PREVIEW / futures_5min / 2016-02-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-04.parquet
  size:    276 KB
  rows:    15,728

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
2016-02-04 00:00:00	ES	Futures	2062.07	2062.34	2059.39	2059.92	1096.0
2016-02-04 00:05:00	ES	Futures	2059.65	2060.46	2059.12	2060.19	1429.0
2016-02-04 00:10:00	ES	Futures	2060.46	2061.8	2060.46	2060.73	1216.0
2016-02-04 00:15:00	ES	Futures	2060.73	2062.61	2060.46	2062.07	1114.0
2016-02-04 00:20:00	ES	Futures	2061.8	2062.34	2060.19	2061.54	920.0
2016-02-04 00:25:00	ES	Futures	2061.54	2062.07	2060.19	2061.27	798.0
2016-02-04 00:30:00	ES	Futures	2061.27	2061.54	2059.39	2059.92	820.0
2016-02-04 00:35:00	ES	Futures	2059.92	2060.73	2059.65	2059.92	489.0
2016-02-04 00:40:00	ES	Futures	2060.19	2061.0	2059.92	2060.19	492.0
2016-02-04 00:45:00	ES	Futures	2060.19	2061.0	2059.92	2060.19	316.0
2016-02-04 00:50:00	ES	Futures	2060.46	2061.0	2059.65	2060.46	433.0
2016-02-04 00:55:00	ES	Futures	2060.19	2060.73	2059.65	2059.92	427.0
2016-02-04 01:00:00	ES	Futures	2059.92	2061.54	2059.92	2061.27	362.0
2016-02-04 01:05:00	ES	Futures	2061.27	2061.54	2060.73	2060.73	259.0
2016-02-04 01:10:00	ES	Futures	2061.0	2061.8	2060.73	2061.8	287.0
2016-02-04 01:15:00	ES	Futures	2061.54	2062.34	2061.0	2062.34	245.0
2016-02-04 01:20:00	ES	Futures	2062.07	2063.69	2062.07	2063.42	1214.0
2016-02-04 01:25:00	ES	Futures	2063.42	2063.42	2062.61	2062.61	265.0
2016-02-04 01:30:00	ES	Futures	2062.61	2063.69	2062.34	2063.42	530.0
2016-02-04 01:35:00	ES	Futures	2063.42	2064.76	2063.42	2064.76	533.0
2016-02-04 01:40:00	ES	Futures	2064.49	2065.3	2064.22	2065.3	606.0
2016-02-04 01:45:00	ES	Futures	2065.3	2065.57	2065.03	2065.03	533.0
2016-02-04 01:50:00	ES	Futures	2065.03	2066.1	2065.03	2065.3	1215.0
2016-02-04 01:55:00	ES	Futures	2065.57	2066.1	2064.49	2064.76	1040.0
2016-02-04 02:00:00	ES	Futures	2064.76	2065.3	2062.34	2064.22	2603.0
2016-02-04 02:05:00	ES	Futures	2064.22	2065.03	2063.42	2064.49	1052.0
2016-02-04 02:10:00	ES	Futures	2064.49	2064.76	2063.15	2064.49	1173.0
2016-02-04 02:15:00	ES	Futures	2064.49	2065.3	2063.42	2063.69	1023.0
2016-02-04 02:20:00	ES	Futures	2063.69	2065.57	2063.15	2064.22	1252.0
2016-02-04 02:25:00	ES	Futures	2064.49	2065.84	2063.95	2065.03	1938.0
2016-02-04 02:30:00	ES	Futures	2065.03	2065.03	2063.15	2063.42	1038.0
2016-02-04 02:35:00	ES	Futures	2063.69	2063.95	2062.88	2063.95	926.0
2016-02-04 02:40:00	ES	Futures	2063.69	2065.03	2063.15	2063.69	1178.0
2016-02-04 02:45:00	ES	Futures	2063.69	2063.95	2062.07	2062.07	1194.0
2016-02-04 02:50:00	ES	Futures	2062.34	2063.15	2061.27	2061.54	2244.0
2016-02-04 02:55:00	ES	Futures	2061.8	2061.8	2059.65	2060.73	2589.0
2016-02-04 03:00:00	ES	Futures	2060.46	2061.27	2056.97	2059.39	5694.0
2016-02-04 03:05:00	ES	Futures	2059.39	2060.73	2056.43	2057.51	4975.0
2016-02-04 03:10:00	ES	Futures	2057.51	2058.31	2054.28	2055.36	5345.0
2016-02-04 03:15:00	ES	Futures	2055.62	2056.97	2054.28	2056.16	3617.0
2016-02-04 03:20:00	ES	Futures	2056.43	2060.46	2054.55	2060.19	4841.0
2016-02-04 03:25:00	ES	Futures	2060.19	2061.0	2057.77	2059.39	3602.0
2016-02-04 03:30:00	ES	Futures	2059.65	2061.27	2057.77	2060.46	4811.0
2016-02-04 03:35:00	ES	Futures	2060.46	2062.34	2059.92	2059.92	3115.0
2016-02-04 03:40:00	ES	Futures	2059.92	2060.19	2058.58	2059.12	2228.0
2016-02-04 03:45:00	ES	Futures	2059.39	2059.65	2056.43	2056.43	3277.0
2016-02-04 03:50:00	ES	Futures	2056.43	2056.97	2054.82	2055.36	3188.0
2016-02-04 03:55:00	ES	Futures	2055.36	2058.04	2055.09	2056.97	1722.0
2016-02-04 04:00:00	ES	Futures	2056.7	2056.7	2053.21	2055.09	6499.0
2016-02-04 04:05:00	ES	Futures	2054.82	2056.97	2053.74	2056.7	3054.0

> showing 50 of 15,728 rows — these rows as CSV

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