PREVIEW / futures_5min / 2011-03-06

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-06.parquet
  size:    45 KB
  rows:    2,219

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
2011-03-06 18:00:00	ES	Futures	1306.66	1307.4	1305.67	1306.41	4923.0
2011-03-06 18:05:00	ES	Futures	1306.41	1307.9	1306.41	1307.65	2992.0
2011-03-06 18:10:00	ES	Futures	1307.65	1308.64	1307.16	1308.15	2404.0
2011-03-06 18:15:00	ES	Futures	1308.15	1309.88	1307.9	1309.38	5057.0
2011-03-06 18:20:00	ES	Futures	1309.63	1309.63	1308.89	1308.89	626.0
2011-03-06 18:25:00	ES	Futures	1309.14	1309.14	1308.64	1308.89	1016.0
2011-03-06 18:30:00	ES	Futures	1308.89	1309.88	1308.89	1309.63	1060.0
2011-03-06 18:35:00	ES	Futures	1309.63	1309.88	1309.14	1309.14	1475.0
2011-03-06 18:40:00	ES	Futures	1309.14	1309.63	1309.14	1309.38	651.0
2011-03-06 18:45:00	ES	Futures	1309.14	1309.63	1307.9	1307.9	2219.0
2011-03-06 18:50:00	ES	Futures	1307.9	1308.39	1307.4	1307.9	1191.0
2011-03-06 18:55:00	ES	Futures	1307.65	1307.9	1306.91	1307.65	2638.0
2011-03-06 19:00:00	ES	Futures	1307.65	1307.65	1307.4	1307.4	821.0
2011-03-06 19:05:00	ES	Futures	1307.4	1307.4	1305.43	1305.92	2596.0
2011-03-06 19:10:00	ES	Futures	1305.67	1307.16	1305.43	1307.16	1698.0
2011-03-06 19:15:00	ES	Futures	1307.16	1307.4	1306.91	1306.91	454.0
2011-03-06 19:20:00	ES	Futures	1306.91	1307.16	1306.41	1307.16	480.0
2011-03-06 19:25:00	ES	Futures	1307.16	1307.16	1306.41	1306.41	651.0
2011-03-06 19:30:00	ES	Futures	1306.41	1307.9	1306.41	1307.9	911.0
2011-03-06 19:35:00	ES	Futures	1307.65	1308.15	1307.4	1308.15	741.0
2011-03-06 19:40:00	ES	Futures	1307.9	1308.15	1307.16	1307.16	656.0
2011-03-06 19:45:00	ES	Futures	1307.16	1307.4	1305.67	1306.17	786.0
2011-03-06 19:50:00	ES	Futures	1306.17	1306.17	1305.67	1305.67	406.0
2011-03-06 19:55:00	ES	Futures	1305.92	1305.92	1304.93	1305.18	1112.0
2011-03-06 20:00:00	ES	Futures	1305.18	1305.18	1303.94	1303.94	1589.0
2011-03-06 20:05:00	ES	Futures	1303.94	1304.68	1303.69	1303.69	906.0
2011-03-06 20:10:00	ES	Futures	1303.69	1303.94	1302.7	1303.2	1916.0
2011-03-06 20:15:00	ES	Futures	1303.2	1304.19	1302.46	1303.94	989.0
2011-03-06 20:20:00	ES	Futures	1303.94	1303.94	1302.46	1302.46	803.0
2011-03-06 20:25:00	ES	Futures	1302.7	1303.2	1302.46	1302.7	607.0
2011-03-06 20:30:00	ES	Futures	1302.95	1302.95	1301.71	1302.7	2621.0
2011-03-06 20:35:00	ES	Futures	1302.7	1303.69	1302.46	1303.45	1013.0
2011-03-06 20:40:00	ES	Futures	1303.2	1303.69	1303.2	1303.2	570.0
2011-03-06 20:45:00	ES	Futures	1303.2	1304.68	1302.95	1304.19	1563.0
2011-03-06 20:50:00	ES	Futures	1304.19	1304.68	1303.94	1304.19	687.0
2011-03-06 20:55:00	ES	Futures	1304.44	1304.44	1302.7	1302.95	946.0
2011-03-06 21:00:00	ES	Futures	1303.2	1304.19	1302.95	1304.19	368.0
2011-03-06 21:05:00	ES	Futures	1304.19	1304.44	1303.45	1303.45	292.0
2011-03-06 21:10:00	ES	Futures	1303.45	1304.19	1302.95	1303.94	592.0
2011-03-06 21:15:00	ES	Futures	1303.69	1304.44	1303.45	1303.94	227.0
2011-03-06 21:20:00	ES	Futures	1303.94	1304.19	1303.2	1303.2	161.0
2011-03-06 21:25:00	ES	Futures	1303.45	1303.69	1302.7	1302.95	361.0
2011-03-06 21:30:00	ES	Futures	1302.7	1303.2	1302.21	1302.95	823.0
2011-03-06 21:35:00	ES	Futures	1302.95	1302.95	1302.46	1302.7	177.0
2011-03-06 21:40:00	ES	Futures	1302.46	1302.95	1302.46	1302.7	176.0
2011-03-06 21:45:00	ES	Futures	1302.7	1302.95	1302.21	1302.7	1012.0
2011-03-06 21:50:00	ES	Futures	1302.46	1303.2	1302.46	1302.46	645.0
2011-03-06 21:55:00	ES	Futures	1302.7	1302.95	1301.22	1301.47	2424.0
2011-03-06 22:00:00	ES	Futures	1301.22	1301.96	1300.72	1300.97	1780.0
2011-03-06 22:05:00	ES	Futures	1301.22	1301.96	1300.97	1301.22	1550.0

> showing 50 of 2,219 rows — these rows as CSV

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