PREVIEW / futures_5min / 2013-09-19

all futures 5-min files

  file:    by_date/futures_5min/2013/2013-09-19.parquet
  size:    230 KB
  rows:    14,041

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
2013-09-19 00:00:00	ES	Futures	1773.48	1773.99	1773.48	1773.99	350.0
2013-09-19 00:05:00	ES	Futures	1773.99	1774.25	1773.99	1773.99	105.0
2013-09-19 00:10:00	ES	Futures	1773.99	1774.51	1773.99	1774.51	269.0
2013-09-19 00:15:00	ES	Futures	1774.25	1774.51	1774.25	1774.51	20.0
2013-09-19 00:20:00	ES	Futures	1774.51	1774.51	1773.99	1773.99	439.0
2013-09-19 00:25:00	ES	Futures	1773.99	1774.25	1773.99	1774.25	11.0
2013-09-19 00:30:00	ES	Futures	1774.25	1774.25	1773.99	1774.25	112.0
2013-09-19 00:35:00	ES	Futures	1774.51	1774.51	1774.25	1774.51	44.0
2013-09-19 00:40:00	ES	Futures	1774.25	1774.51	1773.99	1774.25	287.0
2013-09-19 00:45:00	ES	Futures	1774.25	1774.51	1774.25	1774.51	88.0
2013-09-19 00:50:00	ES	Futures	1774.25	1774.25	1773.99	1774.25	86.0
2013-09-19 00:55:00	ES	Futures	1773.99	1774.25	1773.99	1773.99	165.0
2013-09-19 01:00:00	ES	Futures	1773.99	1774.25	1773.74	1773.74	677.0
2013-09-19 01:05:00	ES	Futures	1773.74	1773.99	1773.74	1773.74	79.0
2013-09-19 01:10:00	ES	Futures	1773.99	1774.51	1773.74	1774.25	600.0
2013-09-19 01:15:00	ES	Futures	1774.25	1774.51	1773.99	1774.51	255.0
2013-09-19 01:20:00	ES	Futures	1774.25	1774.51	1773.99	1774.25	321.0
2013-09-19 01:25:00	ES	Futures	1774.25	1774.51	1774.25	1774.25	186.0
2013-09-19 01:30:00	ES	Futures	1774.25	1774.51	1774.25	1774.25	168.0
2013-09-19 01:35:00	ES	Futures	1774.51	1774.77	1774.25	1774.51	224.0
2013-09-19 01:40:00	ES	Futures	1774.51	1775.28	1774.25	1774.77	979.0
2013-09-19 01:45:00	ES	Futures	1775.03	1775.28	1774.77	1775.03	408.0
2013-09-19 01:50:00	ES	Futures	1775.03	1775.28	1774.77	1775.03	874.0
2013-09-19 01:55:00	ES	Futures	1775.03	1775.54	1775.03	1775.28	1212.0
2013-09-19 02:00:00	ES	Futures	1775.28	1775.8	1774.25	1774.25	1924.0
2013-09-19 02:05:00	ES	Futures	1774.25	1774.51	1773.74	1773.74	932.0
2013-09-19 02:10:00	ES	Futures	1773.74	1774.25	1773.74	1774.25	748.0
2013-09-19 02:15:00	ES	Futures	1773.99	1775.03	1773.74	1774.51	799.0
2013-09-19 02:20:00	ES	Futures	1774.51	1775.28	1774.51	1775.03	733.0
2013-09-19 02:25:00	ES	Futures	1775.03	1775.28	1774.77	1775.28	688.0
2013-09-19 02:30:00	ES	Futures	1775.03	1775.8	1774.77	1775.54	2792.0
2013-09-19 02:35:00	ES	Futures	1775.54	1775.8	1774.77	1775.03	998.0
2013-09-19 02:40:00	ES	Futures	1775.03	1775.54	1775.03	1775.28	656.0
2013-09-19 02:45:00	ES	Futures	1775.03	1775.8	1775.03	1775.8	514.0
2013-09-19 02:50:00	ES	Futures	1775.8	1776.06	1775.54	1776.06	1098.0
2013-09-19 02:55:00	ES	Futures	1776.06	1776.06	1775.54	1775.54	1263.0
2013-09-19 03:00:00	ES	Futures	1775.8	1776.06	1775.03	1775.03	5573.0
2013-09-19 03:05:00	ES	Futures	1775.03	1776.06	1775.03	1776.06	3080.0
2013-09-19 03:10:00	ES	Futures	1775.8	1776.32	1775.28	1775.54	3557.0
2013-09-19 03:15:00	ES	Futures	1775.54	1775.8	1775.28	1775.54	6378.0
2013-09-19 03:20:00	ES	Futures	1775.28	1776.06	1775.28	1775.8	3181.0
2013-09-19 03:25:00	ES	Futures	1776.06	1776.57	1775.8	1776.32	3208.0
2013-09-19 03:30:00	ES	Futures	1776.32	1777.35	1776.32	1777.09	3112.0
2013-09-19 03:35:00	ES	Futures	1777.09	1777.35	1776.57	1776.83	2057.0
2013-09-19 03:40:00	ES	Futures	1776.83	1777.35	1776.57	1777.35	2702.0
2013-09-19 03:45:00	ES	Futures	1777.09	1777.61	1776.83	1776.83	1835.0
2013-09-19 03:50:00	ES	Futures	1776.83	1778.64	1776.83	1778.12	6895.0
2013-09-19 03:55:00	ES	Futures	1778.38	1778.38	1777.35	1777.61	3819.0
2013-09-19 04:00:00	ES	Futures	1777.61	1778.12	1777.35	1777.86	2857.0
2013-09-19 04:05:00	ES	Futures	1778.12	1778.12	1777.61	1777.86	1573.0

> showing 50 of 14,041 rows — these rows as CSV

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