PREVIEW / futures_5min / 2012-04-17

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-04-17.parquet
  size:    229 KB
  rows:    13,674

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
2012-04-17 00:00:00	ES	Futures	1380.28	1380.28	1379.78	1379.78	270.0
2012-04-17 00:05:00	ES	Futures	1379.78	1380.03	1379.78	1379.78	44.0
2012-04-17 00:10:00	ES	Futures	1380.03	1380.03	1379.78	1379.78	45.0
2012-04-17 00:15:00	ES	Futures	1380.03	1380.03	1379.02	1379.27	517.0
2012-04-17 00:20:00	ES	Futures	1379.02	1379.78	1379.02	1379.78	181.0
2012-04-17 00:25:00	ES	Futures	1379.52	1379.78	1379.52	1379.78	63.0
2012-04-17 00:30:00	ES	Futures	1379.78	1379.78	1379.52	1379.52	16.0
2012-04-17 00:35:00	ES	Futures	1379.52	1380.03	1379.52	1379.78	102.0
2012-04-17 00:40:00	ES	Futures	1380.03	1380.03	1379.78	1379.78	106.0
2012-04-17 00:45:00	ES	Futures	1379.78	1380.03	1379.52	1379.52	137.0
2012-04-17 00:50:00	ES	Futures	1379.78	1380.03	1379.52	1379.52	200.0
2012-04-17 00:55:00	ES	Futures	1379.52	1379.78	1379.27	1379.52	116.0
2012-04-17 01:00:00	ES	Futures	1379.78	1379.78	1379.27	1379.52	262.0
2012-04-17 01:05:00	ES	Futures	1379.27	1379.27	1379.02	1379.27	211.0
2012-04-17 01:10:00	ES	Futures	1379.02	1379.27	1378.76	1379.27	228.0
2012-04-17 01:15:00	ES	Futures	1379.02	1379.27	1378.76	1378.76	295.0
2012-04-17 01:20:00	ES	Futures	1379.02	1379.27	1378.76	1379.02	292.0
2012-04-17 01:25:00	ES	Futures	1378.76	1379.02	1378.51	1378.51	345.0
2012-04-17 01:30:00	ES	Futures	1378.76	1379.02	1378.51	1378.51	343.0
2012-04-17 01:35:00	ES	Futures	1378.51	1379.02	1378.51	1378.76	163.0
2012-04-17 01:40:00	ES	Futures	1378.76	1379.02	1378.51	1378.51	306.0
2012-04-17 01:45:00	ES	Futures	1378.51	1379.27	1378.51	1379.27	249.0
2012-04-17 01:50:00	ES	Futures	1379.27	1379.52	1379.02	1379.27	379.0
2012-04-17 01:55:00	ES	Futures	1379.27	1379.52	1379.27	1379.52	220.0
2012-04-17 02:00:00	ES	Futures	1379.52	1379.52	1379.02	1379.02	653.0
2012-04-17 02:05:00	ES	Futures	1379.02	1379.27	1379.02	1379.27	455.0
2012-04-17 02:10:00	ES	Futures	1379.27	1379.52	1379.02	1379.27	384.0
2012-04-17 02:15:00	ES	Futures	1379.27	1379.27	1378.76	1379.02	337.0
2012-04-17 02:20:00	ES	Futures	1378.76	1379.02	1378.76	1378.76	393.0
2012-04-17 02:25:00	ES	Futures	1378.76	1378.76	1376.49	1376.99	4384.0
2012-04-17 02:30:00	ES	Futures	1376.74	1376.99	1376.49	1376.74	1169.0
2012-04-17 02:35:00	ES	Futures	1376.74	1376.99	1375.48	1376.23	2769.0
2012-04-17 02:40:00	ES	Futures	1375.98	1376.99	1375.98	1376.74	991.0
2012-04-17 02:45:00	ES	Futures	1376.74	1376.99	1376.49	1376.99	243.0
2012-04-17 02:50:00	ES	Futures	1376.99	1378.01	1376.49	1377.5	2354.0
2012-04-17 02:55:00	ES	Futures	1377.25	1377.75	1377.25	1377.25	377.0
2012-04-17 03:00:00	ES	Futures	1377.5	1378.51	1376.49	1378.51	2686.0
2012-04-17 03:05:00	ES	Futures	1378.51	1380.28	1378.26	1380.03	3645.0
2012-04-17 03:10:00	ES	Futures	1380.03	1380.79	1379.27	1380.03	2162.0
2012-04-17 03:15:00	ES	Futures	1380.28	1381.8	1380.03	1381.55	3481.0
2012-04-17 03:20:00	ES	Futures	1381.55	1382.31	1381.29	1381.55	3544.0
2012-04-17 03:25:00	ES	Futures	1381.8	1382.81	1381.04	1382.05	4061.0
2012-04-17 03:30:00	ES	Futures	1382.05	1382.31	1381.55	1381.55	2361.0
2012-04-17 03:35:00	ES	Futures	1381.55	1382.56	1381.55	1382.31	1961.0
2012-04-17 03:40:00	ES	Futures	1382.31	1383.57	1382.31	1383.07	4160.0
2012-04-17 03:45:00	ES	Futures	1383.07	1383.57	1382.81	1383.32	1572.0
2012-04-17 03:50:00	ES	Futures	1383.32	1384.33	1383.07	1384.08	3667.0
2012-04-17 03:55:00	ES	Futures	1384.33	1384.84	1383.57	1383.82	2984.0
2012-04-17 04:00:00	ES	Futures	1384.08	1384.33	1383.32	1383.57	1799.0
2012-04-17 04:05:00	ES	Futures	1383.57	1383.82	1382.81	1383.82	2260.0

> showing 50 of 13,674 rows — these rows as CSV

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