    206 KB
  rows:    10,810

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
2009-01-12 00:00:00	ES	Futures	835.13	836.08	835.13	835.84	292.0
2009-01-12 00:05:00	ES	Futures	835.84	836.08	835.13	835.84	96.0
2009-01-12 00:10:00	ES	Futures	835.6	836.08	835.6	835.84	65.0
2009-01-12 00:15:00	ES	Futures	835.84	836.55	835.6	836.55	189.0
2009-01-12 00:20:00	ES	Futures	836.55	837.5	836.32	837.03	671.0
2009-01-12 00:25:00	ES	Futures	836.79	837.74	836.79	836.79	230.0
2009-01-12 00:30:00	ES	Futures	837.03	837.5	836.55	836.79	198.0
2009-01-12 00:35:00	ES	Futures	836.55	837.03	836.55	836.79	30.0
2009-01-12 00:40:00	ES	Futures	836.79	837.03	836.32	836.55	35.0
2009-01-12 00:45:00	ES	Futures	836.55	836.79	836.32	836.79	67.0
2009-01-12 00:50:00	ES	Futures	836.79	837.03	836.55	836.79	54.0
2009-01-12 00:55:00	ES	Futures	836.79	837.26	836.79	837.03	92.0
2009-01-12 01:00:00	ES	Futures	837.26	837.5	837.03	837.26	34.0
2009-01-12 01:05:00	ES	Futures	837.03	837.26	837.03	837.26	14.0
2009-01-12 01:10:00	ES	Futures	837.26	837.26	837.03	837.26	168.0
2009-01-12 01:15:00	ES	Futures	837.26	837.5	837.03	837.5	12.0
2009-01-12 01:20:00	ES	Futures	837.5	837.5	837.26	837.26	51.0
2009-01-12 01:25:00	ES	Futures	837.26	837.26	837.03	837.26	24.0
2009-01-12 01:30:00	ES	Futures	837.03	837.26	837.03	837.03	74.0
2009-01-12 01:35:00	ES	Futures	837.03	837.03	836.32	836.32	156.0
2009-01-12 01:40:00	ES	Futures	836.32	836.32	835.37	835.37	176.0
2009-01-12 01:45:00	ES	Futures	835.37	835.84	834.89	835.6	70.0
2009-01-12 01:50:00	ES	Futures	835.84	836.32	835.6	835.6	154.0
2009-01-12 01:55:00	ES	Futures	835.6	836.32	835.37	836.32	87.0
2009-01-12 02:00:00	ES	Futures	836.32	837.03	836.08	836.55	298.0
2009-01-12 02:05:00	ES	Futures	836.32	837.03	836.32	837.03	378.0
2009-01-12 02:10:00	ES	Futures	837.03	838.45	836.79	837.74	496.0
2009-01-12 02:15:00	ES	Futures	837.98	837.98	836.79	837.03	302.0
2009-01-12 02:20:00	ES	Futures	837.03	837.74	836.32	836.55	440.0
2009-01-12 02:25:00	ES	Futures	836.79	836.79	836.55	836.55	76.0
2009-01-12 02:30:00	ES	Futures	836.32	837.74	836.32	837.5	242.0
2009-01-12 02:35:00	ES	Futures	837.26	837.26	836.55	836.79	351.0
2009-01-12 02:40:00	ES	Futures	836.79	838.21	836.32	837.74	664.0
2009-01-12 02:45:00	ES	Futures	837.74	838.92	837.5	838.69	592.0
2009-01-12 02:50:00	ES	Futures	838.69	838.92	838.45	838.45	456.0
2009-01-12 02:55:00	ES	Futures	838.45	838.92	838.45	838.69	363.0
2009-01-12 03:00:00	ES	Futures	838.69	839.16	837.74	837.98	1513.0
2009-01-12 03:05:00	ES	Futures	838.21	838.92	837.74	838.21	1185.0
2009-01-12 03:10:00	ES	Futures	837.98	839.16	837.98	839.16	764.0
2009-01-12 03:15:00	ES	Futures	838.92	839.16	837.74	837.98	1291.0
2009-01-12 03:20:00	ES	Futures	837.98	838.92	837.74	838.21	686.0
2009-01-12 03:25:00	ES	Futures	837.98	838.21	836.55	836.79	1168.0
2009-01-12 03:30:00	ES	Futures	837.03	837.98	836.79	837.5	657.0
2009-01-12 03:35:00	ES	Futures	837.26	839.16	837.26	838.21	796.0
2009-01-12 03:40:00	ES	Futures	838.21	838.21	836.08	836.55	1115.0
2009-01-12 03:45:00	ES	Futures	836.32	837.74	836.32	837.26	1074.0
2009-01-12 03:50:00	ES	Futures	837.5	838.45	836.79	838.21	756.0
2009-01-12 03:55:00	ES	Futures	837.98	839.16	837.98	838.69	633.0
2009-01-12 04:00:00	ES	Futures	838.69	839.64	837.98	839.16	1109.0
2009-01-12 04:05:00	ES	Futures	838.92	839.64	837.5	839.16	1506.0

> showing 50 of 10,810 rows — these rows as CSV

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