PREVIEW / futures_5min / 2012-08-24

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-24.parquet
  size:    176 KB
  rows:    10,732

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
2012-08-24 00:00:00	ES	Futures	1424.75	1425.0	1424.75	1425.0	126.0
2012-08-24 00:05:00	ES	Futures	1425.0	1425.26	1424.75	1425.0	154.0
2012-08-24 00:10:00	ES	Futures	1425.0	1425.0	1424.75	1424.75	141.0
2012-08-24 00:15:00	ES	Futures	1425.0	1425.0	1424.5	1424.75	78.0
2012-08-24 00:20:00	ES	Futures	1424.75	1425.0	1424.5	1424.75	106.0
2012-08-24 00:25:00	ES	Futures	1424.75	1425.0	1424.75	1425.0	215.0
2012-08-24 00:30:00	ES	Futures	1425.0	1425.0	1424.24	1424.5	272.0
2012-08-24 00:35:00	ES	Futures	1424.24	1424.5	1423.99	1424.24	194.0
2012-08-24 00:40:00	ES	Futures	1424.24	1424.5	1424.24	1424.5	113.0
2012-08-24 00:45:00	ES	Futures	1424.5	1424.5	1423.99	1424.24	455.0
2012-08-24 00:50:00	ES	Futures	1424.24	1424.5	1423.99	1424.5	351.0
2012-08-24 00:55:00	ES	Futures	1424.5	1424.5	1424.5	1424.5	155.0
2012-08-24 01:00:00	ES	Futures	1424.5	1424.5	1424.24	1424.5	275.0
2012-08-24 01:05:00	ES	Futures	1424.5	1425.0	1424.5	1425.0	447.0
2012-08-24 01:10:00	ES	Futures	1424.75	1424.75	1424.5	1424.75	198.0
2012-08-24 01:15:00	ES	Futures	1424.75	1425.26	1424.75	1425.26	440.0
2012-08-24 01:20:00	ES	Futures	1425.26	1425.26	1425.0	1425.0	107.0
2012-08-24 01:25:00	ES	Futures	1425.26	1425.51	1424.75	1425.26	389.0
2012-08-24 01:30:00	ES	Futures	1425.26	1425.77	1425.0	1425.26	293.0
2012-08-24 01:35:00	ES	Futures	1425.26	1425.77	1425.26	1425.77	146.0
2012-08-24 01:40:00	ES	Futures	1425.51	1426.02	1425.51	1426.02	227.0
2012-08-24 01:45:00	ES	Futures	1426.02	1426.02	1425.51	1425.51	163.0
2012-08-24 01:50:00	ES	Futures	1425.77	1426.02	1425.51	1426.02	257.0
2012-08-24 01:55:00	ES	Futures	1425.77	1426.28	1425.77	1426.02	468.0
2012-08-24 02:00:00	ES	Futures	1426.02	1426.53	1425.51	1425.77	1649.0
2012-08-24 02:05:00	ES	Futures	1425.77	1426.53	1425.77	1426.02	1192.0
2012-08-24 02:10:00	ES	Futures	1426.02	1426.28	1425.77	1425.77	408.0
2012-08-24 02:15:00	ES	Futures	1426.02	1426.02	1425.26	1425.26	786.0
2012-08-24 02:20:00	ES	Futures	1425.26	1425.51	1424.75	1425.0	1770.0
2012-08-24 02:25:00	ES	Futures	1425.26	1426.02	1425.0	1426.02	705.0
2012-08-24 02:30:00	ES	Futures	1425.77	1426.02	1425.51	1425.51	632.0
2012-08-24 02:35:00	ES	Futures	1425.51	1425.51	1424.24	1424.75	1703.0
2012-08-24 02:40:00	ES	Futures	1424.5	1424.75	1424.5	1424.5	683.0
2012-08-24 02:45:00	ES	Futures	1424.5	1425.0	1424.24	1424.5	608.0
2012-08-24 02:50:00	ES	Futures	1424.5	1425.26	1424.24	1425.0	1054.0
2012-08-24 02:55:00	ES	Futures	1424.75	1425.26	1424.5	1425.0	519.0
2012-08-24 03:00:00	ES	Futures	1425.0	1425.51	1424.5	1425.0	2476.0
2012-08-24 03:05:00	ES	Futures	1424.75	1425.0	1423.48	1423.73	4934.0
2012-08-24 03:10:00	ES	Futures	1423.73	1424.24	1423.22	1423.99	4199.0
2012-08-24 03:15:00	ES	Futures	1423.99	1424.24	1422.72	1423.73	5554.0
2012-08-24 03:20:00	ES	Futures	1423.48	1423.73	1422.46	1422.72	3227.0
2012-08-24 03:25:00	ES	Futures	1422.72	1422.97	1422.21	1422.97	1943.0
2012-08-24 03:30:00	ES	Futures	1422.72	1422.97	1422.21	1422.97	1561.0
2012-08-24 03:35:00	ES	Futures	1422.97	1423.48	1422.72	1422.97	1160.0
2012-08-24 03:40:00	ES	Futures	1422.72	1422.97	1422.21	1422.72	2191.0
2012-08-24 03:45:00	ES	Futures	1422.72	1423.48	1422.21	1423.22	1723.0
2012-08-24 03:50:00	ES	Futures	1423.22	1423.48	1422.72	1422.72	1500.0
2012-08-24 03:55:00	ES	Futures	1422.72	1422.97	1422.21	1422.72	2330.0
2012-08-24 04:00:00	ES	Futures	1422.97	1423.73	1422.72	1423.22	1289.0
2012-08-24 04:05:00	ES	Futures	1423.22	1423.73	1422.97	1423.22	1082.0

> showing 50 of 10,732 rows — these rows as CSV

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