PREVIEW / futures_5min / 2009-01-30

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-01-30.parquet
  size:    180 KB
  rows:    9,446

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
2009-01-30 00:00:00	ES	Futures	804.06	804.3	804.06	804.3	221.0
2009-01-30 00:05:00	ES	Futures	804.3	804.53	803.82	804.3	136.0
2009-01-30 00:10:00	ES	Futures	804.3	804.53	804.06	804.06	242.0
2009-01-30 00:15:00	ES	Futures	804.3	804.53	804.3	804.3	104.0
2009-01-30 00:20:00	ES	Futures	804.3	804.53	804.06	804.3	195.0
2009-01-30 00:25:00	ES	Futures	804.3	804.3	803.82	804.06	244.0
2009-01-30 00:30:00	ES	Futures	803.82	804.06	803.82	804.06	113.0
2009-01-30 00:35:00	ES	Futures	804.06	804.3	804.06	804.3	178.0
2009-01-30 00:40:00	ES	Futures	804.3	804.53	804.3	804.3	12.0
2009-01-30 00:45:00	ES	Futures	804.3	804.77	804.3	804.53	477.0
2009-01-30 00:50:00	ES	Futures	804.53	804.77	804.53	804.77	157.0
2009-01-30 00:55:00	ES	Futures	804.53	804.77	804.06	804.77	518.0
2009-01-30 01:00:00	ES	Futures	804.77	804.77	804.53	804.53	198.0
2009-01-30 01:05:00	ES	Futures	804.53	804.53	804.06	804.3	243.0
2009-01-30 01:10:00	ES	Futures	804.3	804.53	804.06	804.53	107.0
2009-01-30 01:15:00	ES	Futures	804.3	804.77	804.3	804.53	152.0
2009-01-30 01:20:00	ES	Futures	804.53	804.77	804.3	804.53	177.0
2009-01-30 01:25:00	ES	Futures	804.53	804.77	804.53	804.53	68.0
2009-01-30 01:30:00	ES	Futures	804.77	804.77	804.53	804.77	63.0
2009-01-30 01:35:00	ES	Futures	804.77	805.01	804.77	804.77	297.0
2009-01-30 01:40:00	ES	Futures	804.77	805.24	804.77	805.01	585.0
2009-01-30 01:45:00	ES	Futures	805.24	805.24	804.77	805.24	630.0
2009-01-30 01:50:00	ES	Futures	805.24	805.48	805.01	805.01	386.0
2009-01-30 01:55:00	ES	Futures	805.24	805.24	804.77	804.77	344.0
2009-01-30 02:00:00	ES	Futures	804.77	805.24	803.58	803.58	969.0
2009-01-30 02:05:00	ES	Futures	803.35	803.58	803.11	803.35	598.0
2009-01-30 02:10:00	ES	Futures	803.35	803.82	802.64	803.35	641.0
2009-01-30 02:15:00	ES	Futures	803.11	804.53	802.87	803.35	1058.0
2009-01-30 02:20:00	ES	Futures	803.35	803.58	802.87	802.87	453.0
2009-01-30 02:25:00	ES	Futures	802.87	803.11	801.92	802.87	870.0
2009-01-30 02:30:00	ES	Futures	802.87	804.3	802.16	804.06	888.0
2009-01-30 02:35:00	ES	Futures	804.06	804.53	803.82	804.3	1269.0
2009-01-30 02:40:00	ES	Futures	804.06	804.3	803.82	803.82	1225.0
2009-01-30 02:45:00	ES	Futures	803.82	804.3	803.35	804.06	387.0
2009-01-30 02:50:00	ES	Futures	804.06	804.53	802.87	803.35	1448.0
2009-01-30 02:55:00	ES	Futures	803.35	803.35	802.64	803.11	645.0
2009-01-30 03:00:00	ES	Futures	803.35	804.53	803.11	804.06	2213.0
2009-01-30 03:05:00	ES	Futures	804.06	804.3	800.5	800.74	3763.0
2009-01-30 03:10:00	ES	Futures	800.5	800.74	798.6	800.03	3501.0
2009-01-30 03:15:00	ES	Futures	800.03	801.69	799.79	801.21	2723.0
2009-01-30 03:20:00	ES	Futures	800.97	801.21	798.84	799.55	2526.0
2009-01-30 03:25:00	ES	Futures	799.55	801.21	798.84	799.79	1726.0
2009-01-30 03:30:00	ES	Futures	799.79	802.16	798.84	801.45	1727.0
2009-01-30 03:35:00	ES	Futures	801.45	803.11	800.26	803.11	1854.0
2009-01-30 03:40:00	ES	Futures	803.11	803.11	801.92	802.64	1285.0
2009-01-30 03:45:00	ES	Futures	802.64	804.3	802.64	804.06	1721.0
2009-01-30 03:50:00	ES	Futures	803.82	804.53	803.82	804.06	1887.0
2009-01-30 03:55:00	ES	Futures	804.06	804.53	803.58	804.06	811.0
2009-01-30 04:00:00	ES	Futures	804.06	804.53	803.35	803.58	1775.0
2009-01-30 04:05:00	ES	Futures	803.58	804.77	803.35	804.53	1294.0

> showing 50 of 9,446 rows — these rows as CSV

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