PREVIEW / futures_5min / 2009-05-20

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-05-20.parquet
  size:    192 KB
  rows:    10,756

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
2009-05-20 00:00:00	ES	Futures	866.04	866.52	866.04	866.28	92.0
2009-05-20 00:05:00	ES	Futures	866.28	866.52	866.04	866.28	317.0
2009-05-20 00:10:00	ES	Futures	866.52	866.52	866.28	866.28	87.0
2009-05-20 00:15:00	ES	Futures	866.28	866.52	865.8	866.04	164.0
2009-05-20 00:20:00	ES	Futures	866.04	866.04	865.8	866.04	68.0
2009-05-20 00:25:00	ES	Futures	866.04	867.47	865.8	867.0	1128.0
2009-05-20 00:30:00	ES	Futures	867.0	867.23	866.52	866.76	110.0
2009-05-20 00:35:00	ES	Futures	866.76	866.76	866.28	866.52	132.0
2009-05-20 00:40:00	ES	Futures	866.52	867.0	866.52	867.0	64.0
2009-05-20 00:45:00	ES	Futures	866.76	867.23	866.76	867.0	72.0
2009-05-20 00:50:00	ES	Futures	866.76	867.0	866.76	867.0	28.0
2009-05-20 00:55:00	ES	Futures	867.0	867.0	866.76	866.76	50.0
2009-05-20 01:00:00	ES	Futures	866.76	867.0	866.76	866.76	79.0
2009-05-20 01:05:00	ES	Futures	866.76	866.76	866.52	866.52	13.0
2009-05-20 01:10:00	ES	Futures	866.52	866.52	866.04	866.52	218.0
2009-05-20 01:15:00	ES	Futures	866.52	866.52	866.04	866.04	80.0
2009-05-20 01:20:00	ES	Futures	866.28	866.28	865.8	866.28	124.0
2009-05-20 01:25:00	ES	Futures	866.28	866.28	866.04	866.28	55.0
2009-05-20 01:30:00	ES	Futures	866.04	866.28	865.8	866.04	61.0
2009-05-20 01:35:00	ES	Futures	866.04	866.76	866.04	866.52	212.0
2009-05-20 01:40:00	ES	Futures	866.52	867.0	866.04	866.52	213.0
2009-05-20 01:45:00	ES	Futures	866.76	867.0	866.52	866.76	112.0
2009-05-20 01:50:00	ES	Futures	866.52	867.0	866.52	867.0	93.0
2009-05-20 01:55:00	ES	Futures	867.0	867.47	867.0	867.23	155.0
2009-05-20 02:00:00	ES	Futures	867.23	867.71	867.0	867.71	851.0
2009-05-20 02:05:00	ES	Futures	867.71	867.95	867.71	867.95	382.0
2009-05-20 02:10:00	ES	Futures	867.95	867.95	867.71	867.71	523.0
2009-05-20 02:15:00	ES	Futures	867.71	868.43	867.71	868.19	533.0
2009-05-20 02:20:00	ES	Futures	867.95	868.43	867.95	867.95	458.0
2009-05-20 02:25:00	ES	Futures	867.95	868.43	867.71	868.43	446.0
2009-05-20 02:30:00	ES	Futures	868.19	868.91	868.19	868.67	607.0
2009-05-20 02:35:00	ES	Futures	868.43	868.43	867.47	867.47	630.0
2009-05-20 02:40:00	ES	Futures	867.47	867.71	866.52	866.76	837.0
2009-05-20 02:45:00	ES	Futures	866.76	868.19	866.76	867.95	624.0
2009-05-20 02:50:00	ES	Futures	867.71	867.71	867.0	867.71	427.0
2009-05-20 02:55:00	ES	Futures	867.71	868.43	867.47	868.43	511.0
2009-05-20 03:00:00	ES	Futures	868.43	868.91	868.19	868.67	3658.0
2009-05-20 03:05:00	ES	Futures	868.91	869.63	868.43	868.91	3026.0
2009-05-20 03:10:00	ES	Futures	869.15	871.31	868.91	871.07	3785.0
2009-05-20 03:15:00	ES	Futures	871.07	871.79	870.83	871.31	2314.0
2009-05-20 03:20:00	ES	Futures	871.31	871.79	870.35	870.83	1538.0
2009-05-20 03:25:00	ES	Futures	870.83	871.07	870.11	870.35	1387.0
2009-05-20 03:30:00	ES	Futures	870.59	871.55	870.35	871.31	762.0
2009-05-20 03:35:00	ES	Futures	871.31	871.79	870.83	871.07	1057.0
2009-05-20 03:40:00	ES	Futures	871.07	873.23	870.83	872.99	2901.0
2009-05-20 03:45:00	ES	Futures	872.99	875.62	872.99	874.9	6895.0
2009-05-20 03:50:00	ES	Futures	874.9	875.62	874.42	874.66	3270.0
2009-05-20 03:55:00	ES	Futures	874.42	875.14	873.47	873.7	1814.0
2009-05-20 04:00:00	ES	Futures	873.47	875.14	873.47	875.14	1753.0
2009-05-20 04:05:00	ES	Futures	875.14	875.38	874.42	875.14	1966.0

> showing 50 of 10,756 rows — these rows as CSV

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