PREVIEW / futures_5min / 2011-05-19

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-05-19.parquet
  size:    219 KB
  rows:    12,932

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
2011-05-19 00:00:00	ES	Futures	1330.59	1330.84	1330.35	1330.59	105.0
2011-05-19 00:05:00	ES	Futures	1330.59	1331.09	1330.35	1330.59	163.0
2011-05-19 00:10:00	ES	Futures	1330.35	1330.84	1330.35	1330.59	305.0
2011-05-19 00:15:00	ES	Futures	1330.59	1330.84	1330.35	1330.59	135.0
2011-05-19 00:20:00	ES	Futures	1330.84	1331.09	1330.59	1331.09	147.0
2011-05-19 00:25:00	ES	Futures	1331.09	1331.09	1330.59	1330.84	126.0
2011-05-19 00:30:00	ES	Futures	1330.59	1330.84	1330.59	1330.59	401.0
2011-05-19 00:35:00	ES	Futures	1330.35	1330.84	1330.35	1330.59	381.0
2011-05-19 00:40:00	ES	Futures	1330.59	1330.59	1330.1	1330.59	568.0
2011-05-19 00:45:00	ES	Futures	1330.35	1330.59	1329.85	1330.1	610.0
2011-05-19 00:50:00	ES	Futures	1330.1	1330.35	1329.85	1330.1	288.0
2011-05-19 00:55:00	ES	Futures	1330.1	1330.35	1330.1	1330.35	198.0
2011-05-19 01:00:00	ES	Futures	1330.35	1330.35	1329.85	1330.1	233.0
2011-05-19 01:05:00	ES	Futures	1329.85	1330.1	1329.85	1329.85	411.0
2011-05-19 01:10:00	ES	Futures	1329.85	1330.1	1329.6	1329.85	132.0
2011-05-19 01:15:00	ES	Futures	1329.6	1329.85	1329.35	1329.6	788.0
2011-05-19 01:20:00	ES	Futures	1329.6	1329.85	1329.35	1329.6	172.0
2011-05-19 01:25:00	ES	Futures	1329.6	1329.85	1329.1	1329.35	847.0
2011-05-19 01:30:00	ES	Futures	1329.35	1329.6	1329.1	1329.6	218.0
2011-05-19 01:35:00	ES	Futures	1329.35	1329.35	1328.61	1328.85	1262.0
2011-05-19 01:40:00	ES	Futures	1329.1	1329.1	1328.11	1328.36	2663.0
2011-05-19 01:45:00	ES	Futures	1328.36	1328.61	1328.36	1328.36	286.0
2011-05-19 01:50:00	ES	Futures	1328.61	1329.35	1328.61	1329.1	768.0
2011-05-19 01:55:00	ES	Futures	1329.1	1329.85	1328.85	1329.35	636.0
2011-05-19 02:00:00	ES	Futures	1329.35	1329.85	1328.61	1328.85	1801.0
2011-05-19 02:05:00	ES	Futures	1328.85	1328.85	1328.36	1328.61	1220.0
2011-05-19 02:10:00	ES	Futures	1328.61	1329.1	1328.36	1328.85	900.0
2011-05-19 02:15:00	ES	Futures	1328.85	1329.35	1328.85	1329.35	586.0
2011-05-19 02:20:00	ES	Futures	1329.35	1329.6	1329.1	1329.35	491.0
2011-05-19 02:25:00	ES	Futures	1329.35	1330.35	1329.35	1329.85	1112.0
2011-05-19 02:30:00	ES	Futures	1329.85	1330.59	1329.85	1330.1	918.0
2011-05-19 02:35:00	ES	Futures	1330.1	1330.84	1330.1	1330.59	342.0
2011-05-19 02:40:00	ES	Futures	1330.84	1331.09	1330.35	1330.84	693.0
2011-05-19 02:45:00	ES	Futures	1330.59	1331.09	1330.59	1330.84	533.0
2011-05-19 02:50:00	ES	Futures	1331.09	1331.09	1330.35	1330.59	414.0
2011-05-19 02:55:00	ES	Futures	1330.59	1331.09	1330.59	1331.09	523.0
2011-05-19 03:00:00	ES	Futures	1331.09	1331.59	1331.09	1331.34	3177.0
2011-05-19 03:05:00	ES	Futures	1331.59	1331.84	1330.59	1330.84	3009.0
2011-05-19 03:10:00	ES	Futures	1331.09	1331.09	1330.35	1330.59	945.0
2011-05-19 03:15:00	ES	Futures	1330.59	1330.59	1330.1	1330.35	1282.0
2011-05-19 03:20:00	ES	Futures	1330.35	1331.09	1330.35	1330.84	1622.0
2011-05-19 03:25:00	ES	Futures	1330.84	1331.09	1329.85	1330.1	1492.0
2011-05-19 03:30:00	ES	Futures	1330.1	1330.1	1329.1	1329.35	2887.0
2011-05-19 03:35:00	ES	Futures	1329.6	1330.1	1327.36	1327.61	5098.0
2011-05-19 03:40:00	ES	Futures	1327.61	1328.11	1327.12	1327.36	4059.0
2011-05-19 03:45:00	ES	Futures	1327.36	1328.11	1326.37	1327.86	6169.0
2011-05-19 03:50:00	ES	Futures	1327.61	1328.61	1327.61	1328.11	1753.0
2011-05-19 03:55:00	ES	Futures	1328.11	1329.35	1328.11	1329.1	1993.0
2011-05-19 04:00:00	ES	Futures	1329.1	1329.35	1328.36	1329.1	1610.0
2011-05-19 04:05:00	ES	Futures	1329.1	1329.85	1328.85	1329.85	1890.0

> showing 50 of 12,932 rows — these rows as CSV

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