PREVIEW / futures_5min / 2009-01-04

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-04.parquet
  size:    43 KB
  rows:    1,815

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
2009-01-04 18:00:00	ES	Futures	877.35	877.82	876.16	876.64	2109.0
2009-01-04 18:05:00	ES	Futures	876.64	876.64	875.45	875.69	590.0
2009-01-04 18:10:00	ES	Futures	875.69	875.93	875.45	875.69	375.0
2009-01-04 18:15:00	ES	Futures	875.45	875.93	875.45	875.69	543.0
2009-01-04 18:20:00	ES	Futures	875.93	875.93	875.45	875.45	170.0
2009-01-04 18:25:00	ES	Futures	875.45	875.93	875.45	875.93	63.0
2009-01-04 18:30:00	ES	Futures	875.69	875.93	875.69	875.93	114.0
2009-01-04 18:35:00	ES	Futures	876.16	876.4	875.69	875.93	78.0
2009-01-04 18:40:00	ES	Futures	875.93	876.4	875.69	875.93	215.0
2009-01-04 18:45:00	ES	Futures	876.16	876.64	876.16	876.64	208.0
2009-01-04 18:50:00	ES	Futures	876.4	876.87	876.16	876.87	313.0
2009-01-04 18:55:00	ES	Futures	876.87	876.87	875.45	875.69	554.0
2009-01-04 19:00:00	ES	Futures	875.69	875.93	874.03	874.5	1072.0
2009-01-04 19:05:00	ES	Futures	874.5	874.98	873.79	874.03	568.0
2009-01-04 19:10:00	ES	Futures	874.03	874.5	873.79	874.03	227.0
2009-01-04 19:15:00	ES	Futures	874.27	874.98	874.03	874.74	140.0
2009-01-04 19:20:00	ES	Futures	874.5	875.93	874.5	875.45	287.0
2009-01-04 19:25:00	ES	Futures	875.45	875.93	875.21	875.45	367.0
2009-01-04 19:30:00	ES	Futures	875.69	875.93	875.21	875.69	674.0
2009-01-04 19:35:00	ES	Futures	875.45	875.69	875.21	875.69	342.0
2009-01-04 19:40:00	ES	Futures	875.69	876.16	874.98	875.93	438.0
2009-01-04 19:45:00	ES	Futures	876.16	877.11	876.16	876.4	401.0
2009-01-04 19:50:00	ES	Futures	876.4	877.11	876.4	876.87	289.0
2009-01-04 19:55:00	ES	Futures	876.87	876.87	876.4	876.64	76.0
2009-01-04 20:00:00	ES	Futures	876.64	876.64	876.16	876.64	135.0
2009-01-04 20:05:00	ES	Futures	876.64	877.82	876.4	877.82	1127.0
2009-01-04 20:10:00	ES	Futures	877.82	877.82	876.87	876.87	456.0
2009-01-04 20:15:00	ES	Futures	876.87	877.59	875.93	876.16	497.0
2009-01-04 20:20:00	ES	Futures	876.16	876.4	875.69	875.93	116.0
2009-01-04 20:25:00	ES	Futures	875.93	877.11	875.93	877.11	326.0
2009-01-04 20:30:00	ES	Futures	877.35	877.59	877.11	877.11	364.0
2009-01-04 20:35:00	ES	Futures	876.87	876.87	875.93	876.64	236.0
2009-01-04 20:40:00	ES	Futures	876.4	877.35	876.4	876.87	228.0
2009-01-04 20:45:00	ES	Futures	876.64	876.87	876.4	876.64	106.0
2009-01-04 20:50:00	ES	Futures	876.64	876.87	876.4	876.64	272.0
2009-01-04 20:55:00	ES	Futures	876.87	876.87	875.93	875.93	195.0
2009-01-04 21:00:00	ES	Futures	875.93	876.4	875.21	875.45	527.0
2009-01-04 21:05:00	ES	Futures	875.45	875.45	874.5	874.74	1043.0
2009-01-04 21:10:00	ES	Futures	874.74	874.74	873.79	873.79	364.0
2009-01-04 21:15:00	ES	Futures	874.03	874.27	873.79	874.03	401.0
2009-01-04 21:20:00	ES	Futures	874.03	874.98	873.79	874.5	186.0
2009-01-04 21:25:00	ES	Futures	874.74	874.74	874.03	874.03	431.0
2009-01-04 21:30:00	ES	Futures	874.03	874.27	873.79	874.03	88.0
2009-01-04 21:35:00	ES	Futures	874.03	875.21	873.79	874.74	274.0
2009-01-04 21:40:00	ES	Futures	874.74	874.74	874.27	874.5	111.0
2009-01-04 21:45:00	ES	Futures	874.5	874.5	873.79	874.03	82.0
2009-01-04 21:50:00	ES	Futures	873.79	874.27	873.79	874.03	107.0
2009-01-04 21:55:00	ES	Futures	873.79	874.5	873.79	874.03	269.0
2009-01-04 22:00:00	ES	Futures	874.03	874.27	873.79	873.79	276.0
2009-01-04 22:05:00	ES	Futures	874.03	874.03	872.37	872.84	636.0

> showing 50 of 1,815 rows — these rows as CSV

> unlock the full archive -- $79 one-time