PREVIEW / futures_5min / 2009-09-02

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-02.parquet
  size:    178 KB
  rows:    11,033

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
2009-09-02 00:00:00	ES	Futures	961.29	961.29	960.8	961.05	352.0
2009-09-02 00:05:00	ES	Futures	961.05	961.29	960.8	961.05	228.0
2009-09-02 00:10:00	ES	Futures	961.05	961.77	961.05	961.53	319.0
2009-09-02 00:15:00	ES	Futures	961.53	961.77	961.53	961.53	72.0
2009-09-02 00:20:00	ES	Futures	961.77	962.49	961.53	962.25	566.0
2009-09-02 00:25:00	ES	Futures	962.49	963.22	962.49	963.22	789.0
2009-09-02 00:30:00	ES	Futures	963.22	963.22	962.73	962.73	118.0
2009-09-02 00:35:00	ES	Futures	962.98	962.98	962.73	962.73	240.0
2009-09-02 00:40:00	ES	Futures	962.73	963.22	962.73	962.73	176.0
2009-09-02 00:45:00	ES	Futures	962.98	963.22	962.98	962.98	24.0
2009-09-02 00:50:00	ES	Futures	962.98	962.98	962.73	962.98	88.0
2009-09-02 00:55:00	ES	Futures	962.98	963.22	962.49	962.73	199.0
2009-09-02 01:00:00	ES	Futures	962.98	962.98	962.73	962.98	261.0
2009-09-02 01:05:00	ES	Futures	962.98	963.22	962.73	962.98	212.0
2009-09-02 01:10:00	ES	Futures	962.73	962.98	962.25	962.49	354.0
2009-09-02 01:15:00	ES	Futures	962.25	962.73	962.25	962.25	94.0
2009-09-02 01:20:00	ES	Futures	962.25	962.49	962.01	962.25	134.0
2009-09-02 01:25:00	ES	Futures	962.01	962.49	962.01	962.49	123.0
2009-09-02 01:30:00	ES	Futures	962.25	962.73	962.25	962.73	171.0
2009-09-02 01:35:00	ES	Futures	962.98	962.98	962.73	962.73	71.0
2009-09-02 01:40:00	ES	Futures	962.73	962.98	962.49	962.73	114.0
2009-09-02 01:45:00	ES	Futures	962.73	963.22	962.49	962.98	322.0
2009-09-02 01:50:00	ES	Futures	962.98	963.22	962.98	963.22	449.0
2009-09-02 01:55:00	ES	Futures	963.22	963.22	962.73	963.22	503.0
2009-09-02 02:00:00	ES	Futures	963.22	963.46	962.98	963.46	1006.0
2009-09-02 02:05:00	ES	Futures	963.46	963.94	963.22	963.94	1078.0
2009-09-02 02:10:00	ES	Futures	963.7	964.18	963.22	963.7	662.0
2009-09-02 02:15:00	ES	Futures	963.7	964.18	963.46	963.94	781.0
2009-09-02 02:20:00	ES	Futures	963.94	964.18	963.7	963.94	296.0
2009-09-02 02:25:00	ES	Futures	963.94	964.18	963.94	963.94	554.0
2009-09-02 02:30:00	ES	Futures	963.94	964.42	963.7	964.18	910.0
2009-09-02 02:35:00	ES	Futures	964.18	964.66	963.94	964.66	494.0
2009-09-02 02:40:00	ES	Futures	964.66	965.39	964.18	964.66	3275.0
2009-09-02 02:45:00	ES	Futures	964.42	964.66	964.18	964.42	1296.0
2009-09-02 02:50:00	ES	Futures	964.42	964.66	963.94	964.18	832.0
2009-09-02 02:55:00	ES	Futures	964.18	964.9	963.7	964.42	1498.0
2009-09-02 03:00:00	ES	Futures	964.42	965.63	964.42	964.42	4074.0
2009-09-02 03:05:00	ES	Futures	964.42	964.42	960.08	960.8	8441.0
2009-09-02 03:10:00	ES	Futures	960.8	961.53	960.08	961.29	4538.0
2009-09-02 03:15:00	ES	Futures	961.29	961.77	960.32	961.29	5111.0
2009-09-02 03:20:00	ES	Futures	961.29	961.29	959.12	960.08	6427.0
2009-09-02 03:25:00	ES	Futures	960.08	962.01	959.6	962.01	3857.0
2009-09-02 03:30:00	ES	Futures	962.01	962.25	961.05	962.25	4348.0
2009-09-02 03:35:00	ES	Futures	962.25	962.25	959.6	959.6	3425.0
2009-09-02 03:40:00	ES	Futures	959.6	960.32	958.88	959.12	3318.0
2009-09-02 03:45:00	ES	Futures	959.12	959.6	958.15	958.39	4864.0
2009-09-02 03:50:00	ES	Futures	958.15	958.88	957.91	958.39	4210.0
2009-09-02 03:55:00	ES	Futures	958.39	958.39	957.19	958.39	4463.0
2009-09-02 04:00:00	ES	Futures	958.39	959.12	957.19	958.39	4179.0
2009-09-02 04:05:00	ES	Futures	958.63	959.36	957.91	958.63	2815.0

> showing 50 of 11,033 rows — these rows as CSV

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