PREVIEW / futures_5min / 2009-01-26

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-26.parquet
  size:    220 KB
  rows:    11,010

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
2009-01-26 00:00:00	ES	Futures	778.44	778.92	778.44	778.44	62.0
2009-01-26 00:05:00	ES	Futures	778.68	778.68	778.44	778.44	48.0
2009-01-26 00:10:00	ES	Futures	778.21	778.21	777.49	778.21	163.0
2009-01-26 00:15:00	ES	Futures	777.97	778.21	777.26	777.26	85.0
2009-01-26 00:20:00	ES	Futures	777.26	777.26	776.78	777.02	122.0
2009-01-26 00:25:00	ES	Futures	777.02	777.73	777.02	777.02	69.0
2009-01-26 00:30:00	ES	Futures	777.02	777.02	776.54	776.54	115.0
2009-01-26 00:35:00	ES	Futures	776.78	777.02	775.83	776.31	196.0
2009-01-26 00:40:00	ES	Futures	776.31	776.54	775.83	776.07	71.0
2009-01-26 00:45:00	ES	Futures	776.07	776.07	774.65	774.88	533.0
2009-01-26 00:50:00	ES	Futures	774.88	775.12	774.41	774.65	228.0
2009-01-26 00:55:00	ES	Futures	774.65	774.88	774.17	774.41	140.0
2009-01-26 01:00:00	ES	Futures	774.41	774.65	772.51	773.22	797.0
2009-01-26 01:05:00	ES	Futures	773.22	773.22	769.19	769.19	2073.0
2009-01-26 01:10:00	ES	Futures	769.19	771.09	769.19	770.85	778.0
2009-01-26 01:15:00	ES	Futures	770.62	771.09	770.38	770.85	114.0
2009-01-26 01:20:00	ES	Futures	770.85	771.09	770.38	770.62	70.0
2009-01-26 01:25:00	ES	Futures	770.38	771.09	770.38	771.09	367.0
2009-01-26 01:30:00	ES	Futures	770.85	772.04	770.85	771.56	327.0
2009-01-26 01:35:00	ES	Futures	771.8	772.28	771.56	771.8	76.0
2009-01-26 01:40:00	ES	Futures	771.8	772.51	771.8	772.04	116.0
2009-01-26 01:45:00	ES	Futures	772.28	772.51	771.56	772.04	213.0
2009-01-26 01:50:00	ES	Futures	772.04	772.99	772.04	772.99	178.0
2009-01-26 01:55:00	ES	Futures	772.99	772.99	772.04	772.28	140.0
2009-01-26 02:00:00	ES	Futures	772.51	773.7	772.28	773.7	414.0
2009-01-26 02:05:00	ES	Futures	773.7	773.94	773.22	773.22	105.0
2009-01-26 02:10:00	ES	Futures	773.22	774.17	773.22	773.94	463.0
2009-01-26 02:15:00	ES	Futures	773.94	774.41	773.7	773.94	322.0
2009-01-26 02:20:00	ES	Futures	773.94	774.17	773.7	773.94	148.0
2009-01-26 02:25:00	ES	Futures	773.94	774.41	773.22	773.7	207.0
2009-01-26 02:30:00	ES	Futures	773.46	773.46	771.8	772.04	586.0
2009-01-26 02:35:00	ES	Futures	772.04	773.22	771.56	772.04	510.0
2009-01-26 02:40:00	ES	Futures	772.04	772.51	771.09	772.04	237.0
2009-01-26 02:45:00	ES	Futures	772.28	772.75	772.28	772.28	160.0
2009-01-26 02:50:00	ES	Futures	772.28	773.22	771.8	773.22	963.0
2009-01-26 02:55:00	ES	Futures	773.22	774.17	772.75	773.7	1093.0
2009-01-26 03:00:00	ES	Futures	773.7	776.31	773.7	776.31	1793.0
2009-01-26 03:05:00	ES	Futures	776.31	776.54	774.17	774.17	1540.0
2009-01-26 03:10:00	ES	Futures	774.41	776.78	773.94	776.78	1582.0
2009-01-26 03:15:00	ES	Futures	776.78	777.97	776.54	777.26	2247.0
2009-01-26 03:20:00	ES	Futures	777.49	778.21	777.02	777.26	1938.0
2009-01-26 03:25:00	ES	Futures	777.02	777.97	775.6	777.73	1439.0
2009-01-26 03:30:00	ES	Futures	777.49	778.68	776.78	777.26	2061.0
2009-01-26 03:35:00	ES	Futures	777.26	778.68	777.26	777.49	1940.0
2009-01-26 03:40:00	ES	Futures	777.73	779.39	777.73	778.92	1369.0
2009-01-26 03:45:00	ES	Futures	779.15	782.0	778.92	781.05	2689.0
2009-01-26 03:50:00	ES	Futures	781.05	782.24	780.81	780.81	1702.0
2009-01-26 03:55:00	ES	Futures	780.81	781.29	779.39	781.05	1445.0
2009-01-26 04:00:00	ES	Futures	781.05	781.29	779.87	780.58	611.0
2009-01-26 04:05:00	ES	Futures	780.58	781.29	779.87	781.05	894.0

> showing 50 of 11,010 rows — these rows as CSV

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