PREVIEW / futures_5min / 2011-12-29

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-29.parquet
  size:    207 KB
  rows:    12,476

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
2011-12-29 00:00:00	ES	Futures	1259.44	1259.44	1258.93	1259.18	156.0
2011-12-29 00:05:00	ES	Futures	1258.93	1259.44	1258.93	1259.44	98.0
2011-12-29 00:10:00	ES	Futures	1259.44	1259.44	1259.18	1259.18	96.0
2011-12-29 00:15:00	ES	Futures	1259.18	1259.18	1258.93	1258.93	73.0
2011-12-29 00:20:00	ES	Futures	1258.93	1259.18	1258.68	1258.93	77.0
2011-12-29 00:25:00	ES	Futures	1258.93	1259.44	1258.93	1259.44	163.0
2011-12-29 00:30:00	ES	Futures	1259.18	1259.44	1258.93	1259.18	151.0
2011-12-29 00:35:00	ES	Futures	1259.44	1259.94	1259.18	1259.69	278.0
2011-12-29 00:40:00	ES	Futures	1259.69	1260.7	1259.69	1259.94	836.0
2011-12-29 00:45:00	ES	Futures	1259.94	1260.19	1259.94	1259.94	116.0
2011-12-29 00:50:00	ES	Futures	1259.94	1259.94	1259.69	1259.69	107.0
2011-12-29 00:55:00	ES	Futures	1259.94	1259.94	1259.18	1259.44	175.0
2011-12-29 01:00:00	ES	Futures	1259.18	1259.18	1258.68	1258.93	394.0
2011-12-29 01:05:00	ES	Futures	1258.93	1259.44	1258.93	1259.18	78.0
2011-12-29 01:10:00	ES	Futures	1259.18	1259.44	1258.68	1258.68	306.0
2011-12-29 01:15:00	ES	Futures	1258.68	1258.93	1258.68	1258.68	112.0
2011-12-29 01:20:00	ES	Futures	1258.93	1258.93	1258.68	1258.93	130.0
2011-12-29 01:25:00	ES	Futures	1258.93	1259.69	1258.93	1259.18	396.0
2011-12-29 01:30:00	ES	Futures	1259.18	1259.44	1259.18	1259.18	147.0
2011-12-29 01:35:00	ES	Futures	1259.18	1259.18	1258.68	1258.93	271.0
2011-12-29 01:40:00	ES	Futures	1258.93	1258.93	1258.68	1258.93	95.0
2011-12-29 01:45:00	ES	Futures	1258.93	1258.93	1258.43	1258.43	344.0
2011-12-29 01:50:00	ES	Futures	1258.43	1258.93	1258.43	1258.43	169.0
2011-12-29 01:55:00	ES	Futures	1258.43	1258.68	1258.43	1258.68	278.0
2011-12-29 02:00:00	ES	Futures	1258.68	1259.69	1258.68	1259.44	675.0
2011-12-29 02:05:00	ES	Futures	1259.44	1260.7	1259.44	1260.19	410.0
2011-12-29 02:10:00	ES	Futures	1259.94	1260.7	1259.94	1259.94	564.0
2011-12-29 02:15:00	ES	Futures	1259.94	1260.19	1259.69	1259.94	210.0
2011-12-29 02:20:00	ES	Futures	1260.19	1260.19	1259.18	1259.18	310.0
2011-12-29 02:25:00	ES	Futures	1259.44	1259.94	1259.18	1259.69	403.0
2011-12-29 02:30:00	ES	Futures	1259.94	1259.94	1259.18	1259.44	267.0
2011-12-29 02:35:00	ES	Futures	1259.18	1259.69	1259.18	1259.69	79.0
2011-12-29 02:40:00	ES	Futures	1259.44	1259.44	1259.18	1259.18	200.0
2011-12-29 02:45:00	ES	Futures	1259.44	1259.94	1259.18	1259.69	157.0
2011-12-29 02:50:00	ES	Futures	1259.69	1260.19	1259.69	1259.94	328.0
2011-12-29 02:55:00	ES	Futures	1259.69	1259.94	1259.18	1259.18	516.0
2011-12-29 03:00:00	ES	Futures	1259.44	1259.94	1258.43	1259.18	1552.0
2011-12-29 03:05:00	ES	Futures	1258.93	1260.19	1258.43	1259.44	2708.0
2011-12-29 03:10:00	ES	Futures	1259.44	1260.44	1258.43	1258.68	1357.0
2011-12-29 03:15:00	ES	Futures	1258.68	1259.44	1258.18	1258.43	971.0
2011-12-29 03:20:00	ES	Futures	1258.18	1259.44	1257.67	1258.68	1141.0
2011-12-29 03:25:00	ES	Futures	1258.43	1258.68	1257.92	1257.92	1038.0
2011-12-29 03:30:00	ES	Futures	1257.92	1258.18	1255.66	1255.66	2975.0
2011-12-29 03:35:00	ES	Futures	1255.66	1256.41	1255.4	1255.66	1571.0
2011-12-29 03:40:00	ES	Futures	1255.66	1256.66	1255.66	1256.41	957.0
2011-12-29 03:45:00	ES	Futures	1256.41	1256.66	1255.66	1256.66	1227.0
2011-12-29 03:50:00	ES	Futures	1256.41	1256.41	1255.66	1256.41	787.0
2011-12-29 03:55:00	ES	Futures	1256.41	1256.92	1256.16	1256.16	837.0
2011-12-29 04:00:00	ES	Futures	1256.41	1256.66	1255.4	1255.91	1165.0
2011-12-29 04:05:00	ES	Futures	1255.91	1256.16	1255.15	1255.4	889.0

> showing 50 of 12,476 rows — these rows as CSV

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