PREVIEW / futures_5min / 2014-06-27

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-06-27.parquet
  size:    166 KB
  rows:    11,426

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
2014-06-27 00:00:00	ES	Futures	2026.27	2026.53	2025.75	2026.53	848.0
2014-06-27 00:05:00	ES	Futures	2026.53	2026.53	2025.49	2025.49	817.0
2014-06-27 00:10:00	ES	Futures	2025.49	2026.79	2025.49	2026.79	854.0
2014-06-27 00:15:00	ES	Futures	2026.79	2027.06	2026.79	2027.06	551.0
2014-06-27 00:20:00	ES	Futures	2027.06	2027.58	2027.06	2027.58	456.0
2014-06-27 00:25:00	ES	Futures	2027.32	2027.58	2027.06	2027.58	171.0
2014-06-27 00:30:00	ES	Futures	2027.58	2027.58	2027.32	2027.58	80.0
2014-06-27 00:35:00	ES	Futures	2027.58	2027.58	2027.06	2027.32	287.0
2014-06-27 00:40:00	ES	Futures	2027.32	2028.1	2027.06	2027.84	882.0
2014-06-27 00:45:00	ES	Futures	2027.84	2028.1	2027.58	2027.84	316.0
2014-06-27 00:50:00	ES	Futures	2027.84	2027.84	2027.58	2027.84	325.0
2014-06-27 00:55:00	ES	Futures	2027.58	2028.1	2027.58	2027.84	425.0
2014-06-27 01:00:00	ES	Futures	2028.1	2028.1	2027.32	2027.32	230.0
2014-06-27 01:05:00	ES	Futures	2027.32	2027.84	2027.32	2027.84	75.0
2014-06-27 01:10:00	ES	Futures	2027.84	2027.84	2027.32	2027.32	154.0
2014-06-27 01:15:00	ES	Futures	2027.58	2027.58	2027.32	2027.32	80.0
2014-06-27 01:20:00	ES	Futures	2027.32	2027.58	2027.06	2027.06	268.0
2014-06-27 01:25:00	ES	Futures	2027.06	2027.32	2026.79	2026.79	60.0
2014-06-27 01:30:00	ES	Futures	2026.79	2027.32	2026.53	2026.53	692.0
2014-06-27 01:35:00	ES	Futures	2026.53	2027.58	2026.53	2027.32	400.0
2014-06-27 01:40:00	ES	Futures	2027.58	2027.84	2027.32	2027.32	487.0
2014-06-27 01:45:00	ES	Futures	2027.32	2027.84	2027.32	2027.84	269.0
2014-06-27 01:50:00	ES	Futures	2027.84	2028.1	2027.58	2027.84	391.0
2014-06-27 01:55:00	ES	Futures	2027.84	2028.36	2027.84	2028.1	289.0
2014-06-27 02:00:00	ES	Futures	2028.36	2028.88	2027.84	2028.62	1706.0
2014-06-27 02:05:00	ES	Futures	2028.62	2028.88	2028.36	2028.62	104.0
2014-06-27 02:10:00	ES	Futures	2028.88	2028.88	2028.36	2028.36	351.0
2014-06-27 02:15:00	ES	Futures	2028.36	2029.14	2028.36	2029.14	1731.0
2014-06-27 02:20:00	ES	Futures	2029.14	2029.4	2028.88	2029.4	316.0
2014-06-27 02:25:00	ES	Futures	2029.14	2029.92	2029.14	2029.66	804.0
2014-06-27 02:30:00	ES	Futures	2029.92	2029.92	2029.4	2029.4	572.0
2014-06-27 02:35:00	ES	Futures	2029.4	2029.4	2029.14	2029.14	318.0
2014-06-27 02:40:00	ES	Futures	2028.88	2029.14	2028.1	2028.36	1112.0
2014-06-27 02:45:00	ES	Futures	2028.36	2028.36	2027.84	2028.36	438.0
2014-06-27 02:50:00	ES	Futures	2028.36	2028.36	2027.58	2028.1	1771.0
2014-06-27 02:55:00	ES	Futures	2027.84	2028.1	2027.32	2027.32	1290.0
2014-06-27 03:00:00	ES	Futures	2027.58	2028.1	2026.53	2026.53	2489.0
2014-06-27 03:05:00	ES	Futures	2026.53	2028.1	2026.53	2027.32	4455.0
2014-06-27 03:10:00	ES	Futures	2027.32	2028.62	2027.32	2027.84	3163.0
2014-06-27 03:15:00	ES	Futures	2027.84	2028.1	2027.58	2028.1	857.0
2014-06-27 03:20:00	ES	Futures	2027.84	2028.36	2027.32	2028.1	2319.0
2014-06-27 03:25:00	ES	Futures	2028.36	2028.62	2027.84	2028.36	1345.0
2014-06-27 03:30:00	ES	Futures	2028.36	2029.4	2028.36	2029.4	1904.0
2014-06-27 03:35:00	ES	Futures	2029.4	2030.18	2029.14	2029.92	2497.0
2014-06-27 03:40:00	ES	Futures	2029.66	2030.18	2029.4	2029.92	1402.0
2014-06-27 03:45:00	ES	Futures	2029.92	2030.7	2029.92	2029.92	1558.0
2014-06-27 03:50:00	ES	Futures	2029.92	2030.18	2029.4	2029.4	1106.0
2014-06-27 03:55:00	ES	Futures	2029.4	2030.44	2029.4	2029.66	1372.0
2014-06-27 04:00:00	ES	Futures	2029.92	2029.92	2029.14	2029.4	1202.0
2014-06-27 04:05:00	ES	Futures	2029.4	2029.66	2029.14	2029.4	492.0

> showing 50 of 11,426 rows — these rows as CSV

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