PREVIEW / futures_5min / 2009-01-14

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-14.parquet
  size:    221 KB
  rows:    11,221

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
2009-01-14 00:00:00	ES	Futures	828.25	828.96	828.01	828.73	182.0
2009-01-14 00:05:00	ES	Futures	828.49	828.96	828.25	828.96	72.0
2009-01-14 00:10:00	ES	Futures	828.73	828.96	828.73	828.96	59.0
2009-01-14 00:15:00	ES	Futures	828.96	829.2	828.96	828.96	45.0
2009-01-14 00:20:00	ES	Futures	828.96	829.2	828.96	828.96	33.0
2009-01-14 00:25:00	ES	Futures	828.96	829.44	828.73	828.96	84.0
2009-01-14 00:30:00	ES	Futures	828.96	829.44	828.73	828.96	108.0
2009-01-14 00:35:00	ES	Futures	829.2	829.44	828.96	829.44	139.0
2009-01-14 00:40:00	ES	Futures	829.44	829.67	828.96	829.2	92.0
2009-01-14 00:45:00	ES	Futures	829.2	829.67	829.2	829.2	97.0
2009-01-14 00:50:00	ES	Futures	829.2	829.2	828.96	828.96	22.0
2009-01-14 00:55:00	ES	Futures	829.2	829.2	828.96	828.96	55.0
2009-01-14 01:00:00	ES	Futures	828.73	829.2	828.49	829.2	222.0
2009-01-14 01:05:00	ES	Futures	829.2	829.2	828.25	828.25	145.0
2009-01-14 01:10:00	ES	Futures	828.01	828.25	827.54	828.01	272.0
2009-01-14 01:15:00	ES	Futures	828.25	828.96	828.25	828.96	186.0
2009-01-14 01:20:00	ES	Futures	828.73	829.2	828.73	828.73	45.0
2009-01-14 01:25:00	ES	Futures	828.73	829.2	828.73	829.2	82.0
2009-01-14 01:30:00	ES	Futures	829.2	829.44	828.96	829.2	82.0
2009-01-14 01:35:00	ES	Futures	829.2	829.2	828.96	829.2	146.0
2009-01-14 01:40:00	ES	Futures	828.96	829.2	828.96	828.96	218.0
2009-01-14 01:45:00	ES	Futures	828.96	829.2	828.73	828.96	37.0
2009-01-14 01:50:00	ES	Futures	828.96	829.44	828.96	829.2	150.0
2009-01-14 01:55:00	ES	Futures	828.96	829.2	828.73	828.73	148.0
2009-01-14 02:00:00	ES	Futures	828.73	829.2	828.49	828.96	459.0
2009-01-14 02:05:00	ES	Futures	828.96	829.2	827.54	827.78	282.0
2009-01-14 02:10:00	ES	Futures	827.78	828.25	827.54	828.01	282.0
2009-01-14 02:15:00	ES	Futures	828.01	828.49	828.01	828.25	134.0
2009-01-14 02:20:00	ES	Futures	828.01	828.25	827.54	827.54	371.0
2009-01-14 02:25:00	ES	Futures	827.54	827.78	826.59	826.83	656.0
2009-01-14 02:30:00	ES	Futures	826.59	827.3	826.59	827.3	117.0
2009-01-14 02:35:00	ES	Futures	827.07	827.07	826.12	827.07	326.0
2009-01-14 02:40:00	ES	Futures	827.07	827.54	826.59	827.3	248.0
2009-01-14 02:45:00	ES	Futures	827.3	827.78	826.35	827.78	633.0
2009-01-14 02:50:00	ES	Futures	827.54	828.25	827.3	827.78	715.0
2009-01-14 02:55:00	ES	Futures	827.78	828.25	827.3	828.25	464.0
2009-01-14 03:00:00	ES	Futures	828.25	828.49	826.59	826.83	1438.0
2009-01-14 03:05:00	ES	Futures	826.59	826.83	824.93	826.12	1715.0
2009-01-14 03:10:00	ES	Futures	826.35	826.83	825.88	826.12	1026.0
2009-01-14 03:15:00	ES	Futures	826.12	827.54	825.88	827.3	1067.0
2009-01-14 03:20:00	ES	Futures	827.3	828.49	826.83	828.01	974.0
2009-01-14 03:25:00	ES	Futures	828.01	828.25	827.54	827.54	652.0
2009-01-14 03:30:00	ES	Futures	827.54	827.54	825.4	825.64	1558.0
2009-01-14 03:35:00	ES	Futures	825.64	825.88	824.22	824.69	1618.0
2009-01-14 03:40:00	ES	Futures	824.69	824.93	823.98	824.22	1505.0
2009-01-14 03:45:00	ES	Futures	824.22	825.64	823.98	825.17	1167.0
2009-01-14 03:50:00	ES	Futures	825.4	825.4	822.08	822.32	2229.0
2009-01-14 03:55:00	ES	Futures	822.32	823.03	821.14	822.32	1937.0
2009-01-14 04:00:00	ES	Futures	822.08	822.32	820.66	821.37	1871.0
2009-01-14 04:05:00	ES	Futures	821.37	821.61	820.9	821.61	1686.0

> showing 50 of 11,221 rows — these rows as CSV

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