PREVIEW / futures_5min / 2015-05-15

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-15.parquet
  size:    211 KB
  rows:    12,082

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
2015-05-15 00:00:00	ES	Futures	2236.55	2237.08	2236.55	2237.08	105.0
2015-05-15 00:05:00	ES	Futures	2237.08	2237.08	2236.81	2237.08	16.0
2015-05-15 00:10:00	ES	Futures	2237.08	2237.08	2236.81	2237.08	108.0
2015-05-15 00:15:00	ES	Futures	2237.08	2237.34	2236.81	2237.34	52.0
2015-05-15 00:20:00	ES	Futures	2237.34	2237.34	2237.08	2237.34	17.0
2015-05-15 00:25:00	ES	Futures	2237.34	2237.34	2237.08	2237.08	244.0
2015-05-15 00:30:00	ES	Futures	2237.08	2237.08	2236.55	2236.81	193.0
2015-05-15 00:35:00	ES	Futures	2236.81	2237.08	2236.81	2237.08	49.0
2015-05-15 00:40:00	ES	Futures	2237.08	2237.34	2236.81	2237.08	79.0
2015-05-15 00:45:00	ES	Futures	2237.08	2237.08	2236.55	2236.81	110.0
2015-05-15 00:50:00	ES	Futures	2236.81	2236.81	2236.81	2236.81	15.0
2015-05-15 00:55:00	ES	Futures	2236.81	2236.81	2236.29	2236.29	262.0
2015-05-15 01:00:00	ES	Futures	2236.55	2236.81	2236.29	2236.55	158.0
2015-05-15 01:05:00	ES	Futures	2236.81	2236.81	2236.29	2236.55	98.0
2015-05-15 01:10:00	ES	Futures	2236.29	2236.55	2236.02	2236.02	175.0
2015-05-15 01:15:00	ES	Futures	2236.29	2236.55	2236.02	2236.29	175.0
2015-05-15 01:20:00	ES	Futures	2236.29	2236.55	2236.02	2236.02	102.0
2015-05-15 01:25:00	ES	Futures	2236.29	2236.29	2236.02	2236.29	33.0
2015-05-15 01:30:00	ES	Futures	2236.29	2236.29	2235.76	2236.02	531.0
2015-05-15 01:35:00	ES	Futures	2236.29	2236.29	2235.49	2235.49	302.0
2015-05-15 01:40:00	ES	Futures	2235.76	2236.29	2235.76	2235.76	215.0
2015-05-15 01:45:00	ES	Futures	2235.76	2236.81	2235.76	2236.29	264.0
2015-05-15 01:50:00	ES	Futures	2236.55	2236.81	2236.29	2236.81	187.0
2015-05-15 01:55:00	ES	Futures	2236.55	2237.34	2236.29	2236.81	292.0
2015-05-15 02:00:00	ES	Futures	2236.55	2237.61	2235.76	2237.34	1263.0
2015-05-15 02:05:00	ES	Futures	2237.61	2238.93	2237.34	2238.66	1790.0
2015-05-15 02:10:00	ES	Futures	2238.66	2239.45	2238.4	2239.19	1095.0
2015-05-15 02:15:00	ES	Futures	2239.45	2242.36	2239.45	2242.1	6818.0
2015-05-15 02:20:00	ES	Futures	2241.83	2242.36	2241.57	2242.1	1575.0
2015-05-15 02:25:00	ES	Futures	2242.1	2242.62	2241.83	2242.1	1217.0
2015-05-15 02:30:00	ES	Futures	2242.1	2242.62	2241.57	2241.57	1439.0
2015-05-15 02:35:00	ES	Futures	2241.57	2241.83	2241.3	2241.3	374.0
2015-05-15 02:40:00	ES	Futures	2241.3	2241.3	2240.78	2240.78	764.0
2015-05-15 02:45:00	ES	Futures	2240.78	2241.04	2240.25	2240.78	1093.0
2015-05-15 02:50:00	ES	Futures	2240.78	2241.83	2240.78	2241.83	1097.0
2015-05-15 02:55:00	ES	Futures	2241.57	2241.83	2241.04	2241.04	588.0
2015-05-15 03:00:00	ES	Futures	2241.04	2241.3	2238.93	2239.45	3693.0
2015-05-15 03:05:00	ES	Futures	2239.72	2239.72	2238.66	2239.19	1647.0
2015-05-15 03:10:00	ES	Futures	2239.45	2240.51	2238.66	2240.51	1711.0
2015-05-15 03:15:00	ES	Futures	2240.51	2241.3	2239.45	2239.45	2391.0
2015-05-15 03:20:00	ES	Futures	2239.72	2239.72	2237.87	2238.93	2275.0
2015-05-15 03:25:00	ES	Futures	2239.19	2239.45	2238.13	2239.19	1198.0
2015-05-15 03:30:00	ES	Futures	2239.19	2240.25	2238.66	2239.72	1135.0
2015-05-15 03:35:00	ES	Futures	2239.98	2240.78	2239.72	2240.51	1401.0
2015-05-15 03:40:00	ES	Futures	2240.78	2240.78	2239.98	2240.51	1130.0
2015-05-15 03:45:00	ES	Futures	2240.51	2240.51	2239.45	2239.45	499.0
2015-05-15 03:50:00	ES	Futures	2239.72	2240.25	2239.19	2239.98	829.0
2015-05-15 03:55:00	ES	Futures	2239.98	2239.98	2239.19	2239.98	1110.0
2015-05-15 04:00:00	ES	Futures	2239.72	2240.78	2239.72	2240.51	955.0
2015-05-15 04:05:00	ES	Futures	2240.51	2241.3	2240.25	2241.04	2542.0

> showing 50 of 12,082 rows — these rows as CSV

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