PREVIEW / futures_5min / 2013-04-23

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-04-23.parquet
  size:    242 KB
  rows:    14,355

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
2013-04-23 00:00:00	ES	Futures	1599.34	1599.6	1599.08	1599.6	386.0
2013-04-23 00:05:00	ES	Futures	1599.34	1599.34	1598.83	1599.08	215.0
2013-04-23 00:10:00	ES	Futures	1599.08	1599.34	1599.08	1599.08	395.0
2013-04-23 00:15:00	ES	Futures	1598.83	1599.34	1598.83	1598.83	416.0
2013-04-23 00:20:00	ES	Futures	1598.83	1599.08	1598.05	1598.31	952.0
2013-04-23 00:25:00	ES	Futures	1598.31	1598.83	1598.05	1598.83	395.0
2013-04-23 00:30:00	ES	Futures	1598.83	1598.83	1598.57	1598.83	107.0
2013-04-23 00:35:00	ES	Futures	1598.83	1598.83	1598.83	1598.83	83.0
2013-04-23 00:40:00	ES	Futures	1598.57	1598.83	1598.57	1598.83	66.0
2013-04-23 00:45:00	ES	Futures	1598.83	1598.83	1598.57	1598.83	84.0
2013-04-23 00:50:00	ES	Futures	1598.83	1599.86	1598.57	1599.86	906.0
2013-04-23 00:55:00	ES	Futures	1599.86	1600.37	1599.6	1599.86	1095.0
2013-04-23 01:00:00	ES	Futures	1600.11	1600.37	1599.6	1600.11	861.0
2013-04-23 01:05:00	ES	Futures	1600.11	1600.11	1599.6	1599.86	200.0
2013-04-23 01:10:00	ES	Futures	1599.6	1600.11	1599.6	1600.11	75.0
2013-04-23 01:15:00	ES	Futures	1599.86	1600.11	1599.86	1600.11	116.0
2013-04-23 01:20:00	ES	Futures	1600.11	1600.37	1599.86	1600.37	104.0
2013-04-23 01:25:00	ES	Futures	1600.37	1600.37	1599.6	1599.86	210.0
2013-04-23 01:30:00	ES	Futures	1599.86	1600.11	1599.6	1599.6	227.0
2013-04-23 01:35:00	ES	Futures	1599.6	1600.11	1599.6	1600.11	147.0
2013-04-23 01:40:00	ES	Futures	1600.11	1600.11	1599.86	1599.86	26.0
2013-04-23 01:45:00	ES	Futures	1600.11	1600.11	1599.08	1599.34	454.0
2013-04-23 01:50:00	ES	Futures	1599.34	1599.6	1599.08	1599.6	364.0
2013-04-23 01:55:00	ES	Futures	1599.6	1599.86	1599.34	1599.6	246.0
2013-04-23 02:00:00	ES	Futures	1599.6	1600.11	1599.6	1600.11	845.0
2013-04-23 02:05:00	ES	Futures	1600.11	1600.37	1599.86	1600.11	333.0
2013-04-23 02:10:00	ES	Futures	1600.37	1600.37	1599.6	1599.86	582.0
2013-04-23 02:15:00	ES	Futures	1599.6	1599.86	1599.08	1599.34	841.0
2013-04-23 02:20:00	ES	Futures	1599.34	1599.6	1599.08	1599.34	768.0
2013-04-23 02:25:00	ES	Futures	1599.08	1599.6	1599.08	1599.34	518.0
2013-04-23 02:30:00	ES	Futures	1599.34	1599.6	1599.08	1599.08	325.0
2013-04-23 02:35:00	ES	Futures	1599.08	1599.34	1598.83	1599.34	586.0
2013-04-23 02:40:00	ES	Futures	1599.34	1599.34	1598.83	1599.08	587.0
2013-04-23 02:45:00	ES	Futures	1599.08	1599.08	1597.28	1597.8	2368.0
2013-04-23 02:50:00	ES	Futures	1597.8	1597.8	1597.54	1597.8	1511.0
2013-04-23 02:55:00	ES	Futures	1597.8	1600.11	1597.54	1599.86	3075.0
2013-04-23 03:00:00	ES	Futures	1599.86	1600.37	1598.83	1600.11	2451.0
2013-04-23 03:05:00	ES	Futures	1600.11	1601.4	1600.11	1600.89	2908.0
2013-04-23 03:10:00	ES	Futures	1600.63	1601.92	1600.63	1601.4	3034.0
2013-04-23 03:15:00	ES	Futures	1601.14	1602.17	1601.14	1601.14	2644.0
2013-04-23 03:20:00	ES	Futures	1601.14	1602.69	1601.14	1602.69	3559.0
2013-04-23 03:25:00	ES	Futures	1602.95	1603.72	1599.34	1599.86	9647.0
2013-04-23 03:30:00	ES	Futures	1599.86	1600.89	1599.08	1599.86	6997.0
2013-04-23 03:35:00	ES	Futures	1599.86	1601.92	1599.6	1600.11	4974.0
2013-04-23 03:40:00	ES	Futures	1600.11	1600.11	1598.05	1598.31	5658.0
2013-04-23 03:45:00	ES	Futures	1598.31	1599.34	1598.05	1599.08	2540.0
2013-04-23 03:50:00	ES	Futures	1599.08	1599.34	1597.54	1598.05	4428.0
2013-04-23 03:55:00	ES	Futures	1598.31	1599.08	1597.54	1598.57	2671.0
2013-04-23 04:00:00	ES	Futures	1598.57	1599.6	1598.31	1599.34	3321.0
2013-04-23 04:05:00	ES	Futures	1599.34	1600.37	1599.08	1599.86	2293.0

> showing 50 of 14,355 rows — these rows as CSV

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