PREVIEW / futures_5min / 2016-01-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-19.parquet
  size:    282 KB
  rows:    15,980

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
2016-01-19 00:00:00	ES	Futures	2028.75	2030.1	2028.48	2028.75	891.0
2016-01-19 00:05:00	ES	Futures	2028.75	2029.56	2028.22	2029.56	1000.0
2016-01-19 00:10:00	ES	Futures	2029.56	2029.56	2027.14	2027.95	798.0
2016-01-19 00:15:00	ES	Futures	2027.95	2030.9	2027.95	2029.83	1316.0
2016-01-19 00:20:00	ES	Futures	2029.83	2030.9	2029.56	2029.83	595.0
2016-01-19 00:25:00	ES	Futures	2029.83	2034.4	2029.83	2033.86	2099.0
2016-01-19 00:30:00	ES	Futures	2034.13	2034.66	2031.71	2032.78	2151.0
2016-01-19 00:35:00	ES	Futures	2032.78	2034.93	2032.52	2033.59	1376.0
2016-01-19 00:40:00	ES	Futures	2033.86	2034.13	2032.25	2032.25	553.0
2016-01-19 00:45:00	ES	Futures	2032.52	2033.59	2032.25	2032.78	546.0
2016-01-19 00:50:00	ES	Futures	2032.78	2034.66	2032.52	2034.4	563.0
2016-01-19 00:55:00	ES	Futures	2034.4	2034.66	2033.05	2034.4	677.0
2016-01-19 01:00:00	ES	Futures	2034.13	2036.01	2033.86	2034.13	2193.0
2016-01-19 01:05:00	ES	Futures	2034.13	2035.47	2034.13	2035.2	1086.0
2016-01-19 01:10:00	ES	Futures	2035.2	2036.81	2035.2	2036.28	1000.0
2016-01-19 01:15:00	ES	Futures	2036.01	2036.55	2034.93	2034.93	622.0
2016-01-19 01:20:00	ES	Futures	2034.93	2035.74	2034.66	2034.93	430.0
2016-01-19 01:25:00	ES	Futures	2034.93	2035.2	2034.4	2034.66	559.0
2016-01-19 01:30:00	ES	Futures	2034.93	2036.28	2034.66	2036.28	339.0
2016-01-19 01:35:00	ES	Futures	2036.01	2036.28	2035.2	2035.74	189.0
2016-01-19 01:40:00	ES	Futures	2035.74	2036.28	2034.93	2035.47	349.0
2016-01-19 01:45:00	ES	Futures	2035.2	2035.74	2034.93	2035.2	285.0
2016-01-19 01:50:00	ES	Futures	2034.93	2035.74	2034.66	2035.2	540.0
2016-01-19 01:55:00	ES	Futures	2034.93	2035.74	2034.4	2035.47	350.0
2016-01-19 02:00:00	ES	Futures	2035.2	2036.81	2034.93	2036.81	2063.0
2016-01-19 02:05:00	ES	Futures	2036.81	2042.99	2036.28	2042.73	10549.0
2016-01-19 02:10:00	ES	Futures	2042.73	2043.8	2040.31	2041.11	2265.0
2016-01-19 02:15:00	ES	Futures	2041.11	2047.29	2040.58	2045.95	3580.0
2016-01-19 02:20:00	ES	Futures	2045.95	2046.76	2044.07	2044.07	3312.0
2016-01-19 02:25:00	ES	Futures	2043.8	2044.07	2042.46	2043.26	1696.0
2016-01-19 02:30:00	ES	Futures	2043.53	2045.41	2042.99	2045.14	2356.0
2016-01-19 02:35:00	ES	Futures	2045.14	2045.14	2042.73	2043.26	1727.0
2016-01-19 02:40:00	ES	Futures	2043.26	2044.61	2042.99	2044.34	1009.0
2016-01-19 02:45:00	ES	Futures	2044.34	2045.41	2043.26	2044.34	1365.0
2016-01-19 02:50:00	ES	Futures	2044.07	2045.68	2043.8	2044.88	1036.0
2016-01-19 02:55:00	ES	Futures	2044.88	2045.95	2043.26	2044.07	1437.0
2016-01-19 03:00:00	ES	Futures	2044.07	2045.68	2042.73	2044.88	3499.0
2016-01-19 03:05:00	ES	Futures	2045.14	2047.29	2043.53	2046.22	2872.0
2016-01-19 03:10:00	ES	Futures	2046.49	2048.37	2044.88	2046.49	4383.0
2016-01-19 03:15:00	ES	Futures	2046.49	2049.18	2046.22	2046.49	4216.0
2016-01-19 03:20:00	ES	Futures	2046.49	2047.29	2044.61	2045.95	3264.0
2016-01-19 03:25:00	ES	Futures	2045.68	2045.95	2042.46	2043.53	2795.0
2016-01-19 03:30:00	ES	Futures	2043.8	2044.34	2041.38	2041.65	2323.0
2016-01-19 03:35:00	ES	Futures	2041.92	2043.8	2040.85	2042.46	2396.0
2016-01-19 03:40:00	ES	Futures	2042.19	2045.41	2042.19	2045.14	2496.0
2016-01-19 03:45:00	ES	Futures	2045.41	2045.41	2039.5	2040.04	3222.0
2016-01-19 03:50:00	ES	Futures	2039.77	2041.92	2039.23	2041.65	2894.0
2016-01-19 03:55:00	ES	Futures	2041.65	2043.53	2041.11	2042.46	2241.0
2016-01-19 04:00:00	ES	Futures	2042.19	2043.8	2038.96	2040.04	3444.0
2016-01-19 04:05:00	ES	Futures	2039.77	2041.92	2038.43	2040.85	2522.0

> showing 50 of 15,980 rows — these rows as CSV

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