PREVIEW / futures_5min / 2011-09-21

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-09-21.parquet
  size:    257 KB
  rows:    13,285

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
2011-09-21 00:00:00	ES	Futures	1205.39	1205.64	1205.14	1205.39	232.0
2011-09-21 00:05:00	ES	Futures	1205.14	1205.64	1205.14	1205.64	595.0
2011-09-21 00:10:00	ES	Futures	1205.64	1206.15	1205.14	1205.39	1172.0
2011-09-21 00:15:00	ES	Futures	1205.14	1205.9	1205.14	1205.39	300.0
2011-09-21 00:20:00	ES	Futures	1205.64	1205.9	1205.14	1205.64	135.0
2011-09-21 00:25:00	ES	Futures	1205.64	1205.64	1204.64	1205.14	343.0
2011-09-21 00:30:00	ES	Futures	1205.14	1206.15	1205.14	1205.64	499.0
2011-09-21 00:35:00	ES	Futures	1205.39	1205.9	1205.39	1205.64	143.0
2011-09-21 00:40:00	ES	Futures	1205.9	1206.65	1205.14	1205.39	958.0
2011-09-21 00:45:00	ES	Futures	1205.64	1206.4	1205.64	1205.9	333.0
2011-09-21 00:50:00	ES	Futures	1206.15	1206.15	1205.14	1205.14	383.0
2011-09-21 00:55:00	ES	Futures	1204.89	1205.9	1204.89	1205.39	129.0
2011-09-21 01:00:00	ES	Futures	1205.64	1205.64	1204.89	1204.89	314.0
2011-09-21 01:05:00	ES	Futures	1204.64	1204.89	1204.39	1204.39	196.0
2011-09-21 01:10:00	ES	Futures	1204.39	1204.64	1204.14	1204.64	253.0
2011-09-21 01:15:00	ES	Futures	1204.39	1204.89	1203.89	1203.89	177.0
2011-09-21 01:20:00	ES	Futures	1204.14	1204.64	1202.89	1203.14	526.0
2011-09-21 01:25:00	ES	Futures	1203.14	1204.14	1202.89	1203.89	507.0
2011-09-21 01:30:00	ES	Futures	1204.14	1204.39	1202.64	1203.64	564.0
2011-09-21 01:35:00	ES	Futures	1203.64	1204.14	1203.64	1203.89	172.0
2011-09-21 01:40:00	ES	Futures	1204.14	1204.64	1203.89	1204.14	286.0
2011-09-21 01:45:00	ES	Futures	1204.14	1204.64	1203.64	1203.89	410.0
2011-09-21 01:50:00	ES	Futures	1203.64	1204.14	1202.89	1203.14	816.0
2011-09-21 01:55:00	ES	Futures	1203.39	1203.64	1202.64	1203.39	743.0
2011-09-21 02:00:00	ES	Futures	1203.39	1204.14	1202.64	1203.64	1370.0
2011-09-21 02:05:00	ES	Futures	1203.64	1204.14	1203.39	1204.14	907.0
2011-09-21 02:10:00	ES	Futures	1203.89	1205.39	1203.89	1205.39	1185.0
2011-09-21 02:15:00	ES	Futures	1205.39	1205.9	1205.14	1205.39	929.0
2011-09-21 02:20:00	ES	Futures	1205.39	1206.4	1205.39	1206.15	923.0
2011-09-21 02:25:00	ES	Futures	1206.15	1206.15	1204.14	1205.14	1606.0
2011-09-21 02:30:00	ES	Futures	1205.14	1205.39	1203.39	1203.89	1161.0
2011-09-21 02:35:00	ES	Futures	1204.14	1205.14	1203.64	1204.39	1032.0
2011-09-21 02:40:00	ES	Futures	1204.39	1207.15	1204.39	1207.15	2698.0
2011-09-21 02:45:00	ES	Futures	1207.15	1207.4	1206.4	1207.4	2399.0
2011-09-21 02:50:00	ES	Futures	1207.15	1207.4	1206.65	1207.15	1024.0
2011-09-21 02:55:00	ES	Futures	1207.15	1207.15	1205.64	1205.9	1370.0
2011-09-21 03:00:00	ES	Futures	1205.9	1206.15	1203.89	1204.14	5141.0
2011-09-21 03:05:00	ES	Futures	1204.14	1204.14	1201.63	1202.89	6336.0
2011-09-21 03:10:00	ES	Futures	1202.89	1203.14	1201.13	1201.88	6107.0
2011-09-21 03:15:00	ES	Futures	1201.88	1203.64	1201.38	1201.38	5705.0
2011-09-21 03:20:00	ES	Futures	1201.38	1201.63	1198.12	1199.63	9068.0
2011-09-21 03:25:00	ES	Futures	1199.88	1201.63	1199.63	1201.13	5099.0
2011-09-21 03:30:00	ES	Futures	1201.13	1202.13	1199.88	1201.88	4216.0
2011-09-21 03:35:00	ES	Futures	1201.88	1203.89	1201.38	1203.64	5044.0
2011-09-21 03:40:00	ES	Futures	1203.64	1205.9	1202.89	1204.39	6071.0
2011-09-21 03:45:00	ES	Futures	1204.64	1204.64	1203.39	1204.64	3004.0
2011-09-21 03:50:00	ES	Futures	1204.64	1206.15	1203.89	1204.14	4778.0
2011-09-21 03:55:00	ES	Futures	1204.14	1204.39	1202.89	1204.14	2790.0
2011-09-21 04:00:00	ES	Futures	1204.14	1204.89	1202.89	1203.89	2139.0
2011-09-21 04:05:00	ES	Futures	1204.14	1204.14	1201.63	1202.13	3188.0

> showing 50 of 13,285 rows — these rows as CSV

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