PREVIEW / futures_5min / 2015-12-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-01.parquet
  size:    227 KB
  rows:    14,508

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
2015-12-01 00:00:00	ES	Futures	2238.81	2238.81	2238.28	2238.55	549.0
2015-12-01 00:05:00	ES	Futures	2238.55	2238.81	2238.28	2238.55	439.0
2015-12-01 00:10:00	ES	Futures	2238.28	2238.81	2238.01	2238.55	411.0
2015-12-01 00:15:00	ES	Futures	2238.81	2238.81	2238.01	2238.28	420.0
2015-12-01 00:20:00	ES	Futures	2238.28	2239.08	2238.28	2239.08	653.0
2015-12-01 00:25:00	ES	Futures	2238.81	2239.35	2238.55	2239.08	622.0
2015-12-01 00:30:00	ES	Futures	2238.81	2239.08	2238.55	2238.55	263.0
2015-12-01 00:35:00	ES	Futures	2238.55	2239.08	2238.55	2238.81	372.0
2015-12-01 00:40:00	ES	Futures	2238.55	2239.08	2238.55	2238.55	249.0
2015-12-01 00:45:00	ES	Futures	2238.81	2239.08	2238.55	2238.55	372.0
2015-12-01 00:50:00	ES	Futures	2238.81	2239.35	2238.55	2239.35	331.0
2015-12-01 00:55:00	ES	Futures	2239.35	2239.35	2238.28	2238.55	547.0
2015-12-01 01:00:00	ES	Futures	2238.55	2239.08	2238.28	2238.28	431.0
2015-12-01 01:05:00	ES	Futures	2238.28	2238.81	2238.28	2238.28	437.0
2015-12-01 01:10:00	ES	Futures	2238.28	2238.81	2238.28	2238.81	227.0
2015-12-01 01:15:00	ES	Futures	2238.81	2239.08	2238.81	2238.81	322.0
2015-12-01 01:20:00	ES	Futures	2238.81	2239.35	2238.81	2239.08	556.0
2015-12-01 01:25:00	ES	Futures	2239.35	2239.62	2238.55	2239.08	742.0
2015-12-01 01:30:00	ES	Futures	2238.81	2239.08	2238.55	2238.81	297.0
2015-12-01 01:35:00	ES	Futures	2238.55	2238.81	2238.55	2238.55	152.0
2015-12-01 01:40:00	ES	Futures	2238.81	2239.08	2238.55	2238.81	278.0
2015-12-01 01:45:00	ES	Futures	2238.81	2238.81	2238.28	2238.28	231.0
2015-12-01 01:50:00	ES	Futures	2238.28	2238.55	2237.74	2238.01	437.0
2015-12-01 01:55:00	ES	Futures	2238.01	2238.01	2237.48	2237.74	549.0
2015-12-01 02:00:00	ES	Futures	2237.74	2238.55	2237.21	2238.55	613.0
2015-12-01 02:05:00	ES	Futures	2238.55	2238.55	2238.01	2238.28	659.0
2015-12-01 02:10:00	ES	Futures	2238.01	2238.55	2237.48	2237.48	553.0
2015-12-01 02:15:00	ES	Futures	2237.48	2237.74	2237.48	2237.48	533.0
2015-12-01 02:20:00	ES	Futures	2237.48	2237.74	2236.94	2236.94	676.0
2015-12-01 02:25:00	ES	Futures	2237.21	2237.48	2236.94	2237.48	506.0
2015-12-01 02:30:00	ES	Futures	2237.48	2237.74	2236.67	2236.67	968.0
2015-12-01 02:35:00	ES	Futures	2236.94	2237.74	2236.67	2236.94	1242.0
2015-12-01 02:40:00	ES	Futures	2236.94	2237.21	2236.67	2236.67	664.0
2015-12-01 02:45:00	ES	Futures	2236.94	2236.94	2236.41	2236.67	474.0
2015-12-01 02:50:00	ES	Futures	2236.94	2237.21	2236.41	2237.21	594.0
2015-12-01 02:55:00	ES	Futures	2236.94	2237.48	2236.94	2236.94	452.0
2015-12-01 03:00:00	ES	Futures	2236.94	2237.21	2235.6	2235.87	2981.0
2015-12-01 03:05:00	ES	Futures	2236.14	2237.48	2235.34	2237.21	3198.0
2015-12-01 03:10:00	ES	Futures	2236.94	2237.74	2236.14	2236.41	1499.0
2015-12-01 03:15:00	ES	Futures	2236.41	2236.41	2234.0	2234.53	2937.0
2015-12-01 03:20:00	ES	Futures	2234.8	2236.41	2234.26	2235.07	1801.0
2015-12-01 03:25:00	ES	Futures	2234.8	2235.34	2233.73	2234.0	1569.0
2015-12-01 03:30:00	ES	Futures	2234.0	2234.8	2233.19	2234.0	1693.0
2015-12-01 03:35:00	ES	Futures	2234.0	2235.07	2233.73	2234.26	1303.0
2015-12-01 03:40:00	ES	Futures	2234.26	2235.6	2234.0	2234.53	1324.0
2015-12-01 03:45:00	ES	Futures	2234.53	2234.8	2233.73	2234.26	810.0
2015-12-01 03:50:00	ES	Futures	2234.53	2235.34	2234.0	2235.34	985.0
2015-12-01 03:55:00	ES	Futures	2235.07	2235.87	2234.0	2234.0	1230.0
2015-12-01 04:00:00	ES	Futures	2234.26	2234.26	2232.93	2233.46	2048.0
2015-12-01 04:05:00	ES	Futures	2233.19	2233.73	2232.93	2233.73	1024.0

> showing 50 of 14,508 rows — these rows as CSV

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