PREVIEW / futures_5min / 2009-03-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-01.parquet
  size:    40 KB
  rows:    1,773

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
2009-03-01 18:00:00	ES	Futures	693.77	696.14	692.58	692.58	4675.0
2009-03-01 18:05:00	ES	Futures	692.58	692.82	690.45	692.11	2935.0
2009-03-01 18:10:00	ES	Futures	692.11	692.11	689.73	689.97	2005.0
2009-03-01 18:15:00	ES	Futures	689.73	691.16	689.26	690.68	1094.0
2009-03-01 18:20:00	ES	Futures	690.68	690.92	689.5	689.73	1153.0
2009-03-01 18:25:00	ES	Futures	689.73	689.73	688.31	688.79	1859.0
2009-03-01 18:30:00	ES	Futures	688.55	688.79	687.36	687.84	1964.0
2009-03-01 18:35:00	ES	Futures	687.6	689.02	687.6	688.31	687.0
2009-03-01 18:40:00	ES	Futures	688.55	689.26	687.84	688.31	695.0
2009-03-01 18:45:00	ES	Futures	688.55	689.73	688.55	689.02	428.0
2009-03-01 18:50:00	ES	Futures	689.02	689.5	688.79	689.26	436.0
2009-03-01 18:55:00	ES	Futures	689.26	689.73	689.26	689.73	256.0
2009-03-01 19:00:00	ES	Futures	689.73	689.97	688.55	688.79	804.0
2009-03-01 19:05:00	ES	Futures	688.79	689.97	687.6	688.55	1181.0
2009-03-01 19:10:00	ES	Futures	688.55	688.79	688.31	688.55	306.0
2009-03-01 19:15:00	ES	Futures	688.55	689.26	688.55	688.55	568.0
2009-03-01 19:20:00	ES	Futures	688.79	690.45	688.79	689.73	1302.0
2009-03-01 19:25:00	ES	Futures	689.73	690.92	689.5	690.45	961.0
2009-03-01 19:30:00	ES	Futures	690.45	690.68	689.73	689.73	573.0
2009-03-01 19:35:00	ES	Futures	689.73	690.21	689.5	689.97	351.0
2009-03-01 19:40:00	ES	Futures	690.21	690.21	689.02	689.5	460.0
2009-03-01 19:45:00	ES	Futures	689.5	689.5	688.31	688.55	816.0
2009-03-01 19:50:00	ES	Futures	688.55	688.79	688.31	688.79	264.0
2009-03-01 19:55:00	ES	Futures	688.79	689.5	688.55	689.26	219.0
2009-03-01 20:00:00	ES	Futures	689.02	689.73	689.02	689.26	308.0
2009-03-01 20:05:00	ES	Futures	689.02	689.26	688.31	688.55	310.0
2009-03-01 20:10:00	ES	Futures	688.55	688.55	688.07	688.31	642.0
2009-03-01 20:15:00	ES	Futures	688.31	689.26	688.31	689.02	433.0
2009-03-01 20:20:00	ES	Futures	689.02	689.02	688.55	688.79	159.0
2009-03-01 20:25:00	ES	Futures	688.79	688.79	688.07	688.07	172.0
2009-03-01 20:30:00	ES	Futures	688.07	688.55	688.07	688.55	181.0
2009-03-01 20:35:00	ES	Futures	688.55	688.79	688.31	688.79	135.0
2009-03-01 20:40:00	ES	Futures	688.79	689.5	688.55	689.26	374.0
2009-03-01 20:45:00	ES	Futures	689.26	689.5	689.02	689.5	261.0
2009-03-01 20:50:00	ES	Futures	689.5	689.73	689.26	689.73	171.0
2009-03-01 20:55:00	ES	Futures	689.5	689.73	689.26	689.5	122.0
2009-03-01 21:00:00	ES	Futures	689.5	689.97	689.5	689.73	267.0
2009-03-01 21:05:00	ES	Futures	689.73	690.45	689.73	689.73	407.0
2009-03-01 21:10:00	ES	Futures	689.73	689.97	688.55	688.79	692.0
2009-03-01 21:15:00	ES	Futures	688.79	688.79	688.31	688.31	334.0
2009-03-01 21:20:00	ES	Futures	688.31	688.55	687.6	687.84	1022.0
2009-03-01 21:25:00	ES	Futures	688.07	688.31	687.6	688.31	267.0
2009-03-01 21:30:00	ES	Futures	688.31	688.31	687.36	687.6	356.0
2009-03-01 21:35:00	ES	Futures	687.6	687.84	687.13	687.13	558.0
2009-03-01 21:40:00	ES	Futures	687.13	687.6	686.18	686.89	1361.0
2009-03-01 21:45:00	ES	Futures	686.89	687.36	686.18	686.89	608.0
2009-03-01 21:50:00	ES	Futures	686.89	686.89	686.18	686.65	405.0
2009-03-01 21:55:00	ES	Futures	686.41	687.13	686.41	686.89	282.0
2009-03-01 22:00:00	ES	Futures	686.89	686.89	686.41	686.41	262.0
2009-03-01 22:05:00	ES	Futures	686.65	687.13	686.18	686.41	690.0

> showing 50 of 1,773 rows — these rows as CSV

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