PREVIEW / futures_5min / 2015-12-15

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-15.parquet
  size:    253 KB
  rows:    14,716

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
2015-12-15 00:00:00	ES	Futures	2164.45	2164.72	2164.45	2164.45	123.0
2015-12-15 00:05:00	ES	Futures	2164.18	2164.18	2163.38	2163.91	397.0
2015-12-15 00:10:00	ES	Futures	2163.91	2164.18	2162.84	2162.84	287.0
2015-12-15 00:15:00	ES	Futures	2162.84	2163.91	2162.84	2163.38	335.0
2015-12-15 00:20:00	ES	Futures	2163.38	2163.38	2162.57	2163.11	235.0
2015-12-15 00:25:00	ES	Futures	2163.11	2163.38	2162.84	2163.11	250.0
2015-12-15 00:30:00	ES	Futures	2163.11	2163.11	2162.03	2162.3	382.0
2015-12-15 00:35:00	ES	Futures	2162.03	2162.3	2161.5	2162.03	413.0
2015-12-15 00:40:00	ES	Futures	2162.3	2162.3	2161.23	2161.5	638.0
2015-12-15 00:45:00	ES	Futures	2161.5	2162.03	2161.23	2162.03	116.0
2015-12-15 00:50:00	ES	Futures	2162.03	2162.3	2161.5	2161.5	322.0
2015-12-15 00:55:00	ES	Futures	2161.5	2161.5	2161.23	2161.23	111.0
2015-12-15 01:00:00	ES	Futures	2161.23	2161.5	2160.96	2161.5	325.0
2015-12-15 01:05:00	ES	Futures	2161.23	2161.5	2160.42	2160.69	331.0
2015-12-15 01:10:00	ES	Futures	2160.69	2161.23	2160.42	2160.69	296.0
2015-12-15 01:15:00	ES	Futures	2160.69	2162.03	2160.69	2161.76	232.0
2015-12-15 01:20:00	ES	Futures	2162.03	2162.84	2161.76	2162.84	220.0
2015-12-15 01:25:00	ES	Futures	2162.57	2163.11	2162.3	2162.57	406.0
2015-12-15 01:30:00	ES	Futures	2162.57	2163.38	2162.57	2162.84	210.0
2015-12-15 01:35:00	ES	Futures	2162.84	2163.38	2162.84	2162.84	140.0
2015-12-15 01:40:00	ES	Futures	2162.84	2163.11	2162.57	2162.84	131.0
2015-12-15 01:45:00	ES	Futures	2162.57	2162.84	2161.76	2162.03	396.0
2015-12-15 01:50:00	ES	Futures	2162.3	2162.84	2162.3	2162.84	123.0
2015-12-15 01:55:00	ES	Futures	2162.57	2162.84	2162.3	2162.57	79.0
2015-12-15 02:00:00	ES	Futures	2162.3	2162.57	2161.76	2162.57	355.0
2015-12-15 02:05:00	ES	Futures	2162.57	2163.38	2162.57	2163.38	386.0
2015-12-15 02:10:00	ES	Futures	2163.11	2164.18	2162.57	2163.91	506.0
2015-12-15 02:15:00	ES	Futures	2163.91	2165.26	2163.65	2165.26	454.0
2015-12-15 02:20:00	ES	Futures	2165.53	2165.79	2164.45	2164.45	518.0
2015-12-15 02:25:00	ES	Futures	2164.45	2165.26	2164.45	2164.99	550.0
2015-12-15 02:30:00	ES	Futures	2165.26	2165.26	2162.84	2163.11	634.0
2015-12-15 02:35:00	ES	Futures	2163.38	2165.26	2163.38	2163.38	1067.0
2015-12-15 02:40:00	ES	Futures	2163.38	2163.38	2162.03	2162.3	831.0
2015-12-15 02:45:00	ES	Futures	2162.3	2162.84	2161.76	2162.3	680.0
2015-12-15 02:50:00	ES	Futures	2162.03	2162.57	2162.03	2162.57	329.0
2015-12-15 02:55:00	ES	Futures	2162.57	2162.57	2161.5	2161.5	847.0
2015-12-15 03:00:00	ES	Futures	2161.76	2164.18	2160.69	2164.18	2091.0
2015-12-15 03:05:00	ES	Futures	2163.91	2164.99	2162.57	2164.72	1534.0
2015-12-15 03:10:00	ES	Futures	2164.72	2167.94	2164.45	2167.14	3241.0
2015-12-15 03:15:00	ES	Futures	2166.87	2169.29	2166.06	2169.02	2673.0
2015-12-15 03:20:00	ES	Futures	2168.75	2169.83	2167.68	2169.56	2376.0
2015-12-15 03:25:00	ES	Futures	2169.83	2169.83	2167.41	2169.29	2500.0
2015-12-15 03:30:00	ES	Futures	2169.29	2173.32	2169.02	2171.44	6266.0
2015-12-15 03:35:00	ES	Futures	2171.71	2173.86	2171.17	2173.05	2460.0
2015-12-15 03:40:00	ES	Futures	2173.05	2173.59	2170.63	2171.17	2468.0
2015-12-15 03:45:00	ES	Futures	2171.17	2173.05	2170.09	2172.78	1116.0
2015-12-15 03:50:00	ES	Futures	2172.78	2174.12	2171.71	2173.05	1705.0
2015-12-15 03:55:00	ES	Futures	2173.32	2175.47	2172.51	2174.12	3045.0
2015-12-15 04:00:00	ES	Futures	2174.39	2175.47	2173.86	2175.47	1201.0
2015-12-15 04:05:00	ES	Futures	2175.47	2176.54	2175.2	2175.74	2637.0

> showing 50 of 14,716 rows — these rows as CSV

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