PREVIEW / futures_5min / 2011-06-20

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-06-20.parquet
  size:    219 KB
  rows:    12,785

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
2011-06-20 00:00:00	ES	Futures	1258.25	1259.0	1258.25	1259.0	227.0
2011-06-20 00:05:00	ES	Futures	1259.0	1259.0	1258.75	1258.75	106.0
2011-06-20 00:10:00	ES	Futures	1258.75	1259.0	1258.75	1258.75	103.0
2011-06-20 00:15:00	ES	Futures	1258.5	1258.75	1258.25	1258.5	253.0
2011-06-20 00:20:00	ES	Futures	1258.25	1258.75	1258.25	1258.25	84.0
2011-06-20 00:25:00	ES	Futures	1258.25	1258.75	1258.25	1258.75	114.0
2011-06-20 00:30:00	ES	Futures	1258.75	1258.75	1258.25	1258.25	250.0
2011-06-20 00:35:00	ES	Futures	1258.25	1258.5	1258.0	1258.25	139.0
2011-06-20 00:40:00	ES	Futures	1258.25	1258.25	1256.01	1256.75	3292.0
2011-06-20 00:45:00	ES	Futures	1256.51	1257.0	1256.26	1257.0	805.0
2011-06-20 00:50:00	ES	Futures	1257.0	1257.5	1257.0	1257.5	388.0
2011-06-20 00:55:00	ES	Futures	1257.5	1257.5	1257.0	1257.0	186.0
2011-06-20 01:00:00	ES	Futures	1257.25	1257.5	1257.0	1257.0	294.0
2011-06-20 01:05:00	ES	Futures	1257.0	1257.25	1256.75	1257.25	85.0
2011-06-20 01:10:00	ES	Futures	1257.25	1257.5	1257.0	1257.25	599.0
2011-06-20 01:15:00	ES	Futures	1257.25	1257.75	1257.0	1257.75	130.0
2011-06-20 01:20:00	ES	Futures	1257.75	1257.75	1257.0	1257.25	653.0
2011-06-20 01:25:00	ES	Futures	1257.25	1257.25	1256.01	1256.75	962.0
2011-06-20 01:30:00	ES	Futures	1256.75	1256.75	1255.51	1255.76	862.0
2011-06-20 01:35:00	ES	Futures	1255.76	1256.01	1255.01	1255.76	2162.0
2011-06-20 01:40:00	ES	Futures	1256.01	1256.26	1255.76	1256.01	528.0
2011-06-20 01:45:00	ES	Futures	1255.76	1256.51	1255.76	1256.51	335.0
2011-06-20 01:50:00	ES	Futures	1256.51	1256.51	1256.01	1256.26	390.0
2011-06-20 01:55:00	ES	Futures	1256.26	1256.51	1255.26	1255.51	764.0
2011-06-20 02:00:00	ES	Futures	1255.51	1255.76	1253.26	1254.26	6990.0
2011-06-20 02:05:00	ES	Futures	1254.01	1254.01	1253.51	1254.01	1256.0
2011-06-20 02:10:00	ES	Futures	1254.01	1254.51	1253.51	1254.51	1203.0
2011-06-20 02:15:00	ES	Futures	1254.51	1254.51	1254.01	1254.51	814.0
2011-06-20 02:20:00	ES	Futures	1254.51	1254.76	1254.01	1254.76	1252.0
2011-06-20 02:25:00	ES	Futures	1255.01	1255.26	1254.76	1255.26	1584.0
2011-06-20 02:30:00	ES	Futures	1255.01	1255.51	1254.76	1254.76	773.0
2011-06-20 02:35:00	ES	Futures	1254.76	1254.76	1254.01	1254.26	1956.0
2011-06-20 02:40:00	ES	Futures	1254.26	1254.26	1253.26	1253.26	2441.0
2011-06-20 02:45:00	ES	Futures	1253.51	1254.76	1253.26	1254.51	1771.0
2011-06-20 02:50:00	ES	Futures	1254.51	1255.01	1254.51	1254.51	384.0
2011-06-20 02:55:00	ES	Futures	1254.51	1255.51	1254.26	1255.26	2329.0
2011-06-20 03:00:00	ES	Futures	1255.01	1255.01	1253.76	1254.26	5794.0
2011-06-20 03:05:00	ES	Futures	1254.26	1254.51	1253.26	1253.51	3946.0
2011-06-20 03:10:00	ES	Futures	1253.51	1254.01	1253.26	1253.76	3917.0
2011-06-20 03:15:00	ES	Futures	1253.76	1255.01	1253.76	1254.51	2835.0
2011-06-20 03:20:00	ES	Futures	1254.51	1256.26	1254.26	1255.76	4620.0
2011-06-20 03:25:00	ES	Futures	1255.51	1255.76	1254.76	1255.01	2838.0
2011-06-20 03:30:00	ES	Futures	1254.76	1255.51	1254.26	1255.26	3032.0
2011-06-20 03:35:00	ES	Futures	1255.01	1256.51	1255.01	1256.26	1708.0
2011-06-20 03:40:00	ES	Futures	1256.01	1256.26	1254.76	1254.76	2188.0
2011-06-20 03:45:00	ES	Futures	1254.76	1255.01	1254.01	1254.51	3121.0
2011-06-20 03:50:00	ES	Futures	1254.51	1254.51	1253.51	1253.76	3228.0
2011-06-20 03:55:00	ES	Futures	1253.76	1255.01	1253.76	1254.51	1794.0
2011-06-20 04:00:00	ES	Futures	1254.51	1255.26	1253.76	1255.01	2249.0
2011-06-20 04:05:00	ES	Futures	1254.76	1255.76	1254.76	1255.76	1584.0

> showing 50 of 12,785 rows — these rows as CSV

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