PREVIEW / futures_5min / 2009-07-31

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-07-31.parquet
  size:    168 KB
  rows:    9,195

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
2009-07-31 00:00:00	ES	Futures	950.92	951.4	950.68	950.92	574.0
2009-07-31 00:05:00	ES	Futures	950.68	951.16	950.68	950.68	90.0
2009-07-31 00:10:00	ES	Futures	950.92	951.16	950.68	950.92	125.0
2009-07-31 00:15:00	ES	Futures	950.92	951.16	950.68	950.92	239.0
2009-07-31 00:20:00	ES	Futures	950.68	950.92	950.68	950.92	86.0
2009-07-31 00:25:00	ES	Futures	950.68	951.4	950.68	951.16	506.0
2009-07-31 00:30:00	ES	Futures	951.16	951.4	951.16	951.16	85.0
2009-07-31 00:35:00	ES	Futures	951.16	951.4	950.92	951.4	84.0
2009-07-31 00:40:00	ES	Futures	951.16	951.16	950.92	950.92	138.0
2009-07-31 00:45:00	ES	Futures	951.16	951.16	950.68	950.92	269.0
2009-07-31 00:50:00	ES	Futures	950.68	950.92	950.43	950.43	188.0
2009-07-31 00:55:00	ES	Futures	950.68	951.4	950.43	951.16	318.0
2009-07-31 01:00:00	ES	Futures	951.16	951.4	951.16	951.16	132.0
2009-07-31 01:05:00	ES	Futures	951.16	951.64	951.16	951.16	291.0
2009-07-31 01:10:00	ES	Futures	951.16	951.4	951.16	951.16	153.0
2009-07-31 01:15:00	ES	Futures	951.16	951.4	950.92	951.16	268.0
2009-07-31 01:20:00	ES	Futures	950.92	951.16	950.43	950.92	273.0
2009-07-31 01:25:00	ES	Futures	950.92	951.4	950.92	950.92	275.0
2009-07-31 01:30:00	ES	Futures	951.16	951.4	950.92	951.16	216.0
2009-07-31 01:35:00	ES	Futures	950.92	951.16	950.92	950.92	104.0
2009-07-31 01:40:00	ES	Futures	950.92	951.16	950.92	951.16	243.0
2009-07-31 01:45:00	ES	Futures	951.4	951.64	951.16	951.64	182.0
2009-07-31 01:50:00	ES	Futures	951.64	951.64	951.4	951.64	150.0
2009-07-31 01:55:00	ES	Futures	951.64	951.88	951.4	951.64	632.0
2009-07-31 02:00:00	ES	Futures	951.88	952.12	951.4	951.88	1545.0
2009-07-31 02:05:00	ES	Futures	952.12	952.36	951.88	951.88	297.0
2009-07-31 02:10:00	ES	Futures	951.88	951.88	951.4	951.4	826.0
2009-07-31 02:15:00	ES	Futures	951.4	951.64	951.16	951.4	665.0
2009-07-31 02:20:00	ES	Futures	951.4	951.64	951.16	951.4	105.0
2009-07-31 02:25:00	ES	Futures	951.64	951.64	951.4	951.64	150.0
2009-07-31 02:30:00	ES	Futures	951.4	951.64	951.16	951.4	494.0
2009-07-31 02:35:00	ES	Futures	951.64	951.64	951.16	951.4	352.0
2009-07-31 02:40:00	ES	Futures	951.16	951.4	951.16	951.4	944.0
2009-07-31 02:45:00	ES	Futures	951.4	951.4	951.16	951.16	197.0
2009-07-31 02:50:00	ES	Futures	951.4	951.4	950.92	951.16	215.0
2009-07-31 02:55:00	ES	Futures	951.16	951.4	950.43	950.92	532.0
2009-07-31 03:00:00	ES	Futures	950.92	952.12	950.43	951.88	2166.0
2009-07-31 03:05:00	ES	Futures	951.88	952.36	951.4	951.88	1898.0
2009-07-31 03:10:00	ES	Futures	951.64	951.88	950.92	951.4	1344.0
2009-07-31 03:15:00	ES	Futures	951.4	951.88	950.68	951.88	1612.0
2009-07-31 03:20:00	ES	Futures	951.88	953.57	951.16	952.61	4286.0
2009-07-31 03:25:00	ES	Futures	952.85	953.57	952.36	952.85	2301.0
2009-07-31 03:30:00	ES	Futures	953.09	953.33	952.61	952.61	1412.0
2009-07-31 03:35:00	ES	Futures	952.85	952.85	951.64	952.36	1698.0
2009-07-31 03:40:00	ES	Futures	952.36	952.36	951.4	952.12	1272.0
2009-07-31 03:45:00	ES	Futures	952.36	952.61	952.12	952.12	364.0
2009-07-31 03:50:00	ES	Futures	951.88	952.12	951.16	951.88	823.0
2009-07-31 03:55:00	ES	Futures	952.12	952.61	951.64	952.36	547.0
2009-07-31 04:00:00	ES	Futures	952.12	952.12	950.92	950.92	944.0
2009-07-31 04:05:00	ES	Futures	950.92	951.16	949.23	949.23	2462.0

> showing 50 of 9,195 rows — these rows as CSV

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