PREVIEW / futures_5min / 2009-11-12

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-12.parquet
  size:    201 KB
  rows:    11,851

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
2009-11-12 00:00:00	ES	Futures	1058.27	1058.51	1058.02	1058.51	361.0
2009-11-12 00:05:00	ES	Futures	1058.51	1058.51	1057.78	1058.02	878.0
2009-11-12 00:10:00	ES	Futures	1058.02	1058.02	1057.54	1057.54	558.0
2009-11-12 00:15:00	ES	Futures	1057.3	1057.78	1057.3	1057.78	706.0
2009-11-12 00:20:00	ES	Futures	1058.02	1058.02	1057.78	1058.02	290.0
2009-11-12 00:25:00	ES	Futures	1058.02	1058.99	1058.02	1058.75	955.0
2009-11-12 00:30:00	ES	Futures	1058.75	1058.99	1058.51	1058.99	166.0
2009-11-12 00:35:00	ES	Futures	1058.99	1058.99	1058.75	1058.75	425.0
2009-11-12 00:40:00	ES	Futures	1058.75	1058.75	1058.51	1058.51	117.0
2009-11-12 00:45:00	ES	Futures	1058.51	1058.99	1058.51	1058.51	206.0
2009-11-12 00:50:00	ES	Futures	1058.51	1058.99	1058.51	1058.75	93.0
2009-11-12 00:55:00	ES	Futures	1058.99	1059.48	1058.75	1059.48	298.0
2009-11-12 01:00:00	ES	Futures	1059.24	1059.72	1058.51	1058.51	532.0
2009-11-12 01:05:00	ES	Futures	1058.51	1058.51	1058.02	1058.02	360.0
2009-11-12 01:10:00	ES	Futures	1058.02	1058.27	1058.02	1058.02	131.0
2009-11-12 01:15:00	ES	Futures	1058.02	1058.27	1057.54	1057.78	265.0
2009-11-12 01:20:00	ES	Futures	1057.78	1057.78	1057.54	1057.78	211.0
2009-11-12 01:25:00	ES	Futures	1057.54	1057.78	1057.54	1057.54	240.0
2009-11-12 01:30:00	ES	Futures	1057.78	1058.51	1057.78	1058.02	346.0
2009-11-12 01:35:00	ES	Futures	1058.02	1058.02	1058.02	1058.02	85.0
2009-11-12 01:40:00	ES	Futures	1058.02	1058.27	1058.02	1058.02	132.0
2009-11-12 01:45:00	ES	Futures	1058.27	1058.27	1058.02	1058.27	96.0
2009-11-12 01:50:00	ES	Futures	1058.27	1058.51	1057.54	1058.02	649.0
2009-11-12 01:55:00	ES	Futures	1058.02	1058.27	1058.02	1058.02	287.0
2009-11-12 02:00:00	ES	Futures	1058.27	1059.48	1058.27	1059.24	1203.0
2009-11-12 02:05:00	ES	Futures	1059.48	1059.48	1058.75	1058.75	530.0
2009-11-12 02:10:00	ES	Futures	1058.75	1058.99	1058.51	1058.99	238.0
2009-11-12 02:15:00	ES	Futures	1058.99	1059.24	1058.75	1059.24	88.0
2009-11-12 02:20:00	ES	Futures	1059.24	1059.24	1058.75	1058.99	222.0
2009-11-12 02:25:00	ES	Futures	1058.99	1059.24	1058.51	1058.75	586.0
2009-11-12 02:30:00	ES	Futures	1058.99	1058.99	1058.51	1058.75	351.0
2009-11-12 02:35:00	ES	Futures	1058.75	1058.75	1058.27	1058.51	385.0
2009-11-12 02:40:00	ES	Futures	1058.51	1058.51	1057.78	1058.02	1155.0
2009-11-12 02:45:00	ES	Futures	1058.02	1058.27	1057.3	1057.3	1160.0
2009-11-12 02:50:00	ES	Futures	1057.3	1057.78	1057.3	1057.3	618.0
2009-11-12 02:55:00	ES	Futures	1057.3	1057.78	1057.3	1057.78	756.0
2009-11-12 03:00:00	ES	Futures	1057.54	1058.51	1057.3	1058.51	3499.0
2009-11-12 03:05:00	ES	Futures	1058.51	1059.48	1058.51	1059.24	3795.0
2009-11-12 03:10:00	ES	Futures	1058.99	1059.48	1058.75	1059.24	3792.0
2009-11-12 03:15:00	ES	Futures	1059.24	1059.48	1058.75	1059.48	2108.0
2009-11-12 03:20:00	ES	Futures	1059.48	1060.45	1059.24	1059.96	3437.0
2009-11-12 03:25:00	ES	Futures	1059.96	1060.45	1059.48	1059.72	2110.0
2009-11-12 03:30:00	ES	Futures	1059.48	1059.96	1059.24	1059.24	1557.0
2009-11-12 03:35:00	ES	Futures	1059.24	1059.96	1058.99	1059.96	1774.0
2009-11-12 03:40:00	ES	Futures	1060.2	1060.2	1059.48	1059.96	2910.0
2009-11-12 03:45:00	ES	Futures	1059.96	1059.96	1058.75	1059.24	2512.0
2009-11-12 03:50:00	ES	Futures	1058.99	1059.48	1058.75	1058.75	1036.0
2009-11-12 03:55:00	ES	Futures	1058.75	1058.99	1058.27	1058.51	2142.0
2009-11-12 04:00:00	ES	Futures	1058.75	1058.99	1058.02	1058.27	2113.0
2009-11-12 04:05:00	ES	Futures	1058.27	1058.51	1057.54	1057.78	3622.0

> showing 50 of 11,851 rows — these rows as CSV

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