PREVIEW / futures_5min / 2013-05-26

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-05-26.parquet
  size:    38 KB
  rows:    1,842

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
2013-05-26 18:00:00	ES	Futures	1700.06	1702.12	1700.06	1701.86	1204.0
2013-05-26 18:05:00	ES	Futures	1701.86	1702.12	1701.6	1701.6	342.0
2013-05-26 18:10:00	ES	Futures	1701.86	1704.18	1701.6	1703.15	1839.0
2013-05-26 18:15:00	ES	Futures	1702.89	1704.44	1702.63	1703.92	859.0
2013-05-26 18:20:00	ES	Futures	1703.66	1703.92	1703.41	1703.92	287.0
2013-05-26 18:25:00	ES	Futures	1703.92	1704.44	1703.41	1703.41	257.0
2013-05-26 18:30:00	ES	Futures	1703.66	1703.92	1703.41	1703.92	97.0
2013-05-26 18:35:00	ES	Futures	1703.66	1703.92	1703.66	1703.92	83.0
2013-05-26 18:40:00	ES	Futures	1703.66	1703.92	1703.41	1703.66	49.0
2013-05-26 18:45:00	ES	Futures	1703.66	1704.95	1703.66	1704.69	695.0
2013-05-26 18:50:00	ES	Futures	1704.95	1705.72	1704.69	1705.72	1336.0
2013-05-26 18:55:00	ES	Futures	1705.47	1705.47	1704.95	1705.21	430.0
2013-05-26 19:00:00	ES	Futures	1705.21	1705.21	1704.18	1704.44	645.0
2013-05-26 19:05:00	ES	Futures	1704.69	1704.69	1704.44	1704.69	25.0
2013-05-26 19:10:00	ES	Futures	1704.44	1704.69	1704.18	1704.69	318.0
2013-05-26 19:15:00	ES	Futures	1704.69	1704.95	1704.18	1704.44	302.0
2013-05-26 19:20:00	ES	Futures	1704.44	1704.69	1704.18	1704.44	18.0
2013-05-26 19:25:00	ES	Futures	1704.44	1704.69	1704.18	1704.44	102.0
2013-05-26 19:30:00	ES	Futures	1704.44	1704.44	1703.41	1703.41	432.0
2013-05-26 19:35:00	ES	Futures	1703.66	1703.66	1703.15	1703.41	272.0
2013-05-26 19:40:00	ES	Futures	1703.41	1704.18	1703.41	1704.18	265.0
2013-05-26 19:45:00	ES	Futures	1704.18	1704.18	1703.92	1704.18	199.0
2013-05-26 19:50:00	ES	Futures	1704.18	1704.44	1701.6	1702.12	2090.0
2013-05-26 19:55:00	ES	Futures	1702.12	1702.37	1701.86	1702.12	337.0
2013-05-26 20:00:00	ES	Futures	1701.86	1701.86	1700.57	1701.34	1814.0
2013-05-26 20:05:00	ES	Futures	1701.09	1701.34	1700.31	1700.83	1463.0
2013-05-26 20:10:00	ES	Futures	1701.09	1703.15	1700.57	1700.83	1810.0
2013-05-26 20:15:00	ES	Futures	1700.83	1701.34	1699.54	1700.31	1932.0
2013-05-26 20:20:00	ES	Futures	1700.57	1700.83	1700.06	1700.83	424.0
2013-05-26 20:25:00	ES	Futures	1700.83	1700.83	1700.06	1700.31	514.0
2013-05-26 20:30:00	ES	Futures	1700.31	1700.31	1698.77	1699.54	1180.0
2013-05-26 20:35:00	ES	Futures	1699.8	1699.8	1698.51	1699.54	2327.0
2013-05-26 20:40:00	ES	Futures	1699.54	1699.54	1698.51	1698.77	852.0
2013-05-26 20:45:00	ES	Futures	1698.77	1699.03	1698.25	1698.77	740.0
2013-05-26 20:50:00	ES	Futures	1698.51	1698.77	1697.74	1698.25	1266.0
2013-05-26 20:55:00	ES	Futures	1698.25	1698.51	1697.74	1698.0	1087.0
2013-05-26 21:00:00	ES	Futures	1697.74	1698.51	1696.97	1698.51	1643.0
2013-05-26 21:05:00	ES	Futures	1698.77	1699.8	1698.77	1698.77	606.0
2013-05-26 21:10:00	ES	Futures	1698.77	1699.8	1698.25	1699.54	411.0
2013-05-26 21:15:00	ES	Futures	1699.54	1700.06	1699.28	1699.54	618.0
2013-05-26 21:20:00	ES	Futures	1699.8	1700.31	1699.54	1700.06	937.0
2013-05-26 21:25:00	ES	Futures	1700.31	1701.86	1699.54	1701.09	1380.0
2013-05-26 21:30:00	ES	Futures	1701.09	1701.86	1700.31	1701.86	1085.0
2013-05-26 21:35:00	ES	Futures	1702.12	1702.63	1701.6	1702.12	781.0
2013-05-26 21:40:00	ES	Futures	1702.12	1702.89	1702.12	1702.63	514.0
2013-05-26 21:45:00	ES	Futures	1702.37	1702.89	1700.83	1701.34	597.0
2013-05-26 21:50:00	ES	Futures	1701.34	1702.63	1701.34	1702.37	251.0
2013-05-26 21:55:00	ES	Futures	1702.63	1702.63	1702.12	1702.37	136.0
2013-05-26 22:00:00	ES	Futures	1702.37	1702.89	1701.86	1702.89	302.0
2013-05-26 22:05:00	ES	Futures	1702.89	1703.41	1702.89	1703.15	349.0

> showing 50 of 1,842 rows — these rows as CSV

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