PREVIEW / futures_5min / 2009-06-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-08.parquet
  size:    194 KB
  rows:    11,148

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
2009-06-08 00:00:00	ES	Futures	898.63	899.11	898.63	898.87	67.0
2009-06-08 00:05:00	ES	Futures	898.87	898.87	898.39	898.63	98.0
2009-06-08 00:10:00	ES	Futures	898.63	898.63	898.15	898.15	172.0
2009-06-08 00:15:00	ES	Futures	898.15	898.39	897.91	898.15	93.0
2009-06-08 00:20:00	ES	Futures	898.15	898.39	898.15	898.15	67.0
2009-06-08 00:25:00	ES	Futures	897.91	899.11	897.91	899.11	252.0
2009-06-08 00:30:00	ES	Futures	899.35	899.35	898.63	898.87	102.0
2009-06-08 00:35:00	ES	Futures	898.87	898.87	898.15	898.15	85.0
2009-06-08 00:40:00	ES	Futures	897.91	898.15	897.67	897.91	170.0
2009-06-08 00:45:00	ES	Futures	897.91	898.15	897.91	897.91	16.0
2009-06-08 00:50:00	ES	Futures	898.15	898.15	897.91	898.15	120.0
2009-06-08 00:55:00	ES	Futures	898.15	898.15	897.91	897.91	37.0
2009-06-08 01:00:00	ES	Futures	897.91	898.15	897.91	897.91	108.0
2009-06-08 01:05:00	ES	Futures	897.91	898.15	897.67	898.15	225.0
2009-06-08 01:10:00	ES	Futures	897.91	898.15	897.91	897.91	96.0
2009-06-08 01:15:00	ES	Futures	898.15	898.15	897.91	898.15	79.0
2009-06-08 01:20:00	ES	Futures	898.15	898.15	897.91	897.91	155.0
2009-06-08 01:25:00	ES	Futures	897.91	898.15	897.67	897.67	263.0
2009-06-08 01:30:00	ES	Futures	897.67	897.91	897.43	897.67	136.0
2009-06-08 01:35:00	ES	Futures	897.43	899.11	897.43	898.87	374.0
2009-06-08 01:40:00	ES	Futures	899.11	900.78	898.87	900.3	1324.0
2009-06-08 01:45:00	ES	Futures	900.3	900.54	899.59	899.59	366.0
2009-06-08 01:50:00	ES	Futures	899.82	899.82	899.59	899.59	59.0
2009-06-08 01:55:00	ES	Futures	899.82	899.82	899.59	899.59	133.0
2009-06-08 02:00:00	ES	Futures	899.35	899.82	898.15	898.63	652.0
2009-06-08 02:05:00	ES	Futures	898.63	899.11	898.15	898.39	273.0
2009-06-08 02:10:00	ES	Futures	898.15	898.39	897.19	897.43	615.0
2009-06-08 02:15:00	ES	Futures	897.43	897.91	897.19	897.67	347.0
2009-06-08 02:20:00	ES	Futures	897.43	898.15	897.43	898.15	104.0
2009-06-08 02:25:00	ES	Futures	898.15	898.15	896.95	897.19	546.0
2009-06-08 02:30:00	ES	Futures	896.95	897.19	896.23	896.71	902.0
2009-06-08 02:35:00	ES	Futures	896.71	896.95	895.99	896.47	590.0
2009-06-08 02:40:00	ES	Futures	896.47	896.95	895.99	896.71	291.0
2009-06-08 02:45:00	ES	Futures	896.95	897.91	896.71	897.91	711.0
2009-06-08 02:50:00	ES	Futures	897.91	898.15	897.67	897.67	160.0
2009-06-08 02:55:00	ES	Futures	897.91	898.63	897.43	898.63	522.0
2009-06-08 03:00:00	ES	Futures	898.87	899.82	898.15	898.39	1705.0
2009-06-08 03:05:00	ES	Futures	898.39	898.39	896.71	897.67	1516.0
2009-06-08 03:10:00	ES	Futures	897.67	897.91	895.75	896.23	2887.0
2009-06-08 03:15:00	ES	Futures	896.47	896.47	895.03	895.75	2789.0
2009-06-08 03:20:00	ES	Futures	895.51	895.75	894.31	895.27	3751.0
2009-06-08 03:25:00	ES	Futures	895.27	896.71	894.79	896.47	1576.0
2009-06-08 03:30:00	ES	Futures	896.23	896.71	895.75	895.75	920.0
2009-06-08 03:35:00	ES	Futures	895.99	896.23	895.03	895.27	1426.0
2009-06-08 03:40:00	ES	Futures	895.27	895.51	894.07	894.31	1723.0
2009-06-08 03:45:00	ES	Futures	894.55	895.03	893.35	893.83	2107.0
2009-06-08 03:50:00	ES	Futures	893.83	895.03	893.35	894.79	1967.0
2009-06-08 03:55:00	ES	Futures	895.03	895.03	893.59	894.79	1370.0
2009-06-08 04:00:00	ES	Futures	894.55	894.79	892.4	892.88	2692.0
2009-06-08 04:05:00	ES	Futures	893.12	893.59	892.64	893.35	1718.0

> showing 50 of 11,148 rows — these rows as CSV

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