PREVIEW / futures_5min / 2009-02-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-27.parquet
  size:    172 KB
  rows:    8,960

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
2009-02-27 00:00:00	ES	Futures	714.88	714.88	713.45	713.69	323.0
2009-02-27 00:05:00	ES	Futures	713.69	715.35	713.69	715.11	229.0
2009-02-27 00:10:00	ES	Futures	715.11	716.06	715.11	715.35	493.0
2009-02-27 00:15:00	ES	Futures	715.35	715.59	714.17	715.35	257.0
2009-02-27 00:20:00	ES	Futures	715.35	715.59	715.11	715.11	439.0
2009-02-27 00:25:00	ES	Futures	715.35	715.59	714.17	714.17	229.0
2009-02-27 00:30:00	ES	Futures	714.17	714.4	713.22	714.17	878.0
2009-02-27 00:35:00	ES	Futures	714.17	714.17	713.69	713.69	127.0
2009-02-27 00:40:00	ES	Futures	713.69	714.17	712.74	712.98	313.0
2009-02-27 00:45:00	ES	Futures	713.22	713.22	708.47	710.13	3231.0
2009-02-27 00:50:00	ES	Futures	709.66	711.08	709.66	711.08	596.0
2009-02-27 00:55:00	ES	Futures	710.84	712.27	710.61	711.32	459.0
2009-02-27 01:00:00	ES	Futures	711.32	712.98	711.08	712.74	419.0
2009-02-27 01:05:00	ES	Futures	712.98	713.45	712.74	713.45	200.0
2009-02-27 01:10:00	ES	Futures	713.45	713.93	713.22	713.22	335.0
2009-02-27 01:15:00	ES	Futures	713.22	713.93	712.74	712.98	372.0
2009-02-27 01:20:00	ES	Futures	712.98	713.45	712.74	713.22	129.0
2009-02-27 01:25:00	ES	Futures	713.22	713.69	713.22	713.45	101.0
2009-02-27 01:30:00	ES	Futures	713.22	713.45	712.27	712.74	198.0
2009-02-27 01:35:00	ES	Futures	712.5	712.98	712.5	712.98	113.0
2009-02-27 01:40:00	ES	Futures	713.22	713.45	712.74	712.98	35.0
2009-02-27 01:45:00	ES	Futures	712.98	712.98	712.03	712.27	209.0
2009-02-27 01:50:00	ES	Futures	712.27	712.27	711.79	712.27	146.0
2009-02-27 01:55:00	ES	Futures	712.5	712.74	711.56	712.03	206.0
2009-02-27 02:00:00	ES	Futures	712.27	714.64	712.27	714.64	1321.0
2009-02-27 02:05:00	ES	Futures	714.64	714.88	713.69	714.4	485.0
2009-02-27 02:10:00	ES	Futures	714.4	715.11	713.69	714.4	834.0
2009-02-27 02:15:00	ES	Futures	714.4	714.64	714.17	714.4	296.0
2009-02-27 02:20:00	ES	Futures	714.64	714.64	714.17	714.4	214.0
2009-02-27 02:25:00	ES	Futures	714.4	714.88	714.17	714.88	203.0
2009-02-27 02:30:00	ES	Futures	714.64	715.11	714.4	714.88	414.0
2009-02-27 02:35:00	ES	Futures	714.88	715.59	714.64	715.35	696.0
2009-02-27 02:40:00	ES	Futures	715.59	716.06	715.35	715.83	827.0
2009-02-27 02:45:00	ES	Futures	715.83	716.3	715.35	715.83	1460.0
2009-02-27 02:50:00	ES	Futures	716.06	717.25	715.83	716.3	2109.0
2009-02-27 02:55:00	ES	Futures	716.06	716.77	715.83	716.54	494.0
2009-02-27 03:00:00	ES	Futures	716.77	717.01	714.64	714.64	2459.0
2009-02-27 03:05:00	ES	Futures	714.88	715.11	713.45	714.88	2141.0
2009-02-27 03:10:00	ES	Futures	714.64	714.88	712.74	714.17	2965.0
2009-02-27 03:15:00	ES	Futures	714.17	714.64	713.45	714.64	1953.0
2009-02-27 03:20:00	ES	Futures	714.64	715.59	713.93	715.11	2672.0
2009-02-27 03:25:00	ES	Futures	715.11	715.11	713.93	714.64	891.0
2009-02-27 03:30:00	ES	Futures	714.64	715.11	713.93	714.88	1479.0
2009-02-27 03:35:00	ES	Futures	714.64	715.35	712.98	713.45	1347.0
2009-02-27 03:40:00	ES	Futures	713.45	713.93	712.27	712.74	2318.0
2009-02-27 03:45:00	ES	Futures	712.74	713.45	712.27	712.5	1736.0
2009-02-27 03:50:00	ES	Futures	712.5	713.69	712.27	713.45	1341.0
2009-02-27 03:55:00	ES	Futures	713.45	713.69	712.27	712.5	1620.0
2009-02-27 04:00:00	ES	Futures	712.5	712.74	710.84	711.79	2465.0
2009-02-27 04:05:00	ES	Futures	711.79	712.98	711.79	712.5	1206.0

> showing 50 of 8,960 rows — these rows as CSV

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