PREVIEW / futures_5min / 2016-06-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-02.parquet
  size:    231 KB
  rows:    14,647

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
2016-06-02 00:00:00	ES	Futures	2260.54	2260.81	2260.27	2260.27	353.0
2016-06-02 00:05:00	ES	Futures	2260.27	2260.54	2259.73	2260.0	374.0
2016-06-02 00:10:00	ES	Futures	2260.0	2260.0	2259.73	2259.73	120.0
2016-06-02 00:15:00	ES	Futures	2260.0	2260.0	2259.73	2260.0	114.0
2016-06-02 00:20:00	ES	Futures	2260.0	2260.27	2259.73	2260.27	254.0
2016-06-02 00:25:00	ES	Futures	2260.0	2260.27	2259.73	2259.73	230.0
2016-06-02 00:30:00	ES	Futures	2260.0	2260.0	2259.46	2259.73	316.0
2016-06-02 00:35:00	ES	Futures	2259.73	2260.0	2259.73	2260.0	154.0
2016-06-02 00:40:00	ES	Futures	2259.73	2260.0	2259.46	2260.0	449.0
2016-06-02 00:45:00	ES	Futures	2260.0	2260.27	2259.73	2260.27	279.0
2016-06-02 00:50:00	ES	Futures	2260.27	2260.81	2260.27	2260.54	432.0
2016-06-02 00:55:00	ES	Futures	2260.81	2260.81	2260.27	2260.81	281.0
2016-06-02 01:00:00	ES	Futures	2260.81	2261.08	2260.54	2261.08	337.0
2016-06-02 01:05:00	ES	Futures	2261.08	2261.08	2260.81	2260.81	290.0
2016-06-02 01:10:00	ES	Futures	2261.08	2261.35	2260.54	2260.54	454.0
2016-06-02 01:15:00	ES	Futures	2260.54	2260.54	2260.0	2260.0	341.0
2016-06-02 01:20:00	ES	Futures	2260.27	2260.54	2259.73	2260.0	483.0
2016-06-02 01:25:00	ES	Futures	2260.0	2260.0	2259.19	2259.46	525.0
2016-06-02 01:30:00	ES	Futures	2259.46	2259.46	2258.38	2258.38	1017.0
2016-06-02 01:35:00	ES	Futures	2258.38	2259.46	2258.38	2259.19	563.0
2016-06-02 01:40:00	ES	Futures	2259.19	2259.46	2258.65	2259.46	716.0
2016-06-02 01:45:00	ES	Futures	2259.46	2260.27	2259.19	2260.0	757.0
2016-06-02 01:50:00	ES	Futures	2259.73	2260.0	2259.19	2259.73	367.0
2016-06-02 01:55:00	ES	Futures	2259.73	2260.0	2259.19	2259.73	440.0
2016-06-02 02:00:00	ES	Futures	2259.73	2260.27	2259.19	2259.73	1602.0
2016-06-02 02:05:00	ES	Futures	2260.0	2260.54	2259.73	2260.27	699.0
2016-06-02 02:10:00	ES	Futures	2260.27	2260.27	2259.73	2259.73	522.0
2016-06-02 02:15:00	ES	Futures	2260.0	2261.08	2259.73	2260.81	957.0
2016-06-02 02:20:00	ES	Futures	2261.08	2261.08	2259.73	2260.0	909.0
2016-06-02 02:25:00	ES	Futures	2260.0	2260.27	2260.0	2260.0	361.0
2016-06-02 02:30:00	ES	Futures	2260.0	2260.0	2259.19	2259.73	664.0
2016-06-02 02:35:00	ES	Futures	2260.0	2260.81	2259.73	2260.54	434.0
2016-06-02 02:40:00	ES	Futures	2260.54	2260.54	2260.0	2260.54	284.0
2016-06-02 02:45:00	ES	Futures	2260.54	2260.54	2260.0	2260.54	181.0
2016-06-02 02:50:00	ES	Futures	2260.54	2260.54	2259.73	2260.0	307.0
2016-06-02 02:55:00	ES	Futures	2260.27	2260.81	2260.0	2260.54	730.0
2016-06-02 03:00:00	ES	Futures	2260.27	2262.16	2260.27	2260.81	3344.0
2016-06-02 03:05:00	ES	Futures	2260.81	2261.35	2259.46	2261.08	3685.0
2016-06-02 03:10:00	ES	Futures	2261.08	2262.7	2260.81	2262.16	3457.0
2016-06-02 03:15:00	ES	Futures	2261.89	2262.97	2261.62	2262.43	2071.0
2016-06-02 03:20:00	ES	Futures	2262.16	2262.43	2259.73	2261.35	3493.0
2016-06-02 03:25:00	ES	Futures	2261.62	2261.89	2260.81	2261.62	1155.0
2016-06-02 03:30:00	ES	Futures	2261.62	2262.7	2261.62	2262.16	1567.0
2016-06-02 03:35:00	ES	Futures	2262.16	2262.43	2261.08	2261.35	1394.0
2016-06-02 03:40:00	ES	Futures	2261.62	2261.62	2260.0	2260.54	1774.0
2016-06-02 03:45:00	ES	Futures	2260.54	2260.81	2260.0	2260.81	766.0
2016-06-02 03:50:00	ES	Futures	2260.54	2261.89	2260.27	2261.35	1218.0
2016-06-02 03:55:00	ES	Futures	2261.35	2261.62	2260.0	2260.54	2003.0
2016-06-02 04:00:00	ES	Futures	2260.54	2260.54	2259.73	2260.27	1336.0
2016-06-02 04:05:00	ES	Futures	2260.27	2260.54	2259.73	2260.0	921.0

> showing 50 of 14,647 rows — these rows as CSV

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