PREVIEW / futures_5min / 2014-10-07

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-07.parquet
  size:    252 KB
  rows:    14,896

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
2014-10-07 00:00:00	ES	Futures	2048.85	2049.11	2048.85	2049.11	19.0
2014-10-07 00:05:00	ES	Futures	2049.11	2049.11	2048.85	2049.11	24.0
2014-10-07 00:10:00	ES	Futures	2049.11	2049.11	2048.85	2049.11	127.0
2014-10-07 00:15:00	ES	Futures	2049.11	2049.37	2049.11	2049.37	76.0
2014-10-07 00:20:00	ES	Futures	2049.63	2049.63	2049.37	2049.37	70.0
2014-10-07 00:25:00	ES	Futures	2049.37	2049.63	2049.37	2049.37	172.0
2014-10-07 00:30:00	ES	Futures	2049.63	2049.63	2049.11	2049.37	113.0
2014-10-07 00:35:00	ES	Futures	2049.37	2049.37	2048.85	2048.85	87.0
2014-10-07 00:40:00	ES	Futures	2048.85	2049.11	2048.58	2048.58	435.0
2014-10-07 00:45:00	ES	Futures	2048.85	2049.11	2048.58	2048.85	241.0
2014-10-07 00:50:00	ES	Futures	2048.85	2049.11	2048.58	2049.11	179.0
2014-10-07 00:55:00	ES	Futures	2049.11	2049.37	2049.11	2049.11	75.0
2014-10-07 01:00:00	ES	Futures	2049.37	2049.37	2049.11	2049.37	5.0
2014-10-07 01:05:00	ES	Futures	2049.37	2049.63	2049.37	2049.37	137.0
2014-10-07 01:10:00	ES	Futures	2049.11	2049.11	2048.85	2048.85	212.0
2014-10-07 01:15:00	ES	Futures	2048.85	2049.11	2048.85	2049.11	120.0
2014-10-07 01:20:00	ES	Futures	2049.11	2049.11	2048.85	2048.85	229.0
2014-10-07 01:25:00	ES	Futures	2048.85	2048.85	2048.32	2048.32	366.0
2014-10-07 01:30:00	ES	Futures	2048.32	2048.58	2048.32	2048.32	66.0
2014-10-07 01:35:00	ES	Futures	2048.32	2048.32	2046.49	2047.01	1219.0
2014-10-07 01:40:00	ES	Futures	2047.01	2047.28	2046.49	2047.01	361.0
2014-10-07 01:45:00	ES	Futures	2046.75	2047.01	2046.75	2046.75	67.0
2014-10-07 01:50:00	ES	Futures	2046.75	2047.01	2046.75	2046.75	187.0
2014-10-07 01:55:00	ES	Futures	2047.01	2047.28	2046.75	2046.75	414.0
2014-10-07 02:00:00	ES	Futures	2047.01	2048.06	2047.01	2047.54	1363.0
2014-10-07 02:05:00	ES	Futures	2047.54	2048.32	2047.54	2048.06	620.0
2014-10-07 02:10:00	ES	Futures	2047.8	2047.8	2046.75	2047.28	885.0
2014-10-07 02:15:00	ES	Futures	2047.01	2047.28	2045.7	2045.97	1369.0
2014-10-07 02:20:00	ES	Futures	2045.97	2046.23	2045.44	2045.97	732.0
2014-10-07 02:25:00	ES	Futures	2046.23	2046.23	2045.7	2045.97	241.0
2014-10-07 02:30:00	ES	Futures	2045.97	2047.28	2045.7	2047.28	658.0
2014-10-07 02:35:00	ES	Futures	2047.28	2047.28	2047.01	2047.01	107.0
2014-10-07 02:40:00	ES	Futures	2047.01	2047.28	2046.49	2047.01	304.0
2014-10-07 02:45:00	ES	Futures	2047.01	2047.54	2046.75	2047.54	340.0
2014-10-07 02:50:00	ES	Futures	2047.54	2048.06	2047.28	2047.54	565.0
2014-10-07 02:55:00	ES	Futures	2047.54	2048.06	2047.28	2047.8	817.0
2014-10-07 03:00:00	ES	Futures	2047.54	2047.8	2045.97	2045.97	3797.0
2014-10-07 03:05:00	ES	Futures	2045.97	2046.23	2042.04	2042.82	11401.0
2014-10-07 03:10:00	ES	Futures	2042.56	2043.61	2042.3	2042.82	4504.0
2014-10-07 03:15:00	ES	Futures	2042.82	2044.13	2042.82	2043.87	2579.0
2014-10-07 03:20:00	ES	Futures	2043.61	2045.44	2043.61	2045.18	3972.0
2014-10-07 03:25:00	ES	Futures	2045.44	2045.44	2044.66	2044.92	1252.0
2014-10-07 03:30:00	ES	Futures	2044.92	2044.92	2044.13	2044.13	2314.0
2014-10-07 03:35:00	ES	Futures	2043.87	2044.66	2043.35	2043.87	2466.0
2014-10-07 03:40:00	ES	Futures	2043.87	2044.39	2043.08	2043.35	4991.0
2014-10-07 03:45:00	ES	Futures	2043.08	2043.61	2042.04	2042.3	3410.0
2014-10-07 03:50:00	ES	Futures	2042.3	2044.13	2042.3	2044.13	2273.0
2014-10-07 03:55:00	ES	Futures	2044.13	2044.13	2042.82	2042.82	2564.0
2014-10-07 04:00:00	ES	Futures	2042.82	2044.13	2042.56	2043.61	2271.0
2014-10-07 04:05:00	ES	Futures	2043.61	2043.87	2043.08	2043.87	1590.0

> showing 50 of 14,896 rows — these rows as CSV

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