PREVIEW / futures_5min / 2014-09-17

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-09-17.parquet
  size:    217 KB
  rows:    14,195

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
2014-09-17 00:00:00	ES	Futures	2086.05	2086.05	2085.78	2085.78	23.0
2014-09-17 00:05:00	ES	Futures	2086.05	2086.05	2085.78	2086.05	132.0
2014-09-17 00:10:00	ES	Futures	2085.78	2085.78	2085.78	2085.78	71.0
2014-09-17 00:15:00	ES	Futures	2085.78	2085.78	2085.52	2085.52	8.0
2014-09-17 00:20:00	ES	Futures	2085.52	2085.78	2085.52	2085.52	230.0
2014-09-17 00:25:00	ES	Futures	2085.26	2085.52	2085.26	2085.26	6.0
2014-09-17 00:30:00	ES	Futures	2085.52	2085.52	2085.26	2085.52	47.0
2014-09-17 00:35:00	ES	Futures	2085.26	2085.52	2085.26	2085.52	22.0
2014-09-17 00:40:00	ES	Futures	2085.52	2085.78	2085.52	2085.78	161.0
2014-09-17 00:50:00	ES	Futures	2085.52	2085.78	2085.52	2085.78	7.0
2014-09-17 00:55:00	ES	Futures	2085.78	2085.78	2085.26	2085.26	85.0
2014-09-17 01:00:00	ES	Futures	2085.26	2085.78	2085.26	2085.52	290.0
2014-09-17 01:05:00	ES	Futures	2085.52	2085.78	2085.52	2085.52	82.0
2014-09-17 01:10:00	ES	Futures	2085.52	2085.78	2085.52	2085.52	323.0
2014-09-17 01:15:00	ES	Futures	2085.52	2085.52	2085.52	2085.52	12.0
2014-09-17 01:20:00	ES	Futures	2085.26	2085.52	2085.26	2085.26	38.0
2014-09-17 01:25:00	ES	Futures	2085.26	2085.52	2085.26	2085.26	9.0
2014-09-17 01:30:00	ES	Futures	2085.26	2085.52	2085.26	2085.52	64.0
2014-09-17 01:35:00	ES	Futures	2085.52	2085.78	2085.52	2085.78	238.0
2014-09-17 01:40:00	ES	Futures	2085.78	2085.78	2085.52	2085.78	285.0
2014-09-17 01:45:00	ES	Futures	2085.78	2085.78	2085.52	2085.78	207.0
2014-09-17 01:50:00	ES	Futures	2085.78	2085.78	2085.52	2085.52	45.0
2014-09-17 01:55:00	ES	Futures	2085.52	2085.78	2085.52	2085.78	429.0
2014-09-17 02:00:00	ES	Futures	2085.78	2086.05	2085.0	2085.0	1456.0
2014-09-17 02:05:00	ES	Futures	2085.0	2085.26	2085.0	2085.0	192.0
2014-09-17 02:10:00	ES	Futures	2085.0	2085.52	2085.0	2085.0	414.0
2014-09-17 02:15:00	ES	Futures	2085.0	2085.26	2084.47	2084.47	945.0
2014-09-17 02:20:00	ES	Futures	2084.47	2085.0	2084.47	2085.0	827.0
2014-09-17 02:25:00	ES	Futures	2085.0	2085.26	2084.74	2085.26	648.0
2014-09-17 02:30:00	ES	Futures	2085.0	2085.0	2084.74	2084.74	420.0
2014-09-17 02:35:00	ES	Futures	2084.74	2085.26	2084.74	2085.0	304.0
2014-09-17 02:40:00	ES	Futures	2085.0	2085.0	2084.74	2084.74	261.0
2014-09-17 02:45:00	ES	Futures	2085.0	2085.26	2084.74	2085.0	354.0
2014-09-17 02:50:00	ES	Futures	2085.0	2085.52	2085.0	2085.0	712.0
2014-09-17 02:55:00	ES	Futures	2085.0	2085.52	2084.74	2085.0	748.0
2014-09-17 03:00:00	ES	Futures	2084.74	2085.26	2084.47	2085.0	2327.0
2014-09-17 03:05:00	ES	Futures	2085.26	2085.78	2084.74	2085.78	1459.0
2014-09-17 03:10:00	ES	Futures	2085.78	2086.31	2085.26	2086.05	3601.0
2014-09-17 03:15:00	ES	Futures	2086.31	2086.83	2086.05	2086.05	2645.0
2014-09-17 03:20:00	ES	Futures	2086.31	2086.57	2086.05	2086.57	1195.0
2014-09-17 03:25:00	ES	Futures	2086.57	2086.83	2086.31	2086.57	1197.0
2014-09-17 03:30:00	ES	Futures	2086.83	2086.83	2086.05	2086.57	787.0
2014-09-17 03:35:00	ES	Futures	2086.57	2087.09	2086.31	2086.83	982.0
2014-09-17 03:40:00	ES	Futures	2086.83	2087.09	2086.05	2086.05	1308.0
2014-09-17 03:45:00	ES	Futures	2086.05	2086.57	2086.05	2086.31	1481.0
2014-09-17 03:50:00	ES	Futures	2086.31	2086.57	2086.05	2086.05	1014.0
2014-09-17 03:55:00	ES	Futures	2086.05	2086.83	2086.05	2086.83	2202.0
2014-09-17 04:00:00	ES	Futures	2086.57	2086.83	2086.05	2086.31	965.0
2014-09-17 04:05:00	ES	Futures	2086.31	2086.57	2085.52	2085.78	1844.0
2014-09-17 04:10:00	ES	Futures	2086.05	2086.31	2085.78	2085.78	603.0

> showing 50 of 14,195 rows — these rows as CSV

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