PREVIEW / futures_5min / 2016-07-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-01.parquet
  size:    231 KB
  rows:    12,843

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
2016-07-01 00:00:00	ES	Futures	2265.22	2265.22	2264.68	2264.68	375.0
2016-07-01 00:05:00	ES	Futures	2264.95	2266.03	2264.95	2265.76	912.0
2016-07-01 00:10:00	ES	Futures	2265.76	2266.03	2264.95	2264.95	270.0
2016-07-01 00:15:00	ES	Futures	2264.95	2265.22	2264.95	2265.22	167.0
2016-07-01 00:20:00	ES	Futures	2264.95	2265.22	2264.41	2264.41	184.0
2016-07-01 00:25:00	ES	Futures	2264.68	2264.95	2264.41	2264.68	114.0
2016-07-01 00:30:00	ES	Futures	2264.95	2265.22	2264.95	2265.22	89.0
2016-07-01 00:35:00	ES	Futures	2264.95	2265.22	2264.95	2265.22	163.0
2016-07-01 00:40:00	ES	Futures	2265.22	2265.22	2264.68	2264.95	92.0
2016-07-01 00:45:00	ES	Futures	2264.95	2265.22	2264.68	2264.68	119.0
2016-07-01 00:50:00	ES	Futures	2264.68	2265.22	2264.68	2264.95	152.0
2016-07-01 00:55:00	ES	Futures	2264.95	2265.22	2264.68	2264.68	255.0
2016-07-01 01:00:00	ES	Futures	2264.95	2264.95	2264.14	2264.41	453.0
2016-07-01 01:05:00	ES	Futures	2264.14	2264.41	2263.86	2264.14	216.0
2016-07-01 01:10:00	ES	Futures	2263.86	2264.41	2263.86	2264.41	143.0
2016-07-01 01:15:00	ES	Futures	2264.41	2264.41	2263.86	2263.86	146.0
2016-07-01 01:20:00	ES	Futures	2264.14	2264.14	2263.59	2263.86	250.0
2016-07-01 01:25:00	ES	Futures	2264.14	2264.14	2263.32	2263.32	330.0
2016-07-01 01:30:00	ES	Futures	2263.32	2263.86	2263.32	2263.86	238.0
2016-07-01 01:35:00	ES	Futures	2263.86	2263.86	2263.32	2263.86	198.0
2016-07-01 01:40:00	ES	Futures	2263.59	2264.95	2263.32	2264.68	627.0
2016-07-01 01:45:00	ES	Futures	2264.41	2264.95	2264.41	2264.95	321.0
2016-07-01 01:50:00	ES	Futures	2264.68	2264.95	2264.41	2264.68	643.0
2016-07-01 01:55:00	ES	Futures	2264.95	2265.22	2264.68	2265.22	439.0
2016-07-01 02:00:00	ES	Futures	2265.22	2265.22	2263.59	2263.86	1482.0
2016-07-01 02:05:00	ES	Futures	2263.59	2263.86	2263.32	2263.32	1017.0
2016-07-01 02:10:00	ES	Futures	2263.32	2263.59	2262.78	2263.05	867.0
2016-07-01 02:15:00	ES	Futures	2263.32	2263.59	2262.51	2262.78	1370.0
2016-07-01 02:20:00	ES	Futures	2262.78	2262.78	2261.97	2262.51	1417.0
2016-07-01 02:25:00	ES	Futures	2262.51	2263.05	2262.51	2262.78	485.0
2016-07-01 02:30:00	ES	Futures	2262.51	2262.78	2262.24	2262.78	868.0
2016-07-01 02:35:00	ES	Futures	2262.51	2264.14	2262.51	2263.86	1404.0
2016-07-01 02:40:00	ES	Futures	2263.59	2264.95	2263.59	2264.68	1220.0
2016-07-01 02:45:00	ES	Futures	2264.68	2264.95	2264.41	2264.41	659.0
2016-07-01 02:50:00	ES	Futures	2264.68	2264.68	2264.14	2264.41	959.0
2016-07-01 02:55:00	ES	Futures	2264.41	2264.68	2263.59	2263.59	470.0
2016-07-01 03:00:00	ES	Futures	2263.86	2264.95	2262.24	2264.14	5509.0
2016-07-01 03:05:00	ES	Futures	2264.14	2264.41	2262.78	2263.05	4121.0
2016-07-01 03:10:00	ES	Futures	2263.05	2263.05	2261.15	2261.42	5509.0
2016-07-01 03:15:00	ES	Futures	2261.42	2262.51	2260.61	2262.24	4841.0
2016-07-01 03:20:00	ES	Futures	2262.24	2263.32	2261.15	2261.15	3404.0
2016-07-01 03:25:00	ES	Futures	2261.15	2262.51	2260.88	2261.69	3259.0
2016-07-01 03:30:00	ES	Futures	2261.97	2262.24	2260.34	2260.34	2619.0
2016-07-01 03:35:00	ES	Futures	2260.61	2262.24	2260.07	2260.61	5665.0
2016-07-01 03:40:00	ES	Futures	2260.88	2261.42	2258.17	2258.44	8429.0
2016-07-01 03:45:00	ES	Futures	2258.44	2259.8	2257.9	2258.44	4427.0
2016-07-01 03:50:00	ES	Futures	2258.44	2260.07	2257.9	2259.53	2409.0
2016-07-01 03:55:00	ES	Futures	2259.53	2261.69	2259.25	2261.42	3037.0
2016-07-01 04:00:00	ES	Futures	2261.42	2261.42	2259.8	2260.61	2621.0
2016-07-01 04:05:00	ES	Futures	2260.88	2261.42	2260.07	2260.88	2912.0

> showing 50 of 12,843 rows — these rows as CSV

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