PREVIEW / futures_5min / 2009-01-18

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-18.parquet
  size:    35 KB
  rows:    1,509

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
2009-01-18 18:00:00	ES	Futures	808.09	814.49	807.85	814.49	4692.0
2009-01-18 18:05:00	ES	Futures	814.49	814.49	813.07	813.78	1416.0
2009-01-18 18:10:00	ES	Futures	813.78	817.82	813.55	815.92	2012.0
2009-01-18 18:15:00	ES	Futures	815.92	818.29	815.92	818.29	1564.0
2009-01-18 18:20:00	ES	Futures	818.29	819.24	817.1	818.76	2033.0
2009-01-18 18:25:00	ES	Futures	818.76	819.24	818.76	818.76	1065.0
2009-01-18 18:30:00	ES	Futures	819.0	819.0	816.63	817.34	1164.0
2009-01-18 18:35:00	ES	Futures	817.34	821.37	817.34	821.14	2102.0
2009-01-18 18:40:00	ES	Futures	820.9	821.37	819.0	819.0	572.0
2009-01-18 18:45:00	ES	Futures	819.24	819.48	817.34	817.58	833.0
2009-01-18 18:50:00	ES	Futures	817.58	819.48	817.34	818.29	646.0
2009-01-18 18:55:00	ES	Futures	818.53	818.76	817.58	817.58	225.0
2009-01-18 19:00:00	ES	Futures	817.82	818.05	816.87	817.1	323.0
2009-01-18 19:05:00	ES	Futures	817.34	817.34	816.39	816.63	273.0
2009-01-18 19:10:00	ES	Futures	816.87	817.1	816.15	816.39	259.0
2009-01-18 19:15:00	ES	Futures	816.39	816.87	815.92	816.63	651.0
2009-01-18 19:20:00	ES	Futures	816.87	817.58	816.63	817.34	273.0
2009-01-18 19:25:00	ES	Futures	817.58	817.58	816.63	817.1	197.0
2009-01-18 19:30:00	ES	Futures	816.87	816.87	816.15	816.87	166.0
2009-01-18 19:35:00	ES	Futures	816.87	817.1	816.39	817.1	77.0
2009-01-18 19:40:00	ES	Futures	817.1	817.34	816.63	816.87	173.0
2009-01-18 19:45:00	ES	Futures	816.87	816.87	816.15	816.63	161.0
2009-01-18 19:50:00	ES	Futures	816.87	816.87	816.39	816.39	86.0
2009-01-18 19:55:00	ES	Futures	816.15	816.63	816.15	816.39	85.0
2009-01-18 20:00:00	ES	Futures	816.15	816.63	815.92	816.63	208.0
2009-01-18 20:05:00	ES	Futures	816.87	816.87	816.39	816.63	69.0
2009-01-18 20:10:00	ES	Futures	816.63	816.87	816.15	816.39	61.0
2009-01-18 20:15:00	ES	Futures	816.39	816.63	815.92	816.63	491.0
2009-01-18 20:20:00	ES	Futures	816.63	816.63	815.92	816.15	194.0
2009-01-18 20:25:00	ES	Futures	816.39	816.87	816.15	816.63	54.0
2009-01-18 20:30:00	ES	Futures	816.39	816.39	815.92	815.92	137.0
2009-01-18 20:35:00	ES	Futures	815.92	815.92	815.92	815.92	131.0
2009-01-18 20:40:00	ES	Futures	815.92	816.15	815.92	815.92	112.0
2009-01-18 20:45:00	ES	Futures	815.92	816.15	815.21	815.92	538.0
2009-01-18 20:50:00	ES	Futures	816.15	817.1	816.15	816.63	222.0
2009-01-18 20:55:00	ES	Futures	816.87	816.87	816.63	816.87	222.0
2009-01-18 21:00:00	ES	Futures	816.87	817.34	816.63	817.1	324.0
2009-01-18 21:05:00	ES	Futures	817.1	817.34	816.87	816.87	56.0
2009-01-18 21:10:00	ES	Futures	816.87	816.87	816.39	816.39	88.0
2009-01-18 21:15:00	ES	Futures	816.63	817.1	816.39	817.1	48.0
2009-01-18 21:20:00	ES	Futures	817.1	817.1	815.44	815.44	503.0
2009-01-18 21:25:00	ES	Futures	815.44	815.44	814.49	814.49	645.0
2009-01-18 21:30:00	ES	Futures	814.49	815.21	814.49	814.73	469.0
2009-01-18 21:35:00	ES	Futures	814.73	814.73	814.26	814.49	713.0
2009-01-18 21:40:00	ES	Futures	814.26	814.73	814.02	814.49	281.0
2009-01-18 21:45:00	ES	Futures	814.73	815.21	814.73	814.97	107.0
2009-01-18 21:50:00	ES	Futures	814.97	814.97	814.49	814.97	146.0
2009-01-18 21:55:00	ES	Futures	815.21	815.68	815.21	815.44	129.0
2009-01-18 22:00:00	ES	Futures	815.44	816.39	815.21	815.92	239.0
2009-01-18 22:05:00	ES	Futures	815.92	815.92	815.21	815.21	66.0

> showing 50 of 1,509 rows — these rows as CSV

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