PREVIEW / futures_5min / 2016-04-08

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-08.parquet
  size:    206 KB
  rows:    12,632

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
2016-04-08 00:00:00	ES	Futures	2199.53	2200.07	2199.26	2199.8	293.0
2016-04-08 00:05:00	ES	Futures	2199.8	2200.34	2199.53	2200.07	226.0
2016-04-08 00:10:00	ES	Futures	2200.07	2201.69	2199.8	2200.88	1112.0
2016-04-08 00:15:00	ES	Futures	2201.15	2201.69	2201.15	2201.15	263.0
2016-04-08 00:20:00	ES	Futures	2201.42	2203.58	2201.15	2203.04	2762.0
2016-04-08 00:25:00	ES	Futures	2203.31	2204.66	2203.31	2203.58	2126.0
2016-04-08 00:30:00	ES	Futures	2203.85	2204.12	2203.04	2203.31	887.0
2016-04-08 00:35:00	ES	Futures	2203.04	2203.58	2203.04	2203.31	618.0
2016-04-08 00:40:00	ES	Futures	2203.58	2204.66	2203.31	2204.39	644.0
2016-04-08 00:45:00	ES	Futures	2204.66	2204.93	2203.31	2203.85	683.0
2016-04-08 00:50:00	ES	Futures	2203.85	2204.12	2203.04	2203.31	182.0
2016-04-08 00:55:00	ES	Futures	2203.31	2203.85	2203.31	2203.58	281.0
2016-04-08 01:00:00	ES	Futures	2203.31	2204.12	2203.31	2203.58	472.0
2016-04-08 01:05:00	ES	Futures	2203.85	2204.93	2203.85	2204.93	786.0
2016-04-08 01:10:00	ES	Futures	2204.66	2206.82	2204.66	2206.28	2924.0
2016-04-08 01:15:00	ES	Futures	2206.01	2206.55	2206.01	2206.55	469.0
2016-04-08 01:20:00	ES	Futures	2206.55	2207.36	2206.55	2207.09	1469.0
2016-04-08 01:25:00	ES	Futures	2207.36	2208.17	2206.82	2207.36	1605.0
2016-04-08 01:30:00	ES	Futures	2207.36	2207.63	2206.82	2206.82	858.0
2016-04-08 01:35:00	ES	Futures	2206.82	2207.09	2206.28	2206.82	1070.0
2016-04-08 01:40:00	ES	Futures	2206.82	2207.09	2206.01	2206.28	479.0
2016-04-08 01:45:00	ES	Futures	2206.28	2206.28	2204.66	2204.66	802.0
2016-04-08 01:50:00	ES	Futures	2204.93	2206.01	2204.93	2204.93	787.0
2016-04-08 01:55:00	ES	Futures	2205.2	2205.47	2203.04	2203.85	1659.0
2016-04-08 02:00:00	ES	Futures	2203.85	2205.2	2203.85	2204.93	2151.0
2016-04-08 02:05:00	ES	Futures	2205.2	2206.55	2205.2	2206.28	2259.0
2016-04-08 02:10:00	ES	Futures	2206.28	2206.82	2205.74	2206.55	2208.0
2016-04-08 02:15:00	ES	Futures	2206.82	2207.09	2206.28	2206.55	887.0
2016-04-08 02:20:00	ES	Futures	2206.55	2207.09	2206.01	2206.55	1165.0
2016-04-08 02:25:00	ES	Futures	2206.55	2206.55	2205.47	2205.47	1014.0
2016-04-08 02:30:00	ES	Futures	2205.47	2206.01	2204.93	2204.93	1016.0
2016-04-08 02:35:00	ES	Futures	2204.66	2205.74	2204.66	2205.2	712.0
2016-04-08 02:40:00	ES	Futures	2205.2	2206.28	2204.93	2205.74	1064.0
2016-04-08 02:45:00	ES	Futures	2205.47	2206.01	2204.93	2206.01	823.0
2016-04-08 02:50:00	ES	Futures	2206.01	2207.09	2205.47	2205.47	1595.0
2016-04-08 02:55:00	ES	Futures	2205.2	2206.28	2205.2	2205.74	1076.0
2016-04-08 03:00:00	ES	Futures	2205.74	2210.06	2205.47	2209.52	8570.0
2016-04-08 03:05:00	ES	Futures	2209.52	2210.6	2209.25	2209.79	4867.0
2016-04-08 03:10:00	ES	Futures	2209.79	2209.79	2208.44	2209.52	3501.0
2016-04-08 03:15:00	ES	Futures	2209.52	2211.14	2208.98	2210.87	3655.0
2016-04-08 03:20:00	ES	Futures	2210.6	2211.68	2209.79	2211.14	5141.0
2016-04-08 03:25:00	ES	Futures	2211.14	2211.68	2210.33	2210.6	3514.0
2016-04-08 03:30:00	ES	Futures	2210.33	2210.6	2208.71	2209.79	4859.0
2016-04-08 03:35:00	ES	Futures	2209.52	2210.6	2208.71	2210.33	2897.0
2016-04-08 03:40:00	ES	Futures	2210.33	2212.49	2210.33	2211.41	5178.0
2016-04-08 03:45:00	ES	Futures	2211.68	2212.76	2210.33	2210.6	4372.0
2016-04-08 03:50:00	ES	Futures	2210.33	2210.87	2209.52	2209.52	2840.0
2016-04-08 03:55:00	ES	Futures	2209.52	2211.41	2209.52	2211.14	3381.0
2016-04-08 04:00:00	ES	Futures	2210.87	2212.76	2210.87	2211.95	3594.0
2016-04-08 04:05:00	ES	Futures	2211.95	2211.95	2209.25	2209.79	4858.0

> showing 50 of 12,632 rows — these rows as CSV

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