PREVIEW / futures_5min / 2009-09-08

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-08.parquet
  size:    181 KB
  rows:    11,213

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
2009-09-08 00:00:00	ES	Futures	983.72	983.96	983.23	983.72	115.0
2009-09-08 00:05:00	ES	Futures	983.96	983.96	983.72	983.72	29.0
2009-09-08 00:10:00	ES	Futures	983.96	983.96	983.47	983.96	119.0
2009-09-08 00:15:00	ES	Futures	983.96	983.96	983.72	983.72	96.0
2009-09-08 00:20:00	ES	Futures	983.72	983.96	983.47	983.72	108.0
2009-09-08 00:25:00	ES	Futures	983.72	984.92	983.72	984.44	799.0
2009-09-08 00:30:00	ES	Futures	984.68	984.68	984.2	984.2	124.0
2009-09-08 00:35:00	ES	Futures	984.2	984.68	983.96	984.68	338.0
2009-09-08 00:40:00	ES	Futures	984.68	984.92	984.44	984.68	42.0
2009-09-08 00:45:00	ES	Futures	984.44	984.68	984.2	984.44	217.0
2009-09-08 00:50:00	ES	Futures	984.44	984.92	984.44	984.68	73.0
2009-09-08 00:55:00	ES	Futures	984.68	984.92	984.68	984.92	46.0
2009-09-08 01:00:00	ES	Futures	984.68	984.92	984.68	984.68	114.0
2009-09-08 01:05:00	ES	Futures	984.68	984.68	984.2	984.44	214.0
2009-09-08 01:10:00	ES	Futures	984.44	984.44	984.2	984.44	61.0
2009-09-08 01:15:00	ES	Futures	984.44	984.68	984.44	984.68	207.0
2009-09-08 01:20:00	ES	Futures	984.92	985.16	984.68	984.92	205.0
2009-09-08 01:25:00	ES	Futures	984.92	985.4	984.92	985.4	187.0
2009-09-08 01:30:00	ES	Futures	985.16	985.64	985.16	985.64	99.0
2009-09-08 01:35:00	ES	Futures	985.4	985.89	985.4	985.64	316.0
2009-09-08 01:40:00	ES	Futures	985.89	985.89	985.64	985.64	1192.0
2009-09-08 01:45:00	ES	Futures	985.4	985.64	985.4	985.64	47.0
2009-09-08 01:50:00	ES	Futures	985.64	985.89	985.4	985.4	445.0
2009-09-08 01:55:00	ES	Futures	985.64	985.89	985.4	985.64	350.0
2009-09-08 02:00:00	ES	Futures	985.64	985.89	985.16	985.89	793.0
2009-09-08 02:05:00	ES	Futures	985.89	985.89	985.16	985.4	240.0
2009-09-08 02:10:00	ES	Futures	985.4	985.4	984.92	984.92	846.0
2009-09-08 02:15:00	ES	Futures	984.92	984.92	984.2	984.44	910.0
2009-09-08 02:20:00	ES	Futures	984.68	984.92	984.44	984.92	216.0
2009-09-08 02:25:00	ES	Futures	984.92	985.4	984.92	985.16	244.0
2009-09-08 02:30:00	ES	Futures	985.4	986.13	985.4	986.13	780.0
2009-09-08 02:35:00	ES	Futures	986.13	986.37	985.64	985.89	631.0
2009-09-08 02:40:00	ES	Futures	985.89	986.37	985.64	985.89	708.0
2009-09-08 02:45:00	ES	Futures	986.13	986.61	985.89	986.37	735.0
2009-09-08 02:50:00	ES	Futures	986.61	986.85	986.13	986.61	1240.0
2009-09-08 02:55:00	ES	Futures	986.61	987.33	986.61	987.09	1001.0
2009-09-08 03:00:00	ES	Futures	987.33	987.57	986.85	986.85	1697.0
2009-09-08 03:05:00	ES	Futures	987.09	987.09	985.64	985.89	1276.0
2009-09-08 03:10:00	ES	Futures	985.64	986.13	984.92	985.64	3703.0
2009-09-08 03:15:00	ES	Futures	985.4	986.61	985.4	986.37	2310.0
2009-09-08 03:20:00	ES	Futures	986.37	987.09	986.13	986.61	1978.0
2009-09-08 03:25:00	ES	Futures	986.61	986.85	986.13	986.13	1114.0
2009-09-08 03:30:00	ES	Futures	986.37	987.33	986.13	987.09	1947.0
2009-09-08 03:35:00	ES	Futures	987.33	987.33	986.13	987.09	2395.0
2009-09-08 03:40:00	ES	Futures	987.09	988.78	987.09	988.78	4340.0
2009-09-08 03:45:00	ES	Futures	988.54	989.26	988.3	989.26	3174.0
2009-09-08 03:50:00	ES	Futures	989.26	989.26	988.54	989.02	1927.0
2009-09-08 03:55:00	ES	Futures	988.78	989.74	988.78	989.26	2736.0
2009-09-08 04:00:00	ES	Futures	989.02	989.74	989.02	989.74	2261.0
2009-09-08 04:05:00	ES	Futures	989.74	989.99	989.5	989.74	1589.0

> showing 50 of 11,213 rows — these rows as CSV

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