PREVIEW / futures_5min / 2013-07-21

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-07-21.parquet
  size:    47 KB
  rows:    2,405

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
2013-07-21 18:00:00	ES	Futures	1747.42	1749.49	1747.42	1749.23	4144.0
2013-07-21 18:05:00	ES	Futures	1748.98	1750.01	1748.98	1749.75	1043.0
2013-07-21 18:10:00	ES	Futures	1749.49	1749.75	1748.98	1749.49	848.0
2013-07-21 18:15:00	ES	Futures	1749.23	1750.01	1749.23	1749.75	1127.0
2013-07-21 18:20:00	ES	Futures	1749.49	1750.01	1749.23	1749.49	347.0
2013-07-21 18:25:00	ES	Futures	1749.49	1749.75	1749.49	1749.49	326.0
2013-07-21 18:30:00	ES	Futures	1749.49	1749.49	1748.98	1749.23	185.0
2013-07-21 18:35:00	ES	Futures	1748.98	1749.23	1748.72	1749.23	357.0
2013-07-21 18:40:00	ES	Futures	1748.98	1749.23	1748.72	1748.98	151.0
2013-07-21 18:45:00	ES	Futures	1748.98	1748.98	1748.72	1748.72	196.0
2013-07-21 18:50:00	ES	Futures	1748.72	1748.98	1748.46	1748.98	234.0
2013-07-21 18:55:00	ES	Futures	1748.98	1748.98	1748.46	1748.72	145.0
2013-07-21 19:00:00	ES	Futures	1748.72	1748.72	1748.2	1748.72	344.0
2013-07-21 19:05:00	ES	Futures	1748.46	1748.72	1748.2	1748.2	189.0
2013-07-21 19:10:00	ES	Futures	1748.2	1748.72	1748.2	1748.46	103.0
2013-07-21 19:15:00	ES	Futures	1748.46	1748.46	1748.2	1748.46	46.0
2013-07-21 19:20:00	ES	Futures	1748.46	1748.72	1748.2	1748.72	222.0
2013-07-21 19:25:00	ES	Futures	1748.72	1748.98	1748.72	1748.98	444.0
2013-07-21 19:30:00	ES	Futures	1748.98	1748.98	1748.46	1748.72	151.0
2013-07-21 19:35:00	ES	Futures	1748.72	1748.72	1748.46	1748.46	116.0
2013-07-21 19:40:00	ES	Futures	1748.46	1749.23	1748.46	1749.23	447.0
2013-07-21 19:45:00	ES	Futures	1749.23	1749.49	1748.98	1749.23	293.0
2013-07-21 19:50:00	ES	Futures	1749.23	1749.23	1748.72	1748.98	454.0
2013-07-21 19:55:00	ES	Futures	1749.23	1749.75	1748.72	1748.98	884.0
2013-07-21 20:00:00	ES	Futures	1748.72	1748.98	1748.2	1748.2	631.0
2013-07-21 20:05:00	ES	Futures	1748.2	1749.49	1747.94	1748.98	1719.0
2013-07-21 20:10:00	ES	Futures	1748.46	1749.49	1748.2	1749.23	1130.0
2013-07-21 20:15:00	ES	Futures	1749.23	1749.49	1749.23	1749.23	253.0
2013-07-21 20:20:00	ES	Futures	1749.49	1749.49	1748.46	1748.98	437.0
2013-07-21 20:25:00	ES	Futures	1748.72	1749.23	1748.2	1749.23	835.0
2013-07-21 20:30:00	ES	Futures	1749.23	1749.23	1748.72	1748.72	378.0
2013-07-21 20:35:00	ES	Futures	1748.72	1749.23	1748.72	1749.23	115.0
2013-07-21 20:40:00	ES	Futures	1749.23	1749.49	1748.72	1749.23	506.0
2013-07-21 20:45:00	ES	Futures	1749.23	1749.75	1749.23	1749.49	531.0
2013-07-21 20:50:00	ES	Futures	1749.49	1749.75	1749.23	1749.49	266.0
2013-07-21 20:55:00	ES	Futures	1749.23	1749.49	1749.23	1749.49	125.0
2013-07-21 21:00:00	ES	Futures	1749.49	1751.82	1749.23	1751.56	3618.0
2013-07-21 21:05:00	ES	Futures	1751.56	1751.82	1751.04	1751.3	519.0
2013-07-21 21:10:00	ES	Futures	1751.3	1751.56	1751.04	1751.3	375.0
2013-07-21 21:15:00	ES	Futures	1751.3	1751.3	1750.79	1750.79	809.0
2013-07-21 21:20:00	ES	Futures	1750.79	1751.04	1750.79	1750.79	305.0
2013-07-21 21:25:00	ES	Futures	1750.79	1751.04	1750.53	1750.53	263.0
2013-07-21 21:30:00	ES	Futures	1750.53	1750.79	1749.49	1750.27	1648.0
2013-07-21 21:35:00	ES	Futures	1750.01	1750.53	1749.75	1750.27	256.0
2013-07-21 21:40:00	ES	Futures	1750.53	1750.79	1750.01	1750.79	692.0
2013-07-21 21:45:00	ES	Futures	1750.79	1751.04	1750.27	1750.53	314.0
2013-07-21 21:50:00	ES	Futures	1750.53	1750.79	1748.98	1749.23	2150.0
2013-07-21 21:55:00	ES	Futures	1749.23	1749.23	1748.72	1748.98	766.0
2013-07-21 22:00:00	ES	Futures	1749.23	1749.75	1748.72	1748.98	797.0
2013-07-21 22:05:00	ES	Futures	1748.98	1749.49	1748.72	1748.98	678.0

> showing 50 of 2,405 rows — these rows as CSV

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