PREVIEW / futures_5min / 2014-03-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-21.parquet
  size:    190 KB
  rows:    11,905

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
2014-03-21 00:00:00	ES	Futures	1938.19	1938.19	1937.93	1937.93	131.0
2014-03-21 00:05:00	ES	Futures	1937.67	1937.93	1937.67	1937.67	47.0
2014-03-21 00:10:00	ES	Futures	1937.67	1938.19	1937.67	1938.19	52.0
2014-03-21 00:15:00	ES	Futures	1938.19	1938.19	1937.93	1937.93	28.0
2014-03-21 00:20:00	ES	Futures	1938.19	1938.19	1937.93	1938.19	88.0
2014-03-21 00:25:00	ES	Futures	1937.93	1938.19	1937.93	1938.19	38.0
2014-03-21 00:30:00	ES	Futures	1938.19	1938.19	1937.67	1937.67	103.0
2014-03-21 00:35:00	ES	Futures	1937.93	1938.19	1937.93	1938.19	34.0
2014-03-21 00:40:00	ES	Futures	1938.19	1938.19	1937.67	1937.67	133.0
2014-03-21 00:45:00	ES	Futures	1937.67	1938.19	1937.67	1938.19	58.0
2014-03-21 00:50:00	ES	Futures	1938.19	1938.19	1937.93	1938.19	116.0
2014-03-21 00:55:00	ES	Futures	1938.19	1938.71	1938.19	1938.71	157.0
2014-03-21 01:00:00	ES	Futures	1938.45	1939.22	1938.45	1938.96	960.0
2014-03-21 01:05:00	ES	Futures	1939.22	1939.22	1938.96	1938.96	140.0
2014-03-21 01:10:00	ES	Futures	1939.22	1939.22	1938.45	1938.96	363.0
2014-03-21 01:15:00	ES	Futures	1938.71	1938.96	1938.45	1938.71	497.0
2014-03-21 01:20:00	ES	Futures	1938.96	1938.96	1938.19	1938.19	413.0
2014-03-21 01:25:00	ES	Futures	1938.19	1939.74	1938.19	1938.96	1298.0
2014-03-21 01:30:00	ES	Futures	1939.22	1939.48	1938.45	1938.71	264.0
2014-03-21 01:35:00	ES	Futures	1938.71	1938.96	1938.45	1938.45	137.0
2014-03-21 01:40:00	ES	Futures	1938.71	1938.96	1938.45	1938.96	90.0
2014-03-21 01:45:00	ES	Futures	1938.96	1939.74	1938.71	1939.22	367.0
2014-03-21 01:50:00	ES	Futures	1939.48	1939.48	1938.96	1939.22	138.0
2014-03-21 01:55:00	ES	Futures	1938.96	1939.22	1938.96	1939.22	88.0
2014-03-21 02:00:00	ES	Futures	1938.96	1939.22	1938.71	1938.71	326.0
2014-03-21 02:05:00	ES	Futures	1938.96	1939.74	1938.71	1939.74	513.0
2014-03-21 02:10:00	ES	Futures	1939.48	1940.0	1939.22	1939.74	376.0
2014-03-21 02:15:00	ES	Futures	1940.0	1941.3	1939.74	1941.04	2596.0
2014-03-21 02:20:00	ES	Futures	1941.04	1942.08	1940.78	1941.82	1375.0
2014-03-21 02:25:00	ES	Futures	1941.82	1942.34	1941.82	1942.08	945.0
2014-03-21 02:30:00	ES	Futures	1941.82	1942.08	1941.04	1941.04	391.0
2014-03-21 02:35:00	ES	Futures	1941.04	1942.08	1941.04	1942.08	630.0
2014-03-21 02:40:00	ES	Futures	1942.08	1942.08	1941.04	1941.56	572.0
2014-03-21 02:45:00	ES	Futures	1941.56	1941.82	1941.3	1941.56	138.0
2014-03-21 02:50:00	ES	Futures	1941.56	1941.56	1940.78	1941.04	398.0
2014-03-21 02:55:00	ES	Futures	1941.04	1941.3	1941.04	1941.04	259.0
2014-03-21 03:00:00	ES	Futures	1940.78	1941.3	1940.52	1940.52	536.0
2014-03-21 03:05:00	ES	Futures	1940.78	1941.56	1940.26	1941.3	724.0
2014-03-21 03:10:00	ES	Futures	1941.56	1942.08	1941.3	1941.82	1492.0
2014-03-21 03:15:00	ES	Futures	1941.82	1941.82	1941.3	1941.56	557.0
2014-03-21 03:20:00	ES	Futures	1941.56	1941.56	1941.3	1941.3	179.0
2014-03-21 03:25:00	ES	Futures	1941.56	1941.56	1941.04	1941.04	349.0
2014-03-21 03:30:00	ES	Futures	1941.3	1942.08	1941.04	1942.08	433.0
2014-03-21 03:35:00	ES	Futures	1941.82	1942.08	1941.56	1941.82	573.0
2014-03-21 03:40:00	ES	Futures	1941.56	1941.82	1941.3	1941.56	439.0
2014-03-21 03:45:00	ES	Futures	1941.56	1941.56	1940.78	1941.3	738.0
2014-03-21 03:50:00	ES	Futures	1941.3	1941.56	1941.04	1941.3	471.0
2014-03-21 03:55:00	ES	Futures	1941.3	1941.82	1941.04	1941.56	750.0
2014-03-21 04:00:00	ES	Futures	1941.56	1941.56	1940.0	1941.04	3738.0
2014-03-21 04:05:00	ES	Futures	1941.04	1944.16	1940.52	1943.38	9794.0

> showing 50 of 11,905 rows — these rows as CSV

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