PREVIEW / futures_5min / 2012-12-23

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-12-23.parquet
  size:    37 KB
  rows:    2,069

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
2012-12-23 18:00:00	ES	Futures	1461.8	1461.8	1458.98	1461.03	2969.0
2012-12-23 18:05:00	ES	Futures	1461.03	1461.03	1460.0	1460.26	995.0
2012-12-23 18:10:00	ES	Futures	1460.52	1461.54	1460.26	1461.54	464.0
2012-12-23 18:15:00	ES	Futures	1461.54	1462.06	1461.03	1461.54	350.0
2012-12-23 18:20:00	ES	Futures	1461.54	1461.8	1461.29	1461.54	222.0
2012-12-23 18:25:00	ES	Futures	1461.54	1461.8	1461.29	1461.29	126.0
2012-12-23 18:30:00	ES	Futures	1461.29	1461.29	1461.03	1461.29	263.0
2012-12-23 18:35:00	ES	Futures	1461.03	1461.29	1460.77	1460.77	252.0
2012-12-23 18:40:00	ES	Futures	1460.77	1461.03	1459.75	1459.75	429.0
2012-12-23 18:45:00	ES	Futures	1460.0	1460.0	1459.23	1459.49	749.0
2012-12-23 18:50:00	ES	Futures	1459.49	1459.49	1458.98	1458.98	781.0
2012-12-23 18:55:00	ES	Futures	1458.98	1459.49	1458.98	1459.23	332.0
2012-12-23 19:00:00	ES	Futures	1459.23	1459.49	1458.21	1458.21	635.0
2012-12-23 19:05:00	ES	Futures	1458.21	1458.46	1455.64	1456.67	2213.0
2012-12-23 19:10:00	ES	Futures	1456.67	1456.67	1454.87	1455.9	2483.0
2012-12-23 19:15:00	ES	Futures	1455.9	1456.15	1455.38	1455.64	803.0
2012-12-23 19:20:00	ES	Futures	1455.64	1456.41	1455.38	1455.38	709.0
2012-12-23 19:25:00	ES	Futures	1455.38	1455.64	1454.87	1455.13	1094.0
2012-12-23 19:30:00	ES	Futures	1455.13	1455.64	1455.13	1455.64	655.0
2012-12-23 19:35:00	ES	Futures	1455.38	1456.15	1455.13	1456.15	750.0
2012-12-23 19:40:00	ES	Futures	1455.9	1456.41	1455.64	1456.15	357.0
2012-12-23 19:45:00	ES	Futures	1456.15	1456.41	1455.64	1455.64	595.0
2012-12-23 19:50:00	ES	Futures	1455.9	1455.9	1455.38	1455.9	500.0
2012-12-23 19:55:00	ES	Futures	1455.9	1456.15	1455.64	1455.9	190.0
2012-12-23 20:00:00	ES	Futures	1455.64	1455.9	1455.64	1455.9	164.0
2012-12-23 20:05:00	ES	Futures	1455.9	1455.9	1455.64	1455.64	144.0
2012-12-23 20:10:00	ES	Futures	1455.9	1455.9	1455.64	1455.64	174.0
2012-12-23 20:15:00	ES	Futures	1455.9	1456.67	1455.64	1456.67	411.0
2012-12-23 20:20:00	ES	Futures	1456.67	1457.18	1456.67	1456.67	314.0
2012-12-23 20:25:00	ES	Futures	1456.67	1456.92	1456.67	1456.67	80.0
2012-12-23 20:30:00	ES	Futures	1456.92	1457.44	1456.67	1457.18	465.0
2012-12-23 20:35:00	ES	Futures	1457.44	1458.21	1457.18	1457.95	487.0
2012-12-23 20:40:00	ES	Futures	1457.95	1458.46	1457.69	1458.21	389.0
2012-12-23 20:45:00	ES	Futures	1458.21	1458.21	1457.69	1457.69	354.0
2012-12-23 20:50:00	ES	Futures	1457.69	1457.95	1457.18	1457.18	263.0
2012-12-23 20:55:00	ES	Futures	1457.18	1457.44	1456.92	1456.92	274.0
2012-12-23 21:00:00	ES	Futures	1457.18	1457.18	1456.92	1457.18	251.0
2012-12-23 21:05:00	ES	Futures	1457.18	1457.44	1457.18	1457.18	167.0
2012-12-23 21:10:00	ES	Futures	1457.18	1457.44	1456.67	1456.92	340.0
2012-12-23 21:15:00	ES	Futures	1456.92	1456.92	1456.67	1456.92	167.0
2012-12-23 21:20:00	ES	Futures	1456.92	1458.46	1456.67	1458.21	1109.0
2012-12-23 21:25:00	ES	Futures	1458.21	1458.46	1457.95	1458.21	225.0
2012-12-23 21:30:00	ES	Futures	1458.21	1458.46	1457.95	1458.21	417.0
2012-12-23 21:35:00	ES	Futures	1457.95	1458.46	1457.95	1457.95	162.0
2012-12-23 21:40:00	ES	Futures	1457.95	1458.21	1457.95	1458.21	317.0
2012-12-23 21:45:00	ES	Futures	1458.21	1458.21	1457.95	1457.95	664.0
2012-12-23 21:50:00	ES	Futures	1457.95	1458.21	1457.95	1457.95	359.0
2012-12-23 21:55:00	ES	Futures	1457.95	1457.95	1457.69	1457.69	266.0
2012-12-23 22:00:00	ES	Futures	1457.69	1458.21	1457.69	1457.95	293.0
2012-12-23 22:05:00	ES	Futures	1458.21	1458.46	1458.21	1458.21	115.0

> showing 50 of 2,069 rows — these rows as CSV

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