PREVIEW / futures_5min / 2016-04-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-19.parquet
  size:    254 KB
  rows:    15,304

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
2016-04-19 00:00:00	ES	Futures	2255.41	2256.22	2255.41	2255.95	485.0
2016-04-19 00:05:00	ES	Futures	2255.95	2256.22	2255.14	2255.41	308.0
2016-04-19 00:10:00	ES	Futures	2255.41	2255.68	2254.87	2255.14	326.0
2016-04-19 00:15:00	ES	Futures	2255.14	2255.41	2254.33	2254.6	251.0
2016-04-19 00:20:00	ES	Futures	2254.6	2254.87	2254.06	2254.33	311.0
2016-04-19 00:25:00	ES	Futures	2254.33	2254.33	2253.52	2253.79	622.0
2016-04-19 00:30:00	ES	Futures	2253.79	2253.79	2252.71	2252.98	1075.0
2016-04-19 00:35:00	ES	Futures	2252.98	2253.25	2252.71	2253.25	712.0
2016-04-19 00:40:00	ES	Futures	2252.98	2253.79	2252.98	2252.98	283.0
2016-04-19 00:45:00	ES	Futures	2252.98	2253.79	2252.71	2253.52	393.0
2016-04-19 00:50:00	ES	Futures	2253.52	2253.52	2253.25	2253.25	274.0
2016-04-19 00:55:00	ES	Futures	2253.25	2253.52	2253.25	2253.52	96.0
2016-04-19 01:00:00	ES	Futures	2253.52	2254.6	2253.52	2254.33	723.0
2016-04-19 01:05:00	ES	Futures	2254.33	2254.6	2253.25	2253.25	381.0
2016-04-19 01:10:00	ES	Futures	2253.52	2253.52	2252.71	2253.25	462.0
2016-04-19 01:15:00	ES	Futures	2253.52	2253.79	2253.25	2253.79	168.0
2016-04-19 01:20:00	ES	Futures	2253.79	2254.6	2253.79	2254.6	419.0
2016-04-19 01:25:00	ES	Futures	2254.87	2255.14	2254.33	2254.33	498.0
2016-04-19 01:30:00	ES	Futures	2254.33	2254.87	2254.06	2254.87	194.0
2016-04-19 01:35:00	ES	Futures	2254.87	2255.14	2254.33	2254.6	378.0
2016-04-19 01:40:00	ES	Futures	2254.6	2255.14	2254.6	2255.14	304.0
2016-04-19 01:45:00	ES	Futures	2254.87	2255.41	2254.87	2254.87	224.0
2016-04-19 01:50:00	ES	Futures	2254.87	2255.41	2254.87	2254.87	617.0
2016-04-19 01:55:00	ES	Futures	2254.87	2255.95	2254.87	2255.68	393.0
2016-04-19 02:00:00	ES	Futures	2255.68	2257.84	2255.68	2257.57	2949.0
2016-04-19 02:05:00	ES	Futures	2257.3	2257.3	2256.49	2256.49	2052.0
2016-04-19 02:10:00	ES	Futures	2256.22	2257.57	2256.22	2257.3	1134.0
2016-04-19 02:15:00	ES	Futures	2257.3	2258.38	2257.03	2257.84	1286.0
2016-04-19 02:20:00	ES	Futures	2258.11	2258.92	2257.84	2258.38	1912.0
2016-04-19 02:25:00	ES	Futures	2258.38	2258.65	2257.84	2257.84	930.0
2016-04-19 02:30:00	ES	Futures	2257.84	2258.11	2257.3	2257.57	911.0
2016-04-19 02:35:00	ES	Futures	2257.57	2258.38	2257.57	2257.57	624.0
2016-04-19 02:40:00	ES	Futures	2257.57	2257.84	2257.03	2257.3	1204.0
2016-04-19 02:45:00	ES	Futures	2257.3	2258.11	2257.03	2257.57	1098.0
2016-04-19 02:50:00	ES	Futures	2257.57	2258.38	2257.57	2258.11	1380.0
2016-04-19 02:55:00	ES	Futures	2258.11	2258.38	2257.57	2258.11	1207.0
2016-04-19 03:00:00	ES	Futures	2257.84	2258.65	2257.3	2257.84	2731.0
2016-04-19 03:05:00	ES	Futures	2257.84	2258.11	2256.76	2257.57	3153.0
2016-04-19 03:10:00	ES	Futures	2257.57	2260.27	2257.3	2260.0	5695.0
2016-04-19 03:15:00	ES	Futures	2260.0	2260.54	2259.46	2260.27	3670.0
2016-04-19 03:20:00	ES	Futures	2260.54	2261.35	2260.0	2260.54	3918.0
2016-04-19 03:25:00	ES	Futures	2260.54	2261.35	2260.0	2261.08	3400.0
2016-04-19 03:30:00	ES	Futures	2261.08	2261.62	2260.54	2261.62	3868.0
2016-04-19 03:35:00	ES	Futures	2261.35	2262.97	2261.35	2262.7	4649.0
2016-04-19 03:40:00	ES	Futures	2262.43	2263.51	2261.89	2262.97	4522.0
2016-04-19 03:45:00	ES	Futures	2263.24	2263.24	2262.16	2262.43	3045.0
2016-04-19 03:50:00	ES	Futures	2262.16	2263.24	2262.16	2262.97	2683.0
2016-04-19 03:55:00	ES	Futures	2263.24	2264.05	2262.7	2263.51	4471.0
2016-04-19 04:00:00	ES	Futures	2263.51	2264.05	2263.24	2263.24	4225.0
2016-04-19 04:05:00	ES	Futures	2263.24	2263.78	2262.43	2262.97	2441.0

> showing 50 of 15,304 rows — these rows as CSV

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