PREVIEW / futures_5min / 2015-02-03

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-03.parquet
  size:    278 KB
  rows:    15,202

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
2015-02-03 00:00:00	ES	Futures	2114.43	2114.95	2114.16	2114.69	262.0
2015-02-03 00:05:00	ES	Futures	2114.69	2114.69	2114.16	2114.43	451.0
2015-02-03 00:10:00	ES	Futures	2114.69	2114.95	2114.16	2114.43	294.0
2015-02-03 00:15:00	ES	Futures	2114.16	2114.69	2113.37	2113.64	671.0
2015-02-03 00:20:00	ES	Futures	2113.64	2113.64	2112.58	2113.11	1134.0
2015-02-03 00:25:00	ES	Futures	2113.11	2113.64	2113.11	2113.11	155.0
2015-02-03 00:30:00	ES	Futures	2113.37	2113.64	2112.58	2113.37	379.0
2015-02-03 00:35:00	ES	Futures	2113.11	2114.95	2113.11	2114.95	287.0
2015-02-03 00:40:00	ES	Futures	2114.69	2115.48	2114.69	2115.21	203.0
2015-02-03 00:45:00	ES	Futures	2114.95	2114.95	2114.43	2114.69	151.0
2015-02-03 00:50:00	ES	Futures	2114.69	2115.21	2114.16	2114.95	399.0
2015-02-03 00:55:00	ES	Futures	2114.95	2115.21	2114.69	2114.69	172.0
2015-02-03 01:00:00	ES	Futures	2114.69	2114.95	2114.16	2114.69	193.0
2015-02-03 01:05:00	ES	Futures	2114.95	2115.48	2114.69	2115.21	250.0
2015-02-03 01:10:00	ES	Futures	2114.95	2116.27	2114.95	2115.74	478.0
2015-02-03 01:15:00	ES	Futures	2115.48	2116.0	2115.48	2116.0	70.0
2015-02-03 01:20:00	ES	Futures	2116.0	2116.0	2115.48	2115.74	143.0
2015-02-03 01:25:00	ES	Futures	2115.74	2116.53	2114.95	2116.27	522.0
2015-02-03 01:30:00	ES	Futures	2116.27	2116.27	2115.48	2116.0	292.0
2015-02-03 01:35:00	ES	Futures	2116.27	2116.53	2116.0	2116.53	188.0
2015-02-03 01:40:00	ES	Futures	2116.27	2116.79	2116.0	2116.53	112.0
2015-02-03 01:45:00	ES	Futures	2116.53	2116.79	2116.27	2116.53	419.0
2015-02-03 01:50:00	ES	Futures	2116.79	2117.85	2116.79	2117.85	406.0
2015-02-03 01:55:00	ES	Futures	2117.58	2118.9	2117.58	2118.37	415.0
2015-02-03 02:00:00	ES	Futures	2118.11	2118.37	2117.06	2117.58	776.0
2015-02-03 02:05:00	ES	Futures	2117.85	2118.11	2117.32	2118.11	239.0
2015-02-03 02:10:00	ES	Futures	2118.11	2120.48	2117.58	2120.21	1512.0
2015-02-03 02:15:00	ES	Futures	2120.21	2120.74	2119.69	2119.95	1259.0
2015-02-03 02:20:00	ES	Futures	2120.21	2121.79	2119.95	2120.21	867.0
2015-02-03 02:25:00	ES	Futures	2120.21	2121.53	2120.21	2121.27	711.0
2015-02-03 02:30:00	ES	Futures	2121.0	2121.27	2119.69	2120.21	844.0
2015-02-03 02:35:00	ES	Futures	2120.21	2120.48	2119.16	2119.16	544.0
2015-02-03 02:40:00	ES	Futures	2119.43	2120.48	2118.64	2119.16	719.0
2015-02-03 02:45:00	ES	Futures	2119.43	2120.74	2118.64	2119.95	672.0
2015-02-03 02:50:00	ES	Futures	2119.95	2121.0	2119.95	2120.74	483.0
2015-02-03 02:55:00	ES	Futures	2120.48	2121.0	2119.43	2119.95	600.0
2015-02-03 03:00:00	ES	Futures	2119.95	2121.0	2118.9	2120.48	2281.0
2015-02-03 03:05:00	ES	Futures	2120.48	2122.32	2120.21	2121.27	2908.0
2015-02-03 03:10:00	ES	Futures	2121.53	2122.58	2121.0	2122.06	2294.0
2015-02-03 03:15:00	ES	Futures	2122.06	2122.85	2121.79	2122.32	1774.0
2015-02-03 03:20:00	ES	Futures	2122.32	2124.69	2122.32	2124.16	2652.0
2015-02-03 03:25:00	ES	Futures	2124.42	2125.74	2124.16	2124.42	2212.0
2015-02-03 03:30:00	ES	Futures	2124.42	2126.27	2123.37	2126.0	2374.0
2015-02-03 03:35:00	ES	Futures	2126.0	2126.79	2125.21	2126.0	2724.0
2015-02-03 03:40:00	ES	Futures	2125.74	2128.9	2125.74	2127.85	5389.0
2015-02-03 03:45:00	ES	Futures	2128.11	2128.9	2127.85	2128.64	3285.0
2015-02-03 03:50:00	ES	Futures	2128.37	2129.69	2128.37	2129.69	1504.0
2015-02-03 03:55:00	ES	Futures	2129.69	2131.53	2129.42	2131.0	2844.0
2015-02-03 04:00:00	ES	Futures	2131.0	2131.27	2128.64	2128.64	2446.0
2015-02-03 04:05:00	ES	Futures	2128.64	2129.95	2128.37	2129.16	1491.0

> showing 50 of 15,202 rows — these rows as CSV

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