PREVIEW / futures_5min / 2009-04-16

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-16.parquet
  size:    186 KB
  rows:    10,676

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
2009-04-16 00:00:00	ES	Futures	812.84	813.8	812.36	813.32	444.0
2009-04-16 00:05:00	ES	Futures	813.32	813.8	812.36	812.36	305.0
2009-04-16 00:10:00	ES	Futures	812.36	812.6	812.12	812.6	189.0
2009-04-16 00:15:00	ES	Futures	812.6	812.6	811.88	812.6	176.0
2009-04-16 00:20:00	ES	Futures	812.36	813.08	812.36	812.84	209.0
2009-04-16 00:25:00	ES	Futures	813.08	813.08	810.68	810.92	841.0
2009-04-16 00:30:00	ES	Futures	810.68	811.16	810.2	810.68	763.0
2009-04-16 00:35:00	ES	Futures	810.68	810.92	810.2	810.92	581.0
2009-04-16 00:40:00	ES	Futures	811.16	811.16	810.44	810.44	121.0
2009-04-16 00:45:00	ES	Futures	810.68	810.68	809.48	809.96	1062.0
2009-04-16 00:50:00	ES	Futures	809.96	810.44	809.72	810.2	182.0
2009-04-16 00:55:00	ES	Futures	810.44	810.44	809.72	810.2	137.0
2009-04-16 01:00:00	ES	Futures	810.2	811.64	810.2	811.4	466.0
2009-04-16 01:05:00	ES	Futures	811.16	811.4	810.92	811.16	183.0
2009-04-16 01:10:00	ES	Futures	811.16	811.16	810.44	810.68	156.0
2009-04-16 01:15:00	ES	Futures	810.68	811.4	810.44	810.92	522.0
2009-04-16 01:20:00	ES	Futures	810.68	810.92	810.2	810.68	324.0
2009-04-16 01:25:00	ES	Futures	810.92	811.4	810.68	810.68	150.0
2009-04-16 01:30:00	ES	Futures	810.68	811.16	809.72	810.92	346.0
2009-04-16 01:35:00	ES	Futures	810.92	811.4	810.68	810.92	225.0
2009-04-16 01:40:00	ES	Futures	810.92	810.92	810.44	810.68	130.0
2009-04-16 01:45:00	ES	Futures	810.44	811.16	809.96	810.44	491.0
2009-04-16 01:50:00	ES	Futures	810.68	810.92	809.96	810.68	205.0
2009-04-16 01:55:00	ES	Futures	810.68	811.64	810.44	810.44	670.0
2009-04-16 02:00:00	ES	Futures	810.44	811.16	809.72	810.92	1116.0
2009-04-16 02:05:00	ES	Futures	810.92	811.16	810.68	810.92	383.0
2009-04-16 02:10:00	ES	Futures	810.92	811.4	810.68	811.16	295.0
2009-04-16 02:15:00	ES	Futures	811.16	811.16	810.2	811.16	583.0
2009-04-16 02:20:00	ES	Futures	811.16	813.32	810.92	812.12	1381.0
2009-04-16 02:25:00	ES	Futures	812.12	812.6	812.12	812.36	334.0
2009-04-16 02:30:00	ES	Futures	812.12	812.6	811.64	812.36	321.0
2009-04-16 02:35:00	ES	Futures	812.6	812.84	812.36	812.6	626.0
2009-04-16 02:40:00	ES	Futures	812.6	812.6	811.88	812.12	305.0
2009-04-16 02:45:00	ES	Futures	811.88	812.6	811.88	812.36	270.0
2009-04-16 02:50:00	ES	Futures	812.12	812.36	810.92	811.4	933.0
2009-04-16 02:55:00	ES	Futures	811.4	811.4	810.2	810.68	719.0
2009-04-16 03:00:00	ES	Futures	810.44	811.16	809.72	810.2	1591.0
2009-04-16 03:05:00	ES	Futures	810.2	810.92	809.24	809.72	2707.0
2009-04-16 03:10:00	ES	Futures	809.72	809.96	808.28	808.52	2616.0
2009-04-16 03:15:00	ES	Futures	808.76	809.0	808.05	808.52	1450.0
2009-04-16 03:20:00	ES	Futures	808.52	808.76	807.57	807.81	1895.0
2009-04-16 03:25:00	ES	Futures	807.81	808.52	807.57	808.52	1334.0
2009-04-16 03:30:00	ES	Futures	808.52	808.76	807.33	807.81	1350.0
2009-04-16 03:35:00	ES	Futures	807.57	807.81	806.61	807.09	2177.0
2009-04-16 03:40:00	ES	Futures	806.85	807.33	806.37	807.09	1308.0
2009-04-16 03:45:00	ES	Futures	807.33	807.33	806.61	807.33	1029.0
2009-04-16 03:50:00	ES	Futures	807.33	808.05	807.33	807.33	1451.0
2009-04-16 03:55:00	ES	Futures	807.33	807.33	806.13	806.37	1626.0
2009-04-16 04:00:00	ES	Futures	806.13	806.61	805.41	805.89	2151.0
2009-04-16 04:05:00	ES	Futures	805.89	806.37	805.41	806.37	963.0

> showing 50 of 10,676 rows — these rows as CSV

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