PREVIEW / futures_5min / 2014-02-23

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-02-23.parquet
  size:    46 KB
  rows:    2,287

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
2014-02-23 18:00:00	ES	Futures	1898.77	1899.55	1898.0	1899.03	3306.0
2014-02-23 18:05:00	ES	Futures	1899.29	1899.29	1898.0	1898.0	527.0
2014-02-23 18:10:00	ES	Futures	1898.26	1899.03	1898.26	1898.52	473.0
2014-02-23 18:15:00	ES	Futures	1898.52	1898.77	1898.26	1898.77	95.0
2014-02-23 18:20:00	ES	Futures	1898.52	1899.29	1898.26	1899.03	278.0
2014-02-23 18:25:00	ES	Futures	1899.29	1899.29	1899.03	1899.29	149.0
2014-02-23 18:30:00	ES	Futures	1899.03	1899.03	1898.77	1898.77	149.0
2014-02-23 18:35:00	ES	Futures	1898.77	1899.29	1898.52	1899.03	459.0
2014-02-23 18:40:00	ES	Futures	1899.03	1899.29	1898.77	1898.77	232.0
2014-02-23 18:45:00	ES	Futures	1899.03	1899.03	1898.52	1898.77	116.0
2014-02-23 18:50:00	ES	Futures	1898.77	1898.77	1898.52	1898.77	82.0
2014-02-23 18:55:00	ES	Futures	1898.77	1898.77	1898.0	1898.52	395.0
2014-02-23 19:00:00	ES	Futures	1898.26	1898.52	1898.0	1898.0	412.0
2014-02-23 19:05:00	ES	Futures	1898.26	1898.26	1897.74	1897.74	359.0
2014-02-23 19:10:00	ES	Futures	1898.0	1898.52	1897.48	1898.52	569.0
2014-02-23 19:15:00	ES	Futures	1898.52	1899.29	1898.52	1899.29	423.0
2014-02-23 19:20:00	ES	Futures	1899.29	1899.55	1899.03	1899.55	142.0
2014-02-23 19:25:00	ES	Futures	1899.55	1899.55	1899.03	1899.29	255.0
2014-02-23 19:30:00	ES	Futures	1899.29	1900.58	1899.29	1900.33	658.0
2014-02-23 19:35:00	ES	Futures	1900.33	1900.33	1899.55	1899.81	279.0
2014-02-23 19:40:00	ES	Futures	1899.81	1900.07	1899.29	1899.81	163.0
2014-02-23 19:45:00	ES	Futures	1899.81	1900.84	1899.81	1900.58	680.0
2014-02-23 19:50:00	ES	Futures	1900.33	1901.36	1900.33	1900.84	874.0
2014-02-23 19:55:00	ES	Futures	1900.58	1901.36	1900.33	1901.1	896.0
2014-02-23 20:00:00	ES	Futures	1901.36	1901.36	1900.84	1900.84	300.0
2014-02-23 20:05:00	ES	Futures	1900.84	1902.14	1900.84	1901.88	928.0
2014-02-23 20:10:00	ES	Futures	1901.88	1902.39	1901.62	1901.62	1340.0
2014-02-23 20:15:00	ES	Futures	1901.62	1902.14	1900.84	1901.36	1323.0
2014-02-23 20:20:00	ES	Futures	1901.1	1901.36	1900.58	1900.58	531.0
2014-02-23 20:25:00	ES	Futures	1900.58	1900.84	1899.55	1899.81	1158.0
2014-02-23 20:30:00	ES	Futures	1900.07	1900.58	1899.81	1899.81	299.0
2014-02-23 20:35:00	ES	Futures	1899.81	1900.07	1898.26	1898.52	1362.0
2014-02-23 20:40:00	ES	Futures	1898.52	1899.03	1898.26	1898.52	734.0
2014-02-23 20:45:00	ES	Futures	1898.77	1899.03	1898.52	1898.77	247.0
2014-02-23 20:50:00	ES	Futures	1898.77	1898.77	1898.26	1898.52	379.0
2014-02-23 20:55:00	ES	Futures	1898.52	1898.77	1898.0	1898.0	345.0
2014-02-23 21:00:00	ES	Futures	1898.0	1898.52	1898.0	1898.26	506.0
2014-02-23 21:05:00	ES	Futures	1898.26	1898.26	1896.96	1897.22	788.0
2014-02-23 21:10:00	ES	Futures	1897.22	1898.0	1896.96	1897.74	651.0
2014-02-23 21:15:00	ES	Futures	1897.48	1898.0	1897.48	1897.48	525.0
2014-02-23 21:20:00	ES	Futures	1897.22	1897.48	1897.22	1897.22	500.0
2014-02-23 21:25:00	ES	Futures	1896.96	1897.22	1895.93	1895.93	1562.0
2014-02-23 21:30:00	ES	Futures	1896.19	1897.48	1895.93	1896.45	932.0
2014-02-23 21:35:00	ES	Futures	1896.45	1896.7	1895.15	1895.41	1567.0
2014-02-23 21:40:00	ES	Futures	1895.15	1895.67	1894.89	1895.41	1207.0
2014-02-23 21:45:00	ES	Futures	1895.67	1895.93	1895.67	1895.93	238.0
2014-02-23 21:50:00	ES	Futures	1895.93	1895.93	1895.67	1895.93	180.0
2014-02-23 21:55:00	ES	Futures	1895.93	1895.93	1895.41	1895.67	93.0
2014-02-23 22:00:00	ES	Futures	1895.67	1896.19	1894.89	1896.19	823.0
2014-02-23 22:05:00	ES	Futures	1896.19	1896.96	1895.93	1896.7	1111.0

> showing 50 of 2,287 rows — these rows as CSV

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