PREVIEW / futures_5min / 2009-02-18

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-18.parquet
  size:    189 KB
  rows:    10,571

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
2009-02-18 00:00:00	ES	Futures	747.85	748.08	747.61	748.08	186.0
2009-02-18 00:05:00	ES	Futures	748.08	749.03	748.08	748.79	104.0
2009-02-18 00:10:00	ES	Futures	748.79	749.27	748.32	749.03	104.0
2009-02-18 00:15:00	ES	Futures	749.03	749.03	748.08	748.32	235.0
2009-02-18 00:20:00	ES	Futures	748.32	748.56	748.08	748.56	170.0
2009-02-18 00:25:00	ES	Futures	748.56	749.03	748.32	748.79	306.0
2009-02-18 00:30:00	ES	Futures	749.03	749.51	748.79	749.27	265.0
2009-02-18 00:35:00	ES	Futures	749.27	749.27	749.03	749.03	37.0
2009-02-18 00:40:00	ES	Futures	749.27	749.27	749.03	749.03	47.0
2009-02-18 00:45:00	ES	Futures	749.27	749.27	749.03	749.27	18.0
2009-02-18 00:50:00	ES	Futures	749.27	749.27	748.08	748.32	163.0
2009-02-18 00:55:00	ES	Futures	748.32	749.27	748.32	749.03	97.0
2009-02-18 01:00:00	ES	Futures	749.03	749.98	749.03	749.51	411.0
2009-02-18 01:05:00	ES	Futures	749.51	751.17	749.51	750.93	993.0
2009-02-18 01:10:00	ES	Futures	750.69	751.88	750.69	751.64	826.0
2009-02-18 01:15:00	ES	Futures	751.64	751.88	751.17	751.17	310.0
2009-02-18 01:20:00	ES	Futures	751.17	751.4	750.93	751.17	126.0
2009-02-18 01:25:00	ES	Futures	750.93	751.4	750.93	751.17	170.0
2009-02-18 01:30:00	ES	Futures	750.93	752.11	750.45	751.64	630.0
2009-02-18 01:35:00	ES	Futures	751.64	753.06	751.64	752.11	931.0
2009-02-18 01:40:00	ES	Futures	752.35	752.59	751.88	752.35	164.0
2009-02-18 01:45:00	ES	Futures	752.35	752.83	751.4	751.64	581.0
2009-02-18 01:50:00	ES	Futures	751.88	752.11	751.4	751.64	277.0
2009-02-18 01:55:00	ES	Futures	751.4	752.11	751.17	752.11	717.0
2009-02-18 02:00:00	ES	Futures	751.88	752.35	750.93	751.17	1274.0
2009-02-18 02:05:00	ES	Futures	751.4	752.11	751.17	751.88	596.0
2009-02-18 02:10:00	ES	Futures	751.88	752.35	751.4	751.64	581.0
2009-02-18 02:15:00	ES	Futures	751.64	751.88	750.93	751.4	441.0
2009-02-18 02:20:00	ES	Futures	751.4	751.64	750.93	751.4	443.0
2009-02-18 02:25:00	ES	Futures	751.64	751.88	751.17	751.64	341.0
2009-02-18 02:30:00	ES	Futures	751.64	753.06	751.4	752.83	1545.0
2009-02-18 02:35:00	ES	Futures	752.83	753.3	752.35	753.06	944.0
2009-02-18 02:40:00	ES	Futures	753.06	754.01	753.06	753.54	1475.0
2009-02-18 02:45:00	ES	Futures	753.54	754.01	753.54	753.78	915.0
2009-02-18 02:50:00	ES	Futures	753.78	754.01	753.3	753.3	791.0
2009-02-18 02:55:00	ES	Futures	753.3	754.01	752.83	754.01	1278.0
2009-02-18 03:00:00	ES	Futures	754.01	754.25	753.06	754.01	2543.0
2009-02-18 03:05:00	ES	Futures	754.01	754.25	752.59	752.83	1703.0
2009-02-18 03:10:00	ES	Futures	752.83	753.3	752.11	752.59	1443.0
2009-02-18 03:15:00	ES	Futures	752.59	753.3	750.93	751.17	1930.0
2009-02-18 03:20:00	ES	Futures	751.4	752.35	750.45	752.11	2141.0
2009-02-18 03:25:00	ES	Futures	752.11	753.06	751.64	752.83	1918.0
2009-02-18 03:30:00	ES	Futures	753.06	753.78	752.83	753.54	1700.0
2009-02-18 03:35:00	ES	Futures	753.54	753.78	753.06	753.3	671.0
2009-02-18 03:40:00	ES	Futures	753.3	753.78	752.35	752.59	1227.0
2009-02-18 03:45:00	ES	Futures	752.59	753.78	752.59	752.83	1466.0
2009-02-18 03:50:00	ES	Futures	752.59	753.06	752.35	752.35	933.0
2009-02-18 03:55:00	ES	Futures	752.11	752.35	750.69	751.17	1352.0
2009-02-18 04:00:00	ES	Futures	750.93	751.64	749.74	750.45	2621.0
2009-02-18 04:05:00	ES	Futures	750.69	750.93	749.51	749.51	1644.0

> showing 50 of 10,571 rows — these rows as CSV

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