PREVIEW / futures_5min / 2009-01-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-27.parquet
  size:    212 KB
  rows:    11,365

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
2009-01-27 00:00:00	ES	Futures	796.94	797.42	796.23	796.94	327.0
2009-01-27 00:05:00	ES	Futures	797.18	797.89	796.94	797.89	274.0
2009-01-27 00:10:00	ES	Futures	797.89	798.13	797.42	797.65	60.0
2009-01-27 00:15:00	ES	Futures	797.89	797.89	797.18	797.42	59.0
2009-01-27 00:20:00	ES	Futures	797.18	797.42	796.94	797.18	141.0
2009-01-27 00:25:00	ES	Futures	797.42	797.65	796.47	796.47	233.0
2009-01-27 00:30:00	ES	Futures	796.71	798.84	796.23	798.6	781.0
2009-01-27 00:35:00	ES	Futures	798.6	799.08	798.37	798.37	206.0
2009-01-27 00:40:00	ES	Futures	798.37	798.6	798.13	798.13	38.0
2009-01-27 00:45:00	ES	Futures	798.13	798.6	797.89	798.13	94.0
2009-01-27 00:50:00	ES	Futures	798.13	798.13	797.18	797.65	280.0
2009-01-27 00:55:00	ES	Futures	797.65	797.65	796.71	796.71	255.0
2009-01-27 01:00:00	ES	Futures	796.94	798.13	796.71	797.89	274.0
2009-01-27 01:05:00	ES	Futures	797.65	798.13	797.65	797.89	85.0
2009-01-27 01:10:00	ES	Futures	798.13	798.13	797.42	797.65	96.0
2009-01-27 01:15:00	ES	Futures	797.42	797.65	797.18	797.18	101.0
2009-01-27 01:20:00	ES	Futures	797.18	797.42	797.18	797.42	60.0
2009-01-27 01:25:00	ES	Futures	797.42	798.37	797.18	798.37	164.0
2009-01-27 01:30:00	ES	Futures	798.13	798.6	798.13	798.6	68.0
2009-01-27 01:35:00	ES	Futures	798.6	799.55	798.37	798.84	515.0
2009-01-27 01:40:00	ES	Futures	799.08	799.31	798.13	798.6	176.0
2009-01-27 01:45:00	ES	Futures	798.6	798.84	798.6	798.6	19.0
2009-01-27 01:50:00	ES	Futures	798.37	798.84	798.13	798.6	125.0
2009-01-27 01:55:00	ES	Futures	798.6	798.6	797.89	798.37	195.0
2009-01-27 02:00:00	ES	Futures	798.37	799.31	798.37	799.08	438.0
2009-01-27 02:05:00	ES	Futures	798.84	799.31	798.6	799.31	185.0
2009-01-27 02:10:00	ES	Futures	799.31	799.55	798.84	799.08	262.0
2009-01-27 02:15:00	ES	Futures	799.08	799.08	798.6	798.6	115.0
2009-01-27 02:20:00	ES	Futures	798.84	799.79	798.6	799.55	942.0
2009-01-27 02:25:00	ES	Futures	799.55	799.79	799.08	799.55	514.0
2009-01-27 02:30:00	ES	Futures	799.31	800.26	799.08	800.26	909.0
2009-01-27 02:35:00	ES	Futures	800.03	801.21	800.03	801.21	1614.0
2009-01-27 02:40:00	ES	Futures	801.21	801.45	800.74	801.21	1031.0
2009-01-27 02:45:00	ES	Futures	801.45	801.45	800.26	800.5	505.0
2009-01-27 02:50:00	ES	Futures	800.5	800.74	800.03	800.03	278.0
2009-01-27 02:55:00	ES	Futures	800.03	800.74	800.03	800.74	684.0
2009-01-27 03:00:00	ES	Futures	800.74	801.21	799.55	799.55	2711.0
2009-01-27 03:05:00	ES	Futures	799.55	800.26	798.84	800.03	2168.0
2009-01-27 03:10:00	ES	Futures	800.03	800.26	797.65	797.65	2101.0
2009-01-27 03:15:00	ES	Futures	797.89	799.55	797.65	798.37	2002.0
2009-01-27 03:20:00	ES	Futures	798.37	800.5	798.37	800.26	1440.0
2009-01-27 03:25:00	ES	Futures	800.26	800.97	800.03	800.5	1280.0
2009-01-27 03:30:00	ES	Futures	800.5	801.45	800.03	800.74	1704.0
2009-01-27 03:35:00	ES	Futures	800.5	801.69	800.26	800.5	1887.0
2009-01-27 03:40:00	ES	Futures	800.5	800.97	800.03	800.03	998.0
2009-01-27 03:45:00	ES	Futures	799.79	800.03	798.6	798.84	1173.0
2009-01-27 03:50:00	ES	Futures	798.6	799.31	797.89	798.37	1652.0
2009-01-27 03:55:00	ES	Futures	798.37	800.03	798.13	799.79	782.0
2009-01-27 04:00:00	ES	Futures	799.79	801.45	799.55	800.26	3315.0
2009-01-27 04:05:00	ES	Futures	800.26	801.45	799.79	800.74	1206.0

> showing 50 of 11,365 rows — these rows as CSV

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