PREVIEW / futures_5min / 2014-01-23

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-23.parquet
  size:    247 KB
  rows:    14,936

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
2014-01-23 00:00:00	ES	Futures	1895.41	1895.93	1895.15	1895.67	358.0
2014-01-23 00:05:00	ES	Futures	1895.67	1895.93	1895.41	1895.67	226.0
2014-01-23 00:10:00	ES	Futures	1895.67	1895.93	1895.67	1895.93	57.0
2014-01-23 00:15:00	ES	Futures	1895.67	1896.19	1895.67	1895.93	174.0
2014-01-23 00:20:00	ES	Futures	1895.93	1896.45	1895.67	1896.19	741.0
2014-01-23 00:25:00	ES	Futures	1896.19	1898.0	1896.19	1898.0	2174.0
2014-01-23 00:30:00	ES	Futures	1898.0	1898.26	1897.74	1898.0	589.0
2014-01-23 00:35:00	ES	Futures	1898.0	1898.26	1897.48	1897.74	436.0
2014-01-23 00:40:00	ES	Futures	1897.48	1898.0	1897.48	1898.0	478.0
2014-01-23 00:45:00	ES	Futures	1897.74	1898.0	1896.19	1896.19	775.0
2014-01-23 00:50:00	ES	Futures	1896.45	1896.7	1895.93	1896.19	455.0
2014-01-23 00:55:00	ES	Futures	1896.45	1896.45	1895.67	1895.93	607.0
2014-01-23 01:00:00	ES	Futures	1895.93	1895.93	1895.15	1895.41	752.0
2014-01-23 01:05:00	ES	Futures	1895.41	1895.67	1895.15	1895.67	297.0
2014-01-23 01:10:00	ES	Futures	1895.67	1896.45	1895.67	1896.19	373.0
2014-01-23 01:15:00	ES	Futures	1896.45	1896.45	1895.67	1895.93	232.0
2014-01-23 01:20:00	ES	Futures	1896.19	1896.19	1895.67	1895.67	183.0
2014-01-23 01:25:00	ES	Futures	1895.67	1895.67	1895.15	1895.15	472.0
2014-01-23 01:30:00	ES	Futures	1895.15	1895.67	1895.15	1895.41	295.0
2014-01-23 01:35:00	ES	Futures	1895.67	1895.93	1895.41	1895.93	110.0
2014-01-23 01:40:00	ES	Futures	1895.67	1895.93	1895.67	1895.93	29.0
2014-01-23 01:45:00	ES	Futures	1895.93	1896.45	1895.93	1896.45	230.0
2014-01-23 01:50:00	ES	Futures	1896.45	1896.96	1896.45	1896.96	329.0
2014-01-23 01:55:00	ES	Futures	1896.7	1896.96	1896.19	1896.45	444.0
2014-01-23 02:00:00	ES	Futures	1896.7	1896.96	1896.19	1896.96	986.0
2014-01-23 02:05:00	ES	Futures	1896.96	1897.48	1896.7	1897.22	854.0
2014-01-23 02:10:00	ES	Futures	1897.22	1897.22	1896.96	1897.22	157.0
2014-01-23 02:15:00	ES	Futures	1897.22	1897.48	1896.96	1897.48	252.0
2014-01-23 02:20:00	ES	Futures	1897.22	1897.48	1896.96	1897.22	362.0
2014-01-23 02:25:00	ES	Futures	1897.48	1897.48	1896.7	1896.7	205.0
2014-01-23 02:30:00	ES	Futures	1896.7	1896.96	1896.45	1896.45	481.0
2014-01-23 02:35:00	ES	Futures	1896.7	1896.7	1896.45	1896.45	165.0
2014-01-23 02:40:00	ES	Futures	1896.45	1896.7	1895.67	1895.67	1112.0
2014-01-23 02:45:00	ES	Futures	1895.67	1895.93	1895.15	1895.67	1593.0
2014-01-23 02:50:00	ES	Futures	1895.41	1895.93	1895.41	1895.93	395.0
2014-01-23 02:55:00	ES	Futures	1895.93	1895.93	1895.67	1895.67	671.0
2014-01-23 03:00:00	ES	Futures	1895.93	1897.22	1895.67	1897.22	1846.0
2014-01-23 03:05:00	ES	Futures	1897.22	1897.22	1896.45	1896.45	1269.0
2014-01-23 03:10:00	ES	Futures	1896.7	1898.26	1896.7	1898.0	2493.0
2014-01-23 03:15:00	ES	Futures	1898.0	1898.52	1897.74	1898.26	2169.0
2014-01-23 03:20:00	ES	Futures	1898.52	1899.29	1898.26	1898.52	3352.0
2014-01-23 03:25:00	ES	Futures	1898.77	1899.29	1898.0	1898.77	2131.0
2014-01-23 03:30:00	ES	Futures	1898.77	1900.84	1898.52	1900.07	4908.0
2014-01-23 03:35:00	ES	Futures	1900.07	1900.58	1899.81	1899.81	1841.0
2014-01-23 03:40:00	ES	Futures	1899.81	1900.33	1899.81	1899.81	1222.0
2014-01-23 03:45:00	ES	Futures	1899.81	1900.58	1899.81	1900.58	870.0
2014-01-23 03:50:00	ES	Futures	1900.33	1900.58	1899.81	1899.81	1383.0
2014-01-23 03:55:00	ES	Futures	1900.07	1900.33	1899.29	1900.07	1657.0
2014-01-23 04:00:00	ES	Futures	1900.07	1900.33	1898.77	1899.03	2177.0
2014-01-23 04:05:00	ES	Futures	1898.77	1899.03	1897.48	1897.74	2148.0

> showing 50 of 14,936 rows — these rows as CSV

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