PREVIEW / futures_5min / 2015-10-05

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-05.parquet
  size:    249 KB
  rows:    14,677

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
2015-10-05 00:00:00	ES	Futures	2081.75	2081.75	2080.68	2080.94	538.0
2015-10-05 00:05:00	ES	Futures	2081.21	2081.48	2080.14	2080.94	603.0
2015-10-05 00:10:00	ES	Futures	2080.68	2083.35	2080.68	2083.08	410.0
2015-10-05 00:15:00	ES	Futures	2082.82	2083.08	2082.01	2082.28	775.0
2015-10-05 00:20:00	ES	Futures	2082.28	2083.62	2081.48	2082.82	744.0
2015-10-05 00:25:00	ES	Futures	2082.82	2084.15	2082.82	2083.35	311.0
2015-10-05 00:30:00	ES	Futures	2083.35	2083.62	2082.82	2083.35	262.0
2015-10-05 00:35:00	ES	Futures	2083.08	2083.35	2082.28	2082.82	178.0
2015-10-05 00:40:00	ES	Futures	2082.82	2083.08	2082.01	2082.28	127.0
2015-10-05 00:45:00	ES	Futures	2082.28	2082.82	2081.21	2082.01	442.0
2015-10-05 00:50:00	ES	Futures	2082.01	2082.55	2081.48	2081.48	262.0
2015-10-05 00:55:00	ES	Futures	2081.75	2082.55	2081.48	2081.48	280.0
2015-10-05 01:00:00	ES	Futures	2081.75	2082.01	2080.14	2080.41	337.0
2015-10-05 01:05:00	ES	Futures	2080.41	2080.41	2077.2	2077.73	1601.0
2015-10-05 01:10:00	ES	Futures	2077.73	2077.73	2076.66	2077.47	482.0
2015-10-05 01:15:00	ES	Futures	2077.2	2078.54	2076.93	2078.0	290.0
2015-10-05 01:20:00	ES	Futures	2078.27	2079.07	2078.27	2079.07	243.0
2015-10-05 01:25:00	ES	Futures	2079.07	2079.87	2079.07	2079.34	349.0
2015-10-05 01:30:00	ES	Futures	2079.34	2079.34	2077.47	2077.73	450.0
2015-10-05 01:35:00	ES	Futures	2078.0	2078.27	2077.73	2077.73	190.0
2015-10-05 01:40:00	ES	Futures	2078.0	2078.27	2076.66	2077.2	469.0
2015-10-05 01:45:00	ES	Futures	2077.2	2078.0	2077.2	2078.0	249.0
2015-10-05 01:50:00	ES	Futures	2077.73	2078.8	2076.93	2078.0	523.0
2015-10-05 01:55:00	ES	Futures	2078.0	2080.14	2077.73	2079.87	560.0
2015-10-05 02:00:00	ES	Futures	2079.87	2080.68	2078.54	2079.07	1204.0
2015-10-05 02:05:00	ES	Futures	2079.07	2080.14	2078.54	2079.61	905.0
2015-10-05 02:10:00	ES	Futures	2079.61	2080.94	2079.34	2080.14	1074.0
2015-10-05 02:15:00	ES	Futures	2079.87	2080.68	2079.87	2080.41	414.0
2015-10-05 02:20:00	ES	Futures	2080.68	2080.68	2079.34	2079.34	693.0
2015-10-05 02:25:00	ES	Futures	2079.34	2080.41	2079.07	2079.61	890.0
2015-10-05 02:30:00	ES	Futures	2079.34	2080.14	2079.07	2079.61	766.0
2015-10-05 02:35:00	ES	Futures	2079.34	2080.41	2079.34	2080.14	403.0
2015-10-05 02:40:00	ES	Futures	2080.14	2080.68	2079.61	2080.14	506.0
2015-10-05 02:45:00	ES	Futures	2080.14	2080.14	2078.54	2079.61	679.0
2015-10-05 02:50:00	ES	Futures	2079.61	2080.14	2079.34	2080.14	648.0
2015-10-05 02:55:00	ES	Futures	2080.14	2080.94	2079.61	2080.41	812.0
2015-10-05 03:00:00	ES	Futures	2080.14	2080.68	2077.73	2079.07	3408.0
2015-10-05 03:05:00	ES	Futures	2079.07	2079.87	2075.86	2076.13	4447.0
2015-10-05 03:10:00	ES	Futures	2076.13	2077.73	2074.79	2077.47	3858.0
2015-10-05 03:15:00	ES	Futures	2077.2	2077.47	2074.52	2074.52	3155.0
2015-10-05 03:20:00	ES	Futures	2074.52	2076.39	2074.25	2076.13	1852.0
2015-10-05 03:25:00	ES	Futures	2076.13	2077.47	2075.86	2077.2	1127.0
2015-10-05 03:30:00	ES	Futures	2077.2	2079.61	2076.93	2078.54	2169.0
2015-10-05 03:35:00	ES	Futures	2078.54	2080.41	2077.73	2079.61	1849.0
2015-10-05 03:40:00	ES	Futures	2079.87	2080.41	2079.07	2079.87	1345.0
2015-10-05 03:45:00	ES	Futures	2079.61	2082.55	2079.34	2082.01	2320.0
2015-10-05 03:50:00	ES	Futures	2082.01	2084.69	2081.75	2084.42	3370.0
2015-10-05 03:55:00	ES	Futures	2084.15	2086.56	2083.35	2083.62	5021.0
2015-10-05 04:00:00	ES	Futures	2083.89	2086.56	2083.89	2084.69	3824.0
2015-10-05 04:05:00	ES	Futures	2084.69	2085.49	2082.82	2083.35	2408.0

> showing 50 of 14,677 rows — these rows as CSV

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