PREVIEW / futures_5min / 2013-07-24

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-07-24.parquet
  size:    235 KB
  rows:    14,091

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
2013-07-24 00:00:00	ES	Futures	1746.13	1746.13	1745.87	1746.13	40.0
2013-07-24 00:05:00	ES	Futures	1746.13	1746.13	1745.62	1745.62	217.0
2013-07-24 00:10:00	ES	Futures	1745.87	1746.13	1745.87	1746.13	108.0
2013-07-24 00:15:00	ES	Futures	1746.13	1746.13	1745.87	1746.13	143.0
2013-07-24 00:20:00	ES	Futures	1746.13	1746.39	1745.87	1746.13	169.0
2013-07-24 00:25:00	ES	Futures	1746.13	1746.39	1746.13	1746.13	263.0
2013-07-24 00:30:00	ES	Futures	1746.13	1746.13	1745.87	1745.87	97.0
2013-07-24 00:35:00	ES	Futures	1745.87	1745.87	1745.62	1745.62	36.0
2013-07-24 00:40:00	ES	Futures	1745.62	1746.13	1745.62	1745.87	149.0
2013-07-24 00:45:00	ES	Futures	1746.13	1746.13	1745.62	1745.62	224.0
2013-07-24 00:50:00	ES	Futures	1745.62	1745.87	1745.62	1745.87	92.0
2013-07-24 00:55:00	ES	Futures	1745.62	1745.87	1745.36	1745.36	288.0
2013-07-24 01:00:00	ES	Futures	1745.36	1745.62	1745.36	1745.62	160.0
2013-07-24 01:05:00	ES	Futures	1745.36	1745.62	1745.36	1745.62	68.0
2013-07-24 01:10:00	ES	Futures	1745.62	1745.62	1745.36	1745.62	60.0
2013-07-24 01:15:00	ES	Futures	1745.36	1745.87	1745.36	1745.62	97.0
2013-07-24 01:20:00	ES	Futures	1745.87	1745.87	1745.62	1745.87	24.0
2013-07-24 01:25:00	ES	Futures	1745.62	1746.39	1745.62	1745.87	441.0
2013-07-24 01:30:00	ES	Futures	1745.87	1746.13	1745.87	1746.13	24.0
2013-07-24 01:35:00	ES	Futures	1746.13	1746.13	1745.87	1746.13	80.0
2013-07-24 01:40:00	ES	Futures	1746.13	1746.13	1745.62	1745.62	251.0
2013-07-24 01:45:00	ES	Futures	1745.62	1745.87	1745.36	1745.62	161.0
2013-07-24 01:50:00	ES	Futures	1745.62	1746.13	1745.36	1746.13	272.0
2013-07-24 01:55:00	ES	Futures	1746.13	1746.39	1745.87	1745.87	630.0
2013-07-24 02:00:00	ES	Futures	1745.87	1746.39	1745.62	1746.13	496.0
2013-07-24 02:05:00	ES	Futures	1746.13	1746.39	1745.87	1745.87	506.0
2013-07-24 02:10:00	ES	Futures	1745.87	1746.13	1745.62	1746.13	678.0
2013-07-24 02:15:00	ES	Futures	1746.13	1746.13	1745.87	1746.13	291.0
2013-07-24 02:20:00	ES	Futures	1746.13	1746.39	1745.87	1746.39	340.0
2013-07-24 02:25:00	ES	Futures	1746.39	1746.65	1746.39	1746.39	206.0
2013-07-24 02:30:00	ES	Futures	1746.13	1746.39	1746.13	1746.13	105.0
2013-07-24 02:35:00	ES	Futures	1746.39	1746.39	1745.87	1746.13	200.0
2013-07-24 02:40:00	ES	Futures	1746.13	1746.13	1745.87	1745.87	42.0
2013-07-24 02:45:00	ES	Futures	1746.13	1746.13	1745.87	1746.13	50.0
2013-07-24 02:50:00	ES	Futures	1746.13	1746.39	1745.87	1746.13	166.0
2013-07-24 02:55:00	ES	Futures	1746.13	1746.65	1746.13	1746.65	460.0
2013-07-24 03:00:00	ES	Futures	1746.39	1747.17	1746.13	1746.65	1690.0
2013-07-24 03:05:00	ES	Futures	1746.39	1747.17	1746.39	1747.17	1092.0
2013-07-24 03:10:00	ES	Futures	1747.17	1747.17	1746.65	1746.91	746.0
2013-07-24 03:15:00	ES	Futures	1746.91	1747.42	1746.65	1746.91	869.0
2013-07-24 03:20:00	ES	Futures	1746.91	1747.42	1746.91	1746.91	633.0
2013-07-24 03:25:00	ES	Futures	1747.17	1749.75	1747.17	1749.23	5429.0
2013-07-24 03:30:00	ES	Futures	1749.23	1750.53	1748.98	1749.75	6072.0
2013-07-24 03:35:00	ES	Futures	1749.49	1750.01	1749.23	1749.23	1474.0
2013-07-24 03:40:00	ES	Futures	1749.23	1749.75	1749.23	1749.49	979.0
2013-07-24 03:45:00	ES	Futures	1749.75	1750.53	1749.75	1750.01	1523.0
2013-07-24 03:50:00	ES	Futures	1750.27	1750.27	1748.98	1748.98	2054.0
2013-07-24 03:55:00	ES	Futures	1749.23	1749.49	1748.98	1748.98	613.0
2013-07-24 04:00:00	ES	Futures	1748.98	1749.49	1748.98	1749.23	919.0
2013-07-24 04:05:00	ES	Futures	1749.23	1749.49	1749.23	1749.23	654.0

> showing 50 of 14,091 rows — these rows as CSV

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