PREVIEW / futures_5min / 2011-11-10

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-11-10.parquet
  size:    249 KB
  rows:    13,644

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
2011-11-10 00:00:00	ES	Futures	1229.47	1229.97	1229.22	1229.97	334.0
2011-11-10 00:05:00	ES	Futures	1229.97	1230.22	1229.47	1229.97	298.0
2011-11-10 00:10:00	ES	Futures	1229.97	1230.22	1229.72	1229.97	302.0
2011-11-10 00:15:00	ES	Futures	1230.22	1232.23	1229.97	1231.97	1778.0
2011-11-10 00:20:00	ES	Futures	1231.97	1233.48	1231.72	1232.73	1813.0
2011-11-10 00:25:00	ES	Futures	1232.98	1233.73	1232.73	1233.23	1366.0
2011-11-10 00:30:00	ES	Futures	1232.98	1233.23	1231.97	1231.97	669.0
2011-11-10 00:35:00	ES	Futures	1231.97	1232.23	1231.72	1231.97	264.0
2011-11-10 00:40:00	ES	Futures	1231.97	1232.48	1230.97	1231.22	349.0
2011-11-10 00:45:00	ES	Futures	1231.47	1231.47	1230.72	1230.97	462.0
2011-11-10 00:50:00	ES	Futures	1230.97	1232.23	1230.97	1231.22	333.0
2011-11-10 00:55:00	ES	Futures	1231.22	1231.47	1230.97	1231.47	141.0
2011-11-10 01:00:00	ES	Futures	1231.22	1231.22	1230.22	1230.47	448.0
2011-11-10 01:05:00	ES	Futures	1230.47	1230.72	1228.97	1229.47	421.0
2011-11-10 01:10:00	ES	Futures	1229.47	1229.97	1228.71	1228.97	484.0
2011-11-10 01:15:00	ES	Futures	1229.22	1229.22	1227.96	1227.96	590.0
2011-11-10 01:20:00	ES	Futures	1227.96	1228.21	1227.21	1227.96	965.0
2011-11-10 01:25:00	ES	Futures	1227.96	1228.71	1227.71	1228.71	443.0
2011-11-10 01:30:00	ES	Futures	1228.46	1228.71	1225.71	1225.96	1648.0
2011-11-10 01:35:00	ES	Futures	1225.96	1226.46	1225.45	1226.21	590.0
2011-11-10 01:40:00	ES	Futures	1226.21	1227.21	1225.71	1226.96	1271.0
2011-11-10 01:45:00	ES	Futures	1226.96	1226.96	1224.7	1224.7	1133.0
2011-11-10 01:50:00	ES	Futures	1224.95	1225.45	1224.2	1225.45	954.0
2011-11-10 01:55:00	ES	Futures	1225.45	1225.71	1224.45	1224.45	867.0
2011-11-10 02:00:00	ES	Futures	1224.7	1225.2	1224.2	1224.95	1584.0
2011-11-10 02:05:00	ES	Futures	1224.95	1225.2	1223.95	1224.2	1483.0
2011-11-10 02:10:00	ES	Futures	1224.2	1224.2	1221.94	1222.45	4154.0
2011-11-10 02:15:00	ES	Futures	1222.19	1223.7	1222.19	1222.7	2457.0
2011-11-10 02:20:00	ES	Futures	1222.7	1223.95	1222.45	1223.7	2466.0
2011-11-10 02:25:00	ES	Futures	1223.7	1226.71	1223.7	1226.46	4147.0
2011-11-10 02:30:00	ES	Futures	1226.46	1227.71	1225.71	1225.96	2445.0
2011-11-10 02:35:00	ES	Futures	1225.96	1228.21	1225.71	1227.21	1602.0
2011-11-10 02:40:00	ES	Futures	1227.21	1227.71	1226.96	1226.96	1578.0
2011-11-10 02:45:00	ES	Futures	1226.96	1227.21	1225.96	1226.46	1314.0
2011-11-10 02:50:00	ES	Futures	1226.46	1226.46	1224.2	1224.2	1908.0
2011-11-10 02:55:00	ES	Futures	1224.2	1224.45	1223.2	1223.2	1929.0
2011-11-10 03:00:00	ES	Futures	1223.2	1228.21	1222.95	1227.96	7528.0
2011-11-10 03:05:00	ES	Futures	1227.96	1229.72	1227.71	1228.71	7397.0
2011-11-10 03:10:00	ES	Futures	1228.97	1231.22	1228.21	1230.72	4985.0
2011-11-10 03:15:00	ES	Futures	1230.97	1232.23	1229.97	1231.72	8603.0
2011-11-10 03:20:00	ES	Futures	1231.97	1233.98	1231.72	1233.23	4990.0
2011-11-10 03:25:00	ES	Futures	1233.23	1233.98	1231.97	1232.48	5853.0
2011-11-10 03:30:00	ES	Futures	1232.48	1232.48	1229.97	1230.72	3714.0
2011-11-10 03:35:00	ES	Futures	1230.72	1232.48	1229.47	1232.23	3745.0
2011-11-10 03:40:00	ES	Futures	1232.48	1235.99	1232.23	1235.74	7201.0
2011-11-10 03:45:00	ES	Futures	1235.74	1236.24	1233.98	1236.24	5747.0
2011-11-10 03:50:00	ES	Futures	1236.24	1237.24	1235.48	1235.99	5548.0
2011-11-10 03:55:00	ES	Futures	1236.24	1237.74	1235.99	1236.24	4778.0
2011-11-10 04:00:00	ES	Futures	1236.49	1236.74	1234.48	1235.48	4361.0
2011-11-10 04:05:00	ES	Futures	1235.23	1237.74	1235.23	1236.49	5123.0

> showing 50 of 13,644 rows — these rows as CSV

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