PREVIEW / futures_5min / 2014-08-03

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-03.parquet
  size:    39 KB
  rows:    2,199

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
2014-08-03 18:00:00	ES	Futures	2000.99	2002.56	2000.73	2002.56	4056.0
2014-08-03 18:05:00	ES	Futures	2002.56	2003.6	2002.04	2003.08	1660.0
2014-08-03 18:10:00	ES	Futures	2003.08	2003.86	2002.56	2003.6	969.0
2014-08-03 18:15:00	ES	Futures	2003.6	2003.6	2002.82	2003.6	327.0
2014-08-03 18:20:00	ES	Futures	2003.6	2004.38	2003.08	2004.12	694.0
2014-08-03 18:25:00	ES	Futures	2004.12	2004.38	2003.86	2003.86	492.0
2014-08-03 18:30:00	ES	Futures	2004.12	2004.12	2003.86	2003.86	242.0
2014-08-03 18:35:00	ES	Futures	2003.86	2003.86	2003.6	2003.6	382.0
2014-08-03 18:40:00	ES	Futures	2003.86	2003.86	2003.6	2003.86	189.0
2014-08-03 18:45:00	ES	Futures	2003.6	2003.86	2003.6	2003.6	211.0
2014-08-03 18:50:00	ES	Futures	2003.6	2003.86	2003.34	2003.6	79.0
2014-08-03 18:55:00	ES	Futures	2003.6	2003.86	2003.34	2003.86	113.0
2014-08-03 19:00:00	ES	Futures	2003.86	2003.86	2002.82	2002.82	649.0
2014-08-03 19:05:00	ES	Futures	2002.82	2003.08	2002.3	2002.3	559.0
2014-08-03 19:10:00	ES	Futures	2002.3	2002.56	2002.04	2002.56	114.0
2014-08-03 19:15:00	ES	Futures	2002.56	2002.56	2001.78	2002.3	345.0
2014-08-03 19:20:00	ES	Futures	2002.3	2002.3	2001.78	2002.04	188.0
2014-08-03 19:25:00	ES	Futures	2002.04	2002.04	2001.78	2001.78	203.0
2014-08-03 19:30:00	ES	Futures	2002.04	2002.3	2000.99	2000.99	884.0
2014-08-03 19:35:00	ES	Futures	2001.25	2002.04	2000.99	2002.04	459.0
2014-08-03 19:40:00	ES	Futures	2001.78	2002.56	2001.78	2002.56	729.0
2014-08-03 19:45:00	ES	Futures	2002.3	2002.56	2002.04	2002.3	349.0
2014-08-03 19:50:00	ES	Futures	2002.3	2002.56	2002.04	2002.56	388.0
2014-08-03 19:55:00	ES	Futures	2002.56	2002.56	2002.3	2002.56	104.0
2014-08-03 20:00:00	ES	Futures	2002.3	2003.6	2002.3	2003.34	1064.0
2014-08-03 20:05:00	ES	Futures	2003.08	2003.34	2002.3	2002.82	761.0
2014-08-03 20:10:00	ES	Futures	2002.82	2002.82	2001.78	2002.04	576.0
2014-08-03 20:15:00	ES	Futures	2002.04	2003.6	2002.04	2003.6	414.0
2014-08-03 20:20:00	ES	Futures	2003.34	2003.6	2003.08	2003.34	232.0
2014-08-03 20:25:00	ES	Futures	2003.34	2003.34	2003.08	2003.34	455.0
2014-08-03 20:30:00	ES	Futures	2003.34	2003.86	2003.34	2003.6	829.0
2014-08-03 20:35:00	ES	Futures	2003.6	2003.6	2003.08	2003.34	659.0
2014-08-03 20:40:00	ES	Futures	2003.34	2003.6	2003.34	2003.34	61.0
2014-08-03 20:45:00	ES	Futures	2003.34	2003.86	2003.34	2003.6	834.0
2014-08-03 20:50:00	ES	Futures	2003.6	2004.64	2003.34	2004.64	2493.0
2014-08-03 20:55:00	ES	Futures	2004.64	2004.9	2004.12	2004.12	473.0
2014-08-03 21:00:00	ES	Futures	2004.38	2004.64	2004.12	2004.64	428.0
2014-08-03 21:05:00	ES	Futures	2004.64	2004.9	2004.12	2004.64	666.0
2014-08-03 21:10:00	ES	Futures	2004.64	2004.9	2004.38	2004.64	324.0
2014-08-03 21:15:00	ES	Futures	2004.64	2005.95	2004.38	2005.95	2267.0
2014-08-03 21:20:00	ES	Futures	2005.69	2006.21	2005.69	2005.69	1941.0
2014-08-03 21:25:00	ES	Futures	2005.69	2006.21	2005.42	2005.95	603.0
2014-08-03 21:30:00	ES	Futures	2005.95	2006.47	2005.95	2006.21	886.0
2014-08-03 21:35:00	ES	Futures	2005.95	2006.99	2005.69	2006.73	1936.0
2014-08-03 21:40:00	ES	Futures	2006.73	2007.51	2006.73	2007.25	1859.0
2014-08-03 21:45:00	ES	Futures	2007.25	2007.51	2006.73	2006.99	1076.0
2014-08-03 21:50:00	ES	Futures	2006.73	2007.25	2006.73	2006.99	800.0
2014-08-03 21:55:00	ES	Futures	2006.73	2007.25	2006.47	2006.73	947.0
2014-08-03 22:00:00	ES	Futures	2006.47	2006.73	2006.21	2006.47	534.0
2014-08-03 22:05:00	ES	Futures	2006.47	2006.73	2006.21	2006.73	333.0

> showing 50 of 2,199 rows — these rows as CSV

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