PREVIEW / futures_5min / 2009-01-22

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-22.parquet
  size:    218 KB
  rows:    11,228

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
2009-01-22 00:00:00	ES	Futures	798.37	799.55	798.37	799.31	1196.0
2009-01-22 00:05:00	ES	Futures	799.31	800.03	799.31	799.31	245.0
2009-01-22 00:10:00	ES	Futures	799.31	800.26	799.31	800.03	338.0
2009-01-22 00:15:00	ES	Futures	800.03	800.26	799.08	799.31	449.0
2009-01-22 00:20:00	ES	Futures	799.31	799.31	798.84	799.31	180.0
2009-01-22 00:25:00	ES	Futures	799.31	799.79	799.08	799.55	267.0
2009-01-22 00:30:00	ES	Futures	799.31	799.79	799.31	799.55	213.0
2009-01-22 00:35:00	ES	Futures	799.31	799.79	799.31	799.55	79.0
2009-01-22 00:40:00	ES	Futures	799.55	800.03	799.55	799.79	116.0
2009-01-22 00:45:00	ES	Futures	800.03	800.03	799.08	799.79	246.0
2009-01-22 00:50:00	ES	Futures	799.79	800.26	799.79	800.03	330.0
2009-01-22 00:55:00	ES	Futures	800.26	800.5	799.79	800.03	192.0
2009-01-22 01:00:00	ES	Futures	800.03	800.74	799.79	800.03	555.0
2009-01-22 01:05:00	ES	Futures	799.79	800.26	799.79	800.26	243.0
2009-01-22 01:10:00	ES	Futures	800.03	800.26	799.31	799.55	420.0
2009-01-22 01:15:00	ES	Futures	799.55	800.26	799.31	799.79	226.0
2009-01-22 01:20:00	ES	Futures	799.55	799.79	799.08	799.31	44.0
2009-01-22 01:25:00	ES	Futures	799.31	799.31	798.84	799.31	142.0
2009-01-22 01:30:00	ES	Futures	799.31	800.03	799.31	799.55	310.0
2009-01-22 01:35:00	ES	Futures	799.31	799.31	798.37	798.37	153.0
2009-01-22 01:40:00	ES	Futures	798.37	798.84	798.13	798.84	94.0
2009-01-22 01:45:00	ES	Futures	798.6	799.31	798.37	798.84	221.0
2009-01-22 01:50:00	ES	Futures	798.84	799.08	797.89	798.37	86.0
2009-01-22 01:55:00	ES	Futures	797.89	798.37	796.47	796.94	608.0
2009-01-22 02:00:00	ES	Futures	796.94	797.18	795.05	795.28	2043.0
2009-01-22 02:05:00	ES	Futures	795.28	795.99	795.05	795.76	694.0
2009-01-22 02:10:00	ES	Futures	795.76	796.47	795.52	795.99	695.0
2009-01-22 02:15:00	ES	Futures	795.99	796.23	795.05	795.05	951.0
2009-01-22 02:20:00	ES	Futures	795.05	795.76	795.05	795.28	866.0
2009-01-22 02:25:00	ES	Futures	795.28	796.47	795.05	795.52	570.0
2009-01-22 02:30:00	ES	Futures	795.52	795.99	795.05	795.28	1011.0
2009-01-22 02:35:00	ES	Futures	795.05	795.52	795.05	795.28	605.0
2009-01-22 02:40:00	ES	Futures	795.05	795.28	794.1	794.33	1139.0
2009-01-22 02:45:00	ES	Futures	794.33	794.81	793.62	794.57	897.0
2009-01-22 02:50:00	ES	Futures	794.57	795.28	794.1	794.33	346.0
2009-01-22 02:55:00	ES	Futures	794.33	794.81	793.38	793.62	836.0
2009-01-22 03:00:00	ES	Futures	793.62	794.1	792.67	792.91	3264.0
2009-01-22 03:05:00	ES	Futures	792.91	793.15	790.78	791.25	5390.0
2009-01-22 03:10:00	ES	Futures	791.25	792.67	790.54	792.2	2365.0
2009-01-22 03:15:00	ES	Futures	792.2	794.33	791.96	792.44	2913.0
2009-01-22 03:20:00	ES	Futures	792.44	792.91	790.78	792.44	2228.0
2009-01-22 03:25:00	ES	Futures	792.91	792.91	791.96	792.91	811.0
2009-01-22 03:30:00	ES	Futures	792.67	793.86	792.44	793.38	897.0
2009-01-22 03:35:00	ES	Futures	793.38	793.86	792.91	793.38	876.0
2009-01-22 03:40:00	ES	Futures	793.62	794.33	793.15	794.1	943.0
2009-01-22 03:45:00	ES	Futures	794.33	795.52	794.1	794.81	1734.0
2009-01-22 03:50:00	ES	Futures	794.81	795.28	793.62	793.86	838.0
2009-01-22 03:55:00	ES	Futures	793.62	793.86	792.67	793.15	746.0
2009-01-22 04:00:00	ES	Futures	792.91	794.1	792.67	794.1	993.0
2009-01-22 04:05:00	ES	Futures	794.1	795.52	793.86	795.52	1208.0

> showing 50 of 11,228 rows — these rows as CSV

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