PREVIEW / futures_5min / 2009-01-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-19.parquet
  size:    155 KB
  rows:    7,785

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
2009-01-19 00:00:00	ES	Futures	814.49	814.73	814.26	814.73	76.0
2009-01-19 00:05:00	ES	Futures	814.73	815.21	814.73	815.21	152.0
2009-01-19 00:10:00	ES	Futures	814.73	814.97	814.02	814.02	52.0
2009-01-19 00:15:00	ES	Futures	814.02	814.26	813.78	814.02	79.0
2009-01-19 00:20:00	ES	Futures	814.26	814.73	814.02	814.02	58.0
2009-01-19 00:25:00	ES	Futures	814.26	814.73	814.02	814.73	33.0
2009-01-19 00:30:00	ES	Futures	814.49	814.49	814.02	814.26	49.0
2009-01-19 00:35:00	ES	Futures	814.26	814.49	814.02	814.49	28.0
2009-01-19 00:40:00	ES	Futures	814.26	814.26	813.55	813.78	51.0
2009-01-19 00:45:00	ES	Futures	813.55	813.78	813.31	813.78	44.0
2009-01-19 00:50:00	ES	Futures	813.55	814.49	813.55	814.26	35.0
2009-01-19 00:55:00	ES	Futures	814.26	814.49	813.78	814.26	49.0
2009-01-19 01:00:00	ES	Futures	814.49	814.73	813.55	814.26	112.0
2009-01-19 01:05:00	ES	Futures	814.02	814.97	814.02	814.97	99.0
2009-01-19 01:10:00	ES	Futures	814.73	814.73	814.02	814.02	54.0
2009-01-19 01:15:00	ES	Futures	814.26	814.49	814.26	814.49	47.0
2009-01-19 01:20:00	ES	Futures	814.49	814.49	813.78	813.78	90.0
2009-01-19 01:25:00	ES	Futures	813.78	814.02	813.55	813.78	34.0
2009-01-19 01:30:00	ES	Futures	813.55	814.26	813.55	814.02	151.0
2009-01-19 01:35:00	ES	Futures	814.02	814.26	814.02	814.02	116.0
2009-01-19 01:40:00	ES	Futures	814.02	814.26	813.31	813.78	184.0
2009-01-19 01:45:00	ES	Futures	813.55	813.78	813.31	813.78	63.0
2009-01-19 01:50:00	ES	Futures	813.78	814.02	813.31	813.55	26.0
2009-01-19 01:55:00	ES	Futures	813.55	814.26	813.07	813.55	216.0
2009-01-19 02:00:00	ES	Futures	813.31	813.78	812.12	812.83	702.0
2009-01-19 02:05:00	ES	Futures	812.6	813.07	812.12	812.12	284.0
2009-01-19 02:10:00	ES	Futures	812.36	812.6	812.12	812.6	257.0
2009-01-19 02:15:00	ES	Futures	812.6	812.83	812.12	812.12	231.0
2009-01-19 02:20:00	ES	Futures	812.36	813.55	812.12	812.12	224.0
2009-01-19 02:25:00	ES	Futures	812.12	812.36	812.12	812.36	161.0
2009-01-19 02:30:00	ES	Futures	812.36	812.83	812.36	812.6	75.0
2009-01-19 02:35:00	ES	Futures	812.6	813.07	812.36	813.07	149.0
2009-01-19 02:40:00	ES	Futures	813.07	813.31	812.36	812.6	100.0
2009-01-19 02:45:00	ES	Futures	812.36	813.55	812.12	812.83	531.0
2009-01-19 02:50:00	ES	Futures	812.83	814.02	812.6	813.55	313.0
2009-01-19 02:55:00	ES	Futures	813.55	815.44	813.55	814.97	1243.0
2009-01-19 03:00:00	ES	Futures	815.21	815.44	811.41	812.36	2011.0
2009-01-19 03:05:00	ES	Futures	812.36	813.55	811.89	813.07	572.0
2009-01-19 03:10:00	ES	Futures	812.83	813.78	812.12	813.07	662.0
2009-01-19 03:15:00	ES	Futures	813.07	815.92	812.83	815.68	1700.0
2009-01-19 03:20:00	ES	Futures	815.68	816.39	814.73	815.44	1500.0
2009-01-19 03:25:00	ES	Futures	815.68	816.87	815.44	815.68	1268.0
2009-01-19 03:30:00	ES	Futures	815.68	815.68	814.49	814.49	500.0
2009-01-19 03:35:00	ES	Futures	814.49	814.73	812.6	812.83	1577.0
2009-01-19 03:40:00	ES	Futures	812.6	813.07	809.75	810.7	2162.0
2009-01-19 03:45:00	ES	Futures	810.7	811.17	809.51	810.94	922.0
2009-01-19 03:50:00	ES	Futures	810.94	813.55	810.46	813.31	1615.0
2009-01-19 03:55:00	ES	Futures	813.31	814.26	811.89	811.89	1207.0
2009-01-19 04:00:00	ES	Futures	811.89	813.31	810.23	813.31	1892.0
2009-01-19 04:05:00	ES	Futures	813.31	814.26	812.83	813.55	619.0

> showing 50 of 7,785 rows — these rows as CSV

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