PREVIEW / futures_5min / 2014-01-02

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-02.parquet
  size:    210 KB
  rows:    12,050

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
2014-01-02 06:00:00	ES	Futures	1901.36	1901.62	1897.74	1900.58	17893.0
2014-01-02 06:05:00	ES	Futures	1900.33	1900.58	1899.03	1899.29	3809.0
2014-01-02 06:10:00	ES	Futures	1899.03	1900.07	1898.52	1900.07	3328.0
2014-01-02 06:15:00	ES	Futures	1900.07	1900.84	1899.81	1900.33	2498.0
2014-01-02 06:20:00	ES	Futures	1900.33	1901.88	1900.33	1901.62	2528.0
2014-01-02 06:25:00	ES	Futures	1901.62	1903.43	1901.62	1903.43	4004.0
2014-01-02 06:30:00	ES	Futures	1903.17	1903.95	1902.65	1903.17	2823.0
2014-01-02 06:35:00	ES	Futures	1903.17	1903.69	1902.65	1902.65	1668.0
2014-01-02 06:40:00	ES	Futures	1902.91	1903.17	1901.88	1902.91	2205.0
2014-01-02 06:45:00	ES	Futures	1902.65	1903.17	1902.65	1903.17	1248.0
2014-01-02 06:50:00	ES	Futures	1903.17	1904.46	1902.91	1904.21	2286.0
2014-01-02 06:55:00	ES	Futures	1904.21	1904.21	1902.14	1902.39	3382.0
2014-01-02 07:00:00	ES	Futures	1902.39	1902.39	1901.36	1901.62	3570.0
2014-01-02 07:05:00	ES	Futures	1901.62	1901.88	1901.1	1901.36	1581.0
2014-01-02 07:10:00	ES	Futures	1901.36	1902.14	1901.1	1902.14	1643.0
2014-01-02 07:15:00	ES	Futures	1901.88	1902.14	1901.1	1901.36	2261.0
2014-01-02 07:20:00	ES	Futures	1901.36	1901.36	1900.84	1900.84	832.0
2014-01-02 07:25:00	ES	Futures	1901.1	1901.88	1900.84	1901.88	1350.0
2014-01-02 07:30:00	ES	Futures	1902.14	1902.65	1901.62	1901.62	1477.0
2014-01-02 07:35:00	ES	Futures	1901.88	1902.14	1901.1	1901.36	900.0
2014-01-02 07:40:00	ES	Futures	1901.36	1901.88	1901.1	1901.88	786.0
2014-01-02 07:45:00	ES	Futures	1901.62	1901.88	1901.1	1901.36	1737.0
2014-01-02 07:50:00	ES	Futures	1901.1	1901.36	1900.07	1900.33	3757.0
2014-01-02 07:55:00	ES	Futures	1900.07	1900.33	1899.03	1899.29	3898.0
2014-01-02 08:00:00	ES	Futures	1899.55	1901.62	1899.03	1901.62	3663.0
2014-01-02 08:05:00	ES	Futures	1901.36	1901.62	1900.33	1900.33	1626.0
2014-01-02 08:10:00	ES	Futures	1900.33	1900.84	1900.07	1900.58	1293.0
2014-01-02 08:15:00	ES	Futures	1900.58	1901.36	1900.33	1901.1	1557.0
2014-01-02 08:20:00	ES	Futures	1901.36	1902.91	1901.36	1902.39	2544.0
2014-01-02 08:25:00	ES	Futures	1902.39	1902.65	1902.14	1902.14	1166.0
2014-01-02 08:30:00	ES	Futures	1902.14	1902.39	1901.36	1902.14	2526.0
2014-01-02 08:35:00	ES	Futures	1902.14	1902.14	1900.33	1900.58	2933.0
2014-01-02 08:40:00	ES	Futures	1900.84	1900.84	1900.07	1900.58	4021.0
2014-01-02 08:45:00	ES	Futures	1900.58	1901.1	1900.58	1900.84	1511.0
2014-01-02 08:50:00	ES	Futures	1900.84	1901.1	1899.81	1899.81	2038.0
2014-01-02 08:55:00	ES	Futures	1899.55	1900.33	1899.55	1900.07	1489.0
2014-01-02 09:00:00	ES	Futures	1900.07	1900.84	1899.81	1900.84	1365.0
2014-01-02 09:05:00	ES	Futures	1900.84	1901.1	1899.81	1900.07	3192.0
2014-01-02 09:10:00	ES	Futures	1900.07	1900.58	1899.55	1899.81	2210.0
2014-01-02 09:15:00	ES	Futures	1900.07	1900.33	1899.29	1900.07	3374.0
2014-01-02 09:20:00	ES	Futures	1899.81	1900.58	1899.81	1900.58	2348.0
2014-01-02 09:25:00	ES	Futures	1900.33	1901.1	1900.07	1900.84	4888.0
2014-01-02 09:30:00	ES	Futures	1900.84	1901.62	1898.77	1899.81	45682.0
2014-01-02 09:35:00	ES	Futures	1900.07	1900.07	1895.41	1895.67	42463.0
2014-01-02 09:40:00	ES	Futures	1895.67	1896.45	1893.6	1896.19	46631.0
2014-01-02 09:45:00	ES	Futures	1896.45	1897.22	1895.67	1896.7	29525.0
2014-01-02 09:50:00	ES	Futures	1896.96	1897.74	1895.15	1897.48	37300.0
2014-01-02 09:55:00	ES	Futures	1897.48	1897.74	1895.93	1896.19	12414.0
2014-01-02 10:00:00	ES	Futures	1896.45	1897.22	1891.53	1893.86	42739.0
2014-01-02 10:05:00	ES	Futures	1893.6	1894.64	1893.34	1894.64	22956.0

> showing 50 of 12,050 rows — these rows as CSV

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