PREVIEW / futures_5min / 2009-11-01

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-01.parquet
  size:    45 KB
  rows:    2,003

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
2009-11-01 18:00:00	ES	Futures	999.16	999.89	996.5	998.68	8668.0
2009-11-01 18:05:00	ES	Futures	998.68	999.89	998.44	999.65	1561.0
2009-11-01 18:10:00	ES	Futures	999.89	1000.38	999.65	1000.13	1516.0
2009-11-01 18:15:00	ES	Futures	999.89	1000.86	999.65	1000.86	1038.0
2009-11-01 18:20:00	ES	Futures	1000.62	1001.1	999.16	999.89	1845.0
2009-11-01 18:25:00	ES	Futures	999.89	1001.1	999.89	999.89	1138.0
2009-11-01 18:30:00	ES	Futures	999.89	1000.38	999.65	1000.13	923.0
2009-11-01 18:35:00	ES	Futures	1000.13	1000.62	1000.13	1000.38	499.0
2009-11-01 18:40:00	ES	Futures	1000.38	1001.1	1000.38	1000.86	831.0
2009-11-01 18:45:00	ES	Futures	1000.86	1001.59	1000.38	1001.1	800.0
2009-11-01 18:50:00	ES	Futures	1000.86	1001.34	1000.86	1000.86	182.0
2009-11-01 18:55:00	ES	Futures	1001.1	1002.31	1000.86	1002.07	1479.0
2009-11-01 19:00:00	ES	Futures	1002.07	1002.56	1001.83	1002.31	1505.0
2009-11-01 19:05:00	ES	Futures	1002.31	1003.04	1001.34	1002.07	3208.0
2009-11-01 19:10:00	ES	Futures	1002.31	1002.8	1002.07	1002.07	1030.0
2009-11-01 19:15:00	ES	Futures	1002.07	1002.31	1001.59	1001.83	416.0
2009-11-01 19:20:00	ES	Futures	1001.83	1002.8	1001.34	1002.56	1125.0
2009-11-01 19:25:00	ES	Futures	1002.56	1002.56	1002.31	1002.56	179.0
2009-11-01 19:30:00	ES	Futures	1002.31	1002.56	1002.31	1002.56	156.0
2009-11-01 19:35:00	ES	Futures	1002.56	1002.8	1002.31	1002.56	218.0
2009-11-01 19:40:00	ES	Futures	1002.56	1003.28	1002.31	1003.04	261.0
2009-11-01 19:45:00	ES	Futures	1003.04	1003.77	1003.04	1003.77	900.0
2009-11-01 19:50:00	ES	Futures	1003.77	1005.95	1003.28	1005.46	4359.0
2009-11-01 19:55:00	ES	Futures	1005.22	1005.46	1004.25	1004.49	2354.0
2009-11-01 20:00:00	ES	Futures	1004.49	1004.49	1003.77	1004.01	637.0
2009-11-01 20:05:00	ES	Futures	1004.01	1005.22	1003.52	1004.01	2222.0
2009-11-01 20:10:00	ES	Futures	1004.01	1004.01	1003.04	1003.52	476.0
2009-11-01 20:15:00	ES	Futures	1003.28	1003.52	1003.04	1003.28	271.0
2009-11-01 20:20:00	ES	Futures	1003.28	1003.77	1003.28	1003.52	433.0
2009-11-01 20:25:00	ES	Futures	1003.52	1003.52	1003.04	1003.28	613.0
2009-11-01 20:30:00	ES	Futures	1003.04	1004.25	1003.04	1003.77	1274.0
2009-11-01 20:35:00	ES	Futures	1003.77	1004.25	1003.28	1004.25	525.0
2009-11-01 20:40:00	ES	Futures	1004.25	1004.49	1004.01	1004.01	219.0
2009-11-01 20:45:00	ES	Futures	1004.01	1004.01	1003.52	1003.77	466.0
2009-11-01 20:50:00	ES	Futures	1003.77	1004.01	1003.52	1004.01	231.0
2009-11-01 20:55:00	ES	Futures	1003.77	1004.25	1003.77	1004.01	222.0
2009-11-01 21:00:00	ES	Futures	1004.01	1004.49	1003.28	1003.77	665.0
2009-11-01 21:05:00	ES	Futures	1003.77	1003.77	1003.28	1003.52	148.0
2009-11-01 21:10:00	ES	Futures	1003.77	1003.77	1003.28	1003.52	281.0
2009-11-01 21:15:00	ES	Futures	1003.77	1004.25	1003.28	1003.77	440.0
2009-11-01 21:20:00	ES	Futures	1004.01	1004.49	1003.77	1004.49	406.0
2009-11-01 21:25:00	ES	Futures	1004.25	1005.7	1004.25	1004.98	1449.0
2009-11-01 21:30:00	ES	Futures	1004.98	1005.46	1004.49	1005.46	571.0
2009-11-01 21:35:00	ES	Futures	1005.46	1005.46	1004.74	1005.22	248.0
2009-11-01 21:40:00	ES	Futures	1005.22	1005.46	1004.74	1004.98	315.0
2009-11-01 21:45:00	ES	Futures	1004.74	1005.46	1004.74	1005.46	144.0
2009-11-01 21:50:00	ES	Futures	1005.22	1005.7	1004.98	1005.22	372.0
2009-11-01 21:55:00	ES	Futures	1005.22	1005.46	1004.74	1004.98	145.0
2009-11-01 22:00:00	ES	Futures	1004.98	1005.22	1004.74	1004.98	141.0
2009-11-01 22:05:00	ES	Futures	1004.98	1005.22	1004.74	1005.22	48.0

> showing 50 of 2,003 rows — these rows as CSV

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