PREVIEW / futures_5min / 2011-08-30

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-08-30.parquet
  size:    219 KB
  rows:    12,435

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
2011-08-30 00:00:00	ES	Futures	1204.38	1204.63	1204.13	1204.38	214.0
2011-08-30 00:05:00	ES	Futures	1204.38	1204.38	1203.88	1204.38	192.0
2011-08-30 00:10:00	ES	Futures	1204.38	1204.63	1204.13	1204.38	158.0
2011-08-30 00:15:00	ES	Futures	1204.38	1204.63	1203.63	1203.63	211.0
2011-08-30 00:20:00	ES	Futures	1203.88	1204.13	1203.63	1204.13	373.0
2011-08-30 00:25:00	ES	Futures	1204.13	1204.13	1203.38	1203.63	344.0
2011-08-30 00:30:00	ES	Futures	1203.63	1203.88	1203.38	1203.88	234.0
2011-08-30 00:35:00	ES	Futures	1203.88	1203.88	1203.38	1203.88	109.0
2011-08-30 00:40:00	ES	Futures	1203.88	1204.38	1203.38	1203.63	391.0
2011-08-30 00:45:00	ES	Futures	1203.63	1204.13	1203.63	1204.13	175.0
2011-08-30 00:50:00	ES	Futures	1204.13	1204.63	1204.13	1204.38	230.0
2011-08-30 00:55:00	ES	Futures	1204.38	1204.38	1204.13	1204.13	115.0
2011-08-30 01:00:00	ES	Futures	1204.13	1204.88	1203.88	1204.63	399.0
2011-08-30 01:05:00	ES	Futures	1204.63	1204.88	1204.13	1204.38	459.0
2011-08-30 01:10:00	ES	Futures	1204.13	1204.38	1203.88	1204.13	273.0
2011-08-30 01:15:00	ES	Futures	1204.13	1205.13	1204.13	1204.63	398.0
2011-08-30 01:20:00	ES	Futures	1204.63	1205.13	1204.13	1205.13	347.0
2011-08-30 01:25:00	ES	Futures	1204.88	1205.38	1204.63	1204.88	361.0
2011-08-30 01:30:00	ES	Futures	1204.88	1206.13	1204.88	1205.88	1101.0
2011-08-30 01:35:00	ES	Futures	1205.63	1206.13	1205.13	1205.13	612.0
2011-08-30 01:40:00	ES	Futures	1205.13	1205.63	1204.88	1205.38	369.0
2011-08-30 01:45:00	ES	Futures	1205.13	1205.38	1204.88	1204.88	242.0
2011-08-30 01:50:00	ES	Futures	1204.88	1205.38	1204.13	1204.38	471.0
2011-08-30 01:55:00	ES	Futures	1204.13	1205.13	1203.88	1204.38	681.0
2011-08-30 02:00:00	ES	Futures	1204.63	1204.88	1203.63	1203.88	1459.0
2011-08-30 02:05:00	ES	Futures	1204.13	1204.38	1203.63	1203.88	849.0
2011-08-30 02:10:00	ES	Futures	1204.13	1204.13	1203.63	1203.63	928.0
2011-08-30 02:15:00	ES	Futures	1203.88	1203.88	1203.13	1203.13	1066.0
2011-08-30 02:20:00	ES	Futures	1203.38	1203.63	1203.13	1203.38	994.0
2011-08-30 02:25:00	ES	Futures	1203.63	1203.88	1203.13	1203.38	936.0
2011-08-30 02:30:00	ES	Futures	1203.63	1203.63	1202.88	1202.88	1305.0
2011-08-30 02:35:00	ES	Futures	1202.63	1202.88	1202.38	1202.63	1054.0
2011-08-30 02:40:00	ES	Futures	1202.63	1202.63	1200.64	1201.39	4349.0
2011-08-30 02:45:00	ES	Futures	1201.39	1201.64	1200.89	1201.39	1456.0
2011-08-30 02:50:00	ES	Futures	1201.39	1201.89	1201.14	1201.39	1966.0
2011-08-30 02:55:00	ES	Futures	1201.39	1202.13	1201.39	1202.13	2118.0
2011-08-30 03:00:00	ES	Futures	1202.13	1202.63	1201.89	1202.38	5511.0
2011-08-30 03:05:00	ES	Futures	1202.38	1203.63	1202.13	1203.38	4647.0
2011-08-30 03:10:00	ES	Futures	1203.38	1203.38	1200.89	1201.39	4646.0
2011-08-30 03:15:00	ES	Futures	1201.64	1201.89	1200.39	1201.39	4253.0
2011-08-30 03:20:00	ES	Futures	1201.64	1201.64	1200.14	1200.64	2746.0
2011-08-30 03:25:00	ES	Futures	1200.89	1201.64	1200.39	1201.39	3836.0
2011-08-30 03:30:00	ES	Futures	1201.64	1202.63	1200.89	1201.89	3043.0
2011-08-30 03:35:00	ES	Futures	1201.89	1203.38	1201.14	1202.13	4202.0
2011-08-30 03:40:00	ES	Futures	1201.89	1203.38	1201.39	1202.13	2719.0
2011-08-30 03:45:00	ES	Futures	1202.13	1202.38	1201.14	1201.39	1443.0
2011-08-30 03:50:00	ES	Futures	1201.39	1201.64	1200.39	1200.89	2066.0
2011-08-30 03:55:00	ES	Futures	1200.89	1201.14	1199.64	1199.89	3796.0
2011-08-30 04:00:00	ES	Futures	1199.89	1201.39	1199.64	1200.89	2050.0
2011-08-30 04:05:00	ES	Futures	1201.14	1201.64	1200.39	1201.14	1142.0

> showing 50 of 12,435 rows — these rows as CSV

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