PREVIEW / futures_5min / 2012-03-01

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-01.parquet
  size:    229 KB
  rows:    13,476

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
2012-03-01 00:00:00	ES	Futures	1373.59	1373.59	1373.08	1373.33	688.0
2012-03-01 00:05:00	ES	Futures	1373.33	1373.33	1372.83	1373.33	262.0
2012-03-01 00:10:00	ES	Futures	1373.33	1373.33	1373.08	1373.08	177.0
2012-03-01 00:15:00	ES	Futures	1373.08	1373.08	1372.58	1373.08	466.0
2012-03-01 00:20:00	ES	Futures	1373.08	1373.08	1372.58	1373.08	212.0
2012-03-01 00:25:00	ES	Futures	1373.33	1373.33	1372.83	1373.08	414.0
2012-03-01 00:30:00	ES	Futures	1373.08	1373.33	1372.58	1372.58	133.0
2012-03-01 00:35:00	ES	Futures	1372.83	1372.83	1372.58	1372.83	240.0
2012-03-01 00:40:00	ES	Futures	1372.83	1372.83	1372.33	1372.33	110.0
2012-03-01 00:45:00	ES	Futures	1372.58	1372.83	1372.58	1372.58	237.0
2012-03-01 00:50:00	ES	Futures	1372.58	1372.58	1372.07	1372.58	274.0
2012-03-01 00:55:00	ES	Futures	1372.58	1372.58	1371.82	1371.82	352.0
2012-03-01 01:00:00	ES	Futures	1372.07	1372.83	1372.07	1372.58	397.0
2012-03-01 01:05:00	ES	Futures	1372.58	1372.83	1372.07	1372.33	96.0
2012-03-01 01:10:00	ES	Futures	1372.33	1372.33	1372.07	1372.33	350.0
2012-03-01 01:15:00	ES	Futures	1372.33	1372.33	1370.81	1371.32	1097.0
2012-03-01 01:20:00	ES	Futures	1371.57	1371.82	1371.07	1371.82	401.0
2012-03-01 01:25:00	ES	Futures	1371.82	1371.82	1371.32	1371.82	228.0
2012-03-01 01:30:00	ES	Futures	1371.82	1371.82	1371.32	1371.32	375.0
2012-03-01 01:35:00	ES	Futures	1371.07	1371.07	1369.81	1370.06	2500.0
2012-03-01 01:40:00	ES	Futures	1370.31	1370.31	1369.55	1369.81	830.0
2012-03-01 01:45:00	ES	Futures	1369.81	1370.56	1369.55	1370.56	1118.0
2012-03-01 01:50:00	ES	Futures	1370.56	1371.07	1370.56	1371.07	902.0
2012-03-01 01:55:00	ES	Futures	1371.07	1371.32	1370.81	1371.07	630.0
2012-03-01 02:00:00	ES	Futures	1370.81	1371.82	1370.81	1371.57	1540.0
2012-03-01 02:05:00	ES	Futures	1371.82	1372.58	1371.57	1372.33	1726.0
2012-03-01 02:10:00	ES	Futures	1372.33	1372.83	1372.07	1372.58	672.0
2012-03-01 02:15:00	ES	Futures	1372.58	1372.83	1372.33	1372.58	331.0
2012-03-01 02:20:00	ES	Futures	1372.58	1372.83	1371.57	1371.57	929.0
2012-03-01 02:25:00	ES	Futures	1371.82	1372.07	1371.07	1371.07	573.0
2012-03-01 02:30:00	ES	Futures	1371.07	1371.82	1371.07	1371.57	482.0
2012-03-01 02:35:00	ES	Futures	1371.57	1371.82	1371.32	1371.57	942.0
2012-03-01 02:40:00	ES	Futures	1371.57	1372.33	1371.57	1372.33	576.0
2012-03-01 02:45:00	ES	Futures	1372.33	1372.58	1372.33	1372.33	639.0
2012-03-01 02:50:00	ES	Futures	1372.58	1372.58	1371.32	1371.57	985.0
2012-03-01 02:55:00	ES	Futures	1371.57	1372.07	1371.07	1372.07	549.0
2012-03-01 03:00:00	ES	Futures	1371.82	1372.58	1370.81	1371.32	4387.0
2012-03-01 03:05:00	ES	Futures	1371.57	1371.82	1370.31	1370.56	6290.0
2012-03-01 03:10:00	ES	Futures	1370.81	1371.57	1369.81	1371.32	4324.0
2012-03-01 03:15:00	ES	Futures	1371.57	1373.08	1371.32	1372.07	5303.0
2012-03-01 03:20:00	ES	Futures	1372.07	1373.59	1371.82	1372.58	5343.0
2012-03-01 03:25:00	ES	Futures	1372.58	1373.59	1372.07	1373.33	3380.0
2012-03-01 03:30:00	ES	Futures	1373.33	1374.34	1373.33	1373.33	3460.0
2012-03-01 03:35:00	ES	Futures	1373.59	1373.84	1373.08	1373.33	1901.0
2012-03-01 03:40:00	ES	Futures	1373.33	1374.34	1373.33	1373.84	2656.0
2012-03-01 03:45:00	ES	Futures	1373.84	1374.09	1373.08	1373.33	2397.0
2012-03-01 03:50:00	ES	Futures	1373.08	1374.85	1372.58	1374.59	4115.0
2012-03-01 03:55:00	ES	Futures	1374.34	1374.85	1374.34	1374.59	2288.0
2012-03-01 04:00:00	ES	Futures	1374.34	1375.1	1374.09	1374.34	2574.0
2012-03-01 04:05:00	ES	Futures	1374.59	1375.35	1374.34	1374.34	2932.0

> showing 50 of 13,476 rows — these rows as CSV

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