PREVIEW / futures_5min / 2011-08-23

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-23.parquet
  size:    231 KB
  rows:    12,547

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
2011-08-23 00:00:00	ES	Futures	1128.56	1129.31	1127.56	1128.06	682.0
2011-08-23 00:05:00	ES	Futures	1128.06	1128.56	1127.81	1128.06	294.0
2011-08-23 00:10:00	ES	Futures	1128.31	1129.06	1127.81	1128.06	657.0
2011-08-23 00:15:00	ES	Futures	1128.06	1129.06	1127.81	1129.06	265.0
2011-08-23 00:20:00	ES	Futures	1128.81	1129.31	1127.81	1129.06	361.0
2011-08-23 00:25:00	ES	Futures	1129.06	1129.31	1127.56	1127.81	400.0
2011-08-23 00:30:00	ES	Futures	1127.81	1128.06	1126.56	1127.81	476.0
2011-08-23 00:35:00	ES	Futures	1127.56	1128.06	1127.31	1127.81	154.0
2011-08-23 00:40:00	ES	Futures	1127.81	1128.31	1127.81	1128.06	66.0
2011-08-23 00:45:00	ES	Futures	1128.31	1131.3	1128.31	1130.56	2178.0
2011-08-23 00:50:00	ES	Futures	1130.56	1131.05	1129.81	1129.81	999.0
2011-08-23 00:55:00	ES	Futures	1130.06	1131.3	1129.56	1130.56	670.0
2011-08-23 01:00:00	ES	Futures	1130.56	1130.8	1130.31	1130.56	550.0
2011-08-23 01:05:00	ES	Futures	1130.31	1130.8	1130.06	1130.8	285.0
2011-08-23 01:10:00	ES	Futures	1130.8	1132.05	1130.8	1131.8	1118.0
2011-08-23 01:15:00	ES	Futures	1131.8	1131.8	1131.05	1131.55	372.0
2011-08-23 01:20:00	ES	Futures	1131.8	1131.8	1130.56	1131.3	821.0
2011-08-23 01:25:00	ES	Futures	1131.3	1131.3	1130.31	1130.31	320.0
2011-08-23 01:30:00	ES	Futures	1130.31	1130.8	1129.81	1130.56	443.0
2011-08-23 01:35:00	ES	Futures	1130.8	1131.8	1130.56	1131.55	842.0
2011-08-23 01:40:00	ES	Futures	1131.55	1131.8	1131.3	1131.55	515.0
2011-08-23 01:45:00	ES	Futures	1131.3	1131.8	1131.3	1131.55	257.0
2011-08-23 01:50:00	ES	Futures	1131.8	1131.8	1130.56	1130.8	853.0
2011-08-23 01:55:00	ES	Futures	1130.8	1131.3	1130.56	1131.3	458.0
2011-08-23 02:00:00	ES	Futures	1131.05	1132.05	1130.8	1131.05	2352.0
2011-08-23 02:05:00	ES	Futures	1131.05	1131.55	1130.56	1131.3	1680.0
2011-08-23 02:10:00	ES	Futures	1131.3	1133.55	1130.8	1133.3	4976.0
2011-08-23 02:15:00	ES	Futures	1133.05	1133.3	1132.55	1132.8	2015.0
2011-08-23 02:20:00	ES	Futures	1132.8	1135.04	1132.8	1134.8	4412.0
2011-08-23 02:25:00	ES	Futures	1134.55	1135.04	1134.05	1134.05	1236.0
2011-08-23 02:30:00	ES	Futures	1134.3	1134.8	1133.55	1134.8	922.0
2011-08-23 02:35:00	ES	Futures	1134.8	1136.29	1134.3	1134.55	3735.0
2011-08-23 02:40:00	ES	Futures	1134.3	1134.8	1132.05	1132.05	3284.0
2011-08-23 02:45:00	ES	Futures	1132.3	1133.3	1132.05	1132.8	1307.0
2011-08-23 02:50:00	ES	Futures	1133.05	1136.54	1132.8	1135.29	5784.0
2011-08-23 02:55:00	ES	Futures	1135.29	1136.79	1134.55	1136.04	3287.0
2011-08-23 03:00:00	ES	Futures	1136.29	1136.54	1134.8	1135.29	4723.0
2011-08-23 03:05:00	ES	Futures	1135.54	1138.04	1135.04	1137.04	6887.0
2011-08-23 03:10:00	ES	Futures	1137.04	1137.54	1136.29	1137.29	3467.0
2011-08-23 03:15:00	ES	Futures	1137.04	1141.28	1137.04	1141.03	11224.0
2011-08-23 03:20:00	ES	Futures	1140.78	1141.03	1139.28	1139.53	6361.0
2011-08-23 03:25:00	ES	Futures	1139.53	1140.78	1139.53	1140.53	5295.0
2011-08-23 03:30:00	ES	Futures	1140.53	1141.78	1140.28	1141.53	6395.0
2011-08-23 03:35:00	ES	Futures	1141.28	1141.53	1139.04	1139.28	3924.0
2011-08-23 03:40:00	ES	Futures	1139.28	1140.53	1139.04	1139.78	4221.0
2011-08-23 03:45:00	ES	Futures	1139.78	1141.53	1139.78	1141.53	3576.0
2011-08-23 03:50:00	ES	Futures	1141.53	1143.03	1141.53	1142.03	7485.0
2011-08-23 03:55:00	ES	Futures	1142.03	1142.53	1141.28	1141.78	3764.0
2011-08-23 04:00:00	ES	Futures	1142.03	1142.78	1141.53	1142.28	6095.0
2011-08-23 04:05:00	ES	Futures	1142.28	1143.03	1140.78	1141.28	7368.0

> showing 50 of 12,547 rows — these rows as CSV

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