PREVIEW / futures_5min / 2011-11-07

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-07.parquet
  size:    242 KB
  rows:    13,246

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
2011-11-07 00:00:00	ES	Futures	1253.54	1253.54	1252.79	1253.54	146.0
2011-11-07 00:05:00	ES	Futures	1253.54	1253.54	1253.29	1253.54	91.0
2011-11-07 00:10:00	ES	Futures	1253.29	1253.79	1253.29	1253.54	129.0
2011-11-07 00:15:00	ES	Futures	1253.79	1253.79	1252.79	1253.04	227.0
2011-11-07 00:20:00	ES	Futures	1253.04	1253.54	1253.04	1253.29	447.0
2011-11-07 00:25:00	ES	Futures	1253.29	1253.79	1253.04	1253.29	414.0
2011-11-07 00:30:00	ES	Futures	1253.29	1253.29	1251.78	1252.29	472.0
2011-11-07 00:35:00	ES	Futures	1252.29	1252.54	1251.03	1252.29	429.0
2011-11-07 00:40:00	ES	Futures	1252.29	1252.54	1251.78	1252.54	110.0
2011-11-07 00:45:00	ES	Futures	1252.29	1252.29	1251.28	1252.29	178.0
2011-11-07 00:50:00	ES	Futures	1252.29	1252.54	1252.03	1252.29	63.0
2011-11-07 00:55:00	ES	Futures	1252.29	1253.54	1252.03	1253.54	326.0
2011-11-07 01:00:00	ES	Futures	1253.54	1254.29	1252.29	1252.29	683.0
2011-11-07 01:05:00	ES	Futures	1252.29	1252.79	1251.53	1252.29	363.0
2011-11-07 01:10:00	ES	Futures	1252.03	1253.04	1252.03	1252.79	227.0
2011-11-07 01:15:00	ES	Futures	1252.79	1252.79	1252.29	1252.79	180.0
2011-11-07 01:20:00	ES	Futures	1252.79	1253.29	1252.54	1252.54	79.0
2011-11-07 01:25:00	ES	Futures	1252.79	1253.04	1252.54	1252.79	75.0
2011-11-07 01:30:00	ES	Futures	1253.04	1253.79	1252.79	1253.29	224.0
2011-11-07 01:35:00	ES	Futures	1253.54	1253.54	1252.54	1252.79	113.0
2011-11-07 01:40:00	ES	Futures	1252.79	1252.79	1252.54	1252.79	115.0
2011-11-07 01:45:00	ES	Futures	1252.54	1252.79	1252.29	1252.29	80.0
2011-11-07 01:50:00	ES	Futures	1252.03	1252.03	1251.03	1252.03	469.0
2011-11-07 01:55:00	ES	Futures	1251.78	1252.03	1251.53	1251.78	123.0
2011-11-07 02:00:00	ES	Futures	1251.78	1252.29	1250.53	1251.03	770.0
2011-11-07 02:05:00	ES	Futures	1250.78	1250.78	1248.78	1249.28	2238.0
2011-11-07 02:10:00	ES	Futures	1249.28	1249.53	1248.78	1248.78	919.0
2011-11-07 02:15:00	ES	Futures	1248.78	1250.28	1248.78	1249.78	615.0
2011-11-07 02:20:00	ES	Futures	1249.78	1249.78	1247.77	1248.02	1992.0
2011-11-07 02:25:00	ES	Futures	1248.02	1248.52	1247.02	1247.27	1774.0
2011-11-07 02:30:00	ES	Futures	1247.02	1247.27	1246.52	1246.77	1970.0
2011-11-07 02:35:00	ES	Futures	1247.02	1247.77	1246.52	1246.52	1408.0
2011-11-07 02:40:00	ES	Futures	1246.52	1246.77	1245.52	1245.77	2402.0
2011-11-07 02:45:00	ES	Futures	1245.77	1246.02	1245.26	1245.26	694.0
2011-11-07 02:50:00	ES	Futures	1245.26	1245.52	1243.01	1243.01	2847.0
2011-11-07 02:55:00	ES	Futures	1243.01	1243.26	1241.25	1243.01	4719.0
2011-11-07 03:00:00	ES	Futures	1243.01	1244.51	1242.26	1243.01	5540.0
2011-11-07 03:05:00	ES	Futures	1243.01	1246.02	1242.51	1245.01	5384.0
2011-11-07 03:10:00	ES	Futures	1245.01	1245.26	1240.5	1241.25	7438.0
2011-11-07 03:15:00	ES	Futures	1241.25	1242.51	1239.75	1239.75	6628.0
2011-11-07 03:20:00	ES	Futures	1239.75	1240.25	1237.24	1238.49	10956.0
2011-11-07 03:25:00	ES	Futures	1238.74	1240.5	1238.49	1238.74	7253.0
2011-11-07 03:30:00	ES	Futures	1238.74	1239.75	1238.24	1238.24	4146.0
2011-11-07 03:35:00	ES	Futures	1238.24	1240.5	1238.24	1240.0	3593.0
2011-11-07 03:40:00	ES	Futures	1240.0	1240.75	1239.25	1240.75	2637.0
2011-11-07 03:45:00	ES	Futures	1240.75	1240.75	1237.99	1239.25	4522.0
2011-11-07 03:50:00	ES	Futures	1239.5	1240.0	1236.99	1237.49	4491.0
2011-11-07 03:55:00	ES	Futures	1237.74	1237.74	1235.74	1237.24	6705.0
2011-11-07 04:00:00	ES	Futures	1237.24	1238.74	1236.74	1237.99	4399.0
2011-11-07 04:05:00	ES	Futures	1237.99	1238.74	1236.99	1237.24	1839.0

> showing 50 of 13,246 rows — these rows as CSV

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