PREVIEW / futures_5min / 2014-01-16

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-16.parquet
  size:    204 KB
  rows:    14,432

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
2014-01-16 00:00:00	ES	Futures	1907.05	1907.05	1906.27	1906.27	587.0
2014-01-16 00:05:00	ES	Futures	1906.53	1906.79	1906.53	1906.79	103.0
2014-01-16 00:10:00	ES	Futures	1906.79	1906.79	1906.53	1906.53	117.0
2014-01-16 00:15:00	ES	Futures	1906.79	1906.79	1906.02	1906.27	334.0
2014-01-16 00:20:00	ES	Futures	1906.27	1906.53	1905.76	1906.02	281.0
2014-01-16 00:25:00	ES	Futures	1905.76	1906.53	1905.76	1905.76	599.0
2014-01-16 00:30:00	ES	Futures	1906.02	1906.27	1905.5	1905.76	359.0
2014-01-16 00:35:00	ES	Futures	1905.76	1906.27	1905.5	1906.02	307.0
2014-01-16 00:40:00	ES	Futures	1906.27	1906.53	1906.02	1906.27	296.0
2014-01-16 00:45:00	ES	Futures	1906.27	1906.79	1906.27	1906.27	299.0
2014-01-16 00:50:00	ES	Futures	1906.53	1906.53	1906.02	1906.02	211.0
2014-01-16 00:55:00	ES	Futures	1906.27	1906.53	1905.76	1906.27	356.0
2014-01-16 01:00:00	ES	Futures	1906.53	1906.79	1905.5	1905.5	1223.0
2014-01-16 01:05:00	ES	Futures	1905.5	1905.76	1905.5	1905.5	532.0
2014-01-16 01:10:00	ES	Futures	1905.5	1905.76	1905.5	1905.5	210.0
2014-01-16 01:15:00	ES	Futures	1905.76	1905.76	1905.5	1905.76	53.0
2014-01-16 01:20:00	ES	Futures	1905.5	1905.76	1905.5	1905.5	262.0
2014-01-16 01:25:00	ES	Futures	1905.76	1906.02	1905.76	1906.02	107.0
2014-01-16 01:30:00	ES	Futures	1906.02	1906.02	1905.76	1905.76	136.0
2014-01-16 01:35:00	ES	Futures	1905.76	1905.76	1905.24	1905.5	239.0
2014-01-16 01:40:00	ES	Futures	1905.5	1905.5	1905.24	1905.5	53.0
2014-01-16 01:45:00	ES	Futures	1905.5	1905.76	1905.5	1905.5	112.0
2014-01-16 01:50:00	ES	Futures	1905.76	1905.76	1905.5	1905.76	33.0
2014-01-16 01:55:00	ES	Futures	1905.76	1905.76	1905.24	1905.24	145.0
2014-01-16 02:00:00	ES	Futures	1905.5	1905.5	1904.72	1904.98	1294.0
2014-01-16 02:05:00	ES	Futures	1904.98	1904.98	1904.21	1904.21	685.0
2014-01-16 02:10:00	ES	Futures	1904.46	1904.46	1903.95	1904.46	840.0
2014-01-16 02:15:00	ES	Futures	1904.46	1904.46	1903.95	1904.21	512.0
2014-01-16 02:20:00	ES	Futures	1903.95	1904.21	1903.95	1903.95	73.0
2014-01-16 02:25:00	ES	Futures	1904.21	1904.21	1903.69	1903.95	555.0
2014-01-16 02:30:00	ES	Futures	1904.21	1904.46	1903.95	1904.46	366.0
2014-01-16 02:35:00	ES	Futures	1904.72	1904.98	1904.46	1904.72	303.0
2014-01-16 02:40:00	ES	Futures	1904.72	1904.98	1904.46	1904.46	552.0
2014-01-16 02:45:00	ES	Futures	1904.72	1905.24	1904.46	1904.98	652.0
2014-01-16 02:50:00	ES	Futures	1904.98	1905.24	1904.72	1904.98	304.0
2014-01-16 02:55:00	ES	Futures	1904.72	1904.72	1903.95	1904.21	893.0
2014-01-16 03:00:00	ES	Futures	1904.21	1904.72	1903.69	1904.46	1998.0
2014-01-16 03:05:00	ES	Futures	1904.21	1904.72	1903.95	1904.21	1477.0
2014-01-16 03:10:00	ES	Futures	1904.21	1904.46	1903.43	1903.69	1720.0
2014-01-16 03:15:00	ES	Futures	1903.69	1903.69	1902.39	1902.65	5654.0
2014-01-16 03:20:00	ES	Futures	1902.65	1902.91	1902.14	1902.65	1865.0
2014-01-16 03:25:00	ES	Futures	1902.39	1902.65	1901.88	1902.39	3130.0
2014-01-16 03:30:00	ES	Futures	1902.39	1902.39	1901.88	1902.14	1448.0
2014-01-16 03:35:00	ES	Futures	1902.14	1902.91	1902.14	1902.39	2014.0
2014-01-16 03:40:00	ES	Futures	1902.39	1902.65	1902.14	1902.65	379.0
2014-01-16 03:45:00	ES	Futures	1902.65	1903.17	1902.39	1903.17	896.0
2014-01-16 03:50:00	ES	Futures	1903.17	1903.17	1902.39	1903.17	2019.0
2014-01-16 03:55:00	ES	Futures	1902.91	1902.91	1902.14	1902.39	1271.0
2014-01-16 04:00:00	ES	Futures	1902.14	1902.91	1902.14	1902.91	493.0
2014-01-16 04:05:00	ES	Futures	1902.91	1903.17	1902.14	1902.39	1118.0

> showing 50 of 14,432 rows — these rows as CSV

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