PREVIEW / futures_5min / 2009-01-21

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-21.parquet
  size:    225 KB
  rows:    11,453

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
2009-01-21 00:00:00	ES	Futures	770.85	771.56	770.62	771.09	248.0
2009-01-21 00:05:00	ES	Futures	771.09	771.56	771.09	771.33	119.0
2009-01-21 00:10:00	ES	Futures	771.33	771.56	770.85	771.09	456.0
2009-01-21 00:15:00	ES	Futures	771.09	771.09	770.38	770.38	394.0
2009-01-21 00:20:00	ES	Futures	770.38	771.33	770.38	771.33	88.0
2009-01-21 00:25:00	ES	Futures	770.85	771.33	770.85	771.09	123.0
2009-01-21 00:30:00	ES	Futures	771.33	771.8	771.09	771.33	462.0
2009-01-21 00:35:00	ES	Futures	771.33	771.33	771.09	771.09	79.0
2009-01-21 00:40:00	ES	Futures	771.09	771.33	771.09	771.33	60.0
2009-01-21 00:45:00	ES	Futures	771.09	771.56	770.85	771.09	280.0
2009-01-21 00:50:00	ES	Futures	771.09	771.33	770.85	771.09	154.0
2009-01-21 00:55:00	ES	Futures	771.09	771.8	771.09	771.56	220.0
2009-01-21 01:00:00	ES	Futures	771.56	771.56	771.09	771.09	219.0
2009-01-21 01:05:00	ES	Futures	771.33	771.56	771.09	771.09	243.0
2009-01-21 01:10:00	ES	Futures	771.09	771.09	769.19	769.19	669.0
2009-01-21 01:15:00	ES	Futures	769.19	769.67	768.95	769.67	538.0
2009-01-21 01:20:00	ES	Futures	769.67	769.9	768.95	768.95	236.0
2009-01-21 01:25:00	ES	Futures	768.95	770.14	768.95	769.9	200.0
2009-01-21 01:30:00	ES	Futures	769.67	770.14	769.19	770.14	151.0
2009-01-21 01:35:00	ES	Futures	770.14	770.85	769.9	770.62	206.0
2009-01-21 01:40:00	ES	Futures	770.62	770.85	770.38	770.85	69.0
2009-01-21 01:45:00	ES	Futures	771.09	771.09	769.9	769.9	202.0
2009-01-21 01:50:00	ES	Futures	769.9	770.14	769.19	769.19	233.0
2009-01-21 01:55:00	ES	Futures	769.19	769.67	768.95	769.43	174.0
2009-01-21 02:00:00	ES	Futures	769.43	769.67	767.77	768.01	1231.0
2009-01-21 02:05:00	ES	Futures	768.24	768.48	766.58	766.82	1045.0
2009-01-21 02:10:00	ES	Futures	766.82	767.06	766.35	766.82	743.0
2009-01-21 02:15:00	ES	Futures	766.82	767.29	766.35	767.06	496.0
2009-01-21 02:20:00	ES	Futures	767.06	767.53	766.58	767.53	733.0
2009-01-21 02:25:00	ES	Futures	767.53	768.01	767.29	767.77	560.0
2009-01-21 02:30:00	ES	Futures	767.53	767.77	764.21	764.45	1940.0
2009-01-21 02:35:00	ES	Futures	764.69	764.69	763.97	764.45	1116.0
2009-01-21 02:40:00	ES	Futures	764.45	767.53	763.74	767.06	1422.0
2009-01-21 02:45:00	ES	Futures	767.06	767.29	766.11	767.29	842.0
2009-01-21 02:50:00	ES	Futures	767.29	768.72	766.82	768.01	1477.0
2009-01-21 02:55:00	ES	Futures	768.01	768.95	766.58	767.06	1154.0
2009-01-21 03:00:00	ES	Futures	767.06	768.24	766.82	767.77	3094.0
2009-01-21 03:05:00	ES	Futures	768.01	769.19	767.06	769.19	2940.0
2009-01-21 03:10:00	ES	Futures	769.19	771.33	768.95	770.62	4379.0
2009-01-21 03:15:00	ES	Futures	770.85	771.56	770.38	771.56	2028.0
2009-01-21 03:20:00	ES	Futures	771.56	772.04	770.62	771.8	2508.0
2009-01-21 03:25:00	ES	Futures	771.8	771.8	769.67	770.14	2094.0
2009-01-21 03:30:00	ES	Futures	769.9	770.38	768.24	768.48	1974.0
2009-01-21 03:35:00	ES	Futures	768.48	769.9	768.24	768.95	3075.0
2009-01-21 03:40:00	ES	Futures	768.95	769.43	767.53	768.01	4931.0
2009-01-21 03:45:00	ES	Futures	768.01	768.72	764.92	766.11	4514.0
2009-01-21 03:50:00	ES	Futures	765.87	769.43	765.87	768.95	2799.0
2009-01-21 03:55:00	ES	Futures	768.95	770.62	767.29	769.67	2346.0
2009-01-21 04:00:00	ES	Futures	769.67	770.14	767.77	768.01	1427.0
2009-01-21 04:05:00	ES	Futures	768.01	771.09	768.01	770.38	1462.0

> showing 50 of 11,453 rows — these rows as CSV

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