PREVIEW / futures_5min / 2016-02-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-07.parquet
  size:    48 KB
  rows:    2,557

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
2016-02-07 18:00:00	ES	Futures	2016.66	2018.27	2014.24	2015.32	4909.0
2016-02-07 18:05:00	ES	Futures	2015.32	2016.93	2015.32	2015.59	1879.0
2016-02-07 18:10:00	ES	Futures	2015.86	2015.86	2014.51	2015.32	879.0
2016-02-07 18:15:00	ES	Futures	2015.32	2015.86	2014.78	2015.86	746.0
2016-02-07 18:20:00	ES	Futures	2015.86	2016.12	2015.05	2015.59	601.0
2016-02-07 18:25:00	ES	Futures	2015.32	2016.66	2015.32	2016.39	634.0
2016-02-07 18:30:00	ES	Futures	2016.66	2016.93	2016.39	2016.93	195.0
2016-02-07 18:35:00	ES	Futures	2016.93	2017.47	2016.12	2016.93	384.0
2016-02-07 18:40:00	ES	Futures	2017.2	2017.2	2016.39	2016.66	257.0
2016-02-07 18:45:00	ES	Futures	2016.66	2016.93	2015.05	2015.32	732.0
2016-02-07 18:50:00	ES	Futures	2015.32	2016.93	2014.51	2016.12	435.0
2016-02-07 18:55:00	ES	Futures	2016.39	2016.39	2015.05	2015.86	629.0
2016-02-07 19:00:00	ES	Futures	2016.12	2018.27	2015.86	2016.93	1614.0
2016-02-07 19:05:00	ES	Futures	2016.93	2016.93	2015.86	2016.66	739.0
2016-02-07 19:10:00	ES	Futures	2016.66	2016.66	2015.32	2016.39	1032.0
2016-02-07 19:15:00	ES	Futures	2016.12	2017.47	2015.86	2016.39	482.0
2016-02-07 19:20:00	ES	Futures	2016.66	2018.27	2016.39	2018.0	1209.0
2016-02-07 19:25:00	ES	Futures	2018.0	2018.27	2017.47	2018.27	551.0
2016-02-07 19:30:00	ES	Futures	2018.27	2018.27	2017.47	2017.74	527.0
2016-02-07 19:35:00	ES	Futures	2017.74	2019.89	2017.74	2019.35	1542.0
2016-02-07 19:40:00	ES	Futures	2019.08	2019.89	2019.08	2019.62	347.0
2016-02-07 19:45:00	ES	Futures	2019.62	2020.42	2018.0	2018.27	827.0
2016-02-07 19:50:00	ES	Futures	2018.54	2019.35	2018.0	2019.08	849.0
2016-02-07 19:55:00	ES	Futures	2019.08	2019.89	2018.54	2019.62	539.0
2016-02-07 20:00:00	ES	Futures	2019.62	2020.15	2018.81	2019.62	749.0
2016-02-07 20:05:00	ES	Futures	2019.89	2021.77	2019.89	2021.77	831.0
2016-02-07 20:10:00	ES	Futures	2021.77	2022.04	2021.23	2021.5	909.0
2016-02-07 20:15:00	ES	Futures	2021.5	2023.65	2021.5	2023.11	1909.0
2016-02-07 20:20:00	ES	Futures	2023.11	2023.65	2022.57	2023.11	827.0
2016-02-07 20:25:00	ES	Futures	2023.38	2023.92	2022.84	2022.84	1034.0
2016-02-07 20:30:00	ES	Futures	2023.11	2023.11	2022.3	2022.57	778.0
2016-02-07 20:35:00	ES	Futures	2022.3	2022.57	2021.23	2021.77	1353.0
2016-02-07 20:40:00	ES	Futures	2021.5	2022.84	2021.23	2022.57	681.0
2016-02-07 20:45:00	ES	Futures	2022.84	2023.11	2022.3	2022.84	343.0
2016-02-07 20:50:00	ES	Futures	2023.11	2023.92	2022.57	2023.65	706.0
2016-02-07 20:55:00	ES	Futures	2023.65	2024.45	2022.57	2022.57	928.0
2016-02-07 21:00:00	ES	Futures	2022.57	2022.84	2021.5	2021.77	571.0
2016-02-07 21:05:00	ES	Futures	2021.77	2022.84	2021.77	2022.3	306.0
2016-02-07 21:10:00	ES	Futures	2022.57	2023.38	2021.5	2021.5	541.0
2016-02-07 21:15:00	ES	Futures	2021.5	2022.04	2020.69	2021.23	482.0
2016-02-07 21:20:00	ES	Futures	2021.23	2021.23	2019.62	2020.69	1090.0
2016-02-07 21:25:00	ES	Futures	2020.69	2020.69	2019.89	2019.89	570.0
2016-02-07 21:30:00	ES	Futures	2019.89	2020.42	2019.08	2019.62	793.0
2016-02-07 21:35:00	ES	Futures	2019.35	2020.15	2018.54	2019.08	701.0
2016-02-07 21:40:00	ES	Futures	2019.08	2020.42	2018.81	2020.15	630.0
2016-02-07 21:45:00	ES	Futures	2020.15	2020.96	2020.15	2020.42	258.0
2016-02-07 21:50:00	ES	Futures	2020.42	2020.69	2019.89	2020.15	79.0
2016-02-07 21:55:00	ES	Futures	2020.15	2020.96	2020.15	2020.15	154.0
2016-02-07 22:00:00	ES	Futures	2020.15	2020.96	2020.15	2020.42	335.0
2016-02-07 22:05:00	ES	Futures	2020.42	2020.96	2020.15	2020.42	143.0

> showing 50 of 2,557 rows — these rows as CSV

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