PREVIEW / futures_5min / 2012-07-26

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-07-26.parquet
  size:    239 KB
  rows:    13,669

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
2012-07-26 00:00:00	ES	Futures	1355.59	1355.84	1355.33	1355.84	98.0
2012-07-26 00:05:00	ES	Futures	1355.84	1356.09	1355.84	1356.09	71.0
2012-07-26 00:10:00	ES	Futures	1355.84	1356.6	1355.84	1356.09	193.0
2012-07-26 00:15:00	ES	Futures	1356.35	1356.6	1356.35	1356.6	170.0
2012-07-26 00:20:00	ES	Futures	1356.35	1356.6	1355.84	1355.84	254.0
2012-07-26 00:25:00	ES	Futures	1355.84	1356.35	1355.84	1356.09	230.0
2012-07-26 00:30:00	ES	Futures	1356.09	1356.09	1355.84	1356.09	343.0
2012-07-26 00:35:00	ES	Futures	1356.09	1356.35	1356.09	1356.35	16.0
2012-07-26 00:40:00	ES	Futures	1356.35	1356.6	1356.35	1356.6	237.0
2012-07-26 00:45:00	ES	Futures	1356.6	1357.11	1356.35	1356.86	181.0
2012-07-26 00:50:00	ES	Futures	1356.86	1357.11	1356.6	1356.86	146.0
2012-07-26 00:55:00	ES	Futures	1356.86	1357.11	1356.6	1356.86	199.0
2012-07-26 01:00:00	ES	Futures	1356.86	1357.37	1356.86	1357.11	403.0
2012-07-26 01:05:00	ES	Futures	1356.86	1357.37	1356.86	1357.11	328.0
2012-07-26 01:10:00	ES	Futures	1357.11	1357.62	1357.11	1357.62	999.0
2012-07-26 01:15:00	ES	Futures	1357.87	1358.13	1357.62	1357.62	1019.0
2012-07-26 01:20:00	ES	Futures	1357.37	1357.87	1357.37	1357.37	245.0
2012-07-26 01:25:00	ES	Futures	1357.37	1357.87	1357.37	1357.62	139.0
2012-07-26 01:30:00	ES	Futures	1357.62	1357.62	1357.11	1357.37	411.0
2012-07-26 01:35:00	ES	Futures	1357.11	1357.37	1357.11	1357.11	99.0
2012-07-26 01:40:00	ES	Futures	1357.37	1357.37	1356.86	1357.11	249.0
2012-07-26 01:45:00	ES	Futures	1356.86	1356.86	1356.6	1356.86	442.0
2012-07-26 01:50:00	ES	Futures	1356.86	1357.11	1356.6	1356.6	220.0
2012-07-26 01:55:00	ES	Futures	1356.6	1357.37	1356.09	1357.37	588.0
2012-07-26 02:00:00	ES	Futures	1357.37	1357.62	1356.6	1357.37	1345.0
2012-07-26 02:05:00	ES	Futures	1357.37	1357.87	1357.37	1357.62	480.0
2012-07-26 02:10:00	ES	Futures	1357.87	1358.38	1357.37	1358.38	1195.0
2012-07-26 02:15:00	ES	Futures	1358.13	1359.14	1358.13	1358.89	1217.0
2012-07-26 02:20:00	ES	Futures	1359.14	1359.14	1358.64	1358.64	261.0
2012-07-26 02:25:00	ES	Futures	1358.89	1359.14	1358.38	1359.14	331.0
2012-07-26 02:30:00	ES	Futures	1359.14	1359.14	1358.64	1358.64	571.0
2012-07-26 02:35:00	ES	Futures	1358.64	1358.89	1357.62	1358.38	1376.0
2012-07-26 02:40:00	ES	Futures	1358.13	1358.13	1357.11	1357.62	764.0
2012-07-26 02:45:00	ES	Futures	1357.62	1357.87	1357.11	1357.62	443.0
2012-07-26 02:50:00	ES	Futures	1357.87	1358.13	1357.37	1358.13	403.0
2012-07-26 02:55:00	ES	Futures	1358.13	1359.4	1358.13	1358.89	1867.0
2012-07-26 03:00:00	ES	Futures	1358.89	1358.89	1357.62	1358.13	3476.0
2012-07-26 03:05:00	ES	Futures	1358.13	1358.13	1355.84	1356.86	4568.0
2012-07-26 03:10:00	ES	Futures	1357.11	1357.87	1356.6	1357.11	3652.0
2012-07-26 03:15:00	ES	Futures	1356.86	1357.62	1356.35	1356.35	3974.0
2012-07-26 03:20:00	ES	Futures	1356.6	1357.62	1356.35	1357.11	2516.0
2012-07-26 03:25:00	ES	Futures	1357.37	1358.13	1357.11	1357.37	1545.0
2012-07-26 03:30:00	ES	Futures	1357.11	1358.38	1356.86	1358.38	2144.0
2012-07-26 03:35:00	ES	Futures	1358.38	1358.38	1357.11	1357.37	1863.0
2012-07-26 03:40:00	ES	Futures	1357.62	1358.64	1357.37	1358.64	2130.0
2012-07-26 03:45:00	ES	Futures	1358.64	1358.64	1357.62	1357.87	3249.0
2012-07-26 03:50:00	ES	Futures	1357.87	1358.89	1357.87	1358.38	1752.0
2012-07-26 03:55:00	ES	Futures	1358.13	1358.13	1356.86	1357.37	1689.0
2012-07-26 04:00:00	ES	Futures	1357.37	1358.13	1356.6	1356.86	1656.0
2012-07-26 04:05:00	ES	Futures	1356.86	1357.11	1354.82	1355.59	4616.0

> showing 50 of 13,669 rows — these rows as CSV

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