PREVIEW / futures_5min / 2009-01-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-29.parquet
  size:    214 KB
  rows:    11,238

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
2009-01-29 00:00:00	ES	Futures	821.61	822.56	821.61	822.56	188.0
2009-01-29 00:05:00	ES	Futures	822.56	823.03	822.32	823.03	221.0
2009-01-29 00:10:00	ES	Futures	823.03	823.51	822.56	823.27	130.0
2009-01-29 00:15:00	ES	Futures	823.27	823.51	823.03	823.27	239.0
2009-01-29 00:20:00	ES	Futures	823.27	823.27	822.56	822.8	154.0
2009-01-29 00:25:00	ES	Futures	822.8	823.51	822.8	823.27	202.0
2009-01-29 00:30:00	ES	Futures	823.51	824.46	823.27	823.98	649.0
2009-01-29 00:35:00	ES	Futures	823.98	824.22	823.27	823.27	157.0
2009-01-29 00:40:00	ES	Futures	823.27	823.51	823.03	823.51	29.0
2009-01-29 00:45:00	ES	Futures	823.51	824.22	823.51	823.51	160.0
2009-01-29 00:50:00	ES	Futures	823.51	823.74	823.51	823.51	24.0
2009-01-29 00:55:00	ES	Futures	823.51	823.51	822.8	823.51	201.0
2009-01-29 01:00:00	ES	Futures	823.51	823.74	823.51	823.74	252.0
2009-01-29 01:05:00	ES	Futures	823.98	823.98	822.8	823.27	154.0
2009-01-29 01:10:00	ES	Futures	823.51	823.98	823.03	823.03	65.0
2009-01-29 01:15:00	ES	Futures	823.27	823.98	823.27	823.27	218.0
2009-01-29 01:20:00	ES	Futures	823.27	823.27	822.56	823.03	104.0
2009-01-29 01:25:00	ES	Futures	823.03	823.03	822.32	822.56	69.0
2009-01-29 01:30:00	ES	Futures	822.8	823.74	822.8	823.51	188.0
2009-01-29 01:35:00	ES	Futures	823.27	823.51	822.56	823.03	76.0
2009-01-29 01:40:00	ES	Futures	823.03	823.51	822.56	823.27	165.0
2009-01-29 01:45:00	ES	Futures	823.51	823.98	823.03	823.03	160.0
2009-01-29 01:50:00	ES	Futures	822.8	823.98	822.56	823.98	226.0
2009-01-29 01:55:00	ES	Futures	823.74	824.46	823.74	824.22	376.0
2009-01-29 02:00:00	ES	Futures	824.22	824.46	823.03	823.27	1103.0
2009-01-29 02:05:00	ES	Futures	823.51	823.51	821.85	822.08	671.0
2009-01-29 02:10:00	ES	Futures	822.08	822.32	821.37	821.37	443.0
2009-01-29 02:15:00	ES	Futures	821.61	822.08	820.9	821.14	670.0
2009-01-29 02:20:00	ES	Futures	821.37	821.37	820.66	820.9	466.0
2009-01-29 02:25:00	ES	Futures	820.9	820.9	820.66	820.9	690.0
2009-01-29 02:30:00	ES	Futures	820.9	821.14	819.71	819.71	1582.0
2009-01-29 02:35:00	ES	Futures	819.71	819.95	819.48	819.71	235.0
2009-01-29 02:40:00	ES	Futures	819.48	820.19	819.0	819.24	1241.0
2009-01-29 02:45:00	ES	Futures	819.24	819.71	818.53	819.0	995.0
2009-01-29 02:50:00	ES	Futures	819.0	819.24	818.53	818.76	1063.0
2009-01-29 02:55:00	ES	Futures	819.0	819.48	818.53	818.53	1425.0
2009-01-29 03:00:00	ES	Futures	818.53	819.0	817.82	818.29	4334.0
2009-01-29 03:05:00	ES	Futures	818.29	818.53	815.68	816.63	4913.0
2009-01-29 03:10:00	ES	Futures	816.63	818.29	816.39	818.05	2088.0
2009-01-29 03:15:00	ES	Futures	817.82	819.24	817.58	818.29	1504.0
2009-01-29 03:20:00	ES	Futures	818.53	820.66	818.53	819.95	2371.0
2009-01-29 03:25:00	ES	Futures	820.19	820.19	818.76	819.48	1024.0
2009-01-29 03:30:00	ES	Futures	819.71	820.19	818.05	818.53	1317.0
2009-01-29 03:35:00	ES	Futures	818.29	818.76	816.87	818.29	1022.0
2009-01-29 03:40:00	ES	Futures	818.29	818.29	816.15	816.63	1434.0
2009-01-29 03:45:00	ES	Futures	816.63	819.0	816.39	817.58	1826.0
2009-01-29 03:50:00	ES	Futures	817.58	818.29	816.63	817.34	1724.0
2009-01-29 03:55:00	ES	Futures	817.58	818.05	816.15	816.87	1924.0
2009-01-29 04:00:00	ES	Futures	817.1	818.29	817.1	817.34	1160.0
2009-01-29 04:05:00	ES	Futures	817.34	817.82	816.87	817.1	1119.0

> showing 50 of 11,238 rows — these rows as CSV

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