PREVIEW / futures_5min / 2009-08-09

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-09.parquet
  size:    38 KB
  rows:    1,762

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
2009-08-09 18:00:00	ES	Futures	970.21	970.93	969.49	969.97	2710.0
2009-08-09 18:05:00	ES	Futures	969.97	970.45	969.97	970.21	466.0
2009-08-09 18:10:00	ES	Futures	970.21	970.21	968.52	969.0	1480.0
2009-08-09 18:15:00	ES	Futures	969.0	969.25	968.76	969.25	445.0
2009-08-09 18:20:00	ES	Futures	969.25	969.25	969.0	969.25	215.0
2009-08-09 18:25:00	ES	Futures	969.25	969.49	969.0	969.49	141.0
2009-08-09 18:30:00	ES	Futures	969.49	969.49	969.25	969.25	175.0
2009-08-09 18:35:00	ES	Futures	969.49	969.49	968.52	968.76	613.0
2009-08-09 18:40:00	ES	Futures	968.76	969.0	968.28	969.0	499.0
2009-08-09 18:45:00	ES	Futures	969.0	969.49	969.0	969.49	171.0
2009-08-09 18:50:00	ES	Futures	969.25	969.73	969.25	969.25	270.0
2009-08-09 18:55:00	ES	Futures	969.49	969.49	969.25	969.25	84.0
2009-08-09 19:00:00	ES	Futures	969.25	969.49	969.0	969.0	25.0
2009-08-09 19:05:00	ES	Futures	969.25	969.49	969.0	969.0	219.0
2009-08-09 19:10:00	ES	Futures	969.25	969.25	969.0	969.25	114.0
2009-08-09 19:15:00	ES	Futures	969.25	969.25	968.28	968.76	392.0
2009-08-09 19:20:00	ES	Futures	968.76	968.76	968.28	968.76	271.0
2009-08-09 19:25:00	ES	Futures	968.52	968.76	968.52	968.52	102.0
2009-08-09 19:30:00	ES	Futures	968.76	968.76	968.28	968.52	115.0
2009-08-09 19:35:00	ES	Futures	968.76	969.0	968.52	968.76	69.0
2009-08-09 19:40:00	ES	Futures	969.0	969.25	968.76	969.0	141.0
2009-08-09 19:45:00	ES	Futures	969.0	969.73	969.0	969.73	586.0
2009-08-09 19:50:00	ES	Futures	969.73	970.69	969.73	970.21	877.0
2009-08-09 19:55:00	ES	Futures	970.21	970.69	969.49	969.49	884.0
2009-08-09 20:00:00	ES	Futures	969.49	970.45	969.49	969.97	307.0
2009-08-09 20:05:00	ES	Futures	969.97	970.45	969.73	970.45	231.0
2009-08-09 20:10:00	ES	Futures	970.45	970.69	969.97	970.45	258.0
2009-08-09 20:15:00	ES	Futures	970.45	970.45	969.97	970.21	237.0
2009-08-09 20:20:00	ES	Futures	970.21	970.93	969.25	969.49	693.0
2009-08-09 20:25:00	ES	Futures	969.25	969.73	969.0	969.49	368.0
2009-08-09 20:30:00	ES	Futures	969.49	969.97	969.25	969.49	347.0
2009-08-09 20:35:00	ES	Futures	969.49	969.97	969.25	969.97	333.0
2009-08-09 20:40:00	ES	Futures	969.97	970.93	969.73	970.45	691.0
2009-08-09 20:45:00	ES	Futures	970.45	970.69	969.97	970.69	273.0
2009-08-09 20:50:00	ES	Futures	970.69	970.93	969.97	970.21	411.0
2009-08-09 20:55:00	ES	Futures	970.21	970.93	969.97	970.45	760.0
2009-08-09 21:00:00	ES	Futures	970.45	970.69	970.21	970.21	134.0
2009-08-09 21:05:00	ES	Futures	970.21	970.45	969.73	969.73	110.0
2009-08-09 21:10:00	ES	Futures	969.97	970.45	969.97	970.21	116.0
2009-08-09 21:15:00	ES	Futures	970.45	970.69	969.73	970.21	152.0
2009-08-09 21:20:00	ES	Futures	970.21	970.69	969.97	970.69	128.0
2009-08-09 21:25:00	ES	Futures	970.93	970.93	970.45	970.69	305.0
2009-08-09 21:30:00	ES	Futures	970.93	971.66	970.93	971.42	682.0
2009-08-09 21:35:00	ES	Futures	971.42	972.14	971.42	971.9	532.0
2009-08-09 21:40:00	ES	Futures	971.66	972.14	971.66	972.14	144.0
2009-08-09 21:45:00	ES	Futures	971.9	971.9	971.17	971.17	327.0
2009-08-09 21:50:00	ES	Futures	971.17	971.42	970.45	970.45	560.0
2009-08-09 21:55:00	ES	Futures	970.69	970.93	970.45	970.69	234.0
2009-08-09 22:00:00	ES	Futures	970.69	971.17	970.69	970.93	190.0
2009-08-09 22:05:00	ES	Futures	971.17	971.42	970.45	970.93	336.0

> showing 50 of 1,762 rows — these rows as CSV

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