PREVIEW / futures_5min / 2014-08-18

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-08-18.parquet
  size:    187 KB
  rows:    13,136

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
2014-08-18 00:00:00	ES	Futures	2041.39	2041.65	2041.39	2041.65	107.0
2014-08-18 00:05:00	ES	Futures	2041.65	2041.65	2041.39	2041.39	80.0
2014-08-18 00:10:00	ES	Futures	2041.39	2041.65	2041.39	2041.65	17.0
2014-08-18 00:15:00	ES	Futures	2041.39	2041.65	2041.39	2041.65	98.0
2014-08-18 00:20:00	ES	Futures	2041.65	2041.91	2041.65	2041.65	186.0
2014-08-18 00:25:00	ES	Futures	2041.65	2042.17	2041.65	2041.91	222.0
2014-08-18 00:30:00	ES	Futures	2041.91	2042.17	2041.65	2041.65	84.0
2014-08-18 00:35:00	ES	Futures	2041.65	2041.91	2041.65	2041.65	24.0
2014-08-18 00:40:00	ES	Futures	2041.65	2041.65	2041.39	2041.39	81.0
2014-08-18 00:45:00	ES	Futures	2041.39	2041.65	2041.39	2041.65	33.0
2014-08-18 00:50:00	ES	Futures	2041.65	2041.65	2041.39	2041.39	48.0
2014-08-18 00:55:00	ES	Futures	2041.39	2041.65	2041.39	2041.65	25.0
2014-08-18 01:00:00	ES	Futures	2041.39	2041.65	2041.13	2041.65	201.0
2014-08-18 01:05:00	ES	Futures	2041.39	2041.91	2041.39	2041.91	214.0
2014-08-18 01:10:00	ES	Futures	2041.91	2042.17	2041.65	2041.91	155.0
2014-08-18 01:15:00	ES	Futures	2041.91	2042.43	2041.91	2042.17	317.0
2014-08-18 01:20:00	ES	Futures	2042.43	2042.43	2041.91	2042.17	289.0
2014-08-18 01:25:00	ES	Futures	2042.17	2042.17	2041.91	2042.17	157.0
2014-08-18 01:30:00	ES	Futures	2041.91	2041.91	2041.65	2041.65	270.0
2014-08-18 01:35:00	ES	Futures	2041.65	2041.65	2041.39	2041.39	121.0
2014-08-18 01:40:00	ES	Futures	2041.39	2041.65	2041.39	2041.39	117.0
2014-08-18 01:45:00	ES	Futures	2041.65	2041.91	2041.39	2041.91	178.0
2014-08-18 01:50:00	ES	Futures	2041.91	2041.91	2041.39	2041.39	184.0
2014-08-18 01:55:00	ES	Futures	2041.65	2041.91	2041.39	2041.91	496.0
2014-08-18 02:00:00	ES	Futures	2042.17	2043.21	2041.65	2042.95	2669.0
2014-08-18 02:05:00	ES	Futures	2042.95	2044.0	2042.95	2044.0	1688.0
2014-08-18 02:10:00	ES	Futures	2044.0	2044.0	2043.21	2043.47	829.0
2014-08-18 02:15:00	ES	Futures	2043.73	2043.73	2042.95	2043.47	626.0
2014-08-18 02:20:00	ES	Futures	2043.47	2043.47	2042.95	2043.47	719.0
2014-08-18 02:25:00	ES	Futures	2043.21	2043.73	2043.21	2043.21	326.0
2014-08-18 02:30:00	ES	Futures	2043.21	2043.47	2043.21	2043.47	353.0
2014-08-18 02:35:00	ES	Futures	2043.21	2043.47	2042.95	2043.21	571.0
2014-08-18 02:40:00	ES	Futures	2042.95	2043.21	2042.69	2042.95	749.0
2014-08-18 02:45:00	ES	Futures	2042.95	2042.95	2042.43	2042.69	508.0
2014-08-18 02:50:00	ES	Futures	2042.43	2042.95	2042.43	2042.43	794.0
2014-08-18 02:55:00	ES	Futures	2042.69	2042.95	2042.43	2042.69	927.0
2014-08-18 03:00:00	ES	Futures	2042.69	2044.26	2042.69	2044.0	5365.0
2014-08-18 03:05:00	ES	Futures	2043.73	2044.26	2043.47	2043.73	2008.0
2014-08-18 03:10:00	ES	Futures	2044.0	2044.0	2043.21	2043.73	1676.0
2014-08-18 03:15:00	ES	Futures	2043.73	2046.34	2043.73	2046.08	6813.0
2014-08-18 03:20:00	ES	Futures	2045.82	2046.34	2045.3	2046.08	2876.0
2014-08-18 03:25:00	ES	Futures	2046.08	2046.86	2045.82	2045.82	3630.0
2014-08-18 03:30:00	ES	Futures	2046.08	2046.6	2045.04	2045.04	1516.0
2014-08-18 03:35:00	ES	Futures	2045.3	2046.08	2045.04	2045.56	1965.0
2014-08-18 03:40:00	ES	Futures	2045.56	2045.56	2045.04	2045.3	1443.0
2014-08-18 03:45:00	ES	Futures	2045.3	2045.56	2044.78	2044.78	1947.0
2014-08-18 03:50:00	ES	Futures	2045.04	2045.56	2044.78	2045.04	849.0
2014-08-18 03:55:00	ES	Futures	2045.3	2045.82	2045.04	2045.82	2217.0
2014-08-18 04:00:00	ES	Futures	2045.56	2045.82	2044.52	2045.04	1970.0
2014-08-18 04:05:00	ES	Futures	2044.78	2045.56	2044.78	2045.04	1270.0

> showing 50 of 13,136 rows — these rows as CSV

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