PREVIEW / futures_5min / 2016-03-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-11.parquet
  size:    206 KB
  rows:    12,107

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
2016-03-11 00:00:00	ES	Futures	2152.09	2152.36	2151.55	2151.82	208.0
2016-03-11 00:05:00	ES	Futures	2151.82	2152.09	2150.75	2151.82	352.0
2016-03-11 00:10:00	ES	Futures	2151.82	2153.17	2151.82	2152.63	534.0
2016-03-11 00:15:00	ES	Futures	2152.9	2153.43	2152.63	2152.9	176.0
2016-03-11 00:20:00	ES	Futures	2153.17	2153.17	2152.36	2152.36	492.0
2016-03-11 00:25:00	ES	Futures	2152.36	2153.17	2152.36	2152.9	421.0
2016-03-11 00:30:00	ES	Futures	2153.17	2153.17	2151.82	2151.82	244.0
2016-03-11 00:35:00	ES	Futures	2151.82	2151.82	2150.48	2150.48	533.0
2016-03-11 00:40:00	ES	Futures	2150.75	2151.28	2149.94	2150.48	440.0
2016-03-11 00:45:00	ES	Futures	2150.48	2151.02	2150.21	2150.75	407.0
2016-03-11 00:50:00	ES	Futures	2150.75	2152.36	2150.75	2152.09	302.0
2016-03-11 00:55:00	ES	Futures	2152.36	2152.36	2151.02	2151.82	183.0
2016-03-11 01:00:00	ES	Futures	2151.82	2151.82	2150.21	2150.21	344.0
2016-03-11 01:05:00	ES	Futures	2150.48	2150.75	2149.67	2150.48	290.0
2016-03-11 01:10:00	ES	Futures	2150.48	2151.28	2150.21	2151.02	249.0
2016-03-11 01:15:00	ES	Futures	2151.02	2151.02	2150.21	2150.75	232.0
2016-03-11 01:20:00	ES	Futures	2150.48	2151.28	2150.48	2151.28	123.0
2016-03-11 01:25:00	ES	Futures	2151.02	2151.55	2151.02	2151.55	81.0
2016-03-11 01:30:00	ES	Futures	2151.28	2152.36	2150.48	2151.82	280.0
2016-03-11 01:35:00	ES	Futures	2152.09	2152.36	2151.28	2152.36	333.0
2016-03-11 01:40:00	ES	Futures	2152.36	2153.17	2152.36	2152.9	450.0
2016-03-11 01:45:00	ES	Futures	2152.9	2153.17	2152.09	2152.36	216.0
2016-03-11 01:50:00	ES	Futures	2152.36	2152.9	2152.36	2152.63	198.0
2016-03-11 01:55:00	ES	Futures	2152.63	2153.17	2152.63	2152.9	358.0
2016-03-11 02:00:00	ES	Futures	2152.9	2153.7	2152.09	2152.09	1406.0
2016-03-11 02:05:00	ES	Futures	2152.36	2153.17	2152.09	2152.9	1197.0
2016-03-11 02:10:00	ES	Futures	2152.9	2154.24	2152.36	2153.97	922.0
2016-03-11 02:15:00	ES	Futures	2154.24	2157.73	2153.97	2157.2	4458.0
2016-03-11 02:20:00	ES	Futures	2157.46	2158.81	2156.12	2158.27	1843.0
2016-03-11 02:25:00	ES	Futures	2158.27	2159.08	2158.0	2158.81	1890.0
2016-03-11 02:30:00	ES	Futures	2158.81	2159.08	2157.46	2157.46	1577.0
2016-03-11 02:35:00	ES	Futures	2157.46	2158.27	2156.12	2156.39	1367.0
2016-03-11 02:40:00	ES	Futures	2156.39	2156.93	2155.85	2156.12	1111.0
2016-03-11 02:45:00	ES	Futures	2156.12	2156.39	2155.05	2155.05	1335.0
2016-03-11 02:50:00	ES	Futures	2155.32	2156.66	2155.05	2156.66	1049.0
2016-03-11 02:55:00	ES	Futures	2156.66	2157.2	2156.12	2156.39	574.0
2016-03-11 03:00:00	ES	Futures	2156.39	2158.27	2153.97	2154.24	4140.0
2016-03-11 03:05:00	ES	Futures	2154.24	2158.81	2153.97	2158.27	2923.0
2016-03-11 03:10:00	ES	Futures	2158.27	2162.03	2158.0	2161.5	4498.0
2016-03-11 03:15:00	ES	Futures	2161.5	2162.03	2158.27	2158.27	2988.0
2016-03-11 03:20:00	ES	Futures	2158.27	2159.61	2156.39	2157.46	3280.0
2016-03-11 03:25:00	ES	Futures	2157.46	2159.35	2155.58	2155.85	2027.0
2016-03-11 03:30:00	ES	Futures	2155.85	2158.54	2155.32	2158.54	1617.0
2016-03-11 03:35:00	ES	Futures	2158.54	2159.88	2157.73	2158.0	1630.0
2016-03-11 03:40:00	ES	Futures	2157.73	2158.54	2155.32	2155.58	1560.0
2016-03-11 03:45:00	ES	Futures	2155.58	2157.73	2155.05	2157.46	1268.0
2016-03-11 03:50:00	ES	Futures	2157.46	2157.73	2154.51	2155.85	1533.0
2016-03-11 03:55:00	ES	Futures	2155.58	2157.73	2155.05	2156.93	959.0
2016-03-11 04:00:00	ES	Futures	2156.93	2160.15	2156.93	2158.0	1954.0
2016-03-11 04:05:00	ES	Futures	2158.0	2159.08	2157.73	2158.0	846.0

> showing 50 of 12,107 rows — these rows as CSV

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