PREVIEW / futures_5min / 2012-05-21

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-05-21.parquet
  size:    223 KB
  rows:    13,615

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
2012-05-21 00:00:00	ES	Futures	1313.24	1313.24	1312.74	1312.99	178.0
2012-05-21 00:05:00	ES	Futures	1312.99	1312.99	1312.74	1312.99	72.0
2012-05-21 00:10:00	ES	Futures	1312.99	1312.99	1312.74	1312.99	81.0
2012-05-21 00:15:00	ES	Futures	1313.24	1313.24	1312.74	1312.74	209.0
2012-05-21 00:20:00	ES	Futures	1312.99	1313.24	1312.48	1312.74	272.0
2012-05-21 00:25:00	ES	Futures	1312.74	1312.74	1312.48	1312.74	61.0
2012-05-21 00:30:00	ES	Futures	1312.74	1312.99	1312.48	1312.74	142.0
2012-05-21 00:35:00	ES	Futures	1312.74	1312.99	1312.48	1312.74	65.0
2012-05-21 00:40:00	ES	Futures	1312.48	1312.99	1311.72	1312.23	430.0
2012-05-21 00:45:00	ES	Futures	1311.98	1312.74	1311.98	1312.74	182.0
2012-05-21 00:50:00	ES	Futures	1312.74	1313.49	1312.48	1312.48	974.0
2012-05-21 00:55:00	ES	Futures	1312.48	1313.24	1312.48	1312.48	205.0
2012-05-21 01:00:00	ES	Futures	1312.48	1313.24	1311.98	1312.23	456.0
2012-05-21 01:05:00	ES	Futures	1312.48	1312.48	1311.72	1311.98	295.0
2012-05-21 01:10:00	ES	Futures	1311.72	1311.98	1311.47	1311.47	152.0
2012-05-21 01:15:00	ES	Futures	1311.47	1312.23	1311.47	1312.23	118.0
2012-05-21 01:20:00	ES	Futures	1311.98	1312.48	1311.98	1312.23	334.0
2012-05-21 01:25:00	ES	Futures	1312.23	1312.23	1311.72	1311.98	366.0
2012-05-21 01:30:00	ES	Futures	1311.72	1312.48	1311.72	1312.48	391.0
2012-05-21 01:35:00	ES	Futures	1312.48	1312.99	1312.23	1312.74	370.0
2012-05-21 01:40:00	ES	Futures	1312.48	1313.24	1312.48	1312.74	378.0
2012-05-21 01:45:00	ES	Futures	1312.74	1312.99	1312.48	1312.99	146.0
2012-05-21 01:50:00	ES	Futures	1312.99	1313.49	1312.74	1313.24	380.0
2012-05-21 01:55:00	ES	Futures	1312.99	1313.49	1312.74	1312.99	464.0
2012-05-21 02:00:00	ES	Futures	1312.99	1314.0	1312.74	1312.74	1985.0
2012-05-21 02:05:00	ES	Futures	1312.74	1312.99	1311.72	1312.23	1202.0
2012-05-21 02:10:00	ES	Futures	1312.23	1312.74	1311.72	1312.48	1124.0
2012-05-21 02:15:00	ES	Futures	1312.48	1313.75	1312.23	1313.24	967.0
2012-05-21 02:20:00	ES	Futures	1313.49	1313.49	1312.99	1313.24	1026.0
2012-05-21 02:25:00	ES	Futures	1313.24	1313.49	1311.47	1311.47	1081.0
2012-05-21 02:30:00	ES	Futures	1311.47	1311.72	1309.7	1309.95	2391.0
2012-05-21 02:35:00	ES	Futures	1310.21	1310.96	1309.95	1310.96	488.0
2012-05-21 02:40:00	ES	Futures	1310.96	1312.23	1310.71	1311.47	986.0
2012-05-21 02:45:00	ES	Futures	1311.72	1311.72	1311.22	1311.22	217.0
2012-05-21 02:50:00	ES	Futures	1311.22	1313.49	1311.22	1313.24	1113.0
2012-05-21 02:55:00	ES	Futures	1313.24	1313.49	1312.74	1312.99	976.0
2012-05-21 03:00:00	ES	Futures	1312.74	1313.49	1311.98	1312.23	3628.0
2012-05-21 03:05:00	ES	Futures	1311.98	1311.98	1309.95	1311.22	3746.0
2012-05-21 03:10:00	ES	Futures	1311.22	1312.99	1310.21	1312.74	3958.0
2012-05-21 03:15:00	ES	Futures	1312.74	1314.51	1312.74	1314.51	6292.0
2012-05-21 03:20:00	ES	Futures	1314.51	1315.77	1314.0	1315.01	7466.0
2012-05-21 03:25:00	ES	Futures	1315.01	1315.52	1314.76	1314.76	3915.0
2012-05-21 03:30:00	ES	Futures	1315.01	1315.01	1313.24	1314.0	5379.0
2012-05-21 03:35:00	ES	Futures	1314.0	1314.51	1313.75	1314.25	2449.0
2012-05-21 03:40:00	ES	Futures	1314.25	1315.77	1314.25	1315.52	4121.0
2012-05-21 03:45:00	ES	Futures	1315.52	1316.28	1315.27	1315.52	2695.0
2012-05-21 03:50:00	ES	Futures	1315.52	1315.77	1314.25	1315.27	3868.0
2012-05-21 03:55:00	ES	Futures	1315.27	1316.28	1315.01	1316.02	3844.0
2012-05-21 04:00:00	ES	Futures	1316.02	1318.05	1315.52	1317.54	6542.0
2012-05-21 04:05:00	ES	Futures	1317.54	1318.3	1317.04	1317.54	5267.0

> showing 50 of 13,615 rows — these rows as CSV

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