PREVIEW / futures_5min / 2014-10-17

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-10-17.parquet
  size:    224 KB
  rows:    12,419

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
2014-10-17 00:00:00	ES	Futures	1943.27	1944.32	1943.01	1944.06	695.0
2014-10-17 00:05:00	ES	Futures	1944.06	1944.06	1943.27	1943.54	540.0
2014-10-17 00:10:00	ES	Futures	1943.27	1944.58	1943.27	1944.32	538.0
2014-10-17 00:15:00	ES	Futures	1944.58	1945.89	1944.58	1945.11	528.0
2014-10-17 00:20:00	ES	Futures	1945.11	1945.37	1944.58	1944.85	163.0
2014-10-17 00:25:00	ES	Futures	1944.85	1945.11	1944.58	1944.58	81.0
2014-10-17 00:30:00	ES	Futures	1944.32	1944.32	1942.49	1943.01	638.0
2014-10-17 00:35:00	ES	Futures	1943.01	1943.54	1942.49	1943.27	235.0
2014-10-17 00:40:00	ES	Futures	1943.27	1944.06	1943.27	1943.8	661.0
2014-10-17 00:45:00	ES	Futures	1944.06	1944.32	1943.54	1944.06	307.0
2014-10-17 00:50:00	ES	Futures	1944.06	1944.32	1943.8	1944.32	91.0
2014-10-17 00:55:00	ES	Futures	1944.06	1944.32	1943.8	1944.06	283.0
2014-10-17 01:00:00	ES	Futures	1944.06	1944.06	1943.01	1943.54	655.0
2014-10-17 01:05:00	ES	Futures	1943.54	1943.54	1942.49	1942.75	295.0
2014-10-17 01:10:00	ES	Futures	1943.01	1944.58	1942.75	1944.32	413.0
2014-10-17 01:15:00	ES	Futures	1944.32	1944.58	1943.54	1943.54	101.0
2014-10-17 01:20:00	ES	Futures	1943.8	1943.8	1942.49	1943.27	398.0
2014-10-17 01:25:00	ES	Futures	1943.27	1943.27	1942.49	1942.75	202.0
2014-10-17 01:30:00	ES	Futures	1942.75	1943.54	1942.49	1943.54	183.0
2014-10-17 01:35:00	ES	Futures	1943.54	1943.54	1939.61	1940.13	2240.0
2014-10-17 01:40:00	ES	Futures	1940.13	1941.7	1939.61	1941.44	1030.0
2014-10-17 01:45:00	ES	Futures	1941.44	1942.23	1940.65	1942.23	658.0
2014-10-17 01:50:00	ES	Futures	1941.96	1942.49	1941.7	1942.23	275.0
2014-10-17 01:55:00	ES	Futures	1941.96	1944.32	1941.96	1944.32	663.0
2014-10-17 02:00:00	ES	Futures	1944.32	1946.94	1943.01	1946.68	3198.0
2014-10-17 02:05:00	ES	Futures	1946.42	1946.94	1944.32	1944.58	1584.0
2014-10-17 02:10:00	ES	Futures	1944.58	1944.85	1943.54	1944.06	1237.0
2014-10-17 02:15:00	ES	Futures	1944.06	1944.06	1942.49	1942.49	1459.0
2014-10-17 02:20:00	ES	Futures	1942.75	1944.06	1942.75	1943.01	1149.0
2014-10-17 02:25:00	ES	Futures	1942.75	1944.06	1942.49	1943.8	1134.0
2014-10-17 02:30:00	ES	Futures	1943.8	1944.58	1942.75	1944.32	967.0
2014-10-17 02:35:00	ES	Futures	1944.58	1946.42	1943.8	1944.85	1889.0
2014-10-17 02:40:00	ES	Futures	1945.11	1945.89	1944.06	1945.63	664.0
2014-10-17 02:45:00	ES	Futures	1945.63	1946.68	1945.37	1946.16	687.0
2014-10-17 02:50:00	ES	Futures	1946.42	1947.73	1946.16	1947.2	1765.0
2014-10-17 02:55:00	ES	Futures	1947.2	1947.47	1945.37	1946.94	2085.0
2014-10-17 03:00:00	ES	Futures	1947.2	1948.25	1945.63	1946.94	4528.0
2014-10-17 03:05:00	ES	Futures	1947.2	1947.73	1944.32	1945.37	5804.0
2014-10-17 03:10:00	ES	Futures	1945.37	1947.2	1945.11	1946.68	4076.0
2014-10-17 03:15:00	ES	Futures	1946.68	1946.94	1944.06	1944.06	3630.0
2014-10-17 03:20:00	ES	Futures	1944.06	1945.37	1942.75	1944.85	4616.0
2014-10-17 03:25:00	ES	Futures	1944.85	1948.25	1944.85	1947.73	2838.0
2014-10-17 03:30:00	ES	Futures	1947.99	1951.4	1947.47	1950.61	7473.0
2014-10-17 03:35:00	ES	Futures	1951.13	1952.7	1949.3	1952.18	3406.0
2014-10-17 03:40:00	ES	Futures	1952.18	1955.59	1951.66	1955.06	8075.0
2014-10-17 03:45:00	ES	Futures	1955.32	1955.32	1952.44	1954.28	5652.0
2014-10-17 03:50:00	ES	Futures	1954.28	1955.85	1953.75	1954.8	4532.0
2014-10-17 03:55:00	ES	Futures	1954.8	1956.11	1954.54	1955.59	2145.0
2014-10-17 04:00:00	ES	Futures	1955.59	1957.42	1955.32	1956.9	4397.0
2014-10-17 04:05:00	ES	Futures	1956.9	1961.35	1956.63	1961.35	8517.0

> showing 50 of 12,419 rows — these rows as CSV

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