PREVIEW / futures_5min / 2012-04-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-04-27.parquet
  size:    202 KB
  rows:    11,409

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
2012-04-27 00:00:00	ES	Futures	1409.63	1409.63	1409.12	1409.38	119.0
2012-04-27 00:05:00	ES	Futures	1409.38	1409.63	1409.12	1409.12	89.0
2012-04-27 00:10:00	ES	Futures	1409.12	1410.13	1409.12	1409.63	321.0
2012-04-27 00:15:00	ES	Futures	1409.38	1409.63	1408.11	1408.11	1243.0
2012-04-27 00:20:00	ES	Futures	1407.86	1408.36	1407.6	1408.36	603.0
2012-04-27 00:25:00	ES	Futures	1408.36	1408.36	1408.11	1408.11	69.0
2012-04-27 00:30:00	ES	Futures	1408.11	1408.11	1407.6	1407.86	371.0
2012-04-27 00:35:00	ES	Futures	1408.11	1408.11	1407.86	1407.86	112.0
2012-04-27 00:40:00	ES	Futures	1407.86	1408.11	1407.6	1408.11	459.0
2012-04-27 00:45:00	ES	Futures	1408.11	1408.36	1408.11	1408.11	314.0
2012-04-27 00:50:00	ES	Futures	1407.86	1408.11	1407.6	1407.86	254.0
2012-04-27 00:55:00	ES	Futures	1407.86	1408.11	1407.6	1408.11	232.0
2012-04-27 01:00:00	ES	Futures	1408.11	1408.36	1407.1	1407.35	752.0
2012-04-27 01:05:00	ES	Futures	1407.35	1407.35	1406.85	1407.35	1165.0
2012-04-27 01:10:00	ES	Futures	1407.1	1407.1	1406.85	1407.1	768.0
2012-04-27 01:15:00	ES	Futures	1407.1	1408.11	1406.85	1408.11	343.0
2012-04-27 01:20:00	ES	Futures	1408.11	1408.11	1407.35	1407.35	556.0
2012-04-27 01:25:00	ES	Futures	1407.35	1407.86	1407.1	1407.6	217.0
2012-04-27 01:30:00	ES	Futures	1407.86	1408.36	1407.6	1408.36	219.0
2012-04-27 01:35:00	ES	Futures	1408.11	1408.36	1407.6	1408.11	508.0
2012-04-27 01:40:00	ES	Futures	1408.11	1408.36	1407.6	1407.6	380.0
2012-04-27 01:45:00	ES	Futures	1407.6	1408.11	1407.35	1407.6	277.0
2012-04-27 01:50:00	ES	Futures	1407.35	1407.86	1407.35	1407.6	489.0
2012-04-27 01:55:00	ES	Futures	1407.6	1407.6	1406.85	1407.1	806.0
2012-04-27 02:00:00	ES	Futures	1407.1	1407.35	1405.83	1406.09	5183.0
2012-04-27 02:05:00	ES	Futures	1406.09	1407.1	1405.83	1406.85	1897.0
2012-04-27 02:10:00	ES	Futures	1406.85	1407.1	1406.34	1406.34	410.0
2012-04-27 02:15:00	ES	Futures	1406.34	1406.59	1405.83	1405.83	540.0
2012-04-27 02:20:00	ES	Futures	1406.09	1406.34	1405.58	1406.34	1407.0
2012-04-27 02:25:00	ES	Futures	1406.09	1407.35	1406.09	1407.35	1173.0
2012-04-27 02:30:00	ES	Futures	1407.35	1407.6	1406.59	1406.59	1102.0
2012-04-27 02:35:00	ES	Futures	1406.34	1406.34	1406.09	1406.09	309.0
2012-04-27 02:40:00	ES	Futures	1406.34	1406.34	1405.83	1405.83	1039.0
2012-04-27 02:45:00	ES	Futures	1405.83	1406.59	1405.58	1406.34	1675.0
2012-04-27 02:50:00	ES	Futures	1406.34	1406.59	1405.83	1406.09	987.0
2012-04-27 02:55:00	ES	Futures	1406.09	1406.85	1406.09	1406.59	488.0
2012-04-27 03:00:00	ES	Futures	1406.59	1406.85	1403.05	1404.06	10092.0
2012-04-27 03:05:00	ES	Futures	1403.81	1405.83	1403.81	1405.08	4142.0
2012-04-27 03:10:00	ES	Futures	1404.82	1405.83	1404.57	1404.82	3147.0
2012-04-27 03:15:00	ES	Futures	1404.82	1405.08	1403.81	1404.32	4301.0
2012-04-27 03:20:00	ES	Futures	1404.32	1406.85	1404.32	1405.58	5585.0
2012-04-27 03:25:00	ES	Futures	1405.33	1406.09	1405.08	1405.58	3468.0
2012-04-27 03:30:00	ES	Futures	1405.83	1407.6	1405.33	1407.6	3665.0
2012-04-27 03:35:00	ES	Futures	1407.6	1408.36	1406.85	1407.1	6159.0
2012-04-27 03:40:00	ES	Futures	1406.85	1407.86	1406.59	1406.85	2582.0
2012-04-27 03:45:00	ES	Futures	1406.85	1407.86	1406.09	1407.86	2218.0
2012-04-27 03:50:00	ES	Futures	1407.6	1408.87	1406.59	1408.62	4919.0
2012-04-27 03:55:00	ES	Futures	1408.62	1410.89	1408.62	1410.64	7262.0
2012-04-27 04:00:00	ES	Futures	1410.89	1411.15	1409.63	1409.88	4901.0
2012-04-27 04:05:00	ES	Futures	1409.63	1409.88	1409.12	1409.63	1862.0

> showing 50 of 11,409 rows — these rows as CSV

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