PREVIEW / futures_5min / 2009-08-19

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-08-19.parquet
  size:    184 KB
  rows:    10,483

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
2009-08-19 00:00:00	ES	Futures	952.85	953.33	952.85	953.33	131.0
2009-08-19 00:05:00	ES	Futures	953.09	953.09	952.85	952.85	154.0
2009-08-19 00:10:00	ES	Futures	952.85	953.09	952.85	953.09	14.0
2009-08-19 00:15:00	ES	Futures	953.09	953.81	952.85	953.57	402.0
2009-08-19 00:20:00	ES	Futures	953.57	953.57	953.33	953.57	70.0
2009-08-19 00:25:00	ES	Futures	953.81	954.05	953.57	953.81	492.0
2009-08-19 00:30:00	ES	Futures	953.81	954.53	953.81	954.05	460.0
2009-08-19 00:35:00	ES	Futures	954.05	954.53	954.05	954.29	257.0
2009-08-19 00:40:00	ES	Futures	954.29	954.53	953.81	953.81	298.0
2009-08-19 00:45:00	ES	Futures	953.81	954.53	953.81	954.29	271.0
2009-08-19 00:50:00	ES	Futures	954.53	954.53	954.05	954.05	79.0
2009-08-19 00:55:00	ES	Futures	954.05	954.29	953.81	953.81	166.0
2009-08-19 01:00:00	ES	Futures	954.05	954.05	953.81	953.81	93.0
2009-08-19 01:05:00	ES	Futures	953.81	954.05	953.81	953.81	81.0
2009-08-19 01:10:00	ES	Futures	953.81	953.81	952.85	952.85	490.0
2009-08-19 01:15:00	ES	Futures	952.85	953.09	952.12	952.36	676.0
2009-08-19 01:20:00	ES	Futures	952.12	952.61	951.88	952.61	326.0
2009-08-19 01:25:00	ES	Futures	952.85	952.85	952.12	952.12	297.0
2009-08-19 01:30:00	ES	Futures	952.12	952.12	951.4	951.64	879.0
2009-08-19 01:35:00	ES	Futures	951.64	951.64	950.92	950.92	1103.0
2009-08-19 01:40:00	ES	Futures	951.16	951.16	950.68	950.92	1060.0
2009-08-19 01:45:00	ES	Futures	950.92	950.92	949.47	949.71	2047.0
2009-08-19 01:50:00	ES	Futures	949.71	949.95	947.78	948.26	2790.0
2009-08-19 01:55:00	ES	Futures	948.26	948.26	948.02	948.26	1298.0
2009-08-19 02:00:00	ES	Futures	948.26	948.99	948.26	948.99	1045.0
2009-08-19 02:05:00	ES	Futures	948.75	949.23	948.26	948.75	725.0
2009-08-19 02:10:00	ES	Futures	948.75	948.75	947.78	947.78	1038.0
2009-08-19 02:15:00	ES	Futures	947.78	947.78	947.06	947.54	2300.0
2009-08-19 02:20:00	ES	Futures	947.54	948.02	947.06	947.06	702.0
2009-08-19 02:25:00	ES	Futures	947.06	948.02	947.06	947.78	574.0
2009-08-19 02:30:00	ES	Futures	948.02	948.02	946.82	946.82	891.0
2009-08-19 02:35:00	ES	Futures	946.82	947.3	946.82	947.06	640.0
2009-08-19 02:40:00	ES	Futures	947.3	947.3	945.85	946.09	2057.0
2009-08-19 02:45:00	ES	Futures	946.09	946.33	944.89	945.13	2738.0
2009-08-19 02:50:00	ES	Futures	945.37	945.61	945.13	945.13	1391.0
2009-08-19 02:55:00	ES	Futures	945.13	945.85	945.13	945.61	1245.0
2009-08-19 03:00:00	ES	Futures	945.37	946.58	944.89	946.33	2471.0
2009-08-19 03:05:00	ES	Futures	946.09	947.3	945.37	946.82	2509.0
2009-08-19 03:10:00	ES	Futures	947.06	947.3	945.85	947.06	1711.0
2009-08-19 03:15:00	ES	Futures	947.06	947.3	945.85	946.09	1828.0
2009-08-19 03:20:00	ES	Futures	946.09	946.82	945.61	946.82	1576.0
2009-08-19 03:25:00	ES	Futures	947.06	947.3	946.58	947.3	920.0
2009-08-19 03:30:00	ES	Futures	947.06	947.3	944.65	945.37	3373.0
2009-08-19 03:35:00	ES	Futures	945.37	945.61	944.89	945.37	1613.0
2009-08-19 03:40:00	ES	Futures	945.61	945.61	944.65	945.13	2132.0
2009-08-19 03:45:00	ES	Futures	945.13	945.13	942.96	943.92	3933.0
2009-08-19 03:50:00	ES	Futures	943.92	943.92	942.96	943.2	2076.0
2009-08-19 03:55:00	ES	Futures	943.2	945.13	943.2	944.89	2021.0
2009-08-19 04:00:00	ES	Futures	945.13	945.13	944.16	944.41	2104.0
2009-08-19 04:05:00	ES	Futures	944.41	944.89	943.2	943.44	1780.0

> showing 50 of 10,483 rows — these rows as CSV

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