PREVIEW / futures_5min / 2013-04-17

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-04-17.parquet
  size:    262 KB
  rows:    14,782

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
2013-04-17 00:00:00	ES	Futures	1611.45	1611.45	1610.93	1611.19	1057.0
2013-04-17 00:05:00	ES	Futures	1611.19	1611.19	1610.93	1611.19	42.0
2013-04-17 00:10:00	ES	Futures	1611.19	1611.19	1610.93	1611.19	96.0
2013-04-17 00:15:00	ES	Futures	1611.19	1611.19	1610.93	1611.19	386.0
2013-04-17 00:20:00	ES	Futures	1611.19	1611.71	1611.19	1611.71	102.0
2013-04-17 00:25:00	ES	Futures	1611.71	1611.96	1611.45	1611.96	276.0
2013-04-17 00:30:00	ES	Futures	1611.96	1612.48	1611.71	1612.22	606.0
2013-04-17 00:35:00	ES	Futures	1612.22	1612.48	1612.22	1612.48	180.0
2013-04-17 00:40:00	ES	Futures	1612.48	1612.48	1612.22	1612.22	96.0
2013-04-17 00:45:00	ES	Futures	1612.48	1612.99	1612.22	1612.74	385.0
2013-04-17 00:50:00	ES	Futures	1612.74	1612.99	1612.48	1612.48	859.0
2013-04-17 00:55:00	ES	Futures	1612.48	1613.51	1612.48	1613.25	783.0
2013-04-17 01:00:00	ES	Futures	1613.51	1613.51	1612.99	1612.99	436.0
2013-04-17 01:05:00	ES	Futures	1613.25	1613.51	1612.99	1612.99	262.0
2013-04-17 01:10:00	ES	Futures	1612.99	1613.51	1612.99	1613.25	327.0
2013-04-17 01:15:00	ES	Futures	1613.25	1613.51	1613.25	1613.51	136.0
2013-04-17 01:20:00	ES	Futures	1613.51	1613.77	1613.25	1613.51	646.0
2013-04-17 01:25:00	ES	Futures	1613.25	1613.51	1612.99	1613.25	286.0
2013-04-17 01:30:00	ES	Futures	1612.99	1613.51	1612.99	1613.51	181.0
2013-04-17 01:35:00	ES	Futures	1613.51	1613.51	1613.25	1613.51	68.0
2013-04-17 01:40:00	ES	Futures	1613.51	1613.77	1612.99	1613.77	664.0
2013-04-17 01:45:00	ES	Futures	1613.51	1613.77	1612.74	1612.74	878.0
2013-04-17 01:50:00	ES	Futures	1612.99	1612.99	1612.74	1612.74	192.0
2013-04-17 01:55:00	ES	Futures	1612.74	1613.25	1612.48	1613.25	447.0
2013-04-17 02:00:00	ES	Futures	1612.99	1613.51	1612.74	1613.25	1538.0
2013-04-17 02:05:00	ES	Futures	1613.51	1613.77	1612.48	1612.48	832.0
2013-04-17 02:10:00	ES	Futures	1612.74	1613.25	1612.48	1612.74	928.0
2013-04-17 02:15:00	ES	Futures	1612.99	1613.77	1612.99	1613.51	319.0
2013-04-17 02:20:00	ES	Futures	1613.51	1613.77	1613.25	1613.25	646.0
2013-04-17 02:25:00	ES	Futures	1613.51	1613.77	1613.25	1613.77	549.0
2013-04-17 02:30:00	ES	Futures	1613.51	1613.77	1613.51	1613.51	456.0
2013-04-17 02:35:00	ES	Futures	1613.51	1614.54	1613.25	1614.54	930.0
2013-04-17 02:40:00	ES	Futures	1614.54	1614.54	1614.02	1614.54	973.0
2013-04-17 02:45:00	ES	Futures	1614.28	1615.57	1614.28	1614.8	3010.0
2013-04-17 02:50:00	ES	Futures	1614.54	1614.8	1614.28	1614.8	819.0
2013-04-17 02:55:00	ES	Futures	1614.8	1615.05	1614.54	1614.54	571.0
2013-04-17 03:00:00	ES	Futures	1614.8	1615.31	1614.28	1614.54	2119.0
2013-04-17 03:05:00	ES	Futures	1614.54	1615.05	1614.28	1614.8	2000.0
2013-04-17 03:10:00	ES	Futures	1614.8	1614.8	1613.51	1613.51	2905.0
2013-04-17 03:15:00	ES	Futures	1613.77	1614.54	1613.25	1613.77	2217.0
2013-04-17 03:20:00	ES	Futures	1614.02	1614.02	1612.74	1612.99	2682.0
2013-04-17 03:25:00	ES	Futures	1612.99	1613.77	1612.48	1613.51	3091.0
2013-04-17 03:30:00	ES	Futures	1613.77	1613.77	1611.19	1611.45	5678.0
2013-04-17 03:35:00	ES	Futures	1611.71	1611.96	1610.93	1611.71	2894.0
2013-04-17 03:40:00	ES	Futures	1611.71	1611.96	1610.42	1610.93	4156.0
2013-04-17 03:45:00	ES	Futures	1610.93	1610.93	1607.84	1608.36	13205.0
2013-04-17 03:50:00	ES	Futures	1608.1	1608.1	1605.01	1606.55	26815.0
2013-04-17 03:55:00	ES	Futures	1606.55	1609.39	1606.04	1609.39	12205.0
2013-04-17 04:00:00	ES	Futures	1609.13	1609.64	1607.33	1607.84	10505.0
2013-04-17 04:05:00	ES	Futures	1607.84	1608.87	1606.04	1606.55	7984.0

> showing 50 of 14,782 rows — these rows as CSV

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