PREVIEW / futures_5min / 2015-01-13

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-13.parquet
  size:    264 KB
  rows:    14,998

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
2015-01-13 00:00:00	ES	Futures	2131.27	2131.53	2130.74	2131.0	398.0
2015-01-13 00:05:00	ES	Futures	2130.74	2131.0	2130.74	2131.0	76.0
2015-01-13 00:10:00	ES	Futures	2131.0	2131.27	2131.0	2131.0	276.0
2015-01-13 00:15:00	ES	Futures	2131.27	2131.79	2131.27	2131.53	262.0
2015-01-13 00:20:00	ES	Futures	2131.79	2132.06	2131.27	2131.27	406.0
2015-01-13 00:25:00	ES	Futures	2131.53	2131.79	2131.53	2131.53	97.0
2015-01-13 00:30:00	ES	Futures	2131.53	2132.06	2131.27	2132.06	105.0
2015-01-13 00:35:00	ES	Futures	2131.79	2132.06	2131.53	2131.79	534.0
2015-01-13 00:40:00	ES	Futures	2131.79	2132.58	2131.79	2132.06	885.0
2015-01-13 00:45:00	ES	Futures	2132.32	2132.85	2132.32	2132.58	254.0
2015-01-13 00:50:00	ES	Futures	2132.58	2132.58	2132.06	2132.32	238.0
2015-01-13 00:55:00	ES	Futures	2132.32	2133.64	2132.06	2133.37	537.0
2015-01-13 01:00:00	ES	Futures	2133.64	2133.64	2132.32	2132.58	483.0
2015-01-13 01:05:00	ES	Futures	2132.58	2133.11	2132.32	2132.85	278.0
2015-01-13 01:10:00	ES	Futures	2133.11	2134.16	2132.58	2133.64	723.0
2015-01-13 01:15:00	ES	Futures	2133.64	2133.9	2132.32	2132.32	592.0
2015-01-13 01:20:00	ES	Futures	2132.32	2132.58	2131.79	2131.79	249.0
2015-01-13 01:25:00	ES	Futures	2131.79	2132.06	2131.53	2131.53	330.0
2015-01-13 01:30:00	ES	Futures	2131.53	2131.79	2131.0	2131.27	223.0
2015-01-13 01:35:00	ES	Futures	2131.53	2131.53	2131.27	2131.27	88.0
2015-01-13 01:40:00	ES	Futures	2131.27	2131.27	2130.48	2130.48	233.0
2015-01-13 01:45:00	ES	Futures	2130.48	2131.27	2130.48	2131.27	289.0
2015-01-13 01:50:00	ES	Futures	2131.0	2131.27	2131.0	2131.27	314.0
2015-01-13 01:55:00	ES	Futures	2131.27	2131.27	2131.0	2131.27	44.0
2015-01-13 02:00:00	ES	Futures	2131.0	2133.11	2130.74	2132.58	1097.0
2015-01-13 02:05:00	ES	Futures	2132.85	2133.9	2131.79	2131.79	1386.0
2015-01-13 02:10:00	ES	Futures	2131.79	2132.06	2131.0	2131.53	1470.0
2015-01-13 02:15:00	ES	Futures	2131.53	2131.53	2129.69	2129.69	1470.0
2015-01-13 02:20:00	ES	Futures	2129.69	2130.21	2129.42	2129.69	1213.0
2015-01-13 02:25:00	ES	Futures	2129.95	2130.21	2129.42	2130.21	707.0
2015-01-13 02:30:00	ES	Futures	2130.21	2130.48	2128.9	2129.16	1309.0
2015-01-13 02:35:00	ES	Futures	2129.42	2129.95	2129.42	2129.42	629.0
2015-01-13 02:40:00	ES	Futures	2129.69	2129.95	2129.16	2129.95	567.0
2015-01-13 02:45:00	ES	Futures	2129.69	2129.95	2129.16	2129.42	716.0
2015-01-13 02:50:00	ES	Futures	2129.16	2129.42	2128.37	2128.64	1426.0
2015-01-13 02:55:00	ES	Futures	2128.64	2128.64	2127.58	2127.58	1849.0
2015-01-13 03:00:00	ES	Futures	2127.85	2128.37	2126.27	2128.11	5031.0
2015-01-13 03:05:00	ES	Futures	2128.11	2131.0	2127.85	2131.0	4713.0
2015-01-13 03:10:00	ES	Futures	2131.0	2131.53	2129.69	2131.53	2915.0
2015-01-13 03:15:00	ES	Futures	2131.53	2132.32	2130.74	2131.27	2904.0
2015-01-13 03:20:00	ES	Futures	2131.27	2132.85	2130.74	2131.53	4005.0
2015-01-13 03:25:00	ES	Futures	2131.79	2132.85	2131.79	2132.06	1621.0
2015-01-13 03:30:00	ES	Futures	2132.32	2133.9	2131.79	2133.9	1669.0
2015-01-13 03:35:00	ES	Futures	2133.9	2133.9	2131.79	2131.79	1184.0
2015-01-13 03:40:00	ES	Futures	2132.06	2132.06	2131.0	2131.27	2049.0
2015-01-13 03:45:00	ES	Futures	2131.53	2132.06	2131.0	2131.27	1507.0
2015-01-13 03:50:00	ES	Futures	2131.27	2131.53	2130.48	2130.74	767.0
2015-01-13 03:55:00	ES	Futures	2130.74	2131.27	2130.48	2130.74	732.0
2015-01-13 04:00:00	ES	Futures	2130.74	2131.27	2130.21	2130.21	1060.0
2015-01-13 04:05:00	ES	Futures	2130.48	2131.53	2129.95	2131.27	1376.0

> showing 50 of 14,998 rows — these rows as CSV

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