PREVIEW / futures_5min / 2015-09-25

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-25.parquet
  size:    216 KB
  rows:    12,010

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
2015-09-25 00:00:00	ES	Futures	2056.33	2057.93	2055.79	2057.4	655.0
2015-09-25 00:05:00	ES	Futures	2057.4	2057.93	2057.13	2057.93	263.0
2015-09-25 00:10:00	ES	Futures	2057.93	2058.2	2056.86	2056.86	269.0
2015-09-25 00:15:00	ES	Futures	2056.59	2056.86	2055.79	2056.59	378.0
2015-09-25 00:20:00	ES	Futures	2056.86	2056.86	2056.06	2056.86	231.0
2015-09-25 00:25:00	ES	Futures	2056.86	2057.4	2056.33	2057.13	246.0
2015-09-25 00:30:00	ES	Futures	2057.13	2057.4	2056.59	2056.86	250.0
2015-09-25 00:35:00	ES	Futures	2056.86	2057.4	2056.86	2057.4	351.0
2015-09-25 00:40:00	ES	Futures	2057.4	2058.2	2057.4	2058.2	236.0
2015-09-25 00:45:00	ES	Futures	2058.2	2059.8	2058.2	2058.47	1159.0
2015-09-25 00:50:00	ES	Futures	2058.47	2059.27	2058.47	2058.73	486.0
2015-09-25 00:55:00	ES	Futures	2058.73	2059.27	2058.47	2059.0	489.0
2015-09-25 01:00:00	ES	Futures	2058.73	2060.34	2058.47	2059.27	1020.0
2015-09-25 01:05:00	ES	Futures	2059.27	2060.88	2059.0	2059.54	1527.0
2015-09-25 01:10:00	ES	Futures	2059.54	2060.07	2058.73	2059.27	540.0
2015-09-25 01:15:00	ES	Futures	2059.54	2059.8	2058.2	2058.47	494.0
2015-09-25 01:20:00	ES	Futures	2058.73	2059.8	2058.73	2059.8	639.0
2015-09-25 01:25:00	ES	Futures	2059.8	2061.41	2059.54	2060.61	516.0
2015-09-25 01:30:00	ES	Futures	2060.34	2060.61	2059.8	2060.07	311.0
2015-09-25 01:35:00	ES	Futures	2060.07	2061.68	2060.07	2061.41	568.0
2015-09-25 01:40:00	ES	Futures	2061.41	2061.95	2060.88	2061.41	604.0
2015-09-25 01:45:00	ES	Futures	2061.41	2061.95	2061.41	2061.68	648.0
2015-09-25 01:50:00	ES	Futures	2061.68	2062.21	2061.68	2061.68	393.0
2015-09-25 01:55:00	ES	Futures	2061.95	2062.75	2061.68	2062.48	895.0
2015-09-25 02:00:00	ES	Futures	2062.21	2064.35	2061.68	2062.75	3489.0
2015-09-25 02:05:00	ES	Futures	2062.75	2063.55	2061.68	2063.02	1603.0
2015-09-25 02:10:00	ES	Futures	2062.75	2063.55	2062.21	2062.75	1718.0
2015-09-25 02:15:00	ES	Futures	2062.75	2065.42	2062.75	2065.16	2585.0
2015-09-25 02:20:00	ES	Futures	2065.16	2066.76	2064.62	2065.96	3039.0
2015-09-25 02:25:00	ES	Futures	2065.69	2066.49	2065.42	2065.42	1287.0
2015-09-25 02:30:00	ES	Futures	2065.69	2067.3	2065.69	2066.76	2064.0
2015-09-25 02:35:00	ES	Futures	2066.76	2067.03	2064.89	2065.16	1038.0
2015-09-25 02:40:00	ES	Futures	2065.42	2065.96	2065.16	2065.42	825.0
2015-09-25 02:45:00	ES	Futures	2065.42	2065.69	2064.35	2065.42	1051.0
2015-09-25 02:50:00	ES	Futures	2065.16	2065.69	2065.16	2065.69	650.0
2015-09-25 02:55:00	ES	Futures	2065.69	2067.03	2064.89	2067.03	1117.0
2015-09-25 03:00:00	ES	Futures	2066.76	2067.56	2063.02	2063.82	3150.0
2015-09-25 03:05:00	ES	Futures	2063.82	2067.03	2063.55	2063.55	4261.0
2015-09-25 03:10:00	ES	Futures	2063.28	2065.96	2062.75	2065.96	2463.0
2015-09-25 03:15:00	ES	Futures	2065.96	2066.76	2065.16	2065.96	3346.0
2015-09-25 03:20:00	ES	Futures	2065.69	2068.63	2065.69	2067.56	4647.0
2015-09-25 03:25:00	ES	Futures	2067.3	2068.37	2066.49	2067.3	3292.0
2015-09-25 03:30:00	ES	Futures	2067.3	2068.63	2065.42	2068.37	2940.0
2015-09-25 03:35:00	ES	Futures	2068.37	2070.51	2067.83	2069.97	4197.0
2015-09-25 03:40:00	ES	Futures	2069.71	2072.11	2069.44	2069.97	4441.0
2015-09-25 03:45:00	ES	Futures	2069.97	2070.24	2067.3	2068.9	3292.0
2015-09-25 03:50:00	ES	Futures	2068.9	2070.24	2068.1	2068.9	2578.0
2015-09-25 03:55:00	ES	Futures	2068.9	2069.44	2066.49	2067.56	2422.0
2015-09-25 04:00:00	ES	Futures	2067.83	2071.04	2067.3	2070.24	3371.0
2015-09-25 04:05:00	ES	Futures	2069.97	2071.58	2069.17	2070.51	2454.0

> showing 50 of 12,010 rows — these rows as CSV

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