PREVIEW / futures_5min / 2015-07-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-09.parquet
  size:    254 KB
  rows:    14,725

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
2015-07-09 00:00:00	ES	Futures	2183.77	2183.77	2182.97	2183.24	278.0
2015-07-09 00:05:00	ES	Futures	2183.24	2184.3	2182.97	2184.3	190.0
2015-07-09 00:10:00	ES	Futures	2184.3	2185.37	2184.3	2184.3	1161.0
2015-07-09 00:15:00	ES	Futures	2184.3	2184.83	2184.03	2184.03	410.0
2015-07-09 00:20:00	ES	Futures	2184.03	2184.57	2184.03	2184.57	402.0
2015-07-09 00:25:00	ES	Futures	2184.83	2184.83	2184.3	2184.57	149.0
2015-07-09 00:30:00	ES	Futures	2184.57	2184.57	2184.03	2184.57	334.0
2015-07-09 00:35:00	ES	Futures	2184.83	2184.83	2184.3	2184.57	81.0
2015-07-09 00:40:00	ES	Futures	2184.57	2185.1	2184.3	2184.83	229.0
2015-07-09 00:45:00	ES	Futures	2184.57	2185.1	2184.57	2184.83	206.0
2015-07-09 00:50:00	ES	Futures	2185.1	2185.1	2184.57	2184.83	160.0
2015-07-09 00:55:00	ES	Futures	2184.57	2185.37	2184.57	2185.37	330.0
2015-07-09 01:00:00	ES	Futures	2185.37	2185.9	2185.1	2185.63	671.0
2015-07-09 01:05:00	ES	Futures	2185.37	2185.63	2184.83	2185.37	499.0
2015-07-09 01:10:00	ES	Futures	2185.37	2186.43	2185.1	2185.9	784.0
2015-07-09 01:15:00	ES	Futures	2186.16	2186.16	2185.1	2185.1	818.0
2015-07-09 01:20:00	ES	Futures	2185.1	2185.37	2184.57	2185.1	626.0
2015-07-09 01:25:00	ES	Futures	2185.1	2185.9	2184.57	2185.63	447.0
2015-07-09 01:30:00	ES	Futures	2185.9	2186.16	2185.63	2185.9	887.0
2015-07-09 01:35:00	ES	Futures	2185.9	2186.16	2185.9	2186.16	187.0
2015-07-09 01:40:00	ES	Futures	2185.9	2186.43	2185.9	2186.16	728.0
2015-07-09 01:45:00	ES	Futures	2186.43	2186.43	2185.9	2186.16	400.0
2015-07-09 01:50:00	ES	Futures	2186.43	2186.7	2186.16	2186.7	800.0
2015-07-09 01:55:00	ES	Futures	2186.7	2187.23	2186.43	2186.96	1526.0
2015-07-09 02:00:00	ES	Futures	2187.23	2187.76	2185.9	2185.9	3316.0
2015-07-09 02:05:00	ES	Futures	2186.16	2186.43	2185.1	2186.16	2377.0
2015-07-09 02:10:00	ES	Futures	2186.16	2186.7	2185.63	2186.16	952.0
2015-07-09 02:15:00	ES	Futures	2186.16	2186.7	2185.63	2186.16	930.0
2015-07-09 02:20:00	ES	Futures	2185.9	2186.43	2185.37	2185.63	751.0
2015-07-09 02:25:00	ES	Futures	2185.37	2185.9	2185.37	2185.37	565.0
2015-07-09 02:30:00	ES	Futures	2185.37	2185.63	2184.57	2184.83	1009.0
2015-07-09 02:35:00	ES	Futures	2184.83	2185.1	2183.77	2183.77	781.0
2015-07-09 02:40:00	ES	Futures	2184.03	2184.03	2182.7	2183.24	1672.0
2015-07-09 02:45:00	ES	Futures	2183.5	2185.37	2183.5	2185.1	2276.0
2015-07-09 02:50:00	ES	Futures	2185.1	2186.7	2185.1	2186.7	1471.0
2015-07-09 02:55:00	ES	Futures	2186.43	2186.96	2185.63	2186.96	934.0
2015-07-09 03:00:00	ES	Futures	2186.96	2186.96	2184.57	2186.16	1951.0
2015-07-09 03:05:00	ES	Futures	2186.16	2187.23	2185.1	2187.23	1849.0
2015-07-09 03:10:00	ES	Futures	2187.23	2188.03	2186.43	2187.5	2664.0
2015-07-09 03:15:00	ES	Futures	2187.76	2188.29	2186.43	2187.76	1954.0
2015-07-09 03:20:00	ES	Futures	2188.03	2189.09	2187.23	2187.5	3742.0
2015-07-09 03:25:00	ES	Futures	2187.76	2188.03	2186.96	2187.5	1062.0
2015-07-09 03:30:00	ES	Futures	2187.76	2188.83	2187.5	2187.76	1600.0
2015-07-09 03:35:00	ES	Futures	2188.03	2188.56	2187.23	2187.23	1685.0
2015-07-09 03:40:00	ES	Futures	2187.23	2187.5	2185.1	2185.37	2472.0
2015-07-09 03:45:00	ES	Futures	2185.37	2186.96	2184.83	2185.9	3376.0
2015-07-09 03:50:00	ES	Futures	2185.9	2187.23	2185.37	2186.7	2236.0
2015-07-09 03:55:00	ES	Futures	2186.7	2186.7	2185.63	2185.9	2999.0
2015-07-09 04:00:00	ES	Futures	2186.16	2187.76	2185.9	2187.5	2020.0
2015-07-09 04:05:00	ES	Futures	2187.23	2188.03	2186.43	2187.5	1661.0

> showing 50 of 14,725 rows — these rows as CSV

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