PREVIEW / futures_5min / 2009-01-13

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-13.parquet
  size:    208 KB
  rows:    11,246

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
2009-01-13 00:00:00	ES	Futures	828.73	828.73	828.25	828.73	369.0
2009-01-13 00:05:00	ES	Futures	828.73	828.96	828.01	828.25	328.0
2009-01-13 00:10:00	ES	Futures	828.25	828.49	828.25	828.25	170.0
2009-01-13 00:15:00	ES	Futures	828.25	828.49	828.01	828.25	225.0
2009-01-13 00:20:00	ES	Futures	828.25	828.49	828.25	828.25	18.0
2009-01-13 00:25:00	ES	Futures	828.25	828.73	828.25	828.49	328.0
2009-01-13 00:30:00	ES	Futures	828.49	828.96	828.25	828.73	772.0
2009-01-13 00:35:00	ES	Futures	828.73	828.73	828.01	828.01	265.0
2009-01-13 00:40:00	ES	Futures	828.01	828.25	827.78	827.78	106.0
2009-01-13 00:45:00	ES	Futures	828.01	828.01	827.54	827.78	171.0
2009-01-13 00:50:00	ES	Futures	828.01	828.01	828.01	828.01	66.0
2009-01-13 00:55:00	ES	Futures	827.78	828.01	827.3	827.54	249.0
2009-01-13 01:00:00	ES	Futures	827.54	827.54	826.35	826.35	602.0
2009-01-13 01:05:00	ES	Futures	826.35	826.59	826.12	826.12	152.0
2009-01-13 01:10:00	ES	Futures	826.12	826.35	825.64	825.88	311.0
2009-01-13 01:15:00	ES	Futures	825.88	826.83	825.88	826.83	238.0
2009-01-13 01:20:00	ES	Futures	826.59	826.59	826.35	826.35	43.0
2009-01-13 01:25:00	ES	Futures	826.35	826.59	826.12	826.35	70.0
2009-01-13 01:30:00	ES	Futures	826.35	826.35	825.88	825.88	106.0
2009-01-13 01:35:00	ES	Futures	825.88	826.12	825.88	826.12	91.0
2009-01-13 01:40:00	ES	Futures	825.88	826.12	825.88	826.12	122.0
2009-01-13 01:45:00	ES	Futures	826.12	826.12	825.88	825.88	197.0
2009-01-13 01:50:00	ES	Futures	825.64	825.88	825.4	825.64	224.0
2009-01-13 01:55:00	ES	Futures	825.64	825.64	825.4	825.4	262.0
2009-01-13 02:00:00	ES	Futures	825.4	826.12	825.17	825.4	919.0
2009-01-13 02:05:00	ES	Futures	825.4	825.4	824.93	824.93	1000.0
2009-01-13 02:10:00	ES	Futures	824.93	825.4	824.93	825.17	281.0
2009-01-13 02:15:00	ES	Futures	825.17	825.17	824.93	825.17	481.0
2009-01-13 02:20:00	ES	Futures	824.93	825.4	824.93	825.17	246.0
2009-01-13 02:25:00	ES	Futures	825.17	825.88	825.17	825.4	226.0
2009-01-13 02:30:00	ES	Futures	825.17	825.17	824.93	825.17	390.0
2009-01-13 02:35:00	ES	Futures	825.17	826.35	825.17	826.35	234.0
2009-01-13 02:40:00	ES	Futures	826.35	826.59	825.64	825.88	608.0
2009-01-13 02:45:00	ES	Futures	825.88	825.88	825.17	825.17	348.0
2009-01-13 02:50:00	ES	Futures	825.17	825.4	824.69	824.93	1169.0
2009-01-13 02:55:00	ES	Futures	824.93	825.4	824.93	825.4	602.0
2009-01-13 03:00:00	ES	Futures	825.17	825.4	824.22	824.22	2771.0
2009-01-13 03:05:00	ES	Futures	824.22	825.4	823.51	825.17	3398.0
2009-01-13 03:10:00	ES	Futures	825.4	825.88	824.22	824.22	1223.0
2009-01-13 03:15:00	ES	Futures	823.98	824.22	823.27	823.27	2671.0
2009-01-13 03:20:00	ES	Futures	823.27	823.51	821.85	821.85	2482.0
2009-01-13 03:25:00	ES	Futures	821.85	823.03	821.85	823.03	853.0
2009-01-13 03:30:00	ES	Futures	822.8	822.8	821.61	821.61	687.0
2009-01-13 03:35:00	ES	Futures	821.61	822.08	821.14	821.85	1704.0
2009-01-13 03:40:00	ES	Futures	822.08	822.08	821.37	821.85	1704.0
2009-01-13 03:45:00	ES	Futures	821.85	822.32	821.14	821.37	1073.0
2009-01-13 03:50:00	ES	Futures	821.14	822.56	821.14	822.56	778.0
2009-01-13 03:55:00	ES	Futures	822.32	822.32	821.61	821.61	421.0
2009-01-13 04:00:00	ES	Futures	821.37	821.61	819.71	820.42	2514.0
2009-01-13 04:05:00	ES	Futures	820.19	820.19	819.24	819.71	1647.0

> showing 50 of 11,246 rows — these rows as CSV

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