PREVIEW / futures_5min / 2014-11-07

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-11-07.parquet
  size:    215 KB
  rows:    12,176

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
2014-11-07 00:00:00	ES	Futures	2128.48	2129.01	2128.22	2129.01	481.0
2014-11-07 00:05:00	ES	Futures	2129.01	2129.01	2128.22	2128.48	673.0
2014-11-07 00:10:00	ES	Futures	2128.48	2128.75	2128.22	2128.48	271.0
2014-11-07 00:15:00	ES	Futures	2128.48	2128.48	2127.96	2127.96	312.0
2014-11-07 00:20:00	ES	Futures	2127.96	2128.48	2127.96	2128.22	308.0
2014-11-07 00:25:00	ES	Futures	2128.22	2128.22	2127.44	2128.22	383.0
2014-11-07 00:30:00	ES	Futures	2128.22	2128.48	2127.96	2128.22	302.0
2014-11-07 00:35:00	ES	Futures	2128.22	2128.75	2127.96	2128.48	327.0
2014-11-07 00:40:00	ES	Futures	2128.22	2128.48	2127.96	2128.22	378.0
2014-11-07 00:45:00	ES	Futures	2128.22	2128.48	2127.96	2128.22	148.0
2014-11-07 00:50:00	ES	Futures	2128.48	2128.75	2128.22	2128.22	130.0
2014-11-07 00:55:00	ES	Futures	2128.22	2128.48	2128.22	2128.48	124.0
2014-11-07 01:00:00	ES	Futures	2128.48	2128.75	2128.22	2128.48	292.0
2014-11-07 01:05:00	ES	Futures	2128.75	2129.01	2128.48	2128.48	321.0
2014-11-07 01:10:00	ES	Futures	2128.75	2129.01	2128.75	2129.01	45.0
2014-11-07 01:15:00	ES	Futures	2129.01	2129.53	2128.75	2129.53	807.0
2014-11-07 01:20:00	ES	Futures	2129.53	2129.79	2129.27	2129.53	729.0
2014-11-07 01:25:00	ES	Futures	2129.53	2129.79	2129.27	2129.53	240.0
2014-11-07 01:30:00	ES	Futures	2129.79	2129.79	2129.27	2129.53	262.0
2014-11-07 01:35:00	ES	Futures	2129.53	2129.79	2129.27	2129.53	274.0
2014-11-07 01:40:00	ES	Futures	2129.53	2129.79	2129.27	2129.53	225.0
2014-11-07 01:45:00	ES	Futures	2129.79	2129.79	2129.01	2129.01	305.0
2014-11-07 01:50:00	ES	Futures	2129.27	2129.79	2129.01	2129.53	484.0
2014-11-07 01:55:00	ES	Futures	2129.53	2130.06	2129.53	2130.06	633.0
2014-11-07 02:00:00	ES	Futures	2130.06	2130.06	2129.01	2129.01	1111.0
2014-11-07 02:05:00	ES	Futures	2129.01	2129.27	2128.48	2129.27	1303.0
2014-11-07 02:10:00	ES	Futures	2129.27	2129.79	2129.01	2129.79	913.0
2014-11-07 02:15:00	ES	Futures	2129.79	2129.79	2129.01	2129.27	675.0
2014-11-07 02:20:00	ES	Futures	2129.27	2129.53	2128.75	2129.01	394.0
2014-11-07 02:25:00	ES	Futures	2129.27	2129.27	2127.96	2128.48	919.0
2014-11-07 02:30:00	ES	Futures	2128.48	2128.75	2127.96	2128.48	380.0
2014-11-07 02:35:00	ES	Futures	2128.48	2128.48	2127.7	2128.22	424.0
2014-11-07 02:40:00	ES	Futures	2128.22	2128.75	2127.96	2128.75	573.0
2014-11-07 02:45:00	ES	Futures	2129.01	2129.01	2127.44	2127.7	879.0
2014-11-07 02:50:00	ES	Futures	2127.44	2128.75	2127.44	2127.96	495.0
2014-11-07 02:55:00	ES	Futures	2127.96	2128.22	2127.44	2128.22	333.0
2014-11-07 03:00:00	ES	Futures	2128.22	2128.48	2127.18	2128.22	2133.0
2014-11-07 03:05:00	ES	Futures	2128.22	2128.22	2126.13	2126.13	2953.0
2014-11-07 03:10:00	ES	Futures	2126.13	2127.7	2126.13	2126.39	2419.0
2014-11-07 03:15:00	ES	Futures	2126.65	2127.44	2126.39	2126.65	1680.0
2014-11-07 03:20:00	ES	Futures	2126.65	2127.18	2125.87	2127.18	2166.0
2014-11-07 03:25:00	ES	Futures	2126.91	2127.44	2126.65	2126.91	1295.0
2014-11-07 03:30:00	ES	Futures	2126.91	2127.96	2126.39	2127.96	2803.0
2014-11-07 03:35:00	ES	Futures	2127.96	2128.75	2127.7	2128.22	2114.0
2014-11-07 03:40:00	ES	Futures	2128.22	2128.75	2127.18	2128.22	1430.0
2014-11-07 03:45:00	ES	Futures	2128.22	2129.01	2127.7	2128.22	1555.0
2014-11-07 03:50:00	ES	Futures	2128.22	2128.48	2126.91	2128.22	1933.0
2014-11-07 03:55:00	ES	Futures	2128.48	2129.27	2127.7	2128.75	1463.0
2014-11-07 04:00:00	ES	Futures	2128.75	2129.01	2128.22	2128.48	993.0
2014-11-07 04:05:00	ES	Futures	2128.75	2129.27	2128.48	2128.75	1564.0

> showing 50 of 12,176 rows — these rows as CSV

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