PREVIEW / futures_5min / 2012-06-18

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-06-18.parquet
  size:    232 KB
  rows:    13,581

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
2012-06-18 00:00:00	ES	Futures	1367.28	1367.54	1366.77	1367.03	389.0
2012-06-18 00:05:00	ES	Futures	1367.28	1367.28	1366.52	1366.77	351.0
2012-06-18 00:10:00	ES	Futures	1367.03	1367.28	1366.77	1367.03	401.0
2012-06-18 00:15:00	ES	Futures	1366.77	1367.03	1366.01	1366.01	682.0
2012-06-18 00:20:00	ES	Futures	1366.01	1366.26	1365.25	1365.5	653.0
2012-06-18 00:25:00	ES	Futures	1365.5	1365.76	1365.25	1365.25	420.0
2012-06-18 00:30:00	ES	Futures	1365.25	1365.76	1365.25	1365.25	603.0
2012-06-18 00:35:00	ES	Futures	1365.25	1365.5	1365.25	1365.25	290.0
2012-06-18 00:40:00	ES	Futures	1365.25	1365.76	1365.25	1365.5	314.0
2012-06-18 00:45:00	ES	Futures	1365.5	1366.01	1365.25	1365.5	586.0
2012-06-18 00:50:00	ES	Futures	1365.5	1366.26	1365.5	1366.01	383.0
2012-06-18 00:55:00	ES	Futures	1366.01	1366.77	1366.01	1366.77	580.0
2012-06-18 01:00:00	ES	Futures	1366.52	1367.03	1366.01	1366.52	781.0
2012-06-18 01:05:00	ES	Futures	1366.52	1366.52	1365.5	1365.76	468.0
2012-06-18 01:10:00	ES	Futures	1366.01	1366.01	1365.5	1365.5	343.0
2012-06-18 01:15:00	ES	Futures	1365.5	1365.76	1365.25	1365.25	342.0
2012-06-18 01:20:00	ES	Futures	1365.25	1365.25	1364.99	1364.99	514.0
2012-06-18 01:25:00	ES	Futures	1364.99	1365.5	1364.99	1364.99	409.0
2012-06-18 01:30:00	ES	Futures	1364.99	1365.25	1364.99	1364.99	555.0
2012-06-18 01:35:00	ES	Futures	1365.25	1365.76	1364.99	1365.25	748.0
2012-06-18 01:40:00	ES	Futures	1365.25	1365.5	1364.99	1364.99	127.0
2012-06-18 01:45:00	ES	Futures	1364.99	1364.99	1363.98	1364.48	1679.0
2012-06-18 01:50:00	ES	Futures	1364.48	1365.25	1364.23	1364.74	1179.0
2012-06-18 01:55:00	ES	Futures	1364.74	1365.76	1364.48	1364.99	1230.0
2012-06-18 02:00:00	ES	Futures	1365.25	1367.03	1364.74	1367.03	3390.0
2012-06-18 02:05:00	ES	Futures	1367.03	1367.03	1364.99	1365.25	1725.0
2012-06-18 02:10:00	ES	Futures	1365.5	1366.52	1364.99	1366.01	1860.0
2012-06-18 02:15:00	ES	Futures	1366.01	1367.28	1366.01	1367.03	1671.0
2012-06-18 02:20:00	ES	Futures	1366.77	1366.77	1365.25	1365.5	1561.0
2012-06-18 02:25:00	ES	Futures	1365.5	1366.01	1364.99	1364.99	716.0
2012-06-18 02:30:00	ES	Futures	1364.74	1366.26	1364.74	1365.5	1265.0
2012-06-18 02:35:00	ES	Futures	1365.25	1366.26	1365.25	1365.76	839.0
2012-06-18 02:40:00	ES	Futures	1366.01	1366.26	1364.23	1364.74	2274.0
2012-06-18 02:45:00	ES	Futures	1364.99	1365.76	1364.74	1365.25	1494.0
2012-06-18 02:50:00	ES	Futures	1365.5	1366.52	1365.25	1366.52	827.0
2012-06-18 02:55:00	ES	Futures	1366.52	1366.52	1365.76	1366.01	659.0
2012-06-18 03:00:00	ES	Futures	1366.01	1366.01	1364.48	1365.76	2929.0
2012-06-18 03:05:00	ES	Futures	1365.76	1366.52	1364.48	1366.01	3119.0
2012-06-18 03:10:00	ES	Futures	1365.76	1366.01	1364.23	1364.23	4025.0
2012-06-18 03:15:00	ES	Futures	1364.23	1365.76	1364.23	1365.25	3700.0
2012-06-18 03:20:00	ES	Futures	1365.25	1365.25	1362.96	1363.47	5852.0
2012-06-18 03:25:00	ES	Futures	1363.47	1364.23	1362.96	1363.72	4663.0
2012-06-18 03:30:00	ES	Futures	1363.72	1364.74	1363.21	1363.72	3874.0
2012-06-18 03:35:00	ES	Futures	1363.72	1364.48	1362.96	1364.23	3213.0
2012-06-18 03:40:00	ES	Futures	1363.98	1363.98	1362.7	1362.96	3350.0
2012-06-18 03:45:00	ES	Futures	1362.96	1362.96	1361.18	1361.43	4305.0
2012-06-18 03:50:00	ES	Futures	1361.69	1362.45	1360.92	1361.94	3634.0
2012-06-18 03:55:00	ES	Futures	1362.2	1362.96	1361.43	1361.43	3390.0
2012-06-18 04:00:00	ES	Futures	1361.43	1362.2	1360.16	1360.16	6194.0
2012-06-18 04:05:00	ES	Futures	1360.42	1360.42	1358.13	1358.38	8278.0

> showing 50 of 13,581 rows — these rows as CSV

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