PREVIEW / futures_5min / 2009-01-15

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-15.parquet
  size:    223 KB
  rows:    11,409

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
2009-01-15 00:00:00	ES	Futures	789.59	789.83	789.35	789.83	123.0
2009-01-15 00:05:00	ES	Futures	790.06	790.3	789.59	789.83	115.0
2009-01-15 00:10:00	ES	Futures	789.83	790.06	789.35	789.35	220.0
2009-01-15 00:15:00	ES	Futures	789.59	790.06	789.59	789.59	124.0
2009-01-15 00:20:00	ES	Futures	789.83	790.3	789.59	790.06	266.0
2009-01-15 00:25:00	ES	Futures	789.83	790.3	789.83	790.3	104.0
2009-01-15 00:30:00	ES	Futures	790.3	790.3	789.35	789.59	285.0
2009-01-15 00:35:00	ES	Futures	789.59	789.59	788.88	789.12	83.0
2009-01-15 00:40:00	ES	Futures	789.35	790.06	789.35	790.06	90.0
2009-01-15 00:45:00	ES	Futures	790.06	790.06	788.88	789.59	238.0
2009-01-15 00:50:00	ES	Futures	789.35	789.83	789.35	789.83	105.0
2009-01-15 00:55:00	ES	Futures	789.83	790.06	789.35	789.83	375.0
2009-01-15 01:00:00	ES	Futures	789.59	789.83	789.35	789.83	197.0
2009-01-15 01:05:00	ES	Futures	789.83	791.01	789.83	791.01	251.0
2009-01-15 01:10:00	ES	Futures	791.01	791.25	789.83	790.06	332.0
2009-01-15 01:15:00	ES	Futures	789.83	790.06	789.35	789.83	186.0
2009-01-15 01:20:00	ES	Futures	789.83	790.3	789.35	789.59	120.0
2009-01-15 01:25:00	ES	Futures	789.59	790.06	789.59	789.83	52.0
2009-01-15 01:30:00	ES	Futures	789.59	789.83	788.88	789.12	394.0
2009-01-15 01:35:00	ES	Futures	789.12	789.59	789.12	789.59	124.0
2009-01-15 01:40:00	ES	Futures	789.59	789.59	788.64	789.59	220.0
2009-01-15 01:45:00	ES	Futures	789.35	790.3	788.64	790.06	312.0
2009-01-15 01:50:00	ES	Futures	790.06	790.78	789.83	790.3	206.0
2009-01-15 01:55:00	ES	Futures	790.3	791.01	790.3	790.78	332.0
2009-01-15 02:00:00	ES	Futures	790.78	790.78	789.35	790.06	562.0
2009-01-15 02:05:00	ES	Futures	790.06	790.54	789.83	790.3	190.0
2009-01-15 02:10:00	ES	Futures	790.3	790.54	790.06	790.3	279.0
2009-01-15 02:15:00	ES	Futures	790.54	791.25	790.06	791.25	688.0
2009-01-15 02:20:00	ES	Futures	791.25	791.96	791.01	791.72	900.0
2009-01-15 02:25:00	ES	Futures	791.96	792.67	791.49	792.2	1501.0
2009-01-15 02:30:00	ES	Futures	791.96	792.91	791.72	792.91	776.0
2009-01-15 02:35:00	ES	Futures	792.91	793.38	792.67	793.38	906.0
2009-01-15 02:40:00	ES	Futures	793.15	793.86	792.91	793.15	912.0
2009-01-15 02:45:00	ES	Futures	793.38	793.86	792.67	792.67	766.0
2009-01-15 02:50:00	ES	Futures	792.67	794.57	792.44	793.86	1286.0
2009-01-15 02:55:00	ES	Futures	793.86	795.05	793.86	795.05	1413.0
2009-01-15 03:00:00	ES	Futures	795.05	796.71	794.57	796.47	3443.0
2009-01-15 03:05:00	ES	Futures	796.47	798.37	796.23	796.71	3911.0
2009-01-15 03:10:00	ES	Futures	796.71	797.89	794.57	794.57	2021.0
2009-01-15 03:15:00	ES	Futures	794.81	795.05	792.67	792.91	3225.0
2009-01-15 03:20:00	ES	Futures	792.91	794.1	792.2	793.86	2115.0
2009-01-15 03:25:00	ES	Futures	793.86	793.86	792.44	792.67	1419.0
2009-01-15 03:30:00	ES	Futures	792.44	792.91	790.3	790.78	2045.0
2009-01-15 03:35:00	ES	Futures	790.54	791.72	788.17	789.12	3323.0
2009-01-15 03:40:00	ES	Futures	789.35	789.35	786.27	786.74	5686.0
2009-01-15 03:45:00	ES	Futures	786.98	788.17	786.27	786.27	3661.0
2009-01-15 03:50:00	ES	Futures	786.27	787.69	785.8	787.46	3295.0
2009-01-15 03:55:00	ES	Futures	787.46	788.64	787.46	788.17	1543.0
2009-01-15 04:00:00	ES	Futures	788.17	790.3	787.93	790.06	1173.0
2009-01-15 04:05:00	ES	Futures	790.3	790.78	789.35	790.3	980.0

> showing 50 of 11,409 rows — these rows as CSV

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