PREVIEW / futures_5min / 2015-11-19

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-19.parquet
  size:    224 KB
  rows:    14,609

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
2015-11-19 00:00:00	ES	Futures	2228.91	2229.18	2228.38	2228.65	200.0
2015-11-19 00:05:00	ES	Futures	2228.65	2228.91	2228.38	2228.91	244.0
2015-11-19 00:10:00	ES	Futures	2228.91	2229.45	2228.38	2229.45	566.0
2015-11-19 00:15:00	ES	Futures	2229.45	2229.98	2229.45	2229.98	231.0
2015-11-19 00:20:00	ES	Futures	2229.98	2230.25	2229.45	2229.45	390.0
2015-11-19 00:25:00	ES	Futures	2229.72	2230.25	2229.45	2229.45	453.0
2015-11-19 00:30:00	ES	Futures	2229.72	2230.25	2229.72	2229.98	359.0
2015-11-19 00:35:00	ES	Futures	2229.98	2230.25	2229.72	2229.72	269.0
2015-11-19 00:40:00	ES	Futures	2229.72	2229.98	2229.18	2229.72	228.0
2015-11-19 00:45:00	ES	Futures	2229.72	2229.72	2228.91	2228.91	249.0
2015-11-19 00:50:00	ES	Futures	2229.18	2229.45	2228.91	2229.18	228.0
2015-11-19 00:55:00	ES	Futures	2228.91	2229.45	2228.91	2229.18	137.0
2015-11-19 01:00:00	ES	Futures	2229.45	2229.72	2228.91	2228.91	299.0
2015-11-19 01:05:00	ES	Futures	2228.91	2229.45	2228.65	2228.65	285.0
2015-11-19 01:10:00	ES	Futures	2228.91	2229.18	2228.65	2228.65	95.0
2015-11-19 01:15:00	ES	Futures	2228.65	2228.91	2228.65	2228.65	121.0
2015-11-19 01:20:00	ES	Futures	2228.91	2228.91	2228.38	2228.65	135.0
2015-11-19 01:25:00	ES	Futures	2228.38	2228.91	2228.38	2228.91	113.0
2015-11-19 01:30:00	ES	Futures	2228.91	2229.45	2228.65	2229.18	167.0
2015-11-19 01:35:00	ES	Futures	2229.45	2229.72	2229.18	2229.45	186.0
2015-11-19 01:40:00	ES	Futures	2229.45	2229.72	2228.65	2228.65	376.0
2015-11-19 01:45:00	ES	Futures	2228.91	2229.18	2228.11	2228.38	309.0
2015-11-19 01:50:00	ES	Futures	2228.11	2228.65	2227.84	2228.65	294.0
2015-11-19 01:55:00	ES	Futures	2228.65	2229.45	2228.38	2229.45	867.0
2015-11-19 02:00:00	ES	Futures	2229.45	2231.59	2228.65	2231.59	2012.0
2015-11-19 02:05:00	ES	Futures	2231.32	2231.59	2229.45	2229.98	1311.0
2015-11-19 02:10:00	ES	Futures	2230.25	2230.52	2229.98	2230.52	518.0
2015-11-19 02:15:00	ES	Futures	2230.25	2231.32	2230.25	2231.05	556.0
2015-11-19 02:20:00	ES	Futures	2230.79	2231.32	2230.79	2231.05	396.0
2015-11-19 02:25:00	ES	Futures	2231.05	2231.59	2230.79	2231.32	889.0
2015-11-19 02:30:00	ES	Futures	2231.05	2231.59	2230.79	2230.79	565.0
2015-11-19 02:35:00	ES	Futures	2230.79	2231.32	2230.52	2230.79	422.0
2015-11-19 02:40:00	ES	Futures	2230.79	2231.32	2230.79	2231.05	677.0
2015-11-19 02:45:00	ES	Futures	2231.32	2231.59	2230.52	2230.79	1192.0
2015-11-19 02:50:00	ES	Futures	2230.79	2231.59	2230.52	2231.05	733.0
2015-11-19 02:55:00	ES	Futures	2231.32	2233.19	2231.05	2232.93	3569.0
2015-11-19 03:00:00	ES	Futures	2233.19	2233.19	2231.05	2231.05	4156.0
2015-11-19 03:05:00	ES	Futures	2231.32	2232.66	2230.52	2232.39	2804.0
2015-11-19 03:10:00	ES	Futures	2232.39	2233.19	2231.86	2233.19	2744.0
2015-11-19 03:15:00	ES	Futures	2233.19	2234.53	2232.93	2233.73	3417.0
2015-11-19 03:20:00	ES	Futures	2233.73	2234.0	2232.39	2232.39	1840.0
2015-11-19 03:25:00	ES	Futures	2232.39	2233.19	2231.86	2232.12	1925.0
2015-11-19 03:30:00	ES	Futures	2231.86	2233.46	2231.86	2233.19	2842.0
2015-11-19 03:35:00	ES	Futures	2233.19	2234.26	2232.93	2232.93	5194.0
2015-11-19 03:40:00	ES	Futures	2232.93	2233.19	2232.12	2232.93	1277.0
2015-11-19 03:45:00	ES	Futures	2232.93	2232.93	2231.59	2232.39	1206.0
2015-11-19 03:50:00	ES	Futures	2232.39	2232.93	2231.86	2232.12	881.0
2015-11-19 03:55:00	ES	Futures	2231.86	2232.66	2231.05	2231.59	1212.0
2015-11-19 04:00:00	ES	Futures	2231.32	2231.86	2230.52	2231.32	952.0
2015-11-19 04:05:00	ES	Futures	2231.05	2231.86	2230.79	2231.86	847.0

> showing 50 of 14,609 rows — these rows as CSV

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