PREVIEW / futures_5min / 2009-01-28

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-28.parquet
  size:    214 KB
  rows:    11,245

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
2009-01-28 00:00:00	ES	Futures	812.36	812.6	812.12	812.12	193.0
2009-01-28 00:05:00	ES	Futures	812.12	812.36	811.89	812.12	568.0
2009-01-28 00:10:00	ES	Futures	812.12	812.83	811.89	812.6	683.0
2009-01-28 00:15:00	ES	Futures	812.6	812.6	812.12	812.36	310.0
2009-01-28 00:20:00	ES	Futures	812.12	812.36	811.41	811.89	366.0
2009-01-28 00:25:00	ES	Futures	811.89	812.36	811.65	812.36	249.0
2009-01-28 00:30:00	ES	Futures	812.36	812.36	812.12	812.36	145.0
2009-01-28 00:35:00	ES	Futures	812.12	812.12	811.65	811.65	213.0
2009-01-28 00:40:00	ES	Futures	811.65	811.89	810.94	811.17	318.0
2009-01-28 00:45:00	ES	Futures	811.17	812.12	811.17	811.65	275.0
2009-01-28 00:50:00	ES	Futures	811.65	811.89	811.41	811.89	123.0
2009-01-28 00:55:00	ES	Futures	812.12	812.12	811.89	811.89	43.0
2009-01-28 01:00:00	ES	Futures	812.12	812.12	811.65	811.89	192.0
2009-01-28 01:05:00	ES	Futures	811.89	812.12	811.65	811.65	80.0
2009-01-28 01:10:00	ES	Futures	811.89	812.12	811.89	812.12	164.0
2009-01-28 01:15:00	ES	Futures	812.12	812.12	811.89	812.12	128.0
2009-01-28 01:20:00	ES	Futures	812.12	812.12	811.89	811.89	166.0
2009-01-28 01:25:00	ES	Futures	811.89	812.12	811.17	811.41	335.0
2009-01-28 01:30:00	ES	Futures	811.41	811.65	811.17	811.65	125.0
2009-01-28 01:35:00	ES	Futures	811.65	811.65	811.41	811.65	87.0
2009-01-28 01:40:00	ES	Futures	811.65	811.65	811.17	811.41	67.0
2009-01-28 01:45:00	ES	Futures	811.41	811.65	811.17	811.41	54.0
2009-01-28 01:50:00	ES	Futures	811.41	811.41	811.17	811.17	416.0
2009-01-28 01:55:00	ES	Futures	811.17	811.89	811.17	811.89	326.0
2009-01-28 02:00:00	ES	Futures	811.89	812.36	811.17	811.17	829.0
2009-01-28 02:05:00	ES	Futures	811.17	812.12	811.17	811.65	301.0
2009-01-28 02:10:00	ES	Futures	811.65	812.12	811.41	811.89	409.0
2009-01-28 02:15:00	ES	Futures	811.65	811.65	810.46	810.94	918.0
2009-01-28 02:20:00	ES	Futures	810.94	811.89	810.94	811.17	589.0
2009-01-28 02:25:00	ES	Futures	811.17	811.89	810.7	811.65	1016.0
2009-01-28 02:30:00	ES	Futures	811.65	811.89	810.94	810.94	366.0
2009-01-28 02:35:00	ES	Futures	810.94	811.89	810.7	811.89	200.0
2009-01-28 02:40:00	ES	Futures	811.89	813.07	811.89	812.83	1122.0
2009-01-28 02:45:00	ES	Futures	812.83	813.31	812.6	813.31	1722.0
2009-01-28 02:50:00	ES	Futures	813.31	813.55	812.12	812.36	1205.0
2009-01-28 02:55:00	ES	Futures	812.36	812.83	812.12	812.12	943.0
2009-01-28 03:00:00	ES	Futures	812.12	814.02	811.89	813.07	3377.0
2009-01-28 03:05:00	ES	Futures	813.07	813.55	811.89	811.89	1687.0
2009-01-28 03:10:00	ES	Futures	811.89	813.31	811.41	812.83	2132.0
2009-01-28 03:15:00	ES	Futures	813.07	813.78	811.65	811.65	3013.0
2009-01-28 03:20:00	ES	Futures	811.65	814.02	811.65	813.31	2792.0
2009-01-28 03:25:00	ES	Futures	813.31	814.73	813.07	814.49	2663.0
2009-01-28 03:30:00	ES	Futures	814.73	815.44	814.49	814.97	5342.0
2009-01-28 03:35:00	ES	Futures	814.97	815.44	814.49	814.73	3138.0
2009-01-28 03:40:00	ES	Futures	814.73	815.68	814.49	815.44	2030.0
2009-01-28 03:45:00	ES	Futures	815.68	816.15	815.21	815.68	3281.0
2009-01-28 03:50:00	ES	Futures	815.68	816.15	815.21	815.44	2023.0
2009-01-28 03:55:00	ES	Futures	815.44	815.44	814.73	815.21	1685.0
2009-01-28 04:00:00	ES	Futures	814.97	815.68	814.49	814.73	1598.0
2009-01-28 04:05:00	ES	Futures	814.73	814.97	813.31	814.02	2869.0

> showing 50 of 11,245 rows — these rows as CSV

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