PREVIEW / futures_5min / 2009-06-29

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-06-29.parquet
  size:    182 KB
  rows:    10,861

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
2009-06-29 00:00:00	ES	Futures	879.29	879.53	879.05	879.53	46.0
2009-06-29 00:05:00	ES	Futures	879.29	879.29	879.05	879.05	77.0
2009-06-29 00:10:00	ES	Futures	879.05	879.05	878.81	878.81	153.0
2009-06-29 00:15:00	ES	Futures	878.81	879.05	878.81	878.81	192.0
2009-06-29 00:20:00	ES	Futures	878.57	879.05	878.57	878.57	160.0
2009-06-29 00:25:00	ES	Futures	878.57	878.57	878.08	878.08	1014.0
2009-06-29 00:30:00	ES	Futures	878.08	878.33	877.36	877.6	1301.0
2009-06-29 00:35:00	ES	Futures	877.6	877.84	877.6	877.6	127.0
2009-06-29 00:40:00	ES	Futures	877.84	877.84	877.12	877.12	368.0
2009-06-29 00:45:00	ES	Futures	877.12	877.84	877.12	877.36	258.0
2009-06-29 00:50:00	ES	Futures	877.6	877.6	877.12	877.6	820.0
2009-06-29 00:55:00	ES	Futures	877.36	877.6	877.12	877.36	397.0
2009-06-29 01:00:00	ES	Futures	877.36	877.6	876.88	876.88	464.0
2009-06-29 01:05:00	ES	Futures	876.88	877.12	876.88	877.12	80.0
2009-06-29 01:10:00	ES	Futures	877.12	877.12	876.88	877.12	70.0
2009-06-29 01:15:00	ES	Futures	877.12	877.12	876.64	876.88	338.0
2009-06-29 01:20:00	ES	Futures	876.88	877.12	875.43	876.16	1834.0
2009-06-29 01:25:00	ES	Futures	875.91	875.91	875.19	875.43	293.0
2009-06-29 01:30:00	ES	Futures	875.43	875.91	875.19	875.67	244.0
2009-06-29 01:35:00	ES	Futures	875.67	875.91	875.67	875.67	92.0
2009-06-29 01:40:00	ES	Futures	875.67	876.16	875.67	875.91	159.0
2009-06-29 01:45:00	ES	Futures	875.91	876.4	875.67	875.91	180.0
2009-06-29 01:50:00	ES	Futures	876.16	876.16	875.67	875.91	89.0
2009-06-29 01:55:00	ES	Futures	875.67	876.4	875.19	875.43	324.0
2009-06-29 02:00:00	ES	Futures	875.43	876.16	875.19	875.19	592.0
2009-06-29 02:05:00	ES	Futures	875.19	875.91	875.19	875.91	359.0
2009-06-29 02:10:00	ES	Futures	876.16	876.16	875.19	875.19	657.0
2009-06-29 02:15:00	ES	Futures	875.43	875.67	875.19	875.67	255.0
2009-06-29 02:20:00	ES	Futures	875.91	876.4	875.91	876.4	204.0
2009-06-29 02:25:00	ES	Futures	876.16	876.4	875.91	875.91	326.0
2009-06-29 02:30:00	ES	Futures	875.91	876.16	875.43	875.67	647.0
2009-06-29 02:35:00	ES	Futures	875.67	875.91	875.43	875.91	157.0
2009-06-29 02:40:00	ES	Futures	875.67	876.4	875.67	876.16	468.0
2009-06-29 02:45:00	ES	Futures	876.16	877.12	875.91	877.12	748.0
2009-06-29 02:50:00	ES	Futures	877.12	877.36	877.12	877.12	261.0
2009-06-29 02:55:00	ES	Futures	877.12	877.84	877.12	877.6	427.0
2009-06-29 03:00:00	ES	Futures	877.6	878.57	877.6	878.57	1401.0
2009-06-29 03:05:00	ES	Futures	878.33	879.53	878.33	879.05	1024.0
2009-06-29 03:10:00	ES	Futures	879.29	879.53	878.08	879.53	1635.0
2009-06-29 03:15:00	ES	Futures	879.53	880.01	879.05	879.77	1641.0
2009-06-29 03:20:00	ES	Futures	879.77	880.5	879.77	880.5	1403.0
2009-06-29 03:25:00	ES	Futures	880.5	880.98	879.77	879.77	1832.0
2009-06-29 03:30:00	ES	Futures	880.01	880.74	879.77	880.5	1670.0
2009-06-29 03:35:00	ES	Futures	880.5	881.22	879.77	879.77	927.0
2009-06-29 03:40:00	ES	Futures	880.01	881.7	879.77	881.46	1290.0
2009-06-29 03:45:00	ES	Futures	881.46	881.7	881.22	881.22	1284.0
2009-06-29 03:50:00	ES	Futures	881.46	881.46	880.74	881.22	1114.0
2009-06-29 03:55:00	ES	Futures	881.22	881.22	880.74	880.98	411.0
2009-06-29 04:00:00	ES	Futures	880.98	881.7	880.98	881.46	1431.0
2009-06-29 04:05:00	ES	Futures	881.22	882.18	881.22	881.7	1883.0

> showing 50 of 10,861 rows — these rows as CSV

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