PREVIEW / futures_5min / 2009-01-23

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-23.parquet
  size:    202 KB
  rows:    9,494

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
2009-01-23 00:00:00	ES	Futures	778.92	780.58	778.92	779.63	200.0
2009-01-23 00:05:00	ES	Futures	779.39	780.34	778.92	780.1	144.0
2009-01-23 00:10:00	ES	Futures	780.34	780.81	779.63	779.87	122.0
2009-01-23 00:15:00	ES	Futures	779.87	780.34	779.39	780.1	85.0
2009-01-23 00:20:00	ES	Futures	780.34	781.05	779.87	781.05	151.0
2009-01-23 00:25:00	ES	Futures	780.81	780.81	780.34	780.34	184.0
2009-01-23 00:30:00	ES	Futures	780.34	780.34	778.92	778.92	133.0
2009-01-23 00:35:00	ES	Futures	779.15	779.63	778.68	779.15	63.0
2009-01-23 00:40:00	ES	Futures	779.39	779.39	778.92	778.92	23.0
2009-01-23 00:45:00	ES	Futures	778.92	779.15	777.97	778.44	495.0
2009-01-23 00:50:00	ES	Futures	778.44	778.44	776.54	777.02	476.0
2009-01-23 00:55:00	ES	Futures	777.02	777.49	776.78	777.02	155.0
2009-01-23 01:00:00	ES	Futures	777.02	777.26	776.07	777.02	525.0
2009-01-23 01:05:00	ES	Futures	777.02	777.02	776.54	776.78	78.0
2009-01-23 01:10:00	ES	Futures	776.54	776.78	776.31	776.54	292.0
2009-01-23 01:15:00	ES	Futures	776.54	777.02	776.07	776.54	484.0
2009-01-23 01:20:00	ES	Futures	776.54	777.02	776.31	777.02	51.0
2009-01-23 01:25:00	ES	Futures	776.78	777.49	776.78	777.26	85.0
2009-01-23 01:30:00	ES	Futures	777.49	777.73	777.02	777.02	225.0
2009-01-23 01:35:00	ES	Futures	777.02	777.49	776.78	777.26	66.0
2009-01-23 01:40:00	ES	Futures	777.26	777.97	777.26	777.97	77.0
2009-01-23 01:45:00	ES	Futures	777.73	777.97	777.49	777.73	55.0
2009-01-23 01:50:00	ES	Futures	777.49	777.97	777.26	777.73	49.0
2009-01-23 01:55:00	ES	Futures	777.73	778.44	777.73	778.21	247.0
2009-01-23 02:00:00	ES	Futures	778.21	778.44	777.73	777.73	364.0
2009-01-23 02:05:00	ES	Futures	777.97	778.92	777.97	778.21	214.0
2009-01-23 02:10:00	ES	Futures	778.21	778.92	777.97	778.92	427.0
2009-01-23 02:15:00	ES	Futures	778.92	778.92	777.02	777.73	459.0
2009-01-23 02:20:00	ES	Futures	777.49	778.44	777.02	777.97	273.0
2009-01-23 02:25:00	ES	Futures	777.73	777.97	777.02	777.26	165.0
2009-01-23 02:30:00	ES	Futures	777.26	777.73	776.54	777.49	283.0
2009-01-23 02:35:00	ES	Futures	777.49	778.68	777.02	777.73	319.0
2009-01-23 02:40:00	ES	Futures	777.97	778.44	777.49	777.73	239.0
2009-01-23 02:45:00	ES	Futures	777.73	778.44	777.49	778.21	228.0
2009-01-23 02:50:00	ES	Futures	778.21	778.21	776.31	776.54	544.0
2009-01-23 02:55:00	ES	Futures	776.54	776.78	774.17	774.41	1420.0
2009-01-23 03:00:00	ES	Futures	774.41	776.54	774.17	776.31	1759.0
2009-01-23 03:05:00	ES	Futures	776.31	777.26	773.46	773.94	1792.0
2009-01-23 03:10:00	ES	Futures	773.94	774.41	771.33	772.28	3394.0
2009-01-23 03:15:00	ES	Futures	772.28	772.75	771.33	771.8	2513.0
2009-01-23 03:20:00	ES	Futures	772.04	773.22	771.33	771.56	1796.0
2009-01-23 03:25:00	ES	Futures	771.56	773.7	771.56	773.46	1604.0
2009-01-23 03:30:00	ES	Futures	773.46	773.94	768.72	768.95	3801.0
2009-01-23 03:35:00	ES	Futures	768.95	770.38	767.53	768.48	3977.0
2009-01-23 03:40:00	ES	Futures	768.48	770.62	768.24	769.19	1833.0
2009-01-23 03:45:00	ES	Futures	768.95	770.14	768.01	769.9	1195.0
2009-01-23 03:50:00	ES	Futures	769.9	771.56	769.43	770.62	2044.0
2009-01-23 03:55:00	ES	Futures	770.62	771.09	769.67	770.85	2320.0
2009-01-23 04:00:00	ES	Futures	770.62	772.04	770.38	771.56	1958.0
2009-01-23 04:05:00	ES	Futures	771.33	771.8	770.38	771.33	830.0

> showing 50 of 9,494 rows — these rows as CSV

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