PREVIEW / futures_5min / 2012-09-27

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-09-27.parquet
  size:    214 KB
  rows:    13,872

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
2012-09-27 00:00:00	ES	Futures	1464.06	1464.32	1463.81	1463.81	451.0
2012-09-27 00:05:00	ES	Futures	1463.81	1464.06	1463.55	1463.81	260.0
2012-09-27 00:10:00	ES	Futures	1463.81	1464.32	1463.55	1464.06	581.0
2012-09-27 00:15:00	ES	Futures	1464.06	1464.32	1463.81	1464.06	304.0
2012-09-27 00:20:00	ES	Futures	1463.81	1464.32	1463.81	1463.81	538.0
2012-09-27 00:25:00	ES	Futures	1464.06	1464.32	1463.81	1463.81	74.0
2012-09-27 00:30:00	ES	Futures	1464.06	1464.32	1464.06	1464.06	197.0
2012-09-27 00:35:00	ES	Futures	1464.32	1464.32	1464.06	1464.06	158.0
2012-09-27 00:40:00	ES	Futures	1464.06	1464.32	1463.81	1463.81	335.0
2012-09-27 00:45:00	ES	Futures	1464.06	1464.06	1463.81	1464.06	111.0
2012-09-27 00:50:00	ES	Futures	1464.06	1464.32	1464.06	1464.06	215.0
2012-09-27 00:55:00	ES	Futures	1464.06	1464.32	1463.81	1464.32	257.0
2012-09-27 01:00:00	ES	Futures	1464.32	1464.57	1464.06	1464.32	648.0
2012-09-27 01:05:00	ES	Futures	1464.32	1464.32	1464.06	1464.32	161.0
2012-09-27 01:10:00	ES	Futures	1464.32	1464.57	1464.06	1464.32	368.0
2012-09-27 01:15:00	ES	Futures	1464.06	1464.83	1464.06	1464.83	1013.0
2012-09-27 01:20:00	ES	Futures	1464.83	1465.08	1464.57	1464.83	1324.0
2012-09-27 01:25:00	ES	Futures	1464.57	1465.85	1464.57	1465.85	2799.0
2012-09-27 01:30:00	ES	Futures	1465.85	1465.85	1465.08	1465.6	1620.0
2012-09-27 01:35:00	ES	Futures	1465.34	1466.11	1465.34	1465.85	1650.0
2012-09-27 01:40:00	ES	Futures	1465.85	1466.62	1465.85	1466.36	1717.0
2012-09-27 01:45:00	ES	Futures	1466.36	1466.36	1465.6	1465.85	1260.0
2012-09-27 01:50:00	ES	Futures	1465.85	1466.11	1465.6	1465.6	826.0
2012-09-27 01:55:00	ES	Futures	1465.85	1466.36	1465.6	1466.11	902.0
2012-09-27 02:00:00	ES	Futures	1466.11	1466.62	1465.85	1466.62	1600.0
2012-09-27 02:05:00	ES	Futures	1466.62	1466.62	1465.85	1466.36	2071.0
2012-09-27 02:10:00	ES	Futures	1466.36	1466.36	1465.85	1466.36	755.0
2012-09-27 02:15:00	ES	Futures	1466.11	1466.36	1465.6	1465.6	787.0
2012-09-27 02:20:00	ES	Futures	1465.85	1466.11	1465.34	1465.6	792.0
2012-09-27 02:25:00	ES	Futures	1465.6	1465.85	1465.34	1465.6	381.0
2012-09-27 02:30:00	ES	Futures	1465.85	1465.85	1465.34	1465.34	280.0
2012-09-27 02:35:00	ES	Futures	1465.34	1465.6	1464.57	1464.57	1123.0
2012-09-27 02:40:00	ES	Futures	1464.83	1465.08	1464.57	1465.08	495.0
2012-09-27 02:45:00	ES	Futures	1465.08	1465.08	1464.32	1465.08	1221.0
2012-09-27 02:50:00	ES	Futures	1465.08	1465.34	1464.83	1465.34	390.0
2012-09-27 02:55:00	ES	Futures	1465.34	1465.34	1464.83	1464.83	418.0
2012-09-27 03:00:00	ES	Futures	1465.08	1465.34	1464.32	1465.08	2028.0
2012-09-27 03:05:00	ES	Futures	1465.34	1466.11	1464.83	1464.83	3477.0
2012-09-27 03:10:00	ES	Futures	1464.83	1465.34	1464.06	1464.32	1878.0
2012-09-27 03:15:00	ES	Futures	1464.32	1464.83	1463.81	1464.57	1505.0
2012-09-27 03:20:00	ES	Futures	1464.83	1464.83	1463.81	1464.32	2360.0
2012-09-27 03:25:00	ES	Futures	1464.32	1464.83	1464.06	1464.57	1692.0
2012-09-27 03:30:00	ES	Futures	1464.57	1465.08	1464.32	1464.83	2179.0
2012-09-27 03:35:00	ES	Futures	1464.83	1465.6	1464.57	1465.08	1672.0
2012-09-27 03:40:00	ES	Futures	1465.08	1465.08	1464.83	1464.83	1731.0
2012-09-27 03:45:00	ES	Futures	1464.83	1465.85	1464.83	1465.85	2675.0
2012-09-27 03:50:00	ES	Futures	1465.85	1466.36	1465.6	1465.85	1603.0
2012-09-27 03:55:00	ES	Futures	1465.6	1465.85	1464.57	1464.57	1397.0
2012-09-27 04:00:00	ES	Futures	1464.57	1465.08	1464.06	1464.83	2236.0
2012-09-27 04:05:00	ES	Futures	1464.83	1465.08	1464.57	1464.83	713.0

> showing 50 of 13,872 rows — these rows as CSV

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