PREVIEW / futures_5min / 2009-01-25

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-25.parquet
  size:    41 KB
  rows:    1,687

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
2009-01-25 18:00:00	ES	Futures	781.29	781.53	778.21	778.21	2161.0
2009-01-25 18:05:00	ES	Futures	778.44	778.68	777.49	777.73	651.0
2009-01-25 18:10:00	ES	Futures	777.49	778.21	777.02	777.26	390.0
2009-01-25 18:15:00	ES	Futures	777.49	777.73	776.54	776.54	700.0
2009-01-25 18:20:00	ES	Futures	776.54	777.49	776.07	776.54	444.0
2009-01-25 18:25:00	ES	Futures	776.54	777.26	776.31	776.78	229.0
2009-01-25 18:30:00	ES	Futures	777.02	777.02	776.07	776.54	445.0
2009-01-25 18:35:00	ES	Futures	776.78	777.49	776.54	777.49	276.0
2009-01-25 18:40:00	ES	Futures	777.49	777.73	777.02	777.49	706.0
2009-01-25 18:45:00	ES	Futures	777.49	777.73	776.78	777.02	456.0
2009-01-25 18:50:00	ES	Futures	776.78	777.26	776.78	777.26	461.0
2009-01-25 18:55:00	ES	Futures	777.26	777.49	777.02	777.26	160.0
2009-01-25 19:00:00	ES	Futures	777.26	777.49	777.02	777.49	351.0
2009-01-25 19:05:00	ES	Futures	777.49	777.73	776.78	777.02	396.0
2009-01-25 19:10:00	ES	Futures	777.02	777.26	776.54	776.54	763.0
2009-01-25 19:15:00	ES	Futures	776.78	777.02	776.78	776.78	103.0
2009-01-25 19:20:00	ES	Futures	777.02	777.02	774.17	775.36	1894.0
2009-01-25 19:25:00	ES	Futures	775.12	775.83	774.65	775.83	256.0
2009-01-25 19:30:00	ES	Futures	775.6	775.6	775.12	775.6	120.0
2009-01-25 19:35:00	ES	Futures	775.6	775.6	775.36	775.36	161.0
2009-01-25 19:40:00	ES	Futures	775.6	775.6	775.36	775.36	244.0
2009-01-25 19:45:00	ES	Futures	775.36	775.6	774.88	775.36	467.0
2009-01-25 19:50:00	ES	Futures	775.36	775.6	775.12	775.6	483.0
2009-01-25 19:55:00	ES	Futures	775.36	776.54	775.36	776.07	479.0
2009-01-25 20:00:00	ES	Futures	776.07	776.31	775.83	776.07	330.0
2009-01-25 20:05:00	ES	Futures	775.83	776.31	775.83	775.83	97.0
2009-01-25 20:10:00	ES	Futures	776.07	776.31	775.6	776.07	202.0
2009-01-25 20:15:00	ES	Futures	775.83	776.54	775.6	776.31	206.0
2009-01-25 20:20:00	ES	Futures	776.31	776.31	775.83	775.83	275.0
2009-01-25 20:25:00	ES	Futures	775.83	776.31	775.6	775.6	303.0
2009-01-25 20:30:00	ES	Futures	775.83	776.54	775.83	776.31	213.0
2009-01-25 20:35:00	ES	Futures	776.07	776.54	776.07	776.54	382.0
2009-01-25 20:40:00	ES	Futures	776.54	776.78	776.31	776.54	37.0
2009-01-25 20:45:00	ES	Futures	776.54	776.78	776.54	776.78	66.0
2009-01-25 20:50:00	ES	Futures	776.78	777.26	776.54	776.78	142.0
2009-01-25 20:55:00	ES	Futures	776.54	776.78	776.31	776.54	273.0
2009-01-25 21:00:00	ES	Futures	776.54	776.78	776.31	776.78	76.0
2009-01-25 21:05:00	ES	Futures	776.78	776.78	776.54	776.54	39.0
2009-01-25 21:10:00	ES	Futures	776.31	776.78	776.31	776.31	86.0
2009-01-25 21:15:00	ES	Futures	776.78	777.02	776.31	776.78	49.0
2009-01-25 21:20:00	ES	Futures	776.54	777.02	776.31	776.78	80.0
2009-01-25 21:25:00	ES	Futures	776.78	777.02	776.78	777.02	113.0
2009-01-25 21:30:00	ES	Futures	777.02	777.02	775.6	775.83	546.0
2009-01-25 21:35:00	ES	Futures	775.83	776.78	775.83	776.54	105.0
2009-01-25 21:40:00	ES	Futures	776.78	777.02	775.6	775.6	223.0
2009-01-25 21:45:00	ES	Futures	775.83	776.31	775.83	776.07	115.0
2009-01-25 21:50:00	ES	Futures	776.07	776.31	776.07	776.07	28.0
2009-01-25 21:55:00	ES	Futures	776.31	776.54	775.83	776.54	61.0
2009-01-25 22:00:00	ES	Futures	776.54	776.78	776.31	776.31	43.0
2009-01-25 22:05:00	ES	Futures	776.31	776.54	776.07	776.54	29.0

> showing 50 of 1,687 rows — these rows as CSV

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