PREVIEW / futures_5min / 2009-11-27

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-11-27.parquet
  size:    184 KB
  rows:    8,842

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
2009-11-27 00:00:00	ES	Futures	1044.94	1045.19	1041.55	1042.52	6518.0
2009-11-27 00:05:00	ES	Futures	1042.52	1044.7	1042.52	1043.49	2065.0
2009-11-27 00:10:00	ES	Futures	1043.73	1043.73	1042.04	1042.28	1642.0
2009-11-27 00:15:00	ES	Futures	1042.28	1044.46	1042.04	1044.22	1711.0
2009-11-27 00:20:00	ES	Futures	1044.46	1045.43	1042.76	1043.73	1698.0
2009-11-27 00:25:00	ES	Futures	1043.73	1044.94	1043.01	1044.7	843.0
2009-11-27 00:30:00	ES	Futures	1044.7	1045.19	1043.25	1043.25	504.0
2009-11-27 00:35:00	ES	Futures	1043.25	1043.98	1042.28	1042.76	742.0
2009-11-27 00:40:00	ES	Futures	1042.52	1043.49	1042.04	1042.28	1088.0
2009-11-27 00:45:00	ES	Futures	1042.28	1042.52	1038.4	1041.31	3470.0
2009-11-27 00:50:00	ES	Futures	1041.55	1041.8	1040.34	1041.55	1299.0
2009-11-27 00:55:00	ES	Futures	1041.55	1042.28	1041.31	1042.28	611.0
2009-11-27 01:00:00	ES	Futures	1042.04	1042.76	1042.04	1042.28	672.0
2009-11-27 01:05:00	ES	Futures	1042.28	1042.28	1041.07	1041.31	574.0
2009-11-27 01:10:00	ES	Futures	1041.31	1042.52	1041.07	1042.04	727.0
2009-11-27 01:15:00	ES	Futures	1041.8	1042.04	1040.58	1040.83	380.0
2009-11-27 01:20:00	ES	Futures	1040.83	1040.83	1040.34	1040.58	366.0
2009-11-27 01:25:00	ES	Futures	1040.58	1041.31	1040.34	1041.07	191.0
2009-11-27 01:30:00	ES	Futures	1041.07	1041.55	1040.58	1041.31	814.0
2009-11-27 01:35:00	ES	Futures	1041.55	1042.04	1040.1	1040.58	950.0
2009-11-27 01:40:00	ES	Futures	1040.58	1041.8	1040.58	1041.55	386.0
2009-11-27 01:45:00	ES	Futures	1041.8	1043.01	1041.55	1042.76	870.0
2009-11-27 01:50:00	ES	Futures	1043.01	1043.01	1042.04	1042.28	598.0
2009-11-27 01:55:00	ES	Futures	1042.28	1042.52	1041.07	1041.07	672.0
2009-11-27 02:00:00	ES	Futures	1041.31	1041.55	1038.4	1039.62	4697.0
2009-11-27 02:05:00	ES	Futures	1039.86	1039.86	1038.89	1038.89	1532.0
2009-11-27 02:10:00	ES	Futures	1038.89	1039.62	1038.4	1039.37	1503.0
2009-11-27 02:15:00	ES	Futures	1039.37	1039.62	1037.68	1038.4	2262.0
2009-11-27 02:20:00	ES	Futures	1038.16	1038.65	1035.26	1036.47	7304.0
2009-11-27 02:25:00	ES	Futures	1036.71	1037.44	1036.22	1037.19	5468.0
2009-11-27 02:30:00	ES	Futures	1036.95	1037.68	1036.22	1036.22	1998.0
2009-11-27 02:35:00	ES	Futures	1036.22	1036.22	1033.8	1034.04	3851.0
2009-11-27 02:40:00	ES	Futures	1034.53	1034.77	1033.8	1034.53	1891.0
2009-11-27 02:45:00	ES	Futures	1034.53	1035.98	1033.8	1035.98	2721.0
2009-11-27 02:50:00	ES	Futures	1035.98	1036.47	1035.5	1036.22	4575.0
2009-11-27 02:55:00	ES	Futures	1036.22	1036.47	1034.77	1035.26	2936.0
2009-11-27 03:00:00	ES	Futures	1035.26	1036.22	1034.53	1036.22	7411.0
2009-11-27 03:05:00	ES	Futures	1036.22	1039.37	1035.98	1037.44	7874.0
2009-11-27 03:10:00	ES	Futures	1037.19	1041.31	1036.71	1039.86	8850.0
2009-11-27 03:15:00	ES	Futures	1040.1	1041.07	1038.89	1040.1	4726.0
2009-11-27 03:20:00	ES	Futures	1040.1	1040.34	1037.68	1039.62	3786.0
2009-11-27 03:25:00	ES	Futures	1039.62	1041.31	1039.62	1040.58	5627.0
2009-11-27 03:30:00	ES	Futures	1040.34	1043.25	1040.1	1043.01	7142.0
2009-11-27 03:35:00	ES	Futures	1043.01	1043.49	1042.28	1042.76	6415.0
2009-11-27 03:40:00	ES	Futures	1043.01	1044.46	1042.76	1043.49	4242.0
2009-11-27 03:45:00	ES	Futures	1043.49	1044.7	1043.25	1043.98	3932.0
2009-11-27 03:50:00	ES	Futures	1043.98	1044.46	1042.76	1043.01	4252.0
2009-11-27 03:55:00	ES	Futures	1043.01	1043.25	1042.52	1043.01	2454.0
2009-11-27 04:00:00	ES	Futures	1043.01	1043.98	1042.76	1043.25	2013.0
2009-11-27 04:05:00	ES	Futures	1043.25	1043.25	1041.55	1041.8	2615.0

> showing 50 of 8,842 rows — these rows as CSV

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