PREVIEW / futures_5min / 2011-04-12

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-04-12.parquet
  size:    237 KB
  rows:    13,562

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
2011-04-12 00:00:00	ES	Futures	1304.76	1304.76	1304.26	1304.26	421.0
2011-04-12 00:05:00	ES	Futures	1304.26	1304.51	1304.01	1304.01	203.0
2011-04-12 00:10:00	ES	Futures	1304.01	1304.51	1304.01	1304.26	122.0
2011-04-12 00:15:00	ES	Futures	1304.51	1304.51	1304.26	1304.26	473.0
2011-04-12 00:20:00	ES	Futures	1304.51	1305.01	1304.51	1304.76	667.0
2011-04-12 00:25:00	ES	Futures	1304.51	1304.51	1304.01	1304.26	358.0
2011-04-12 00:30:00	ES	Futures	1304.26	1305.01	1304.26	1304.76	643.0
2011-04-12 00:35:00	ES	Futures	1305.01	1305.01	1303.52	1304.01	1374.0
2011-04-12 00:40:00	ES	Futures	1304.01	1304.51	1304.01	1304.26	234.0
2011-04-12 00:45:00	ES	Futures	1304.26	1304.76	1303.76	1304.51	337.0
2011-04-12 00:50:00	ES	Futures	1304.76	1305.25	1304.26	1305.01	744.0
2011-04-12 00:55:00	ES	Futures	1305.01	1305.01	1304.26	1304.26	134.0
2011-04-12 01:00:00	ES	Futures	1304.26	1304.76	1304.01	1304.51	418.0
2011-04-12 01:05:00	ES	Futures	1304.76	1304.76	1303.52	1304.26	779.0
2011-04-12 01:10:00	ES	Futures	1304.26	1304.51	1303.27	1303.52	464.0
2011-04-12 01:15:00	ES	Futures	1303.52	1304.26	1303.27	1304.01	498.0
2011-04-12 01:20:00	ES	Futures	1304.01	1304.76	1303.76	1303.76	444.0
2011-04-12 01:25:00	ES	Futures	1303.76	1304.26	1303.52	1303.76	240.0
2011-04-12 01:30:00	ES	Futures	1304.01	1304.26	1303.52	1303.76	352.0
2011-04-12 01:35:00	ES	Futures	1304.01	1304.01	1302.77	1302.77	767.0
2011-04-12 01:40:00	ES	Futures	1303.02	1303.52	1302.77	1303.27	424.0
2011-04-12 01:45:00	ES	Futures	1303.52	1305.5	1303.27	1305.25	2353.0
2011-04-12 01:50:00	ES	Futures	1305.25	1305.5	1305.01	1305.5	1353.0
2011-04-12 01:55:00	ES	Futures	1305.75	1305.75	1305.01	1305.01	1161.0
2011-04-12 02:00:00	ES	Futures	1305.01	1305.25	1304.76	1304.76	954.0
2011-04-12 02:05:00	ES	Futures	1305.01	1305.25	1304.76	1305.01	1014.0
2011-04-12 02:10:00	ES	Futures	1305.25	1305.25	1304.76	1304.76	846.0
2011-04-12 02:15:00	ES	Futures	1305.01	1305.01	1304.01	1304.26	1083.0
2011-04-12 02:20:00	ES	Futures	1304.26	1305.01	1304.01	1304.76	1247.0
2011-04-12 02:25:00	ES	Futures	1304.76	1305.25	1304.51	1304.76	1005.0
2011-04-12 02:30:00	ES	Futures	1305.01	1305.75	1304.76	1305.25	2129.0
2011-04-12 02:35:00	ES	Futures	1305.25	1305.25	1304.51	1304.76	859.0
2011-04-12 02:40:00	ES	Futures	1304.76	1305.01	1304.26	1304.76	958.0
2011-04-12 02:45:00	ES	Futures	1304.76	1305.25	1304.51	1304.51	1205.0
2011-04-12 02:50:00	ES	Futures	1304.76	1305.5	1304.51	1305.25	833.0
2011-04-12 02:55:00	ES	Futures	1305.5	1305.5	1304.76	1304.76	1268.0
2011-04-12 03:00:00	ES	Futures	1305.01	1305.5	1304.01	1304.76	4477.0
2011-04-12 03:05:00	ES	Futures	1304.76	1304.76	1303.76	1304.51	2997.0
2011-04-12 03:10:00	ES	Futures	1304.76	1305.5	1304.51	1304.76	3005.0
2011-04-12 03:15:00	ES	Futures	1305.01	1306.0	1304.51	1306.0	3652.0
2011-04-12 03:20:00	ES	Futures	1306.25	1306.25	1305.5	1305.75	2758.0
2011-04-12 03:25:00	ES	Futures	1306.0	1306.25	1305.5	1306.0	1396.0
2011-04-12 03:30:00	ES	Futures	1306.0	1306.25	1305.5	1305.5	2338.0
2011-04-12 03:35:00	ES	Futures	1305.75	1306.0	1305.5	1305.75	3207.0
2011-04-12 03:40:00	ES	Futures	1306.0	1306.0	1305.5	1306.0	2409.0
2011-04-12 03:45:00	ES	Futures	1306.0	1306.25	1305.5	1305.75	3165.0
2011-04-12 03:50:00	ES	Futures	1306.0	1306.5	1305.75	1306.0	3001.0
2011-04-12 03:55:00	ES	Futures	1306.25	1306.25	1305.75	1305.75	2110.0
2011-04-12 04:00:00	ES	Futures	1306.0	1306.0	1305.25	1305.5	2377.0
2011-04-12 04:05:00	ES	Futures	1305.5	1305.75	1305.25	1305.25	1172.0

> showing 50 of 13,562 rows — these rows as CSV

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