PREVIEW / futures_5min / 2009-07-22

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-22.parquet
  size:    189 KB
  rows:    11,174

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
2009-07-22 00:00:00	ES	Futures	918.6	918.6	918.12	918.36	254.0
2009-07-22 00:05:00	ES	Futures	918.36	918.6	918.36	918.6	123.0
2009-07-22 00:10:00	ES	Futures	918.36	919.08	918.12	918.84	648.0
2009-07-22 00:15:00	ES	Futures	918.84	919.08	918.6	918.84	181.0
2009-07-22 00:20:00	ES	Futures	918.84	918.84	918.36	918.36	133.0
2009-07-22 00:25:00	ES	Futures	918.36	919.08	918.36	919.08	507.0
2009-07-22 00:30:00	ES	Futures	918.84	919.08	918.36	918.84	828.0
2009-07-22 00:35:00	ES	Futures	918.84	919.08	918.84	918.84	104.0
2009-07-22 00:40:00	ES	Futures	919.08	919.08	918.36	918.6	336.0
2009-07-22 00:45:00	ES	Futures	918.6	919.08	918.6	918.84	154.0
2009-07-22 00:50:00	ES	Futures	918.84	918.84	918.84	918.84	59.0
2009-07-22 00:55:00	ES	Futures	918.84	918.84	918.6	918.84	33.0
2009-07-22 01:00:00	ES	Futures	918.84	919.08	918.6	918.84	39.0
2009-07-22 01:05:00	ES	Futures	918.84	918.84	918.36	918.6	247.0
2009-07-22 01:10:00	ES	Futures	918.6	918.84	918.6	918.84	28.0
2009-07-22 01:15:00	ES	Futures	918.84	919.08	918.6	918.84	52.0
2009-07-22 01:20:00	ES	Futures	919.08	919.32	918.84	919.32	102.0
2009-07-22 01:25:00	ES	Futures	919.32	919.57	919.08	919.32	384.0
2009-07-22 01:30:00	ES	Futures	919.32	919.57	918.84	919.08	59.0
2009-07-22 01:35:00	ES	Futures	919.08	919.08	918.84	919.08	351.0
2009-07-22 01:40:00	ES	Futures	919.08	919.08	918.84	919.08	37.0
2009-07-22 01:45:00	ES	Futures	919.08	919.32	918.84	919.08	152.0
2009-07-22 01:50:00	ES	Futures	919.08	919.08	918.84	919.08	63.0
2009-07-22 01:55:00	ES	Futures	919.08	919.08	918.84	918.84	95.0
2009-07-22 02:00:00	ES	Futures	919.08	919.08	917.88	918.36	1051.0
2009-07-22 02:05:00	ES	Futures	918.12	918.36	917.88	918.36	452.0
2009-07-22 02:10:00	ES	Futures	918.36	918.6	918.36	918.6	275.0
2009-07-22 02:15:00	ES	Futures	918.6	918.84	918.6	918.84	257.0
2009-07-22 02:20:00	ES	Futures	918.6	918.6	917.64	917.64	443.0
2009-07-22 02:25:00	ES	Futures	917.88	917.88	917.64	917.64	43.0
2009-07-22 02:30:00	ES	Futures	917.64	918.6	917.64	918.36	422.0
2009-07-22 02:35:00	ES	Futures	918.6	918.6	918.36	918.6	68.0
2009-07-22 02:40:00	ES	Futures	918.6	918.6	918.12	918.12	119.0
2009-07-22 02:45:00	ES	Futures	918.12	918.12	917.64	917.88	562.0
2009-07-22 02:50:00	ES	Futures	918.12	918.12	917.39	917.39	271.0
2009-07-22 02:55:00	ES	Futures	917.64	917.64	917.15	917.39	645.0
2009-07-22 03:00:00	ES	Futures	917.39	917.39	916.19	916.19	3138.0
2009-07-22 03:05:00	ES	Futures	916.19	916.67	915.71	916.67	1812.0
2009-07-22 03:10:00	ES	Futures	916.43	916.91	915.22	915.47	2537.0
2009-07-22 03:15:00	ES	Futures	915.47	915.47	914.5	914.74	2323.0
2009-07-22 03:20:00	ES	Futures	914.5	914.98	914.02	914.26	2233.0
2009-07-22 03:25:00	ES	Futures	914.26	914.5	914.02	914.02	845.0
2009-07-22 03:30:00	ES	Futures	914.02	914.26	913.78	914.02	1954.0
2009-07-22 03:35:00	ES	Futures	914.02	914.02	913.54	913.78	1792.0
2009-07-22 03:40:00	ES	Futures	913.78	914.26	913.05	913.05	2084.0
2009-07-22 03:45:00	ES	Futures	913.05	914.02	913.05	913.54	1669.0
2009-07-22 03:50:00	ES	Futures	913.54	914.26	913.3	913.54	1816.0
2009-07-22 03:55:00	ES	Futures	913.54	914.5	913.54	914.26	849.0
2009-07-22 04:00:00	ES	Futures	914.26	914.98	914.26	914.74	1422.0
2009-07-22 04:05:00	ES	Futures	914.74	914.74	914.5	914.5	1295.0

> showing 50 of 11,174 rows — these rows as CSV

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