PREVIEW / futures_5min / 2015-05-08

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-08.parquet
  size:    219 KB
  rows:    12,289

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
2015-05-08 00:00:00	ES	Futures	2204.86	2204.86	2204.59	2204.86	100.0
2015-05-08 00:05:00	ES	Futures	2205.12	2205.12	2204.86	2204.86	31.0
2015-05-08 00:10:00	ES	Futures	2204.86	2204.86	2204.59	2204.59	83.0
2015-05-08 00:15:00	ES	Futures	2204.59	2204.86	2204.33	2204.33	128.0
2015-05-08 00:20:00	ES	Futures	2204.33	2204.59	2204.06	2204.59	194.0
2015-05-08 00:25:00	ES	Futures	2204.59	2204.86	2204.33	2204.59	108.0
2015-05-08 00:30:00	ES	Futures	2204.59	2205.38	2204.59	2204.86	273.0
2015-05-08 00:35:00	ES	Futures	2204.86	2205.12	2204.86	2204.86	143.0
2015-05-08 00:40:00	ES	Futures	2204.86	2205.12	2204.86	2204.86	29.0
2015-05-08 00:45:00	ES	Futures	2205.12	2205.12	2204.59	2204.86	87.0
2015-05-08 00:50:00	ES	Futures	2204.59	2204.86	2204.59	2204.59	20.0
2015-05-08 00:55:00	ES	Futures	2204.86	2204.86	2204.33	2204.33	115.0
2015-05-08 01:00:00	ES	Futures	2204.59	2204.59	2204.33	2204.33	35.0
2015-05-08 01:05:00	ES	Futures	2204.59	2204.59	2204.06	2204.33	147.0
2015-05-08 01:10:00	ES	Futures	2204.33	2204.86	2204.33	2204.59	143.0
2015-05-08 01:15:00	ES	Futures	2204.59	2204.86	2204.33	2204.86	111.0
2015-05-08 01:20:00	ES	Futures	2204.86	2204.86	2203.8	2204.06	281.0
2015-05-08 01:25:00	ES	Futures	2204.06	2204.06	2203.53	2203.53	178.0
2015-05-08 01:30:00	ES	Futures	2203.8	2203.8	2203.53	2203.8	100.0
2015-05-08 01:35:00	ES	Futures	2203.53	2204.33	2203.53	2204.06	304.0
2015-05-08 01:40:00	ES	Futures	2203.8	2203.8	2203.53	2203.8	349.0
2015-05-08 01:45:00	ES	Futures	2203.8	2203.8	2203.53	2203.53	38.0
2015-05-08 01:50:00	ES	Futures	2203.8	2203.8	2203.27	2203.27	204.0
2015-05-08 01:55:00	ES	Futures	2203.27	2204.86	2203.27	2204.59	330.0
2015-05-08 02:00:00	ES	Futures	2204.86	2206.44	2204.33	2205.12	3390.0
2015-05-08 02:05:00	ES	Futures	2205.38	2206.18	2205.12	2205.38	887.0
2015-05-08 02:10:00	ES	Futures	2205.38	2206.44	2205.12	2206.18	701.0
2015-05-08 02:15:00	ES	Futures	2206.18	2206.44	2205.91	2206.18	1082.0
2015-05-08 02:20:00	ES	Futures	2206.18	2206.44	2205.65	2205.91	723.0
2015-05-08 02:25:00	ES	Futures	2205.91	2206.7	2205.91	2205.91	738.0
2015-05-08 02:30:00	ES	Futures	2205.91	2206.7	2205.91	2206.7	873.0
2015-05-08 02:35:00	ES	Futures	2206.7	2206.7	2205.65	2206.18	949.0
2015-05-08 02:40:00	ES	Futures	2206.18	2206.18	2205.12	2205.38	934.0
2015-05-08 02:45:00	ES	Futures	2205.65	2206.7	2205.38	2206.18	1358.0
2015-05-08 02:50:00	ES	Futures	2206.18	2208.02	2206.18	2207.76	1589.0
2015-05-08 02:55:00	ES	Futures	2207.76	2208.02	2207.23	2207.5	1420.0
2015-05-08 03:00:00	ES	Futures	2207.5	2209.35	2206.97	2207.23	4623.0
2015-05-08 03:05:00	ES	Futures	2207.23	2209.08	2207.23	2207.76	1922.0
2015-05-08 03:10:00	ES	Futures	2207.76	2208.29	2206.18	2206.7	1845.0
2015-05-08 03:15:00	ES	Futures	2206.7	2207.5	2205.91	2206.7	1709.0
2015-05-08 03:20:00	ES	Futures	2206.7	2206.97	2205.38	2205.91	1875.0
2015-05-08 03:25:00	ES	Futures	2206.18	2206.18	2204.06	2205.38	2389.0
2015-05-08 03:30:00	ES	Futures	2205.38	2205.65	2204.59	2204.59	1055.0
2015-05-08 03:35:00	ES	Futures	2204.59	2205.91	2204.06	2205.91	1531.0
2015-05-08 03:40:00	ES	Futures	2205.65	2207.23	2205.12	2206.7	1560.0
2015-05-08 03:45:00	ES	Futures	2206.97	2208.02	2206.44	2208.02	1057.0
2015-05-08 03:50:00	ES	Futures	2208.02	2208.02	2206.44	2206.7	1030.0
2015-05-08 03:55:00	ES	Futures	2206.97	2206.97	2205.65	2206.18	1300.0
2015-05-08 04:00:00	ES	Futures	2206.18	2206.97	2205.65	2206.44	1646.0
2015-05-08 04:05:00	ES	Futures	2206.44	2206.7	2204.59	2204.86	1017.0

> showing 50 of 12,289 rows — these rows as CSV

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