PREVIEW / futures_5min / 2009-01-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-20.parquet
  size:    228 KB
  rows:    11,397

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
2009-01-20 00:00:00	ES	Futures	791.72	791.72	791.01	791.49	271.0
2009-01-20 00:05:00	ES	Futures	791.25	791.49	790.54	791.49	355.0
2009-01-20 00:10:00	ES	Futures	791.49	792.44	791.25	792.44	306.0
2009-01-20 00:15:00	ES	Futures	792.44	792.44	791.72	791.96	105.0
2009-01-20 00:20:00	ES	Futures	792.2	792.44	791.72	791.96	156.0
2009-01-20 00:25:00	ES	Futures	791.96	792.91	791.96	792.67	212.0
2009-01-20 00:30:00	ES	Futures	792.44	792.91	792.44	792.91	97.0
2009-01-20 00:35:00	ES	Futures	792.91	794.33	792.67	793.62	258.0
2009-01-20 00:40:00	ES	Futures	793.62	794.1	793.15	793.86	157.0
2009-01-20 00:45:00	ES	Futures	793.86	794.81	793.38	794.57	814.0
2009-01-20 00:50:00	ES	Futures	794.57	795.05	794.57	794.81	322.0
2009-01-20 00:55:00	ES	Futures	794.81	794.81	793.86	794.33	393.0
2009-01-20 01:00:00	ES	Futures	794.1	794.33	793.86	793.86	227.0
2009-01-20 01:05:00	ES	Futures	793.86	795.28	793.86	794.81	263.0
2009-01-20 01:10:00	ES	Futures	794.81	796.47	794.81	796.23	501.0
2009-01-20 01:15:00	ES	Futures	796.23	796.94	795.99	796.71	194.0
2009-01-20 01:20:00	ES	Futures	796.71	796.94	796.47	796.71	132.0
2009-01-20 01:25:00	ES	Futures	796.71	796.94	796.47	796.71	116.0
2009-01-20 01:30:00	ES	Futures	796.71	797.42	796.71	797.18	310.0
2009-01-20 01:35:00	ES	Futures	797.18	797.65	797.18	797.18	130.0
2009-01-20 01:40:00	ES	Futures	797.18	797.42	796.94	797.42	77.0
2009-01-20 01:45:00	ES	Futures	797.42	798.6	797.42	798.13	296.0
2009-01-20 01:50:00	ES	Futures	798.13	798.37	797.65	798.37	228.0
2009-01-20 01:55:00	ES	Futures	798.37	798.84	798.13	798.6	198.0
2009-01-20 02:00:00	ES	Futures	798.37	798.84	796.94	797.65	1014.0
2009-01-20 02:05:00	ES	Futures	797.42	797.65	796.71	796.71	220.0
2009-01-20 02:10:00	ES	Futures	796.71	797.65	796.71	797.42	526.0
2009-01-20 02:15:00	ES	Futures	797.65	797.89	797.42	797.89	572.0
2009-01-20 02:20:00	ES	Futures	797.65	797.89	796.47	796.47	617.0
2009-01-20 02:25:00	ES	Futures	796.47	796.47	794.81	795.52	1288.0
2009-01-20 02:30:00	ES	Futures	795.52	795.99	795.05	795.05	448.0
2009-01-20 02:35:00	ES	Futures	795.05	796.23	794.81	795.76	668.0
2009-01-20 02:40:00	ES	Futures	795.52	795.76	794.33	795.28	693.0
2009-01-20 02:45:00	ES	Futures	795.05	795.28	793.62	794.33	558.0
2009-01-20 02:50:00	ES	Futures	794.33	795.05	794.1	794.1	322.0
2009-01-20 02:55:00	ES	Futures	794.33	795.05	793.86	794.81	738.0
2009-01-20 03:00:00	ES	Futures	794.57	799.55	794.57	799.31	4762.0
2009-01-20 03:05:00	ES	Futures	799.55	801.45	799.08	800.03	4123.0
2009-01-20 03:10:00	ES	Futures	800.03	800.5	799.08	799.31	3002.0
2009-01-20 03:15:00	ES	Futures	799.31	799.31	796.71	797.18	1490.0
2009-01-20 03:20:00	ES	Futures	797.18	798.6	795.52	797.65	1391.0
2009-01-20 03:25:00	ES	Futures	797.65	799.31	797.42	798.37	708.0
2009-01-20 03:30:00	ES	Futures	798.13	798.37	796.47	797.42	1338.0
2009-01-20 03:35:00	ES	Futures	797.65	798.6	796.71	797.65	587.0
2009-01-20 03:40:00	ES	Futures	797.65	798.13	796.94	797.65	591.0
2009-01-20 03:45:00	ES	Futures	797.89	799.79	797.42	799.79	1266.0
2009-01-20 03:50:00	ES	Futures	799.79	800.03	799.08	799.79	679.0
2009-01-20 03:55:00	ES	Futures	799.55	799.55	798.37	798.84	889.0
2009-01-20 04:00:00	ES	Futures	798.84	800.5	798.37	800.26	595.0
2009-01-20 04:05:00	ES	Futures	800.26	801.69	800.03	801.21	1542.0

> showing 50 of 11,397 rows — these rows as CSV

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