PREVIEW / futures_5min / 2015-03-11

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-11.parquet
  size:    226 KB
  rows:    13,251

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
2015-03-11 00:00:00	ES	Futures	2156.53	2156.53	2156.27	2156.53	115.0
2015-03-11 00:05:00	ES	Futures	2156.53	2156.53	2156.27	2156.27	249.0
2015-03-11 00:10:00	ES	Futures	2156.53	2156.79	2156.27	2156.27	299.0
2015-03-11 00:15:00	ES	Futures	2156.53	2156.79	2156.27	2156.53	166.0
2015-03-11 00:20:00	ES	Futures	2156.79	2156.79	2156.53	2156.53	112.0
2015-03-11 00:25:00	ES	Futures	2156.53	2156.79	2156.27	2156.53	111.0
2015-03-11 00:30:00	ES	Futures	2156.53	2156.53	2156.0	2156.0	101.0
2015-03-11 00:35:00	ES	Futures	2156.27	2156.27	2155.74	2156.27	256.0
2015-03-11 00:40:00	ES	Futures	2156.0	2156.27	2155.74	2155.74	151.0
2015-03-11 00:45:00	ES	Futures	2156.0	2156.27	2155.74	2156.27	207.0
2015-03-11 00:50:00	ES	Futures	2156.27	2156.79	2156.27	2156.53	276.0
2015-03-11 00:55:00	ES	Futures	2156.53	2156.79	2156.27	2156.79	119.0
2015-03-11 01:00:00	ES	Futures	2156.79	2156.79	2156.53	2156.79	284.0
2015-03-11 01:05:00	ES	Futures	2156.79	2157.06	2156.53	2156.79	87.0
2015-03-11 01:10:00	ES	Futures	2156.79	2156.79	2156.27	2156.53	132.0
2015-03-11 01:15:00	ES	Futures	2156.53	2156.53	2156.0	2156.27	228.0
2015-03-11 01:20:00	ES	Futures	2156.27	2156.27	2155.74	2156.0	78.0
2015-03-11 01:25:00	ES	Futures	2155.74	2156.0	2155.48	2155.74	248.0
2015-03-11 01:30:00	ES	Futures	2155.74	2156.0	2155.21	2155.48	236.0
2015-03-11 01:35:00	ES	Futures	2155.48	2155.48	2154.95	2155.21	188.0
2015-03-11 01:40:00	ES	Futures	2155.21	2155.48	2154.69	2155.21	421.0
2015-03-11 01:45:00	ES	Futures	2155.48	2155.74	2155.21	2155.74	374.0
2015-03-11 01:50:00	ES	Futures	2155.74	2155.74	2154.95	2154.95	278.0
2015-03-11 01:55:00	ES	Futures	2154.95	2155.21	2154.69	2154.95	167.0
2015-03-11 02:00:00	ES	Futures	2154.69	2155.21	2154.16	2154.42	791.0
2015-03-11 02:05:00	ES	Futures	2154.16	2154.69	2154.16	2154.42	238.0
2015-03-11 02:10:00	ES	Futures	2154.42	2154.42	2153.37	2153.37	573.0
2015-03-11 02:15:00	ES	Futures	2153.63	2153.63	2153.11	2153.11	698.0
2015-03-11 02:20:00	ES	Futures	2153.11	2154.16	2153.11	2153.9	384.0
2015-03-11 02:25:00	ES	Futures	2153.9	2154.16	2153.63	2154.16	135.0
2015-03-11 02:30:00	ES	Futures	2154.16	2154.42	2153.9	2154.42	128.0
2015-03-11 02:35:00	ES	Futures	2154.42	2154.69	2154.42	2154.42	64.0
2015-03-11 02:40:00	ES	Futures	2154.42	2154.69	2153.9	2153.9	111.0
2015-03-11 02:45:00	ES	Futures	2153.63	2153.9	2153.63	2153.63	38.0
2015-03-11 02:50:00	ES	Futures	2153.9	2154.42	2153.63	2154.16	159.0
2015-03-11 02:55:00	ES	Futures	2153.9	2154.16	2153.63	2154.16	66.0
2015-03-11 03:00:00	ES	Futures	2154.16	2155.21	2153.9	2154.16	967.0
2015-03-11 03:05:00	ES	Futures	2154.16	2154.42	2153.63	2153.9	541.0
2015-03-11 03:10:00	ES	Futures	2153.63	2153.9	2153.37	2153.9	348.0
2015-03-11 03:15:00	ES	Futures	2153.9	2155.74	2153.63	2154.95	2455.0
2015-03-11 03:20:00	ES	Futures	2154.95	2155.48	2154.69	2154.69	703.0
2015-03-11 03:25:00	ES	Futures	2154.69	2154.95	2154.42	2154.42	350.0
2015-03-11 03:30:00	ES	Futures	2154.42	2154.95	2153.9	2154.69	615.0
2015-03-11 03:35:00	ES	Futures	2154.42	2154.95	2154.16	2154.69	1312.0
2015-03-11 03:40:00	ES	Futures	2154.69	2155.21	2154.69	2154.69	1482.0
2015-03-11 03:45:00	ES	Futures	2154.42	2154.42	2153.63	2153.63	999.0
2015-03-11 03:50:00	ES	Futures	2153.63	2153.63	2152.85	2153.63	1732.0
2015-03-11 03:55:00	ES	Futures	2153.63	2154.16	2153.11	2153.37	1316.0
2015-03-11 04:00:00	ES	Futures	2153.37	2153.9	2152.85	2152.85	3236.0
2015-03-11 04:05:00	ES	Futures	2152.85	2153.11	2151.0	2151.27	3783.0

> showing 50 of 13,251 rows — these rows as CSV

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