PREVIEW / futures_5min / 2009-04-30

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-04-30.parquet
  size:    191 KB
  rows:    10,744

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
2009-04-30 00:00:00	ES	Futures	837.76	838.0	836.32	836.32	1145.0
2009-04-30 00:05:00	ES	Futures	836.32	836.56	835.36	836.08	1774.0
2009-04-30 00:10:00	ES	Futures	835.84	835.84	835.12	835.36	419.0
2009-04-30 00:15:00	ES	Futures	835.6	836.08	835.12	835.36	382.0
2009-04-30 00:20:00	ES	Futures	835.12	835.6	834.88	835.12	311.0
2009-04-30 00:25:00	ES	Futures	835.36	836.8	835.12	836.8	326.0
2009-04-30 00:30:00	ES	Futures	836.8	837.04	836.56	836.8	297.0
2009-04-30 00:35:00	ES	Futures	836.56	837.04	836.32	836.56	132.0
2009-04-30 00:40:00	ES	Futures	836.32	836.8	836.32	836.8	83.0
2009-04-30 00:45:00	ES	Futures	836.8	837.28	836.56	837.04	190.0
2009-04-30 00:50:00	ES	Futures	836.8	837.76	836.8	837.52	441.0
2009-04-30 00:55:00	ES	Futures	837.52	837.76	837.52	837.52	445.0
2009-04-30 01:00:00	ES	Futures	837.76	838.0	837.28	837.76	429.0
2009-04-30 01:05:00	ES	Futures	837.76	838.0	837.76	838.0	105.0
2009-04-30 01:10:00	ES	Futures	838.0	838.0	837.28	837.76	460.0
2009-04-30 01:15:00	ES	Futures	837.76	838.0	837.52	837.76	162.0
2009-04-30 01:20:00	ES	Futures	837.76	837.76	837.52	837.52	102.0
2009-04-30 01:25:00	ES	Futures	837.52	837.76	837.28	837.52	169.0
2009-04-30 01:30:00	ES	Futures	837.28	837.76	837.28	837.52	184.0
2009-04-30 01:35:00	ES	Futures	837.52	837.76	837.28	837.52	72.0
2009-04-30 01:40:00	ES	Futures	837.52	837.76	837.52	837.52	183.0
2009-04-30 01:45:00	ES	Futures	837.52	837.76	837.28	837.52	249.0
2009-04-30 01:50:00	ES	Futures	837.76	837.76	837.28	837.52	177.0
2009-04-30 01:55:00	ES	Futures	837.52	837.76	837.28	837.76	187.0
2009-04-30 02:00:00	ES	Futures	837.76	837.76	836.32	837.28	989.0
2009-04-30 02:05:00	ES	Futures	837.52	837.76	837.04	837.28	434.0
2009-04-30 02:10:00	ES	Futures	837.52	838.0	837.52	838.0	370.0
2009-04-30 02:15:00	ES	Futures	838.0	838.0	837.52	838.0	351.0
2009-04-30 02:20:00	ES	Futures	838.0	838.0	837.76	838.0	358.0
2009-04-30 02:25:00	ES	Futures	838.0	838.24	837.76	838.24	490.0
2009-04-30 02:30:00	ES	Futures	838.0	838.48	838.0	838.24	1523.0
2009-04-30 02:35:00	ES	Futures	838.0	838.48	837.76	838.48	323.0
2009-04-30 02:40:00	ES	Futures	838.24	838.72	838.24	838.48	816.0
2009-04-30 02:45:00	ES	Futures	838.72	839.2	838.24	838.72	3189.0
2009-04-30 02:50:00	ES	Futures	838.96	839.92	838.96	839.68	2436.0
2009-04-30 02:55:00	ES	Futures	839.92	840.16	839.2	840.16	1387.0
2009-04-30 03:00:00	ES	Futures	839.92	841.35	839.68	841.11	3307.0
2009-04-30 03:05:00	ES	Futures	841.11	843.03	840.64	842.79	5854.0
2009-04-30 03:10:00	ES	Futures	842.79	844.95	842.55	844.23	6886.0
2009-04-30 03:15:00	ES	Futures	844.47	844.47	843.27	843.27	2267.0
2009-04-30 03:20:00	ES	Futures	843.27	844.47	843.27	844.23	2456.0
2009-04-30 03:25:00	ES	Futures	843.99	845.43	843.99	845.43	2096.0
2009-04-30 03:30:00	ES	Futures	845.19	846.15	844.47	845.67	2584.0
2009-04-30 03:35:00	ES	Futures	845.43	847.35	844.95	846.87	4040.0
2009-04-30 03:40:00	ES	Futures	847.11	847.35	845.91	846.15	2927.0
2009-04-30 03:45:00	ES	Futures	846.15	847.58	845.67	847.35	2568.0
2009-04-30 03:50:00	ES	Futures	847.11	847.82	846.87	847.11	2729.0
2009-04-30 03:55:00	ES	Futures	847.11	847.35	845.43	845.91	2649.0
2009-04-30 04:00:00	ES	Futures	846.15	846.39	845.19	845.91	2551.0
2009-04-30 04:05:00	ES	Futures	845.67	846.87	845.43	846.63	1187.0

> showing 50 of 10,744 rows — these rows as CSV

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