PREVIEW / futures_5min / 2012-05-17

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-17.parquet
  size:    250 KB
  rows:    14,188

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
2012-05-17 00:00:00	ES	Futures	1343.09	1344.11	1342.84	1343.6	930.0
2012-05-17 00:05:00	ES	Futures	1343.6	1344.11	1343.6	1343.85	356.0
2012-05-17 00:10:00	ES	Futures	1343.85	1344.11	1343.6	1343.85	271.0
2012-05-17 00:15:00	ES	Futures	1344.11	1344.36	1344.11	1344.11	376.0
2012-05-17 00:20:00	ES	Futures	1344.36	1344.36	1343.85	1344.11	268.0
2012-05-17 00:25:00	ES	Futures	1344.11	1344.11	1343.85	1343.85	142.0
2012-05-17 00:30:00	ES	Futures	1343.85	1344.36	1343.85	1344.11	345.0
2012-05-17 00:35:00	ES	Futures	1343.85	1344.36	1343.85	1344.36	313.0
2012-05-17 00:40:00	ES	Futures	1344.36	1344.61	1344.11	1344.36	467.0
2012-05-17 00:45:00	ES	Futures	1344.11	1344.61	1344.11	1344.61	440.0
2012-05-17 00:50:00	ES	Futures	1344.36	1345.88	1344.36	1345.62	4045.0
2012-05-17 00:55:00	ES	Futures	1345.62	1345.88	1345.37	1345.37	292.0
2012-05-17 01:00:00	ES	Futures	1345.37	1346.38	1345.37	1346.13	999.0
2012-05-17 01:05:00	ES	Futures	1346.13	1346.13	1345.62	1346.13	420.0
2012-05-17 01:10:00	ES	Futures	1346.13	1346.64	1345.37	1345.62	842.0
2012-05-17 01:15:00	ES	Futures	1345.37	1345.88	1345.12	1345.62	599.0
2012-05-17 01:20:00	ES	Futures	1345.62	1346.38	1345.37	1345.62	798.0
2012-05-17 01:25:00	ES	Futures	1345.62	1345.88	1345.62	1345.62	447.0
2012-05-17 01:30:00	ES	Futures	1345.62	1345.88	1345.62	1345.88	464.0
2012-05-17 01:35:00	ES	Futures	1345.88	1346.38	1345.88	1346.13	300.0
2012-05-17 01:40:00	ES	Futures	1346.13	1346.38	1345.88	1346.13	477.0
2012-05-17 01:45:00	ES	Futures	1346.13	1346.13	1345.37	1345.62	476.0
2012-05-17 01:50:00	ES	Futures	1345.88	1345.88	1345.37	1345.62	733.0
2012-05-17 01:55:00	ES	Futures	1345.62	1345.62	1345.12	1345.62	1402.0
2012-05-17 02:00:00	ES	Futures	1345.37	1346.13	1345.37	1345.37	1289.0
2012-05-17 02:05:00	ES	Futures	1345.62	1345.88	1345.37	1345.37	457.0
2012-05-17 02:10:00	ES	Futures	1345.62	1346.38	1345.62	1346.38	713.0
2012-05-17 02:15:00	ES	Futures	1346.13	1346.64	1346.13	1346.13	623.0
2012-05-17 02:20:00	ES	Futures	1346.38	1346.38	1345.62	1345.88	671.0
2012-05-17 02:25:00	ES	Futures	1345.62	1345.88	1345.37	1345.62	518.0
2012-05-17 02:30:00	ES	Futures	1345.62	1345.88	1344.86	1344.86	1340.0
2012-05-17 02:35:00	ES	Futures	1345.12	1345.12	1343.85	1344.11	2124.0
2012-05-17 02:40:00	ES	Futures	1344.11	1344.36	1343.85	1343.85	1064.0
2012-05-17 02:45:00	ES	Futures	1343.6	1344.11	1343.35	1343.6	1125.0
2012-05-17 02:50:00	ES	Futures	1343.85	1344.61	1343.35	1344.61	1207.0
2012-05-17 02:55:00	ES	Futures	1344.61	1344.86	1344.11	1344.11	571.0
2012-05-17 03:00:00	ES	Futures	1344.11	1344.86	1342.84	1343.35	4201.0
2012-05-17 03:05:00	ES	Futures	1343.6	1343.6	1341.58	1341.83	4570.0
2012-05-17 03:10:00	ES	Futures	1342.08	1343.6	1341.58	1341.83	4767.0
2012-05-17 03:15:00	ES	Futures	1341.83	1342.08	1340.82	1341.32	6402.0
2012-05-17 03:20:00	ES	Futures	1341.32	1342.59	1341.32	1341.83	2156.0
2012-05-17 03:25:00	ES	Futures	1342.08	1342.33	1341.32	1342.33	2895.0
2012-05-17 03:30:00	ES	Futures	1342.33	1342.59	1341.07	1341.58	3359.0
2012-05-17 03:35:00	ES	Futures	1341.83	1344.11	1341.83	1343.85	3344.0
2012-05-17 03:40:00	ES	Futures	1343.85	1343.85	1342.59	1343.09	2516.0
2012-05-17 03:45:00	ES	Futures	1343.09	1344.11	1342.59	1343.35	3780.0
2012-05-17 03:50:00	ES	Futures	1343.35	1343.6	1342.08	1343.09	2601.0
2012-05-17 03:55:00	ES	Futures	1342.84	1343.09	1341.83	1342.08	2653.0
2012-05-17 04:00:00	ES	Futures	1341.83	1342.08	1340.56	1341.32	5271.0
2012-05-17 04:05:00	ES	Futures	1341.07	1342.33	1340.82	1342.33	2403.0

> showing 50 of 14,188 rows — these rows as CSV

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