PREVIEW / futures_5min / 2009-04-06

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-06.parquet
  size:    205 KB
  rows:    11,060

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
2009-04-06 00:00:00	ES	Futures	811.4	811.4	810.68	811.16	516.0
2009-04-06 00:05:00	ES	Futures	811.4	811.88	811.16	811.64	315.0
2009-04-06 00:10:00	ES	Futures	811.4	811.88	811.4	811.64	64.0
2009-04-06 00:15:00	ES	Futures	811.64	812.12	811.4	811.88	200.0
2009-04-06 00:20:00	ES	Futures	811.64	812.12	811.4	811.88	107.0
2009-04-06 00:25:00	ES	Futures	811.88	812.12	811.88	811.88	57.0
2009-04-06 00:30:00	ES	Futures	811.88	812.12	811.16	811.88	177.0
2009-04-06 00:35:00	ES	Futures	811.88	811.88	811.16	811.64	161.0
2009-04-06 00:40:00	ES	Futures	811.64	812.36	811.4	812.36	126.0
2009-04-06 00:45:00	ES	Futures	812.36	812.6	811.64	811.64	229.0
2009-04-06 00:50:00	ES	Futures	811.64	811.88	810.92	810.92	165.0
2009-04-06 00:55:00	ES	Futures	810.92	811.4	810.92	810.92	169.0
2009-04-06 01:00:00	ES	Futures	811.16	811.16	810.68	810.92	228.0
2009-04-06 01:05:00	ES	Futures	810.92	810.92	809.96	810.2	405.0
2009-04-06 01:10:00	ES	Futures	810.2	810.2	809.24	809.24	477.0
2009-04-06 01:15:00	ES	Futures	809.0	812.12	809.0	809.24	1312.0
2009-04-06 01:20:00	ES	Futures	809.48	810.2	809.24	809.96	369.0
2009-04-06 01:25:00	ES	Futures	809.72	809.96	809.24	809.48	44.0
2009-04-06 01:30:00	ES	Futures	809.72	809.72	809.0	809.72	282.0
2009-04-06 01:35:00	ES	Futures	809.48	809.72	809.0	809.0	145.0
2009-04-06 01:40:00	ES	Futures	809.0	809.24	808.28	808.28	442.0
2009-04-06 01:45:00	ES	Futures	808.28	808.52	807.81	807.81	434.0
2009-04-06 01:50:00	ES	Futures	807.57	807.81	807.33	807.57	454.0
2009-04-06 01:55:00	ES	Futures	807.33	807.81	807.09	807.33	352.0
2009-04-06 02:00:00	ES	Futures	807.33	807.81	805.89	806.13	1961.0
2009-04-06 02:05:00	ES	Futures	806.13	806.85	805.65	806.61	763.0
2009-04-06 02:10:00	ES	Futures	806.85	807.33	806.13	806.61	759.0
2009-04-06 02:15:00	ES	Futures	806.61	807.81	806.61	807.57	480.0
2009-04-06 02:20:00	ES	Futures	807.81	808.05	807.57	808.05	602.0
2009-04-06 02:25:00	ES	Futures	808.05	809.24	807.57	808.76	1391.0
2009-04-06 02:30:00	ES	Futures	808.52	809.24	808.28	809.0	673.0
2009-04-06 02:35:00	ES	Futures	808.76	810.44	808.76	809.96	1300.0
2009-04-06 02:40:00	ES	Futures	809.96	810.2	809.24	809.24	358.0
2009-04-06 02:45:00	ES	Futures	809.48	809.48	808.05	808.05	1587.0
2009-04-06 02:50:00	ES	Futures	808.05	808.28	806.13	806.61	982.0
2009-04-06 02:55:00	ES	Futures	806.37	806.61	805.41	805.65	967.0
2009-04-06 03:00:00	ES	Futures	805.65	806.37	804.93	806.13	3458.0
2009-04-06 03:05:00	ES	Futures	806.13	807.09	805.89	805.89	2043.0
2009-04-06 03:10:00	ES	Futures	805.89	808.28	805.65	806.85	2306.0
2009-04-06 03:15:00	ES	Futures	806.85	806.85	804.69	804.93	1594.0
2009-04-06 03:20:00	ES	Futures	805.17	806.37	804.21	806.37	2407.0
2009-04-06 03:25:00	ES	Futures	806.37	807.57	805.89	807.33	1766.0
2009-04-06 03:30:00	ES	Futures	807.33	807.57	806.37	806.37	1209.0
2009-04-06 03:35:00	ES	Futures	806.13	807.33	806.13	807.09	869.0
2009-04-06 03:40:00	ES	Futures	806.85	809.24	806.61	808.76	2284.0
2009-04-06 03:45:00	ES	Futures	809.0	809.72	808.52	808.76	1764.0
2009-04-06 03:50:00	ES	Futures	808.52	809.24	808.28	808.28	1154.0
2009-04-06 03:55:00	ES	Futures	808.28	809.48	808.05	808.52	1281.0
2009-04-06 04:00:00	ES	Futures	808.52	810.2	808.28	809.72	1509.0
2009-04-06 04:05:00	ES	Futures	809.72	810.44	809.48	809.96	1125.0

> showing 50 of 11,060 rows — these rows as CSV

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