PREVIEW / futures_5min / 2014-12-19

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-12-19.parquet
  size:    210 KB
  rows:    12,092

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
2014-12-19 00:00:00	ES	Futures	2169.42	2169.95	2169.42	2169.95	298.0
2014-12-19 00:05:00	ES	Futures	2169.95	2171.0	2169.69	2170.74	743.0
2014-12-19 00:10:00	ES	Futures	2170.74	2171.53	2170.48	2171.53	845.0
2014-12-19 00:15:00	ES	Futures	2171.53	2174.16	2171.27	2173.9	2984.0
2014-12-19 00:20:00	ES	Futures	2173.63	2175.74	2173.63	2175.21	2200.0
2014-12-19 00:25:00	ES	Futures	2174.95	2176.0	2174.42	2176.0	1068.0
2014-12-19 00:30:00	ES	Futures	2176.0	2176.53	2175.74	2175.74	1137.0
2014-12-19 00:35:00	ES	Futures	2176.0	2176.53	2175.74	2176.0	412.0
2014-12-19 00:40:00	ES	Futures	2176.27	2179.69	2176.0	2178.63	3016.0
2014-12-19 00:45:00	ES	Futures	2178.9	2179.42	2177.06	2177.32	1540.0
2014-12-19 00:50:00	ES	Futures	2177.06	2177.84	2176.53	2177.58	506.0
2014-12-19 00:55:00	ES	Futures	2177.32	2180.21	2177.06	2179.42	1390.0
2014-12-19 01:00:00	ES	Futures	2179.69	2180.21	2177.84	2178.37	1035.0
2014-12-19 01:05:00	ES	Futures	2178.37	2180.48	2177.84	2179.42	1478.0
2014-12-19 01:10:00	ES	Futures	2179.42	2179.69	2178.63	2179.16	375.0
2014-12-19 01:15:00	ES	Futures	2179.16	2182.84	2178.9	2181.0	2253.0
2014-12-19 01:20:00	ES	Futures	2181.27	2181.27	2178.11	2179.16	1916.0
2014-12-19 01:25:00	ES	Futures	2179.16	2179.69	2178.9	2179.42	345.0
2014-12-19 01:30:00	ES	Futures	2179.42	2180.48	2179.42	2180.48	366.0
2014-12-19 01:35:00	ES	Futures	2180.48	2181.0	2180.21	2180.48	411.0
2014-12-19 01:40:00	ES	Futures	2180.48	2180.48	2178.63	2179.42	767.0
2014-12-19 01:45:00	ES	Futures	2179.16	2179.42	2178.37	2178.63	574.0
2014-12-19 01:50:00	ES	Futures	2178.63	2179.42	2177.58	2179.42	837.0
2014-12-19 01:55:00	ES	Futures	2179.16	2179.16	2176.79	2177.32	780.0
2014-12-19 02:00:00	ES	Futures	2177.32	2178.11	2176.27	2176.79	2490.0
2014-12-19 02:05:00	ES	Futures	2176.79	2177.06	2175.48	2176.79	2188.0
2014-12-19 02:10:00	ES	Futures	2176.53	2177.06	2176.27	2177.06	1140.0
2014-12-19 02:15:00	ES	Futures	2176.79	2177.84	2176.79	2177.84	1493.0
2014-12-19 02:20:00	ES	Futures	2177.84	2178.11	2177.06	2177.32	2145.0
2014-12-19 02:25:00	ES	Futures	2177.06	2178.11	2176.79	2177.84	1670.0
2014-12-19 02:30:00	ES	Futures	2177.84	2177.84	2176.53	2176.53	664.0
2014-12-19 02:35:00	ES	Futures	2176.53	2177.32	2176.53	2177.32	1353.0
2014-12-19 02:40:00	ES	Futures	2177.06	2177.84	2177.06	2177.32	962.0
2014-12-19 02:45:00	ES	Futures	2177.58	2177.84	2177.06	2177.58	275.0
2014-12-19 02:50:00	ES	Futures	2177.32	2177.84	2177.06	2177.58	971.0
2014-12-19 02:55:00	ES	Futures	2177.32	2177.58	2177.06	2177.06	1005.0
2014-12-19 03:00:00	ES	Futures	2177.06	2177.32	2175.48	2176.0	3365.0
2014-12-19 03:05:00	ES	Futures	2176.0	2176.53	2174.95	2175.21	4043.0
2014-12-19 03:10:00	ES	Futures	2175.21	2176.53	2175.21	2176.27	1943.0
2014-12-19 03:15:00	ES	Futures	2176.27	2176.53	2175.48	2176.0	1673.0
2014-12-19 03:20:00	ES	Futures	2175.74	2175.74	2173.63	2174.16	3762.0
2014-12-19 03:25:00	ES	Futures	2174.16	2175.48	2173.9	2174.42	2470.0
2014-12-19 03:30:00	ES	Futures	2174.16	2174.95	2173.9	2174.69	1866.0
2014-12-19 03:35:00	ES	Futures	2174.69	2176.53	2174.69	2176.0	3138.0
2014-12-19 03:40:00	ES	Futures	2175.74	2175.74	2174.42	2174.95	2058.0
2014-12-19 03:45:00	ES	Futures	2175.21	2175.21	2174.16	2174.69	1086.0
2014-12-19 03:50:00	ES	Futures	2174.69	2175.48	2174.42	2174.42	2164.0
2014-12-19 03:55:00	ES	Futures	2174.42	2174.95	2174.16	2174.42	1869.0
2014-12-19 04:00:00	ES	Futures	2174.69	2175.21	2174.42	2174.42	1883.0
2014-12-19 04:05:00	ES	Futures	2174.42	2174.69	2173.9	2174.42	2192.0

> showing 50 of 12,092 rows — these rows as CSV

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