PREVIEW / futures_5min / 2011-07-24

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-07-24.parquet
  size:    46 KB
  rows:    2,235

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
2011-07-24 18:00:00	ES	Futures	1326.84	1326.84	1318.86	1323.6	23867.0
2011-07-24 18:05:00	ES	Futures	1323.84	1326.84	1323.1	1325.34	5105.0
2011-07-24 18:10:00	ES	Futures	1325.34	1327.09	1324.84	1325.84	4216.0
2011-07-24 18:15:00	ES	Futures	1325.84	1326.34	1325.09	1325.59	1410.0
2011-07-24 18:20:00	ES	Futures	1325.59	1325.84	1324.84	1325.34	1412.0
2011-07-24 18:25:00	ES	Futures	1325.34	1325.59	1324.09	1325.59	2900.0
2011-07-24 18:30:00	ES	Futures	1325.59	1327.34	1325.34	1326.84	2439.0
2011-07-24 18:35:00	ES	Futures	1327.09	1327.59	1325.59	1326.34	2781.0
2011-07-24 18:40:00	ES	Futures	1326.34	1326.59	1325.34	1325.84	754.0
2011-07-24 18:45:00	ES	Futures	1325.59	1325.84	1325.09	1325.09	612.0
2011-07-24 18:50:00	ES	Futures	1325.09	1326.34	1325.09	1326.09	556.0
2011-07-24 18:55:00	ES	Futures	1326.34	1326.59	1325.84	1326.09	467.0
2011-07-24 19:00:00	ES	Futures	1326.09	1326.34	1325.59	1325.84	264.0
2011-07-24 19:05:00	ES	Futures	1325.84	1326.84	1325.59	1326.59	661.0
2011-07-24 19:10:00	ES	Futures	1326.34	1327.09	1326.09	1327.09	1021.0
2011-07-24 19:15:00	ES	Futures	1327.09	1327.34	1326.84	1326.84	396.0
2011-07-24 19:20:00	ES	Futures	1326.84	1327.09	1326.09	1326.34	170.0
2011-07-24 19:25:00	ES	Futures	1326.34	1326.59	1326.09	1326.34	404.0
2011-07-24 19:30:00	ES	Futures	1326.59	1326.59	1326.09	1326.34	153.0
2011-07-24 19:35:00	ES	Futures	1326.34	1327.84	1326.09	1327.84	1109.0
2011-07-24 19:40:00	ES	Futures	1327.59	1327.84	1326.84	1327.59	593.0
2011-07-24 19:45:00	ES	Futures	1327.59	1327.59	1326.84	1326.84	746.0
2011-07-24 19:50:00	ES	Futures	1326.84	1327.09	1326.84	1327.09	897.0
2011-07-24 19:55:00	ES	Futures	1327.09	1327.34	1326.84	1327.34	180.0
2011-07-24 20:00:00	ES	Futures	1327.34	1327.34	1326.34	1326.84	1874.0
2011-07-24 20:05:00	ES	Futures	1326.59	1327.34	1326.34	1327.34	862.0
2011-07-24 20:10:00	ES	Futures	1327.34	1327.59	1326.09	1326.09	949.0
2011-07-24 20:15:00	ES	Futures	1326.34	1327.09	1325.84	1326.09	988.0
2011-07-24 20:20:00	ES	Futures	1326.09	1326.34	1325.34	1325.34	1918.0
2011-07-24 20:25:00	ES	Futures	1325.59	1326.09	1325.34	1325.59	956.0
2011-07-24 20:30:00	ES	Futures	1325.59	1326.09	1325.09	1325.59	1344.0
2011-07-24 20:35:00	ES	Futures	1325.59	1325.59	1324.59	1324.84	2289.0
2011-07-24 20:40:00	ES	Futures	1324.84	1326.09	1324.84	1325.59	1017.0
2011-07-24 20:45:00	ES	Futures	1325.59	1325.84	1325.09	1325.59	263.0
2011-07-24 20:50:00	ES	Futures	1325.59	1325.59	1325.09	1325.59	698.0
2011-07-24 20:55:00	ES	Futures	1325.59	1326.34	1325.09	1325.34	920.0
2011-07-24 21:00:00	ES	Futures	1325.34	1326.59	1325.34	1326.59	576.0
2011-07-24 21:05:00	ES	Futures	1326.34	1326.84	1326.34	1326.84	526.0
2011-07-24 21:10:00	ES	Futures	1326.84	1326.84	1326.09	1326.59	417.0
2011-07-24 21:15:00	ES	Futures	1326.59	1326.84	1326.09	1326.84	368.0
2011-07-24 21:20:00	ES	Futures	1326.84	1327.09	1326.34	1326.34	293.0
2011-07-24 21:25:00	ES	Futures	1326.59	1326.84	1326.59	1326.84	220.0
2011-07-24 21:30:00	ES	Futures	1326.84	1327.09	1326.09	1326.84	459.0
2011-07-24 21:35:00	ES	Futures	1326.84	1326.84	1326.09	1326.09	239.0
2011-07-24 21:40:00	ES	Futures	1326.34	1326.34	1325.59	1325.59	582.0
2011-07-24 21:45:00	ES	Futures	1325.59	1325.84	1324.59	1325.34	1146.0
2011-07-24 21:50:00	ES	Futures	1325.34	1325.59	1325.09	1325.59	254.0
2011-07-24 21:55:00	ES	Futures	1325.59	1325.59	1325.09	1325.59	377.0
2011-07-24 22:00:00	ES	Futures	1325.59	1325.59	1325.34	1325.59	122.0
2011-07-24 22:05:00	ES	Futures	1325.59	1326.09	1325.59	1326.09	289.0

> showing 50 of 2,235 rows — these rows as CSV

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