PREVIEW / futures_5min / 2011-05-15

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-15.parquet
  size:    47 KB
  rows:    2,279

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
2011-05-15 18:00:00	ES	Futures	1323.64	1323.64	1320.41	1320.66	5276.0
2011-05-15 18:05:00	ES	Futures	1320.91	1321.9	1320.16	1321.4	1623.0
2011-05-15 18:10:00	ES	Futures	1321.4	1322.4	1321.4	1322.15	1795.0
2011-05-15 18:15:00	ES	Futures	1322.15	1322.15	1320.91	1321.9	993.0
2011-05-15 18:20:00	ES	Futures	1322.15	1322.4	1321.15	1321.15	712.0
2011-05-15 18:25:00	ES	Futures	1321.15	1321.9	1321.15	1321.15	618.0
2011-05-15 18:30:00	ES	Futures	1321.15	1321.9	1321.15	1321.4	274.0
2011-05-15 18:35:00	ES	Futures	1321.65	1321.65	1320.91	1321.15	308.0
2011-05-15 18:40:00	ES	Futures	1321.15	1321.15	1320.41	1320.91	480.0
2011-05-15 18:45:00	ES	Futures	1321.15	1322.4	1321.15	1321.9	916.0
2011-05-15 18:50:00	ES	Futures	1321.9	1322.15	1321.4	1321.4	211.0
2011-05-15 18:55:00	ES	Futures	1321.4	1321.65	1320.66	1321.65	664.0
2011-05-15 19:00:00	ES	Futures	1321.65	1321.9	1321.4	1321.9	121.0
2011-05-15 19:05:00	ES	Futures	1321.65	1322.15	1321.65	1321.65	224.0
2011-05-15 19:10:00	ES	Futures	1321.65	1322.15	1321.65	1322.15	105.0
2011-05-15 19:15:00	ES	Futures	1322.15	1323.39	1322.15	1322.89	736.0
2011-05-15 19:20:00	ES	Futures	1323.14	1323.14	1321.65	1322.4	637.0
2011-05-15 19:25:00	ES	Futures	1322.64	1322.64	1322.4	1322.4	125.0
2011-05-15 19:30:00	ES	Futures	1322.64	1322.89	1322.15	1322.4	419.0
2011-05-15 19:35:00	ES	Futures	1322.4	1322.4	1320.66	1320.91	1356.0
2011-05-15 19:40:00	ES	Futures	1320.91	1321.4	1320.66	1321.4	457.0
2011-05-15 19:45:00	ES	Futures	1321.15	1321.4	1320.91	1321.15	528.0
2011-05-15 19:50:00	ES	Futures	1320.91	1321.15	1318.42	1318.67	4932.0
2011-05-15 19:55:00	ES	Futures	1318.67	1319.66	1318.42	1319.41	1888.0
2011-05-15 20:00:00	ES	Futures	1319.41	1320.41	1319.17	1320.41	1777.0
2011-05-15 20:05:00	ES	Futures	1320.66	1320.66	1319.41	1319.66	1566.0
2011-05-15 20:10:00	ES	Futures	1319.66	1320.66	1319.41	1320.41	642.0
2011-05-15 20:15:00	ES	Futures	1320.41	1320.66	1319.66	1320.41	724.0
2011-05-15 20:20:00	ES	Futures	1320.16	1320.41	1320.16	1320.41	257.0
2011-05-15 20:25:00	ES	Futures	1320.41	1321.15	1320.41	1321.15	1250.0
2011-05-15 20:30:00	ES	Futures	1321.15	1321.15	1320.66	1320.66	374.0
2011-05-15 20:35:00	ES	Futures	1320.66	1321.15	1320.66	1320.91	517.0
2011-05-15 20:40:00	ES	Futures	1320.66	1320.91	1320.41	1320.41	63.0
2011-05-15 20:45:00	ES	Futures	1320.66	1321.15	1320.66	1320.91	426.0
2011-05-15 20:50:00	ES	Futures	1321.15	1321.4	1320.41	1320.41	557.0
2011-05-15 20:55:00	ES	Futures	1320.41	1321.15	1318.92	1319.17	1712.0
2011-05-15 21:00:00	ES	Futures	1318.92	1319.91	1318.92	1319.91	870.0
2011-05-15 21:05:00	ES	Futures	1319.66	1319.66	1319.17	1319.41	935.0
2011-05-15 21:10:00	ES	Futures	1319.17	1319.91	1318.92	1319.66	2006.0
2011-05-15 21:15:00	ES	Futures	1319.66	1319.91	1318.92	1319.17	801.0
2011-05-15 21:20:00	ES	Futures	1319.17	1319.66	1318.92	1319.17	903.0
2011-05-15 21:25:00	ES	Futures	1319.41	1319.66	1318.92	1319.17	632.0
2011-05-15 21:30:00	ES	Futures	1319.17	1319.91	1318.92	1319.91	639.0
2011-05-15 21:35:00	ES	Futures	1319.91	1320.41	1318.92	1320.16	1264.0
2011-05-15 21:40:00	ES	Futures	1320.16	1320.66	1319.91	1320.41	505.0
2011-05-15 21:45:00	ES	Futures	1320.66	1321.15	1320.16	1320.66	587.0
2011-05-15 21:50:00	ES	Futures	1320.91	1321.65	1320.91	1321.15	735.0
2011-05-15 21:55:00	ES	Futures	1321.4	1321.65	1320.66	1320.91	646.0
2011-05-15 22:00:00	ES	Futures	1320.91	1321.4	1320.41	1321.4	394.0
2011-05-15 22:05:00	ES	Futures	1321.4	1321.4	1320.91	1321.15	128.0

> showing 50 of 2,279 rows — these rows as CSV

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