PREVIEW / futures_5min / 2009-01-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-06.parquet
  size:    223 KB
  rows:    11,416

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
2009-01-06 00:00:00	ES	Futures	882.09	882.09	881.86	882.09	90.0
2009-01-06 00:05:00	ES	Futures	882.09	882.33	881.86	881.86	62.0
2009-01-06 00:10:00	ES	Futures	881.86	882.33	881.38	882.09	210.0
2009-01-06 00:15:00	ES	Futures	882.09	882.33	881.38	881.38	282.0
2009-01-06 00:20:00	ES	Futures	881.62	881.86	881.38	881.86	100.0
2009-01-06 00:25:00	ES	Futures	881.86	882.33	881.62	881.86	167.0
2009-01-06 00:30:00	ES	Futures	881.62	882.33	881.38	882.33	270.0
2009-01-06 00:35:00	ES	Futures	882.09	882.09	881.38	881.62	76.0
2009-01-06 00:40:00	ES	Futures	881.62	882.09	881.38	881.86	81.0
2009-01-06 00:45:00	ES	Futures	881.86	882.8	881.86	882.09	321.0
2009-01-06 00:50:00	ES	Futures	882.09	882.33	881.86	881.86	139.0
2009-01-06 00:55:00	ES	Futures	881.86	881.86	881.38	881.62	87.0
2009-01-06 01:00:00	ES	Futures	881.62	882.8	881.62	882.57	446.0
2009-01-06 01:05:00	ES	Futures	882.33	882.33	881.14	881.62	197.0
2009-01-06 01:10:00	ES	Futures	881.62	882.09	881.38	882.09	227.0
2009-01-06 01:15:00	ES	Futures	882.09	882.8	881.14	881.38	750.0
2009-01-06 01:20:00	ES	Futures	881.38	882.09	881.14	881.38	418.0
2009-01-06 01:25:00	ES	Futures	881.38	881.62	880.91	881.14	125.0
2009-01-06 01:30:00	ES	Futures	881.14	882.09	881.14	881.62	263.0
2009-01-06 01:35:00	ES	Futures	881.62	882.09	881.62	881.86	59.0
2009-01-06 01:40:00	ES	Futures	882.09	882.09	881.38	881.62	104.0
2009-01-06 01:45:00	ES	Futures	881.86	882.57	881.62	881.62	268.0
2009-01-06 01:50:00	ES	Futures	881.62	882.57	881.62	882.33	111.0
2009-01-06 01:55:00	ES	Futures	882.33	882.57	881.62	882.33	222.0
2009-01-06 02:00:00	ES	Futures	882.57	882.57	881.86	882.09	459.0
2009-01-06 02:05:00	ES	Futures	882.09	882.09	881.38	881.62	109.0
2009-01-06 02:10:00	ES	Futures	881.86	881.86	881.38	881.86	154.0
2009-01-06 02:15:00	ES	Futures	881.86	882.8	881.86	882.09	427.0
2009-01-06 02:20:00	ES	Futures	882.09	882.57	882.09	882.09	236.0
2009-01-06 02:25:00	ES	Futures	881.86	882.57	881.86	882.57	105.0
2009-01-06 02:30:00	ES	Futures	882.57	882.8	882.09	882.09	265.0
2009-01-06 02:35:00	ES	Futures	882.09	882.57	882.09	882.33	73.0
2009-01-06 02:40:00	ES	Futures	882.33	882.8	881.86	881.86	137.0
2009-01-06 02:45:00	ES	Futures	881.86	881.86	881.38	881.86	201.0
2009-01-06 02:50:00	ES	Futures	882.09	882.57	881.86	881.86	222.0
2009-01-06 02:55:00	ES	Futures	882.09	882.33	881.38	882.09	421.0
2009-01-06 03:00:00	ES	Futures	882.33	882.8	881.86	882.57	1305.0
2009-01-06 03:05:00	ES	Futures	882.57	883.04	881.38	882.09	1409.0
2009-01-06 03:10:00	ES	Futures	882.09	882.33	881.14	881.62	652.0
2009-01-06 03:15:00	ES	Futures	881.62	881.62	880.19	880.43	1421.0
2009-01-06 03:20:00	ES	Futures	880.19	880.43	878.53	878.53	1307.0
2009-01-06 03:25:00	ES	Futures	878.53	879.01	878.53	879.01	1193.0
2009-01-06 03:30:00	ES	Futures	879.01	879.48	878.53	879.25	749.0
2009-01-06 03:35:00	ES	Futures	879.25	879.72	878.77	879.48	702.0
2009-01-06 03:40:00	ES	Futures	879.48	880.19	879.01	879.72	718.0
2009-01-06 03:45:00	ES	Futures	879.72	879.96	878.53	879.01	703.0
2009-01-06 03:50:00	ES	Futures	878.77	879.72	878.06	879.48	964.0
2009-01-06 03:55:00	ES	Futures	879.48	880.19	878.77	879.48	924.0
2009-01-06 04:00:00	ES	Futures	879.48	881.14	879.25	880.67	790.0
2009-01-06 04:05:00	ES	Futures	880.67	881.38	880.19	880.43	650.0

> showing 50 of 11,416 rows — these rows as CSV

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