PREVIEW / futures_5min / 2012-05-11

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-11.parquet
  size:    186 KB
  rows:    11,405

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
2012-05-11 00:00:00	ES	Futures	1363.59	1363.59	1363.33	1363.59	150.0
2012-05-11 00:05:00	ES	Futures	1363.59	1363.59	1363.08	1363.08	367.0
2012-05-11 00:10:00	ES	Futures	1363.08	1363.33	1362.57	1363.33	679.0
2012-05-11 00:15:00	ES	Futures	1363.33	1363.59	1363.08	1363.33	118.0
2012-05-11 00:20:00	ES	Futures	1363.33	1363.59	1363.08	1363.33	265.0
2012-05-11 00:25:00	ES	Futures	1363.33	1363.59	1363.08	1363.59	185.0
2012-05-11 00:30:00	ES	Futures	1363.59	1363.59	1363.33	1363.59	159.0
2012-05-11 00:35:00	ES	Futures	1363.59	1363.59	1363.33	1363.59	129.0
2012-05-11 00:40:00	ES	Futures	1363.59	1364.34	1363.59	1364.34	551.0
2012-05-11 00:45:00	ES	Futures	1364.6	1364.6	1364.09	1364.34	225.0
2012-05-11 00:50:00	ES	Futures	1364.34	1364.6	1364.09	1364.34	232.0
2012-05-11 00:55:00	ES	Futures	1364.34	1364.6	1364.09	1364.6	91.0
2012-05-11 01:00:00	ES	Futures	1364.6	1364.85	1364.09	1364.85	280.0
2012-05-11 01:05:00	ES	Futures	1364.85	1365.36	1364.6	1365.36	392.0
2012-05-11 01:10:00	ES	Futures	1365.36	1366.12	1365.1	1366.12	759.0
2012-05-11 01:15:00	ES	Futures	1365.86	1366.37	1365.61	1366.12	877.0
2012-05-11 01:20:00	ES	Futures	1366.12	1366.12	1365.1	1365.61	330.0
2012-05-11 01:25:00	ES	Futures	1365.36	1365.86	1365.1	1365.61	254.0
2012-05-11 01:30:00	ES	Futures	1365.61	1365.61	1362.83	1364.34	2786.0
2012-05-11 01:35:00	ES	Futures	1364.6	1364.85	1363.84	1363.84	795.0
2012-05-11 01:40:00	ES	Futures	1364.09	1364.09	1363.08	1363.59	683.0
2012-05-11 01:45:00	ES	Futures	1363.59	1364.34	1363.08	1364.34	621.0
2012-05-11 01:50:00	ES	Futures	1364.34	1364.85	1364.09	1364.85	409.0
2012-05-11 01:55:00	ES	Futures	1364.6	1365.1	1363.33	1363.84	1550.0
2012-05-11 02:00:00	ES	Futures	1363.59	1364.09	1363.08	1363.08	1096.0
2012-05-11 02:05:00	ES	Futures	1363.08	1363.08	1361.31	1362.07	2661.0
2012-05-11 02:10:00	ES	Futures	1361.81	1362.57	1361.81	1362.57	828.0
2012-05-11 02:15:00	ES	Futures	1362.32	1362.83	1362.32	1362.83	890.0
2012-05-11 02:20:00	ES	Futures	1362.83	1363.33	1362.07	1363.08	1016.0
2012-05-11 02:25:00	ES	Futures	1363.33	1364.6	1363.08	1364.34	1766.0
2012-05-11 02:30:00	ES	Futures	1364.34	1365.1	1364.09	1364.85	1399.0
2012-05-11 02:35:00	ES	Futures	1364.85	1365.1	1364.34	1364.6	1420.0
2012-05-11 02:40:00	ES	Futures	1364.6	1365.1	1363.84	1363.84	1244.0
2012-05-11 02:45:00	ES	Futures	1363.84	1364.6	1363.84	1364.6	510.0
2012-05-11 02:50:00	ES	Futures	1364.6	1365.61	1364.34	1365.36	1214.0
2012-05-11 02:55:00	ES	Futures	1365.61	1366.12	1365.1	1366.12	1218.0
2012-05-11 03:00:00	ES	Futures	1366.12	1366.12	1364.34	1365.36	3719.0
2012-05-11 03:05:00	ES	Futures	1365.36	1365.86	1364.09	1365.86	2293.0
2012-05-11 03:10:00	ES	Futures	1366.12	1366.62	1364.85	1364.85	4052.0
2012-05-11 03:15:00	ES	Futures	1365.1	1365.61	1364.09	1364.09	3362.0
2012-05-11 03:20:00	ES	Futures	1364.34	1365.1	1363.84	1364.09	3785.0
2012-05-11 03:25:00	ES	Futures	1364.09	1365.1	1363.59	1364.09	3973.0
2012-05-11 03:30:00	ES	Futures	1364.09	1364.34	1363.33	1363.84	2080.0
2012-05-11 03:35:00	ES	Futures	1363.84	1363.84	1362.32	1362.83	2531.0
2012-05-11 03:40:00	ES	Futures	1363.08	1364.34	1362.83	1364.09	1835.0
2012-05-11 03:45:00	ES	Futures	1363.84	1364.09	1362.57	1363.33	2964.0
2012-05-11 03:50:00	ES	Futures	1363.33	1363.84	1363.08	1363.84	1661.0
2012-05-11 03:55:00	ES	Futures	1363.84	1365.36	1363.59	1364.85	3926.0
2012-05-11 04:00:00	ES	Futures	1364.85	1365.36	1364.09	1365.36	2936.0
2012-05-11 04:05:00	ES	Futures	1365.36	1365.36	1363.84	1364.6	2975.0

> showing 50 of 11,405 rows — these rows as CSV

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