PREVIEW / futures_5min / 2009-03-17

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-03-17.parquet
  size:    184 KB
  rows:    10,570

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
2009-03-17 00:00:00	ES	Futures	723.21	723.45	722.74	722.74	281.0
2009-03-17 00:05:00	ES	Futures	722.98	724.89	722.74	724.65	517.0
2009-03-17 00:10:00	ES	Futures	724.41	725.13	723.93	724.17	453.0
2009-03-17 00:15:00	ES	Futures	724.17	724.17	723.93	723.93	199.0
2009-03-17 00:20:00	ES	Futures	723.69	723.69	722.98	723.21	235.0
2009-03-17 00:25:00	ES	Futures	722.98	723.45	722.74	722.98	254.0
2009-03-17 00:30:00	ES	Futures	722.74	723.21	722.5	722.98	243.0
2009-03-17 00:35:00	ES	Futures	722.98	723.69	722.74	723.45	213.0
2009-03-17 00:40:00	ES	Futures	723.45	723.69	722.98	723.69	517.0
2009-03-17 00:45:00	ES	Futures	723.45	724.41	723.21	724.17	816.0
2009-03-17 00:50:00	ES	Futures	724.17	724.89	724.17	724.65	586.0
2009-03-17 00:55:00	ES	Futures	724.41	725.61	724.41	725.13	327.0
2009-03-17 01:00:00	ES	Futures	724.89	725.37	724.65	724.89	371.0
2009-03-17 01:05:00	ES	Futures	724.65	725.13	724.65	724.89	63.0
2009-03-17 01:10:00	ES	Futures	724.89	725.61	724.89	725.61	69.0
2009-03-17 01:15:00	ES	Futures	725.61	726.09	725.61	726.09	319.0
2009-03-17 01:20:00	ES	Futures	726.09	726.57	726.09	726.57	430.0
2009-03-17 01:25:00	ES	Futures	726.57	727.29	726.33	727.29	947.0
2009-03-17 01:30:00	ES	Futures	727.05	727.29	726.81	727.29	187.0
2009-03-17 01:35:00	ES	Futures	727.29	727.29	726.81	727.29	102.0
2009-03-17 01:40:00	ES	Futures	727.05	727.29	726.81	726.81	231.0
2009-03-17 01:45:00	ES	Futures	726.81	727.05	726.57	726.57	96.0
2009-03-17 01:50:00	ES	Futures	726.81	727.05	726.57	726.57	70.0
2009-03-17 01:55:00	ES	Futures	726.57	727.05	726.57	726.57	296.0
2009-03-17 02:00:00	ES	Futures	726.81	727.05	726.81	726.81	211.0
2009-03-17 02:05:00	ES	Futures	726.81	727.05	726.57	726.57	384.0
2009-03-17 02:10:00	ES	Futures	726.81	727.29	726.57	727.29	193.0
2009-03-17 02:15:00	ES	Futures	727.29	727.77	727.05	727.05	899.0
2009-03-17 02:20:00	ES	Futures	727.05	727.05	726.09	726.09	140.0
2009-03-17 02:25:00	ES	Futures	726.09	726.81	725.85	726.81	216.0
2009-03-17 02:30:00	ES	Futures	726.33	726.81	726.09	726.33	303.0
2009-03-17 02:35:00	ES	Futures	726.33	726.57	726.33	726.57	45.0
2009-03-17 02:40:00	ES	Futures	726.57	727.29	726.57	727.29	220.0
2009-03-17 02:45:00	ES	Futures	727.29	727.53	727.05	727.53	48.0
2009-03-17 02:50:00	ES	Futures	727.53	727.53	726.81	726.81	249.0
2009-03-17 02:55:00	ES	Futures	726.81	727.05	726.57	726.81	155.0
2009-03-17 03:00:00	ES	Futures	726.81	727.05	725.37	725.61	799.0
2009-03-17 03:05:00	ES	Futures	725.61	725.85	725.13	725.61	604.0
2009-03-17 03:10:00	ES	Futures	725.85	726.09	725.37	726.09	386.0
2009-03-17 03:15:00	ES	Futures	726.09	726.33	725.61	726.09	500.0
2009-03-17 03:20:00	ES	Futures	725.85	727.05	725.85	726.81	721.0
2009-03-17 03:25:00	ES	Futures	726.57	726.81	726.09	726.33	376.0
2009-03-17 03:30:00	ES	Futures	726.57	727.29	726.33	726.57	942.0
2009-03-17 03:35:00	ES	Futures	726.33	726.81	725.85	726.09	842.0
2009-03-17 03:40:00	ES	Futures	726.09	726.33	724.41	724.41	771.0
2009-03-17 03:45:00	ES	Futures	724.65	724.65	723.93	724.41	725.0
2009-03-17 03:50:00	ES	Futures	724.41	724.65	723.69	723.93	1164.0
2009-03-17 03:55:00	ES	Futures	723.69	723.93	722.74	723.45	1257.0
2009-03-17 04:00:00	ES	Futures	723.21	723.93	722.5	723.69	3274.0
2009-03-17 04:05:00	ES	Futures	723.45	723.69	721.78	722.02	2831.0

> showing 50 of 10,570 rows — these rows as CSV

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