PREVIEW / futures_5min / 2009-01-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-16.parquet
  size:    187 KB
  rows:    9,255

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
2009-01-16 00:00:00	ES	Futures	801.92	802.16	801.69	801.92	137.0
2009-01-16 00:05:00	ES	Futures	801.69	801.92	801.45	801.92	266.0
2009-01-16 00:10:00	ES	Futures	801.92	801.92	801.69	801.92	180.0
2009-01-16 00:15:00	ES	Futures	801.92	802.64	801.45	802.16	593.0
2009-01-16 00:20:00	ES	Futures	802.16	803.82	802.16	803.58	448.0
2009-01-16 00:25:00	ES	Futures	803.58	804.06	803.58	804.06	301.0
2009-01-16 00:30:00	ES	Futures	804.06	804.3	803.58	804.06	415.0
2009-01-16 00:35:00	ES	Futures	804.06	804.53	804.06	804.3	420.0
2009-01-16 00:40:00	ES	Futures	804.06	804.53	804.06	804.3	265.0
2009-01-16 00:45:00	ES	Futures	804.3	804.53	804.06	804.3	288.0
2009-01-16 00:50:00	ES	Futures	804.3	804.3	804.06	804.06	91.0
2009-01-16 00:55:00	ES	Futures	804.3	804.53	804.06	804.3	305.0
2009-01-16 01:00:00	ES	Futures	804.3	804.53	804.06	804.3	149.0
2009-01-16 01:05:00	ES	Futures	804.3	804.53	804.06	804.3	193.0
2009-01-16 01:10:00	ES	Futures	804.3	804.77	804.06	804.77	316.0
2009-01-16 01:15:00	ES	Futures	804.77	805.48	804.53	805.01	853.0
2009-01-16 01:20:00	ES	Futures	805.01	806.43	805.01	805.96	1952.0
2009-01-16 01:25:00	ES	Futures	805.96	806.43	805.96	805.96	229.0
2009-01-16 01:30:00	ES	Futures	805.96	805.96	804.77	805.72	289.0
2009-01-16 01:35:00	ES	Futures	805.72	805.96	804.77	805.48	219.0
2009-01-16 01:40:00	ES	Futures	805.48	805.48	804.77	805.01	232.0
2009-01-16 01:45:00	ES	Futures	805.01	805.48	805.01	805.01	129.0
2009-01-16 01:50:00	ES	Futures	805.01	805.01	804.06	804.06	394.0
2009-01-16 01:55:00	ES	Futures	804.06	804.3	803.35	803.35	468.0
2009-01-16 02:00:00	ES	Futures	803.35	803.58	800.03	800.26	1733.0
2009-01-16 02:05:00	ES	Futures	800.26	801.69	800.26	801.45	483.0
2009-01-16 02:10:00	ES	Futures	801.69	803.58	801.45	803.11	937.0
2009-01-16 02:15:00	ES	Futures	803.11	804.06	802.4	803.82	512.0
2009-01-16 02:20:00	ES	Futures	803.58	803.58	802.64	802.87	301.0
2009-01-16 02:25:00	ES	Futures	802.87	803.35	801.92	802.87	518.0
2009-01-16 02:30:00	ES	Futures	803.11	804.06	802.87	804.06	511.0
2009-01-16 02:35:00	ES	Futures	804.06	804.53	803.58	803.82	454.0
2009-01-16 02:40:00	ES	Futures	803.82	804.06	802.87	803.11	393.0
2009-01-16 02:45:00	ES	Futures	803.35	804.06	803.11	803.58	997.0
2009-01-16 02:50:00	ES	Futures	803.58	803.82	802.87	803.35	688.0
2009-01-16 02:55:00	ES	Futures	803.35	803.82	802.87	803.11	495.0
2009-01-16 03:00:00	ES	Futures	803.11	804.53	800.26	801.21	2498.0
2009-01-16 03:05:00	ES	Futures	801.21	801.69	800.26	800.97	2015.0
2009-01-16 03:10:00	ES	Futures	800.74	802.4	800.74	801.92	1696.0
2009-01-16 03:15:00	ES	Futures	801.69	802.16	800.74	801.69	1143.0
2009-01-16 03:20:00	ES	Futures	801.69	803.58	801.69	802.87	1418.0
2009-01-16 03:25:00	ES	Futures	802.87	804.3	802.64	802.87	1079.0
2009-01-16 03:30:00	ES	Futures	802.64	802.87	801.69	801.69	1207.0
2009-01-16 03:35:00	ES	Futures	801.69	803.35	801.21	803.35	2345.0
2009-01-16 03:40:00	ES	Futures	803.35	805.24	802.87	805.01	2348.0
2009-01-16 03:45:00	ES	Futures	805.01	806.43	804.77	805.96	3019.0
2009-01-16 03:50:00	ES	Futures	805.72	806.19	804.77	806.19	1841.0
2009-01-16 03:55:00	ES	Futures	806.19	806.43	804.77	805.72	2182.0
2009-01-16 04:00:00	ES	Futures	805.72	805.96	804.77	805.72	1055.0
2009-01-16 04:05:00	ES	Futures	805.48	805.48	803.82	803.82	1689.0

> showing 50 of 9,255 rows — these rows as CSV

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