PREVIEW / futures_5min / 2011-03-27

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-03-27.parquet
  size:    45 KB
  rows:    2,286

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
2011-03-27 18:00:00	ES	Futures	1301.03	1303.52	1301.03	1302.77	5662.0
2011-03-27 18:05:00	ES	Futures	1302.77	1304.26	1302.77	1303.52	1339.0
2011-03-27 18:10:00	ES	Futures	1303.27	1303.76	1303.27	1303.52	344.0
2011-03-27 18:15:00	ES	Futures	1303.52	1303.76	1303.27	1303.76	448.0
2011-03-27 18:20:00	ES	Futures	1303.76	1303.76	1302.52	1303.27	871.0
2011-03-27 18:25:00	ES	Futures	1303.27	1303.27	1302.52	1302.77	362.0
2011-03-27 18:30:00	ES	Futures	1303.02	1303.27	1302.77	1303.02	387.0
2011-03-27 18:35:00	ES	Futures	1303.02	1303.02	1302.27	1302.27	519.0
2011-03-27 18:40:00	ES	Futures	1302.52	1302.77	1300.04	1300.04	2097.0
2011-03-27 18:45:00	ES	Futures	1300.04	1301.28	1300.04	1300.53	1407.0
2011-03-27 18:50:00	ES	Futures	1300.53	1301.03	1300.04	1300.29	942.0
2011-03-27 18:55:00	ES	Futures	1300.53	1300.78	1300.29	1300.53	286.0
2011-03-27 19:00:00	ES	Futures	1300.53	1300.53	1299.04	1299.79	1776.0
2011-03-27 19:05:00	ES	Futures	1300.04	1301.03	1300.04	1300.78	592.0
2011-03-27 19:10:00	ES	Futures	1300.53	1301.28	1300.53	1301.03	361.0
2011-03-27 19:15:00	ES	Futures	1301.28	1301.78	1301.28	1301.53	386.0
2011-03-27 19:20:00	ES	Futures	1301.53	1302.27	1301.28	1302.02	848.0
2011-03-27 19:25:00	ES	Futures	1302.02	1302.77	1301.78	1302.77	321.0
2011-03-27 19:30:00	ES	Futures	1302.77	1303.27	1302.52	1302.77	1147.0
2011-03-27 19:35:00	ES	Futures	1302.77	1302.77	1301.53	1302.02	717.0
2011-03-27 19:40:00	ES	Futures	1302.52	1303.27	1302.27	1303.02	602.0
2011-03-27 19:45:00	ES	Futures	1303.02	1303.27	1302.77	1302.77	378.0
2011-03-27 19:50:00	ES	Futures	1302.77	1303.27	1302.77	1302.77	134.0
2011-03-27 19:55:00	ES	Futures	1302.77	1303.27	1302.52	1302.77	349.0
2011-03-27 20:00:00	ES	Futures	1303.02	1303.27	1302.52	1303.02	517.0
2011-03-27 20:05:00	ES	Futures	1302.77	1303.02	1302.27	1302.52	307.0
2011-03-27 20:10:00	ES	Futures	1302.77	1303.27	1302.27	1303.27	391.0
2011-03-27 20:15:00	ES	Futures	1303.27	1303.52	1303.02	1303.27	385.0
2011-03-27 20:20:00	ES	Futures	1303.27	1303.52	1303.02	1303.27	89.0
2011-03-27 20:25:00	ES	Futures	1303.27	1303.52	1303.02	1303.52	131.0
2011-03-27 20:30:00	ES	Futures	1303.27	1303.27	1302.27	1302.77	489.0
2011-03-27 20:35:00	ES	Futures	1302.77	1303.02	1302.52	1303.02	297.0
2011-03-27 20:40:00	ES	Futures	1302.77	1303.02	1302.77	1302.77	86.0
2011-03-27 20:45:00	ES	Futures	1302.77	1303.27	1302.52	1303.02	683.0
2011-03-27 20:50:00	ES	Futures	1303.02	1303.27	1302.77	1303.27	401.0
2011-03-27 20:55:00	ES	Futures	1303.27	1303.76	1303.27	1303.52	1187.0
2011-03-27 21:00:00	ES	Futures	1303.52	1303.76	1303.02	1303.27	675.0
2011-03-27 21:05:00	ES	Futures	1303.27	1303.27	1303.02	1303.27	56.0
2011-03-27 21:10:00	ES	Futures	1303.27	1303.52	1303.02	1303.02	199.0
2011-03-27 21:15:00	ES	Futures	1303.02	1303.27	1302.77	1303.02	231.0
2011-03-27 21:20:00	ES	Futures	1302.77	1303.27	1302.77	1303.27	100.0
2011-03-27 21:25:00	ES	Futures	1303.02	1304.26	1303.02	1303.76	1079.0
2011-03-27 21:30:00	ES	Futures	1303.76	1304.01	1303.52	1303.76	192.0
2011-03-27 21:35:00	ES	Futures	1304.01	1304.26	1303.76	1304.01	310.0
2011-03-27 21:40:00	ES	Futures	1304.01	1304.76	1304.01	1304.26	531.0
2011-03-27 21:45:00	ES	Futures	1304.26	1305.01	1304.26	1304.76	523.0
2011-03-27 21:50:00	ES	Futures	1304.51	1304.76	1304.26	1304.26	214.0
2011-03-27 21:55:00	ES	Futures	1304.26	1304.51	1304.26	1304.51	114.0
2011-03-27 22:00:00	ES	Futures	1304.51	1304.76	1303.76	1303.76	279.0
2011-03-27 22:05:00	ES	Futures	1303.76	1304.01	1303.52	1303.76	75.0

> showing 50 of 2,286 rows — these rows as CSV

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