PREVIEW / futures_5min / 2012-11-11

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-11-11.parquet
  size:    44 KB
  rows:    2,425

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
2012-11-11 18:00:00	ES	Futures	1405.31	1407.86	1405.31	1407.61	3100.0
2012-11-11 18:05:00	ES	Futures	1407.35	1407.61	1406.84	1407.35	903.0
2012-11-11 18:10:00	ES	Futures	1407.35	1407.35	1406.84	1407.09	321.0
2012-11-11 18:15:00	ES	Futures	1407.09	1407.35	1405.56	1405.82	652.0
2012-11-11 18:20:00	ES	Futures	1405.82	1406.07	1405.56	1405.82	417.0
2012-11-11 18:25:00	ES	Futures	1405.82	1405.82	1405.56	1405.56	499.0
2012-11-11 18:30:00	ES	Futures	1405.82	1405.82	1404.79	1405.05	650.0
2012-11-11 18:35:00	ES	Futures	1404.79	1405.56	1404.54	1404.79	497.0
2012-11-11 18:40:00	ES	Futures	1404.79	1404.79	1402.75	1403.01	1849.0
2012-11-11 18:45:00	ES	Futures	1403.26	1403.77	1403.01	1403.52	1334.0
2012-11-11 18:50:00	ES	Futures	1403.52	1403.77	1402.75	1403.26	975.0
2012-11-11 18:55:00	ES	Futures	1403.26	1404.79	1403.26	1404.54	634.0
2012-11-11 19:00:00	ES	Futures	1404.28	1404.54	1404.03	1404.28	514.0
2012-11-11 19:05:00	ES	Futures	1404.28	1405.05	1404.03	1405.05	890.0
2012-11-11 19:10:00	ES	Futures	1405.05	1405.31	1404.79	1405.05	578.0
2012-11-11 19:15:00	ES	Futures	1405.05	1405.05	1404.03	1404.03	732.0
2012-11-11 19:20:00	ES	Futures	1404.03	1404.28	1404.03	1404.03	280.0
2012-11-11 19:25:00	ES	Futures	1404.03	1404.03	1403.01	1403.26	551.0
2012-11-11 19:30:00	ES	Futures	1403.26	1403.52	1403.01	1403.52	325.0
2012-11-11 19:35:00	ES	Futures	1403.52	1403.77	1403.01	1403.01	614.0
2012-11-11 19:40:00	ES	Futures	1403.01	1403.26	1402.5	1403.01	773.0
2012-11-11 19:45:00	ES	Futures	1403.01	1403.77	1403.01	1403.26	394.0
2012-11-11 19:50:00	ES	Futures	1403.26	1404.79	1403.01	1404.03	944.0
2012-11-11 19:55:00	ES	Futures	1404.03	1405.31	1404.03	1405.05	559.0
2012-11-11 20:00:00	ES	Futures	1405.05	1405.31	1404.54	1405.05	730.0
2012-11-11 20:05:00	ES	Futures	1404.79	1405.56	1404.54	1405.56	440.0
2012-11-11 20:10:00	ES	Futures	1405.31	1406.07	1404.79	1405.05	743.0
2012-11-11 20:15:00	ES	Futures	1405.05	1405.82	1405.05	1405.56	497.0
2012-11-11 20:20:00	ES	Futures	1405.56	1405.56	1405.05	1405.56	281.0
2012-11-11 20:25:00	ES	Futures	1405.56	1406.84	1405.56	1406.07	1272.0
2012-11-11 20:30:00	ES	Futures	1406.07	1406.33	1405.56	1406.07	423.0
2012-11-11 20:35:00	ES	Futures	1406.07	1406.58	1405.56	1406.33	453.0
2012-11-11 20:40:00	ES	Futures	1406.33	1406.84	1405.82	1406.07	284.0
2012-11-11 20:45:00	ES	Futures	1406.07	1406.33	1405.05	1405.05	478.0
2012-11-11 20:50:00	ES	Futures	1405.05	1405.56	1404.03	1404.54	982.0
2012-11-11 20:55:00	ES	Futures	1404.54	1405.05	1404.28	1404.79	226.0
2012-11-11 21:00:00	ES	Futures	1404.54	1404.79	1403.26	1403.77	708.0
2012-11-11 21:05:00	ES	Futures	1404.03	1404.79	1404.03	1404.79	290.0
2012-11-11 21:10:00	ES	Futures	1404.79	1404.79	1404.28	1404.28	195.0
2012-11-11 21:15:00	ES	Futures	1404.28	1404.28	1404.03	1404.03	198.0
2012-11-11 21:20:00	ES	Futures	1404.28	1405.82	1404.03	1405.56	528.0
2012-11-11 21:25:00	ES	Futures	1405.56	1405.56	1405.31	1405.56	479.0
2012-11-11 21:30:00	ES	Futures	1405.31	1406.07	1405.31	1405.31	436.0
2012-11-11 21:35:00	ES	Futures	1405.31	1405.56	1404.79	1405.31	468.0
2012-11-11 21:40:00	ES	Futures	1405.56	1406.07	1405.56	1405.82	207.0
2012-11-11 21:45:00	ES	Futures	1405.82	1405.82	1404.79	1405.05	291.0
2012-11-11 21:50:00	ES	Futures	1405.05	1405.82	1405.05	1405.31	228.0
2012-11-11 21:55:00	ES	Futures	1405.31	1405.82	1405.05	1405.82	347.0
2012-11-11 22:00:00	ES	Futures	1405.82	1405.82	1405.56	1405.56	99.0
2012-11-11 22:05:00	ES	Futures	1405.31	1405.56	1405.31	1405.56	106.0

> showing 50 of 2,425 rows — these rows as CSV

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