PREVIEW / futures_5min / 2012-02-08

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-02-08.parquet
  size:    214 KB
  rows:    13,933

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
2012-02-08 00:00:00	ES	Futures	1355.44	1355.7	1355.44	1355.44	158.0
2012-02-08 00:05:00	ES	Futures	1355.7	1355.7	1355.44	1355.44	201.0
2012-02-08 00:10:00	ES	Futures	1355.7	1355.7	1355.44	1355.44	316.0
2012-02-08 00:15:00	ES	Futures	1355.44	1355.7	1355.19	1355.19	140.0
2012-02-08 00:20:00	ES	Futures	1355.19	1356.45	1355.19	1355.95	3019.0
2012-02-08 00:25:00	ES	Futures	1355.95	1356.45	1355.95	1356.2	598.0
2012-02-08 00:30:00	ES	Futures	1356.45	1356.45	1355.7	1355.7	508.0
2012-02-08 00:35:00	ES	Futures	1355.95	1356.2	1355.7	1355.95	257.0
2012-02-08 00:40:00	ES	Futures	1355.7	1356.7	1355.7	1356.45	777.0
2012-02-08 00:45:00	ES	Futures	1356.45	1356.45	1355.95	1356.45	458.0
2012-02-08 00:50:00	ES	Futures	1356.45	1356.7	1356.2	1356.45	301.0
2012-02-08 00:55:00	ES	Futures	1356.45	1357.21	1356.45	1356.96	977.0
2012-02-08 01:00:00	ES	Futures	1357.21	1357.21	1356.7	1357.21	551.0
2012-02-08 01:05:00	ES	Futures	1356.96	1357.21	1356.96	1356.96	550.0
2012-02-08 01:10:00	ES	Futures	1356.96	1357.21	1356.7	1356.7	476.0
2012-02-08 01:15:00	ES	Futures	1356.7	1357.21	1356.7	1356.96	459.0
2012-02-08 01:20:00	ES	Futures	1356.96	1357.21	1356.7	1356.96	435.0
2012-02-08 01:25:00	ES	Futures	1356.96	1357.71	1356.7	1357.71	1446.0
2012-02-08 01:30:00	ES	Futures	1357.46	1357.71	1357.21	1357.21	457.0
2012-02-08 01:35:00	ES	Futures	1357.21	1357.46	1357.21	1357.46	98.0
2012-02-08 01:40:00	ES	Futures	1357.21	1357.46	1357.21	1357.21	321.0
2012-02-08 01:45:00	ES	Futures	1357.46	1357.46	1357.21	1357.21	116.0
2012-02-08 01:50:00	ES	Futures	1357.21	1357.46	1356.96	1357.21	372.0
2012-02-08 01:55:00	ES	Futures	1357.46	1357.46	1357.21	1357.46	54.0
2012-02-08 02:00:00	ES	Futures	1357.21	1357.46	1356.96	1357.21	916.0
2012-02-08 02:05:00	ES	Futures	1356.96	1358.47	1356.96	1357.96	3587.0
2012-02-08 02:10:00	ES	Futures	1357.96	1358.47	1357.96	1358.22	857.0
2012-02-08 02:15:00	ES	Futures	1358.47	1358.47	1357.71	1357.96	764.0
2012-02-08 02:20:00	ES	Futures	1357.96	1358.47	1357.96	1357.96	375.0
2012-02-08 02:25:00	ES	Futures	1357.96	1358.22	1357.46	1357.96	1014.0
2012-02-08 02:30:00	ES	Futures	1357.96	1358.47	1357.71	1357.71	2054.0
2012-02-08 02:35:00	ES	Futures	1357.71	1357.96	1357.71	1357.71	109.0
2012-02-08 02:40:00	ES	Futures	1357.96	1357.96	1357.71	1357.96	606.0
2012-02-08 02:45:00	ES	Futures	1357.71	1358.22	1357.71	1357.71	825.0
2012-02-08 02:50:00	ES	Futures	1357.71	1357.96	1357.46	1357.46	667.0
2012-02-08 02:55:00	ES	Futures	1357.46	1357.46	1356.96	1357.46	691.0
2012-02-08 03:00:00	ES	Futures	1357.46	1358.97	1356.96	1358.47	3525.0
2012-02-08 03:05:00	ES	Futures	1358.47	1358.97	1358.22	1358.47	3175.0
2012-02-08 03:10:00	ES	Futures	1358.72	1358.97	1358.47	1358.47	2535.0
2012-02-08 03:15:00	ES	Futures	1358.72	1358.72	1357.96	1358.47	2428.0
2012-02-08 03:20:00	ES	Futures	1358.47	1358.47	1357.21	1357.21	2254.0
2012-02-08 03:25:00	ES	Futures	1357.46	1357.96	1356.96	1357.46	4205.0
2012-02-08 03:30:00	ES	Futures	1357.46	1357.71	1356.96	1356.96	1412.0
2012-02-08 03:35:00	ES	Futures	1357.21	1357.21	1355.95	1356.7	3735.0
2012-02-08 03:40:00	ES	Futures	1356.45	1357.21	1356.45	1356.96	1441.0
2012-02-08 03:45:00	ES	Futures	1356.96	1357.96	1356.96	1357.71	1940.0
2012-02-08 03:50:00	ES	Futures	1357.46	1357.71	1356.96	1357.21	1134.0
2012-02-08 03:55:00	ES	Futures	1357.21	1357.71	1356.96	1357.71	1086.0
2012-02-08 04:00:00	ES	Futures	1357.71	1357.96	1356.96	1357.71	2850.0
2012-02-08 04:05:00	ES	Futures	1357.96	1358.47	1357.71	1358.22	1791.0

> showing 50 of 13,933 rows — these rows as CSV

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