PREVIEW / futures_5min / 2011-08-22

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-22.parquet
  size:    222 KB
  rows:    12,319

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
2011-08-22 00:00:00	ES	Futures	1119.33	1119.33	1118.58	1119.08	292.0
2011-08-22 00:05:00	ES	Futures	1118.83	1119.83	1117.59	1119.58	810.0
2011-08-22 00:10:00	ES	Futures	1119.58	1120.08	1118.33	1119.33	435.0
2011-08-22 00:15:00	ES	Futures	1119.08	1119.83	1118.58	1118.58	225.0
2011-08-22 00:20:00	ES	Futures	1118.33	1119.08	1117.84	1119.08	289.0
2011-08-22 00:25:00	ES	Futures	1119.08	1120.08	1118.83	1119.58	278.0
2011-08-22 00:30:00	ES	Futures	1119.58	1120.08	1119.58	1120.08	79.0
2011-08-22 00:35:00	ES	Futures	1119.83	1120.08	1118.83	1120.08	221.0
2011-08-22 00:40:00	ES	Futures	1120.33	1120.33	1119.33	1119.33	223.0
2011-08-22 00:45:00	ES	Futures	1119.33	1119.83	1118.83	1119.83	490.0
2011-08-22 00:50:00	ES	Futures	1119.83	1120.08	1118.83	1119.08	194.0
2011-08-22 00:55:00	ES	Futures	1119.08	1119.33	1117.34	1117.34	640.0
2011-08-22 01:00:00	ES	Futures	1117.59	1117.84	1116.34	1116.59	540.0
2011-08-22 01:05:00	ES	Futures	1116.59	1118.58	1116.59	1118.09	865.0
2011-08-22 01:10:00	ES	Futures	1117.84	1118.58	1117.34	1117.59	391.0
2011-08-22 01:15:00	ES	Futures	1117.59	1118.09	1116.34	1117.84	702.0
2011-08-22 01:20:00	ES	Futures	1117.84	1118.83	1117.34	1117.84	506.0
2011-08-22 01:25:00	ES	Futures	1117.84	1117.84	1116.59	1116.84	590.0
2011-08-22 01:30:00	ES	Futures	1116.84	1118.09	1116.09	1117.34	1286.0
2011-08-22 01:35:00	ES	Futures	1117.34	1118.33	1117.09	1118.33	362.0
2011-08-22 01:40:00	ES	Futures	1118.33	1118.58	1116.84	1117.09	510.0
2011-08-22 01:45:00	ES	Futures	1117.34	1117.59	1116.34	1116.59	504.0
2011-08-22 01:50:00	ES	Futures	1116.59	1117.34	1116.34	1117.09	667.0
2011-08-22 01:55:00	ES	Futures	1117.34	1118.58	1117.34	1117.84	632.0
2011-08-22 02:00:00	ES	Futures	1117.84	1120.33	1117.59	1120.33	2525.0
2011-08-22 02:05:00	ES	Futures	1120.33	1121.08	1118.58	1118.58	2037.0
2011-08-22 02:10:00	ES	Futures	1118.58	1120.33	1118.33	1120.33	1110.0
2011-08-22 02:15:00	ES	Futures	1120.33	1120.83	1119.33	1119.58	1059.0
2011-08-22 02:20:00	ES	Futures	1119.58	1121.08	1119.58	1119.83	1500.0
2011-08-22 02:25:00	ES	Futures	1119.83	1119.83	1118.33	1118.58	2698.0
2011-08-22 02:30:00	ES	Futures	1118.58	1118.58	1117.09	1117.84	1137.0
2011-08-22 02:35:00	ES	Futures	1117.84	1118.33	1116.84	1117.09	1241.0
2011-08-22 02:40:00	ES	Futures	1117.09	1118.09	1117.09	1117.34	1152.0
2011-08-22 02:45:00	ES	Futures	1117.59	1117.59	1112.85	1113.6	5735.0
2011-08-22 02:50:00	ES	Futures	1113.6	1115.59	1113.6	1115.09	2376.0
2011-08-22 02:55:00	ES	Futures	1114.84	1115.84	1114.84	1115.84	1117.0
2011-08-22 03:00:00	ES	Futures	1115.84	1120.58	1115.84	1119.83	8677.0
2011-08-22 03:05:00	ES	Futures	1119.83	1123.57	1119.83	1120.33	9588.0
2011-08-22 03:10:00	ES	Futures	1120.33	1125.32	1119.08	1124.07	9001.0
2011-08-22 03:15:00	ES	Futures	1124.07	1126.07	1123.32	1123.82	10014.0
2011-08-22 03:20:00	ES	Futures	1123.82	1125.07	1122.57	1124.32	7873.0
2011-08-22 03:25:00	ES	Futures	1124.57	1125.57	1122.57	1123.57	9130.0
2011-08-22 03:30:00	ES	Futures	1123.32	1124.57	1122.57	1124.32	5116.0
2011-08-22 03:35:00	ES	Futures	1124.32	1126.56	1124.07	1125.57	6743.0
2011-08-22 03:40:00	ES	Futures	1125.82	1129.31	1125.57	1128.31	8885.0
2011-08-22 03:45:00	ES	Futures	1128.06	1129.06	1126.81	1128.81	6022.0
2011-08-22 03:50:00	ES	Futures	1128.81	1132.8	1128.56	1131.8	10468.0
2011-08-22 03:55:00	ES	Futures	1131.55	1132.3	1130.56	1132.3	3880.0
2011-08-22 04:00:00	ES	Futures	1132.55	1132.55	1129.56	1130.06	6091.0
2011-08-22 04:05:00	ES	Futures	1129.81	1130.8	1128.56	1130.31	4894.0

> showing 50 of 12,319 rows — these rows as CSV

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