PREVIEW / futures_5min / 2015-12-20

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-20.parquet
  size:    44 KB
  rows:    2,423

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
2015-12-20 18:00:00	ES	Futures	2146.72	2150.21	2146.18	2150.21	4034.0
2015-12-20 18:05:00	ES	Futures	2150.21	2150.75	2148.06	2148.33	1263.0
2015-12-20 18:10:00	ES	Futures	2148.6	2149.4	2148.33	2149.13	794.0
2015-12-20 18:15:00	ES	Futures	2149.13	2149.4	2146.99	2147.79	1332.0
2015-12-20 18:20:00	ES	Futures	2147.79	2147.79	2146.99	2147.52	731.0
2015-12-20 18:25:00	ES	Futures	2147.79	2147.79	2145.37	2146.18	967.0
2015-12-20 18:30:00	ES	Futures	2146.18	2147.25	2145.91	2146.99	358.0
2015-12-20 18:35:00	ES	Futures	2147.25	2150.48	2146.99	2148.87	1722.0
2015-12-20 18:40:00	ES	Futures	2148.87	2149.67	2148.33	2148.6	512.0
2015-12-20 18:45:00	ES	Futures	2148.6	2148.6	2147.52	2148.06	565.0
2015-12-20 18:50:00	ES	Futures	2147.79	2148.06	2146.99	2147.52	367.0
2015-12-20 18:55:00	ES	Futures	2147.52	2148.33	2147.25	2147.79	323.0
2015-12-20 19:00:00	ES	Futures	2147.79	2148.87	2146.99	2148.6	690.0
2015-12-20 19:05:00	ES	Futures	2148.6	2150.21	2147.52	2147.52	1183.0
2015-12-20 19:10:00	ES	Futures	2147.52	2148.33	2146.72	2147.25	935.0
2015-12-20 19:15:00	ES	Futures	2147.25	2147.52	2146.18	2146.99	1020.0
2015-12-20 19:20:00	ES	Futures	2146.99	2148.33	2146.99	2148.33	398.0
2015-12-20 19:25:00	ES	Futures	2148.06	2148.6	2146.45	2146.72	968.0
2015-12-20 19:30:00	ES	Futures	2146.72	2148.87	2146.45	2148.87	948.0
2015-12-20 19:35:00	ES	Futures	2148.87	2149.4	2147.25	2147.79	578.0
2015-12-20 19:40:00	ES	Futures	2147.79	2148.6	2147.52	2148.33	384.0
2015-12-20 19:45:00	ES	Futures	2148.06	2148.33	2146.18	2146.99	808.0
2015-12-20 19:50:00	ES	Futures	2146.72	2146.99	2145.37	2146.18	736.0
2015-12-20 19:55:00	ES	Futures	2146.18	2146.45	2144.84	2145.91	890.0
2015-12-20 20:00:00	ES	Futures	2145.91	2146.18	2144.57	2145.1	945.0
2015-12-20 20:05:00	ES	Futures	2145.37	2146.18	2145.1	2146.18	263.0
2015-12-20 20:10:00	ES	Futures	2146.18	2146.45	2145.64	2146.18	222.0
2015-12-20 20:15:00	ES	Futures	2146.18	2146.72	2145.37	2146.18	477.0
2015-12-20 20:20:00	ES	Futures	2146.18	2146.45	2145.37	2145.37	551.0
2015-12-20 20:25:00	ES	Futures	2145.64	2146.45	2145.37	2146.45	485.0
2015-12-20 20:30:00	ES	Futures	2146.72	2146.72	2145.1	2146.45	877.0
2015-12-20 20:35:00	ES	Futures	2146.45	2147.25	2146.18	2146.99	567.0
2015-12-20 20:40:00	ES	Futures	2147.25	2147.52	2146.72	2147.25	356.0
2015-12-20 20:45:00	ES	Futures	2147.25	2147.79	2146.99	2147.79	605.0
2015-12-20 20:50:00	ES	Futures	2147.79	2147.79	2146.99	2147.52	464.0
2015-12-20 20:55:00	ES	Futures	2147.79	2147.79	2146.99	2147.52	319.0
2015-12-20 21:00:00	ES	Futures	2147.25	2148.33	2146.99	2147.25	1277.0
2015-12-20 21:05:00	ES	Futures	2147.52	2148.06	2147.25	2147.25	656.0
2015-12-20 21:10:00	ES	Futures	2146.99	2147.52	2146.72	2147.25	256.0
2015-12-20 21:15:00	ES	Futures	2147.52	2148.06	2147.25	2147.79	363.0
2015-12-20 21:20:00	ES	Futures	2148.06	2148.06	2146.99	2147.52	573.0
2015-12-20 21:25:00	ES	Futures	2147.52	2147.79	2146.99	2147.52	156.0
2015-12-20 21:30:00	ES	Futures	2147.52	2148.06	2147.25	2147.79	302.0
2015-12-20 21:35:00	ES	Futures	2148.06	2148.6	2147.79	2148.6	781.0
2015-12-20 21:40:00	ES	Futures	2148.6	2148.6	2148.06	2148.33	109.0
2015-12-20 21:45:00	ES	Futures	2148.6	2149.13	2148.6	2148.6	468.0
2015-12-20 21:50:00	ES	Futures	2148.6	2149.13	2148.6	2148.87	218.0
2015-12-20 21:55:00	ES	Futures	2148.6	2149.13	2148.33	2148.87	253.0
2015-12-20 22:00:00	ES	Futures	2149.13	2149.13	2148.33	2148.6	198.0
2015-12-20 22:05:00	ES	Futures	2148.87	2149.4	2148.6	2149.13	474.0

> showing 50 of 2,423 rows — these rows as CSV

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