PREVIEW / futures_5min / 2012-08-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-08-27.parquet
  size:    181 KB
  rows:    11,776

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
2012-08-27 00:00:00	ES	Futures	1435.68	1436.45	1435.68	1435.94	370.0
2012-08-27 00:05:00	ES	Futures	1435.94	1436.19	1435.94	1436.19	12.0
2012-08-27 00:10:00	ES	Futures	1436.19	1436.45	1435.94	1435.94	227.0
2012-08-27 00:15:00	ES	Futures	1436.19	1436.19	1435.94	1435.94	74.0
2012-08-27 00:20:00	ES	Futures	1435.68	1435.68	1435.18	1435.43	203.0
2012-08-27 00:25:00	ES	Futures	1435.18	1435.43	1435.18	1435.43	76.0
2012-08-27 00:30:00	ES	Futures	1435.43	1435.94	1435.43	1435.68	105.0
2012-08-27 00:35:00	ES	Futures	1435.68	1435.68	1435.68	1435.68	77.0
2012-08-27 00:40:00	ES	Futures	1435.68	1435.94	1435.68	1435.68	99.0
2012-08-27 00:45:00	ES	Futures	1435.43	1435.68	1435.18	1435.43	99.0
2012-08-27 00:50:00	ES	Futures	1435.18	1435.43	1435.18	1435.18	46.0
2012-08-27 00:55:00	ES	Futures	1435.18	1435.68	1435.18	1435.43	317.0
2012-08-27 01:00:00	ES	Futures	1435.43	1435.68	1434.92	1435.18	144.0
2012-08-27 01:05:00	ES	Futures	1435.18	1435.43	1434.92	1434.92	136.0
2012-08-27 01:10:00	ES	Futures	1434.92	1435.18	1434.67	1435.18	578.0
2012-08-27 01:15:00	ES	Futures	1434.92	1435.18	1434.41	1434.41	104.0
2012-08-27 01:20:00	ES	Futures	1434.67	1435.18	1434.41	1434.92	253.0
2012-08-27 01:25:00	ES	Futures	1434.92	1435.18	1434.67	1434.67	199.0
2012-08-27 01:30:00	ES	Futures	1434.92	1435.18	1434.67	1434.92	164.0
2012-08-27 01:35:00	ES	Futures	1435.18	1435.18	1434.67	1434.67	157.0
2012-08-27 01:40:00	ES	Futures	1434.67	1434.67	1434.16	1434.16	602.0
2012-08-27 01:45:00	ES	Futures	1434.16	1434.41	1434.16	1434.41	311.0
2012-08-27 01:50:00	ES	Futures	1434.41	1434.67	1434.16	1434.16	274.0
2012-08-27 01:55:00	ES	Futures	1434.16	1434.41	1433.9	1434.16	245.0
2012-08-27 02:00:00	ES	Futures	1434.16	1434.41	1433.9	1433.9	585.0
2012-08-27 02:05:00	ES	Futures	1434.16	1434.16	1433.65	1433.9	511.0
2012-08-27 02:10:00	ES	Futures	1433.65	1433.9	1433.4	1433.65	755.0
2012-08-27 02:15:00	ES	Futures	1433.4	1433.9	1433.4	1433.65	210.0
2012-08-27 02:20:00	ES	Futures	1433.65	1434.16	1433.65	1433.65	275.0
2012-08-27 02:25:00	ES	Futures	1433.65	1433.65	1433.4	1433.4	300.0
2012-08-27 02:30:00	ES	Futures	1433.4	1433.65	1433.14	1433.4	678.0
2012-08-27 02:35:00	ES	Futures	1433.4	1433.65	1433.14	1433.4	180.0
2012-08-27 02:40:00	ES	Futures	1433.4	1433.9	1433.4	1433.65	283.0
2012-08-27 02:45:00	ES	Futures	1433.9	1433.9	1433.4	1433.4	627.0
2012-08-27 02:50:00	ES	Futures	1433.4	1433.65	1433.4	1433.65	609.0
2012-08-27 02:55:00	ES	Futures	1433.4	1433.65	1433.4	1433.65	607.0
2012-08-27 03:00:00	ES	Futures	1433.65	1434.16	1432.89	1433.4	1951.0
2012-08-27 03:05:00	ES	Futures	1433.65	1433.9	1433.4	1433.65	1062.0
2012-08-27 03:10:00	ES	Futures	1433.9	1434.92	1433.65	1434.67	2424.0
2012-08-27 03:15:00	ES	Futures	1434.92	1435.43	1434.41	1434.92	1549.0
2012-08-27 03:20:00	ES	Futures	1434.92	1435.43	1434.67	1435.18	1208.0
2012-08-27 03:25:00	ES	Futures	1435.18	1435.43	1434.67	1434.67	759.0
2012-08-27 03:30:00	ES	Futures	1434.92	1434.92	1434.41	1434.67	553.0
2012-08-27 03:35:00	ES	Futures	1434.67	1434.67	1433.65	1433.9	2316.0
2012-08-27 03:40:00	ES	Futures	1434.16	1435.18	1433.9	1434.92	1386.0
2012-08-27 03:45:00	ES	Futures	1434.92	1435.18	1434.67	1434.67	787.0
2012-08-27 03:50:00	ES	Futures	1434.67	1435.18	1434.67	1434.92	260.0
2012-08-27 03:55:00	ES	Futures	1434.92	1434.92	1434.67	1434.67	628.0
2012-08-27 04:00:00	ES	Futures	1434.67	1435.43	1434.41	1435.18	1063.0
2012-08-27 04:05:00	ES	Futures	1435.18	1435.43	1434.67	1435.18	900.0

> showing 50 of 11,776 rows — these rows as CSV

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