PREVIEW / futures_5min / 2009-09-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-09-27.parquet
  size:    44 KB
  rows:    1,897

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
2009-09-27 18:00:00	ES	Futures	1009.82	1012.24	1009.82	1012.0	3866.0
2009-09-27 18:05:00	ES	Futures	1012.0	1012.0	1010.55	1011.03	936.0
2009-09-27 18:10:00	ES	Futures	1011.03	1011.28	1011.03	1011.28	103.0
2009-09-27 18:15:00	ES	Futures	1011.28	1011.52	1011.28	1011.28	404.0
2009-09-27 18:20:00	ES	Futures	1011.28	1011.28	1011.03	1011.28	177.0
2009-09-27 18:25:00	ES	Futures	1011.28	1011.52	1011.03	1011.28	50.0
2009-09-27 18:30:00	ES	Futures	1011.28	1011.52	1011.28	1011.28	56.0
2009-09-27 18:35:00	ES	Futures	1011.28	1011.28	1011.03	1011.03	9.0
2009-09-27 18:40:00	ES	Futures	1011.03	1011.28	1011.03	1011.03	112.0
2009-09-27 18:45:00	ES	Futures	1011.28	1011.28	1011.03	1011.03	63.0
2009-09-27 18:50:00	ES	Futures	1011.03	1011.28	1011.03	1011.03	83.0
2009-09-27 18:55:00	ES	Futures	1011.03	1011.28	1011.03	1011.28	34.0
2009-09-27 19:00:00	ES	Futures	1011.28	1011.28	1010.55	1010.79	282.0
2009-09-27 19:05:00	ES	Futures	1010.55	1010.79	1008.37	1008.85	1806.0
2009-09-27 19:10:00	ES	Futures	1008.85	1009.58	1007.88	1009.1	929.0
2009-09-27 19:15:00	ES	Futures	1009.1	1009.1	1008.37	1008.37	312.0
2009-09-27 19:20:00	ES	Futures	1008.61	1008.85	1007.64	1008.37	682.0
2009-09-27 19:25:00	ES	Futures	1008.13	1008.37	1007.64	1008.37	238.0
2009-09-27 19:30:00	ES	Futures	1008.37	1008.37	1007.4	1008.13	219.0
2009-09-27 19:35:00	ES	Futures	1008.13	1008.13	1006.19	1006.67	1002.0
2009-09-27 19:40:00	ES	Futures	1006.43	1007.16	1006.19	1007.16	582.0
2009-09-27 19:45:00	ES	Futures	1006.92	1007.88	1006.92	1007.88	591.0
2009-09-27 19:50:00	ES	Futures	1007.88	1007.88	1007.16	1007.16	592.0
2009-09-27 19:55:00	ES	Futures	1006.92	1007.4	1006.92	1007.16	125.0
2009-09-27 20:00:00	ES	Futures	1006.92	1008.61	1006.92	1008.13	1092.0
2009-09-27 20:05:00	ES	Futures	1008.37	1008.37	1007.4	1007.4	399.0
2009-09-27 20:10:00	ES	Futures	1007.4	1007.4	1005.7	1007.16	3126.0
2009-09-27 20:15:00	ES	Futures	1007.16	1007.16	1006.43	1006.67	367.0
2009-09-27 20:20:00	ES	Futures	1006.67	1007.64	1006.67	1007.64	662.0
2009-09-27 20:25:00	ES	Futures	1007.64	1008.13	1007.4	1007.64	650.0
2009-09-27 20:30:00	ES	Futures	1007.4	1007.88	1007.4	1007.4	359.0
2009-09-27 20:35:00	ES	Futures	1007.4	1007.4	1006.19	1006.43	660.0
2009-09-27 20:40:00	ES	Futures	1006.43	1006.92	1005.95	1006.19	1866.0
2009-09-27 20:45:00	ES	Futures	1006.19	1007.4	1005.22	1006.43	4773.0
2009-09-27 20:50:00	ES	Futures	1006.43	1006.92	1006.43	1006.67	365.0
2009-09-27 20:55:00	ES	Futures	1006.43	1006.43	1005.7	1006.19	564.0
2009-09-27 21:00:00	ES	Futures	1006.19	1007.16	1006.19	1006.92	701.0
2009-09-27 21:05:00	ES	Futures	1006.92	1006.92	1006.19	1006.43	253.0
2009-09-27 21:10:00	ES	Futures	1006.43	1006.43	1005.95	1006.19	589.0
2009-09-27 21:15:00	ES	Futures	1005.95	1006.19	1005.22	1005.22	966.0
2009-09-27 21:20:00	ES	Futures	1005.22	1005.7	1004.98	1004.98	1239.0
2009-09-27 21:25:00	ES	Futures	1005.22	1005.46	1004.25	1004.49	2229.0
2009-09-27 21:30:00	ES	Futures	1004.25	1005.22	1004.01	1004.74	551.0
2009-09-27 21:35:00	ES	Futures	1004.74	1005.22	1004.25	1004.74	1206.0
2009-09-27 21:40:00	ES	Futures	1004.74	1004.98	1004.49	1004.49	257.0
2009-09-27 21:45:00	ES	Futures	1004.74	1004.74	1004.49	1004.74	332.0
2009-09-27 21:50:00	ES	Futures	1004.74	1004.74	1004.01	1004.25	820.0
2009-09-27 21:55:00	ES	Futures	1004.25	1005.22	1003.52	1005.22	2350.0
2009-09-27 22:00:00	ES	Futures	1005.22	1005.46	1004.98	1005.46	580.0
2009-09-27 22:05:00	ES	Futures	1005.46	1005.7	1005.22	1005.22	567.0

> showing 50 of 1,897 rows — these rows as CSV

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