PREVIEW / futures_5min / 2015-08-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-04.parquet
  size:    229 KB
  rows:    14,290

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
2015-08-04 00:00:00	ES	Futures	2225.04	2225.57	2225.04	2225.04	173.0
2015-08-04 00:05:00	ES	Futures	2225.04	2225.3	2224.77	2225.04	66.0
2015-08-04 00:10:00	ES	Futures	2225.3	2225.3	2225.04	2225.3	21.0
2015-08-04 00:15:00	ES	Futures	2225.3	2225.3	2225.04	2225.3	104.0
2015-08-04 00:20:00	ES	Futures	2225.04	2225.3	2225.04	2225.04	44.0
2015-08-04 00:25:00	ES	Futures	2225.3	2225.3	2225.04	2225.3	84.0
2015-08-04 00:30:00	ES	Futures	2225.04	2225.57	2225.04	2225.3	182.0
2015-08-04 00:35:00	ES	Futures	2225.3	2225.3	2225.04	2225.04	116.0
2015-08-04 00:40:00	ES	Futures	2225.3	2225.57	2225.04	2225.57	115.0
2015-08-04 00:45:00	ES	Futures	2225.3	2225.3	2225.04	2225.04	203.0
2015-08-04 00:50:00	ES	Futures	2225.3	2225.57	2224.77	2224.77	261.0
2015-08-04 00:55:00	ES	Futures	2224.77	2225.04	2224.77	2225.04	39.0
2015-08-04 01:00:00	ES	Futures	2224.77	2225.04	2224.5	2224.5	102.0
2015-08-04 01:05:00	ES	Futures	2224.5	2225.04	2224.5	2225.04	101.0
2015-08-04 01:10:00	ES	Futures	2225.3	2225.57	2225.04	2225.3	251.0
2015-08-04 01:15:00	ES	Futures	2225.3	2225.57	2225.04	2225.57	91.0
2015-08-04 01:20:00	ES	Futures	2225.84	2227.43	2225.84	2227.17	1037.0
2015-08-04 01:25:00	ES	Futures	2226.9	2227.17	2226.9	2226.9	71.0
2015-08-04 01:30:00	ES	Futures	2226.9	2226.9	2226.37	2226.63	145.0
2015-08-04 01:35:00	ES	Futures	2226.63	2226.9	2226.63	2226.9	209.0
2015-08-04 01:40:00	ES	Futures	2226.63	2227.17	2226.63	2226.9	128.0
2015-08-04 01:45:00	ES	Futures	2226.9	2227.43	2226.63	2227.43	173.0
2015-08-04 01:50:00	ES	Futures	2227.17	2227.7	2226.9	2227.17	263.0
2015-08-04 01:55:00	ES	Futures	2227.17	2227.43	2226.9	2227.17	157.0
2015-08-04 02:00:00	ES	Futures	2227.43	2227.43	2226.9	2226.9	893.0
2015-08-04 02:05:00	ES	Futures	2226.9	2227.17	2225.84	2225.84	414.0
2015-08-04 02:10:00	ES	Futures	2225.57	2225.84	2225.3	2225.57	247.0
2015-08-04 02:15:00	ES	Futures	2225.3	2225.84	2225.3	2225.84	251.0
2015-08-04 02:20:00	ES	Futures	2225.57	2225.84	2225.3	2225.57	160.0
2015-08-04 02:25:00	ES	Futures	2225.57	2225.57	2225.04	2225.04	134.0
2015-08-04 02:30:00	ES	Futures	2225.04	2225.3	2224.77	2225.3	368.0
2015-08-04 02:35:00	ES	Futures	2225.3	2225.57	2225.04	2225.04	227.0
2015-08-04 02:40:00	ES	Futures	2225.3	2225.57	2225.04	2225.04	113.0
2015-08-04 02:45:00	ES	Futures	2225.04	2225.57	2225.04	2225.57	147.0
2015-08-04 02:50:00	ES	Futures	2225.57	2226.1	2225.57	2225.84	278.0
2015-08-04 02:55:00	ES	Futures	2225.84	2226.63	2225.3	2225.84	749.0
2015-08-04 03:00:00	ES	Futures	2225.84	2225.84	2223.97	2224.24	2147.0
2015-08-04 03:05:00	ES	Futures	2224.5	2224.5	2222.91	2223.17	2972.0
2015-08-04 03:10:00	ES	Futures	2222.91	2223.44	2222.37	2222.64	1676.0
2015-08-04 03:15:00	ES	Futures	2222.64	2222.91	2220.78	2221.04	2548.0
2015-08-04 03:20:00	ES	Futures	2221.04	2222.37	2220.51	2221.84	1958.0
2015-08-04 03:25:00	ES	Futures	2222.11	2222.11	2221.04	2221.31	1172.0
2015-08-04 03:30:00	ES	Futures	2221.04	2222.91	2220.78	2222.91	1158.0
2015-08-04 03:35:00	ES	Futures	2222.64	2223.17	2222.64	2222.64	961.0
2015-08-04 03:40:00	ES	Futures	2222.37	2222.91	2222.11	2222.37	921.0
2015-08-04 03:45:00	ES	Futures	2222.37	2223.97	2222.11	2223.97	1771.0
2015-08-04 03:50:00	ES	Futures	2223.71	2224.5	2223.17	2223.97	1264.0
2015-08-04 03:55:00	ES	Futures	2223.97	2223.97	2222.91	2223.71	1154.0
2015-08-04 04:00:00	ES	Futures	2223.71	2223.97	2222.64	2223.44	1164.0
2015-08-04 04:05:00	ES	Futures	2223.71	2224.5	2223.17	2224.24	1308.0

> showing 50 of 14,290 rows — these rows as CSV

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