PREVIEW / futures_5min / 2013-08-12

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-08-12.parquet
  size:    211 KB
  rows:    13,598

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
2013-08-12 00:00:00	ES	Futures	1742.0	1742.26	1742.0	1742.26	87.0
2013-08-12 00:05:00	ES	Futures	1742.26	1742.26	1742.0	1742.26	46.0
2013-08-12 00:10:00	ES	Futures	1742.0	1742.26	1742.0	1742.0	65.0
2013-08-12 00:15:00	ES	Futures	1742.0	1742.26	1742.0	1742.26	67.0
2013-08-12 00:20:00	ES	Futures	1742.0	1742.26	1742.0	1742.26	112.0
2013-08-12 00:25:00	ES	Futures	1742.51	1742.77	1742.26	1742.51	140.0
2013-08-12 00:30:00	ES	Futures	1742.26	1742.51	1742.26	1742.26	99.0
2013-08-12 00:35:00	ES	Futures	1742.26	1742.51	1742.0	1742.0	50.0
2013-08-12 00:40:00	ES	Futures	1742.0	1742.26	1742.0	1742.26	26.0
2013-08-12 00:45:00	ES	Futures	1742.26	1742.26	1742.0	1742.0	75.0
2013-08-12 00:50:00	ES	Futures	1741.74	1742.26	1741.74	1742.26	78.0
2013-08-12 00:55:00	ES	Futures	1742.26	1742.26	1742.0	1742.26	215.0
2013-08-12 01:00:00	ES	Futures	1742.0	1742.26	1742.0	1742.26	21.0
2013-08-12 01:05:00	ES	Futures	1742.0	1742.26	1741.74	1742.26	172.0
2013-08-12 01:10:00	ES	Futures	1742.26	1742.77	1742.26	1742.26	458.0
2013-08-12 01:15:00	ES	Futures	1742.26	1742.51	1742.0	1742.51	151.0
2013-08-12 01:20:00	ES	Futures	1742.26	1742.51	1742.26	1742.51	70.0
2013-08-12 01:25:00	ES	Futures	1742.51	1742.51	1742.26	1742.26	173.0
2013-08-12 01:30:00	ES	Futures	1742.26	1742.77	1742.26	1742.51	506.0
2013-08-12 01:35:00	ES	Futures	1742.26	1742.77	1742.26	1742.77	43.0
2013-08-12 01:40:00	ES	Futures	1742.51	1742.77	1742.51	1742.51	33.0
2013-08-12 01:45:00	ES	Futures	1742.51	1743.03	1742.51	1743.03	382.0
2013-08-12 01:50:00	ES	Futures	1742.77	1743.29	1742.77	1743.29	220.0
2013-08-12 01:55:00	ES	Futures	1743.29	1743.29	1743.03	1743.29	200.0
2013-08-12 02:00:00	ES	Futures	1743.29	1744.32	1743.03	1744.06	3111.0
2013-08-12 02:05:00	ES	Futures	1743.81	1744.32	1743.55	1743.81	910.0
2013-08-12 02:10:00	ES	Futures	1743.81	1743.81	1743.29	1743.55	746.0
2013-08-12 02:15:00	ES	Futures	1743.55	1743.81	1743.29	1743.29	822.0
2013-08-12 02:20:00	ES	Futures	1743.03	1743.29	1742.26	1742.77	1242.0
2013-08-12 02:25:00	ES	Futures	1742.77	1743.03	1742.51	1743.03	868.0
2013-08-12 02:30:00	ES	Futures	1742.77	1743.03	1742.51	1743.03	224.0
2013-08-12 02:35:00	ES	Futures	1743.03	1743.03	1742.0	1742.0	1063.0
2013-08-12 02:40:00	ES	Futures	1742.0	1742.51	1742.0	1742.26	559.0
2013-08-12 02:45:00	ES	Futures	1742.26	1742.26	1742.0	1742.26	334.0
2013-08-12 02:50:00	ES	Futures	1742.0	1742.26	1741.74	1742.0	324.0
2013-08-12 02:55:00	ES	Futures	1741.74	1742.0	1741.74	1741.74	424.0
2013-08-12 03:00:00	ES	Futures	1741.48	1741.74	1740.7	1741.48	2548.0
2013-08-12 03:05:00	ES	Futures	1741.48	1742.51	1740.96	1741.22	2446.0
2013-08-12 03:10:00	ES	Futures	1740.96	1741.48	1740.7	1740.96	1973.0
2013-08-12 03:15:00	ES	Futures	1740.7	1740.7	1738.89	1739.15	6339.0
2013-08-12 03:20:00	ES	Futures	1738.89	1739.67	1738.38	1738.64	4445.0
2013-08-12 03:25:00	ES	Futures	1738.38	1738.64	1738.12	1738.64	1710.0
2013-08-12 03:30:00	ES	Futures	1738.38	1739.93	1738.12	1739.67	4311.0
2013-08-12 03:35:00	ES	Futures	1739.67	1739.93	1738.89	1739.41	1104.0
2013-08-12 03:40:00	ES	Futures	1739.15	1739.41	1738.64	1738.89	1047.0
2013-08-12 03:45:00	ES	Futures	1738.64	1738.89	1738.38	1738.89	856.0
2013-08-12 03:50:00	ES	Futures	1738.64	1739.15	1738.64	1738.89	590.0
2013-08-12 03:55:00	ES	Futures	1738.89	1739.67	1738.89	1739.41	2083.0
2013-08-12 04:00:00	ES	Futures	1739.15	1739.41	1738.89	1739.15	842.0
2013-08-12 04:05:00	ES	Futures	1739.41	1739.41	1738.38	1738.64	1134.0

> showing 50 of 13,598 rows — these rows as CSV

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