PREVIEW / futures_5min / 2009-09-18

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-18.parquet
  size:    161 KB
  rows:    9,415

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
2009-09-18 00:00:00	ES	Futures	1026.54	1026.54	1026.05	1026.05	103.0
2009-09-18 00:05:00	ES	Futures	1026.05	1026.78	1026.05	1026.54	125.0
2009-09-18 00:10:00	ES	Futures	1026.54	1026.54	1026.54	1026.54	120.0
2009-09-18 00:15:00	ES	Futures	1026.29	1026.54	1026.05	1026.05	186.0
2009-09-18 00:20:00	ES	Futures	1026.05	1026.54	1026.05	1026.54	418.0
2009-09-18 00:25:00	ES	Futures	1026.54	1027.5	1026.54	1027.26	511.0
2009-09-18 00:30:00	ES	Futures	1027.26	1027.5	1027.02	1027.02	264.0
2009-09-18 00:35:00	ES	Futures	1027.02	1027.26	1027.02	1027.26	101.0
2009-09-18 00:40:00	ES	Futures	1027.26	1027.5	1027.02	1027.5	164.0
2009-09-18 00:45:00	ES	Futures	1027.26	1027.26	1026.54	1026.78	331.0
2009-09-18 00:50:00	ES	Futures	1027.02	1027.26	1026.78	1026.78	277.0
2009-09-18 00:55:00	ES	Futures	1026.78	1027.26	1026.54	1027.02	297.0
2009-09-18 01:00:00	ES	Futures	1026.78	1027.75	1026.78	1027.5	721.0
2009-09-18 01:05:00	ES	Futures	1027.75	1028.72	1027.75	1028.72	2025.0
2009-09-18 01:10:00	ES	Futures	1028.72	1028.72	1027.99	1027.99	202.0
2009-09-18 01:15:00	ES	Futures	1027.99	1028.96	1027.99	1028.72	493.0
2009-09-18 01:20:00	ES	Futures	1028.72	1028.96	1028.72	1028.72	104.0
2009-09-18 01:25:00	ES	Futures	1028.72	1028.96	1027.5	1027.99	666.0
2009-09-18 01:30:00	ES	Futures	1027.99	1028.23	1027.75	1027.99	121.0
2009-09-18 01:35:00	ES	Futures	1027.75	1027.99	1027.75	1027.99	118.0
2009-09-18 01:40:00	ES	Futures	1027.99	1028.47	1027.99	1027.99	163.0
2009-09-18 01:45:00	ES	Futures	1027.99	1027.99	1027.5	1027.75	259.0
2009-09-18 01:50:00	ES	Futures	1027.99	1027.99	1027.5	1027.75	391.0
2009-09-18 01:55:00	ES	Futures	1027.5	1027.75	1026.78	1026.78	739.0
2009-09-18 02:00:00	ES	Futures	1027.02	1027.99	1026.78	1027.5	1054.0
2009-09-18 02:05:00	ES	Futures	1027.75	1027.99	1027.02	1027.02	728.0
2009-09-18 02:10:00	ES	Futures	1027.02	1027.5	1026.78	1027.02	610.0
2009-09-18 02:15:00	ES	Futures	1027.02	1027.75	1027.02	1027.5	373.0
2009-09-18 02:20:00	ES	Futures	1027.5	1027.5	1027.02	1027.26	486.0
2009-09-18 02:25:00	ES	Futures	1027.26	1027.5	1026.78	1026.78	670.0
2009-09-18 02:30:00	ES	Futures	1026.78	1027.26	1026.05	1026.29	968.0
2009-09-18 02:35:00	ES	Futures	1026.29	1026.78	1026.29	1026.54	458.0
2009-09-18 02:40:00	ES	Futures	1026.78	1026.78	1025.32	1025.57	1214.0
2009-09-18 02:45:00	ES	Futures	1025.32	1025.81	1025.08	1025.32	1849.0
2009-09-18 02:50:00	ES	Futures	1025.32	1025.81	1025.08	1025.81	1317.0
2009-09-18 02:55:00	ES	Futures	1025.57	1026.29	1025.57	1026.29	630.0
2009-09-18 03:00:00	ES	Futures	1026.05	1027.26	1025.81	1026.78	3883.0
2009-09-18 03:05:00	ES	Futures	1026.54	1026.78	1024.84	1025.08	2967.0
2009-09-18 03:10:00	ES	Futures	1025.08	1026.54	1025.08	1026.29	2834.0
2009-09-18 03:15:00	ES	Futures	1026.05	1027.26	1025.57	1027.02	1547.0
2009-09-18 03:20:00	ES	Futures	1027.02	1027.75	1026.78	1027.75	1821.0
2009-09-18 03:25:00	ES	Futures	1027.75	1028.23	1027.5	1027.99	1836.0
2009-09-18 03:30:00	ES	Futures	1027.99	1028.47	1027.26	1027.5	2562.0
2009-09-18 03:35:00	ES	Futures	1027.5	1028.23	1027.26	1027.75	1081.0
2009-09-18 03:40:00	ES	Futures	1027.5	1027.75	1026.29	1026.54	1975.0
2009-09-18 03:45:00	ES	Futures	1026.54	1026.78	1026.05	1026.54	1689.0
2009-09-18 03:50:00	ES	Futures	1026.78	1027.02	1026.54	1026.78	617.0
2009-09-18 03:55:00	ES	Futures	1027.02	1027.26	1026.29	1026.54	1163.0
2009-09-18 04:00:00	ES	Futures	1026.54	1026.54	1025.57	1025.81	1588.0
2009-09-18 04:05:00	ES	Futures	1025.57	1026.29	1025.57	1026.05	1349.0

> showing 50 of 9,415 rows — these rows as CSV

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