PREVIEW / futures_5min / 2009-03-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-02.parquet
  size:    202 KB
  rows:    10,877

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
2009-03-02 00:00:00	ES	Futures	685.7	685.7	685.47	685.7	108.0
2009-03-02 00:05:00	ES	Futures	685.7	685.7	684.99	684.99	349.0
2009-03-02 00:10:00	ES	Futures	684.99	685.23	684.52	684.75	343.0
2009-03-02 00:15:00	ES	Futures	684.75	684.99	684.04	684.04	745.0
2009-03-02 00:20:00	ES	Futures	684.28	684.75	683.57	684.52	462.0
2009-03-02 00:25:00	ES	Futures	684.75	684.99	684.52	684.75	725.0
2009-03-02 00:30:00	ES	Futures	684.52	685.23	684.52	684.99	442.0
2009-03-02 00:35:00	ES	Futures	684.99	685.7	684.99	685.47	626.0
2009-03-02 00:40:00	ES	Futures	685.47	685.7	684.75	684.99	138.0
2009-03-02 00:45:00	ES	Futures	685.23	685.47	684.99	684.99	78.0
2009-03-02 00:50:00	ES	Futures	684.99	685.47	684.75	685.23	108.0
2009-03-02 00:55:00	ES	Futures	685.23	686.18	685.23	685.94	350.0
2009-03-02 01:00:00	ES	Futures	685.94	686.18	685.7	686.18	148.0
2009-03-02 01:05:00	ES	Futures	686.41	686.89	685.94	686.41	354.0
2009-03-02 01:10:00	ES	Futures	686.18	686.65	685.94	686.41	184.0
2009-03-02 01:15:00	ES	Futures	686.41	687.13	685.94	686.65	193.0
2009-03-02 01:20:00	ES	Futures	686.65	686.89	686.41	686.41	46.0
2009-03-02 01:25:00	ES	Futures	686.65	687.36	686.41	686.65	144.0
2009-03-02 01:30:00	ES	Futures	686.41	686.89	685.23	685.47	270.0
2009-03-02 01:35:00	ES	Futures	685.7	686.18	685.23	685.7	164.0
2009-03-02 01:40:00	ES	Futures	685.94	686.65	685.7	686.65	101.0
2009-03-02 01:45:00	ES	Futures	686.65	687.13	686.65	686.65	105.0
2009-03-02 01:50:00	ES	Futures	686.89	687.36	686.65	687.36	275.0
2009-03-02 01:55:00	ES	Futures	687.36	687.36	685.7	686.18	439.0
2009-03-02 02:00:00	ES	Futures	686.18	687.36	685.7	686.89	1657.0
2009-03-02 02:05:00	ES	Futures	687.13	687.13	684.75	684.75	1662.0
2009-03-02 02:10:00	ES	Futures	684.75	685.47	684.52	684.75	871.0
2009-03-02 02:15:00	ES	Futures	684.99	684.99	684.04	684.28	1591.0
2009-03-02 02:20:00	ES	Futures	684.52	684.99	684.04	684.75	1027.0
2009-03-02 02:25:00	ES	Futures	684.75	685.47	684.04	684.99	805.0
2009-03-02 02:30:00	ES	Futures	684.99	685.94	684.99	685.7	441.0
2009-03-02 02:35:00	ES	Futures	685.7	686.18	685.47	685.94	704.0
2009-03-02 02:40:00	ES	Futures	685.7	686.18	684.99	685.23	510.0
2009-03-02 02:45:00	ES	Futures	685.23	686.18	684.99	685.47	528.0
2009-03-02 02:50:00	ES	Futures	685.47	685.94	684.99	685.23	1030.0
2009-03-02 02:55:00	ES	Futures	685.23	685.7	684.99	685.23	449.0
2009-03-02 03:00:00	ES	Futures	685.23	686.41	685.23	686.41	2098.0
2009-03-02 03:05:00	ES	Futures	686.41	686.89	685.23	686.41	2273.0
2009-03-02 03:10:00	ES	Futures	686.41	686.89	685.47	685.7	1831.0
2009-03-02 03:15:00	ES	Futures	685.47	686.41	685.23	685.7	1366.0
2009-03-02 03:20:00	ES	Futures	685.7	685.7	683.57	683.81	3902.0
2009-03-02 03:25:00	ES	Futures	684.04	684.52	682.86	683.09	5436.0
2009-03-02 03:30:00	ES	Futures	683.33	683.57	682.62	683.09	3048.0
2009-03-02 03:35:00	ES	Futures	683.09	683.57	681.43	682.38	3309.0
2009-03-02 03:40:00	ES	Futures	682.38	684.04	682.38	683.33	1770.0
2009-03-02 03:45:00	ES	Futures	683.33	684.04	682.86	683.81	1221.0
2009-03-02 03:50:00	ES	Futures	684.04	684.04	683.09	683.33	994.0
2009-03-02 03:55:00	ES	Futures	683.33	683.81	682.15	683.33	1559.0
2009-03-02 04:00:00	ES	Futures	683.09	683.57	681.91	682.62	1632.0
2009-03-02 04:05:00	ES	Futures	682.62	683.81	682.38	683.81	2041.0

> showing 50 of 10,877 rows — these rows as CSV

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