PREVIEW / futures_5min / 2015-01-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-27.parquet
  size:    254 KB
  rows:    14,827

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
2015-01-27 00:00:00	ES	Futures	2161.27	2161.27	2160.74	2160.74	82.0
2015-01-27 00:05:00	ES	Futures	2161.0	2161.27	2160.74	2160.74	119.0
2015-01-27 00:10:00	ES	Futures	2160.74	2161.27	2160.48	2160.48	284.0
2015-01-27 00:15:00	ES	Futures	2160.74	2161.27	2160.48	2161.27	918.0
2015-01-27 00:20:00	ES	Futures	2161.0	2161.27	2160.74	2161.0	176.0
2015-01-27 00:25:00	ES	Futures	2161.0	2161.27	2160.48	2160.48	388.0
2015-01-27 00:30:00	ES	Futures	2160.48	2160.74	2160.21	2160.21	187.0
2015-01-27 00:35:00	ES	Futures	2160.21	2160.74	2160.21	2160.74	88.0
2015-01-27 00:40:00	ES	Futures	2160.48	2160.74	2160.48	2160.74	113.0
2015-01-27 00:45:00	ES	Futures	2160.74	2160.74	2160.48	2160.74	67.0
2015-01-27 00:50:00	ES	Futures	2161.0	2161.79	2160.74	2161.79	214.0
2015-01-27 00:55:00	ES	Futures	2161.79	2162.85	2161.53	2162.32	825.0
2015-01-27 01:00:00	ES	Futures	2162.58	2162.58	2162.32	2162.58	314.0
2015-01-27 01:05:00	ES	Futures	2162.58	2162.58	2162.32	2162.58	154.0
2015-01-27 01:10:00	ES	Futures	2162.32	2162.32	2161.79	2161.79	292.0
2015-01-27 01:15:00	ES	Futures	2162.06	2162.32	2162.06	2162.32	178.0
2015-01-27 01:20:00	ES	Futures	2162.06	2162.58	2162.06	2162.58	185.0
2015-01-27 01:25:00	ES	Futures	2162.32	2162.32	2161.53	2162.06	233.0
2015-01-27 01:30:00	ES	Futures	2162.06	2162.06	2161.79	2161.79	138.0
2015-01-27 01:35:00	ES	Futures	2161.79	2162.06	2161.53	2161.79	99.0
2015-01-27 01:40:00	ES	Futures	2161.79	2161.79	2160.48	2160.74	1080.0
2015-01-27 01:45:00	ES	Futures	2160.74	2160.74	2160.21	2160.48	671.0
2015-01-27 01:50:00	ES	Futures	2160.48	2161.53	2160.21	2161.27	268.0
2015-01-27 01:55:00	ES	Futures	2161.27	2161.79	2160.74	2160.74	358.0
2015-01-27 02:00:00	ES	Futures	2160.74	2160.74	2159.69	2160.21	969.0
2015-01-27 02:05:00	ES	Futures	2160.21	2160.21	2159.69	2159.95	500.0
2015-01-27 02:10:00	ES	Futures	2159.69	2159.95	2159.42	2159.69	691.0
2015-01-27 02:15:00	ES	Futures	2159.69	2160.48	2159.42	2160.21	687.0
2015-01-27 02:20:00	ES	Futures	2159.95	2160.21	2159.42	2159.69	466.0
2015-01-27 02:25:00	ES	Futures	2159.69	2160.48	2159.42	2160.48	537.0
2015-01-27 02:30:00	ES	Futures	2160.21	2160.48	2159.42	2159.69	334.0
2015-01-27 02:35:00	ES	Futures	2159.69	2159.69	2159.16	2159.42	759.0
2015-01-27 02:40:00	ES	Futures	2159.42	2159.95	2159.16	2159.69	438.0
2015-01-27 02:45:00	ES	Futures	2159.42	2159.95	2159.42	2159.42	364.0
2015-01-27 02:50:00	ES	Futures	2159.42	2159.69	2159.16	2159.42	381.0
2015-01-27 02:55:00	ES	Futures	2159.42	2159.69	2158.63	2158.63	542.0
2015-01-27 03:00:00	ES	Futures	2158.63	2159.16	2157.85	2158.63	2092.0
2015-01-27 03:05:00	ES	Futures	2158.63	2158.9	2157.32	2157.58	2216.0
2015-01-27 03:10:00	ES	Futures	2157.58	2157.85	2156.27	2157.58	2913.0
2015-01-27 03:15:00	ES	Futures	2157.58	2158.63	2157.06	2158.37	1538.0
2015-01-27 03:20:00	ES	Futures	2158.37	2159.95	2158.37	2159.69	1487.0
2015-01-27 03:25:00	ES	Futures	2159.95	2161.79	2159.69	2160.74	2235.0
2015-01-27 03:30:00	ES	Futures	2161.0	2161.53	2159.69	2159.69	1097.0
2015-01-27 03:35:00	ES	Futures	2159.95	2159.95	2158.63	2158.9	1180.0
2015-01-27 03:40:00	ES	Futures	2158.9	2159.42	2157.85	2158.11	1135.0
2015-01-27 03:45:00	ES	Futures	2158.11	2159.16	2157.58	2157.58	1747.0
2015-01-27 03:50:00	ES	Futures	2157.58	2157.58	2154.69	2156.53	3268.0
2015-01-27 03:55:00	ES	Futures	2156.53	2156.79	2156.0	2156.27	1019.0
2015-01-27 04:00:00	ES	Futures	2156.27	2156.27	2154.42	2154.95	2705.0
2015-01-27 04:05:00	ES	Futures	2154.95	2155.21	2153.63	2154.16	1741.0

> showing 50 of 14,827 rows — these rows as CSV

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