PREVIEW / futures_5min / 2012-01-17

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-01-17.parquet
  size:    209 KB
  rows:    13,287

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
2012-01-17 00:00:00	ES	Futures	1306.56	1306.81	1306.31	1306.56	470.0
2012-01-17 00:05:00	ES	Futures	1306.56	1307.06	1306.56	1307.06	624.0
2012-01-17 00:10:00	ES	Futures	1307.06	1307.06	1306.81	1306.81	137.0
2012-01-17 00:15:00	ES	Futures	1306.81	1307.06	1306.56	1306.81	223.0
2012-01-17 00:20:00	ES	Futures	1306.81	1307.31	1306.81	1307.31	784.0
2012-01-17 00:25:00	ES	Futures	1307.31	1307.31	1307.06	1307.31	213.0
2012-01-17 00:30:00	ES	Futures	1307.31	1308.07	1307.06	1307.82	905.0
2012-01-17 00:35:00	ES	Futures	1307.57	1308.07	1307.31	1308.07	308.0
2012-01-17 00:40:00	ES	Futures	1308.07	1308.07	1307.57	1307.82	290.0
2012-01-17 00:45:00	ES	Futures	1307.82	1307.82	1307.57	1307.57	128.0
2012-01-17 00:50:00	ES	Futures	1307.57	1307.82	1307.57	1307.57	135.0
2012-01-17 00:55:00	ES	Futures	1307.57	1308.32	1307.57	1308.07	601.0
2012-01-17 01:00:00	ES	Futures	1307.82	1308.32	1307.82	1308.07	1418.0
2012-01-17 01:05:00	ES	Futures	1308.07	1308.32	1307.82	1308.07	570.0
2012-01-17 01:10:00	ES	Futures	1308.07	1309.33	1308.07	1308.83	2540.0
2012-01-17 01:15:00	ES	Futures	1308.83	1309.58	1308.83	1309.33	1620.0
2012-01-17 01:20:00	ES	Futures	1309.08	1309.33	1309.08	1309.08	423.0
2012-01-17 01:25:00	ES	Futures	1308.83	1309.08	1308.57	1308.57	339.0
2012-01-17 01:30:00	ES	Futures	1308.32	1308.57	1308.32	1308.32	377.0
2012-01-17 01:35:00	ES	Futures	1308.32	1308.57	1308.32	1308.57	274.0
2012-01-17 01:40:00	ES	Futures	1308.83	1308.83	1308.57	1308.83	278.0
2012-01-17 01:45:00	ES	Futures	1308.83	1309.08	1308.57	1308.57	417.0
2012-01-17 01:50:00	ES	Futures	1308.83	1308.83	1308.07	1308.57	1318.0
2012-01-17 01:55:00	ES	Futures	1308.57	1309.08	1308.32	1308.57	447.0
2012-01-17 02:00:00	ES	Futures	1308.57	1309.33	1308.32	1309.08	1873.0
2012-01-17 02:05:00	ES	Futures	1309.08	1309.83	1308.57	1309.58	1719.0
2012-01-17 02:10:00	ES	Futures	1309.33	1310.09	1309.08	1309.58	1371.0
2012-01-17 02:15:00	ES	Futures	1309.58	1310.09	1309.33	1309.58	1557.0
2012-01-17 02:20:00	ES	Futures	1309.58	1310.09	1309.33	1309.33	1445.0
2012-01-17 02:25:00	ES	Futures	1309.33	1310.09	1309.33	1309.83	1078.0
2012-01-17 02:30:00	ES	Futures	1309.83	1310.84	1309.83	1310.09	4850.0
2012-01-17 02:35:00	ES	Futures	1309.83	1310.59	1309.58	1310.34	2972.0
2012-01-17 02:40:00	ES	Futures	1310.34	1310.59	1310.09	1310.09	2582.0
2012-01-17 02:45:00	ES	Futures	1310.34	1311.09	1310.34	1310.84	2398.0
2012-01-17 02:50:00	ES	Futures	1310.59	1310.84	1310.34	1310.84	1270.0
2012-01-17 02:55:00	ES	Futures	1310.59	1310.59	1310.34	1310.34	1642.0
2012-01-17 03:00:00	ES	Futures	1310.59	1311.09	1310.34	1310.84	2846.0
2012-01-17 03:05:00	ES	Futures	1310.84	1311.09	1309.08	1309.33	6084.0
2012-01-17 03:10:00	ES	Futures	1309.08	1309.58	1308.32	1308.32	2798.0
2012-01-17 03:15:00	ES	Futures	1308.57	1309.58	1308.57	1309.33	3221.0
2012-01-17 03:20:00	ES	Futures	1309.58	1309.58	1308.57	1309.08	1925.0
2012-01-17 03:25:00	ES	Futures	1309.33	1309.58	1308.57	1309.08	2127.0
2012-01-17 03:30:00	ES	Futures	1308.83	1309.33	1308.07	1308.32	2895.0
2012-01-17 03:35:00	ES	Futures	1308.32	1308.57	1307.57	1308.57	2176.0
2012-01-17 03:40:00	ES	Futures	1308.57	1309.08	1308.57	1308.83	955.0
2012-01-17 03:45:00	ES	Futures	1309.08	1309.58	1308.57	1308.57	1601.0
2012-01-17 03:50:00	ES	Futures	1308.57	1309.08	1308.32	1308.83	2583.0
2012-01-17 03:55:00	ES	Futures	1308.83	1309.58	1308.83	1309.58	1721.0
2012-01-17 04:00:00	ES	Futures	1309.58	1309.58	1308.83	1309.08	2011.0
2012-01-17 04:05:00	ES	Futures	1309.08	1309.58	1308.57	1309.08	1714.0

> showing 50 of 13,287 rows — these rows as CSV

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