PREVIEW / futures_5min / 2016-07-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-13.parquet
  size:    249 KB
  rows:    15,243

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
2016-07-13 00:00:00	ES	Futures	2325.42	2325.69	2325.15	2325.69	203.0
2016-07-13 00:05:00	ES	Futures	2325.69	2325.69	2324.88	2324.88	186.0
2016-07-13 00:10:00	ES	Futures	2325.15	2325.15	2324.61	2324.88	269.0
2016-07-13 00:15:00	ES	Futures	2324.88	2324.88	2324.61	2324.88	134.0
2016-07-13 00:20:00	ES	Futures	2324.61	2324.88	2324.34	2324.34	157.0
2016-07-13 00:25:00	ES	Futures	2324.34	2325.15	2324.34	2325.15	242.0
2016-07-13 00:30:00	ES	Futures	2325.15	2325.15	2324.34	2324.61	190.0
2016-07-13 00:35:00	ES	Futures	2324.61	2325.15	2324.07	2324.88	375.0
2016-07-13 00:40:00	ES	Futures	2324.61	2325.15	2324.61	2324.88	262.0
2016-07-13 00:45:00	ES	Futures	2325.15	2326.51	2324.88	2326.24	1637.0
2016-07-13 00:50:00	ES	Futures	2325.97	2327.05	2325.69	2326.24	1350.0
2016-07-13 00:55:00	ES	Futures	2326.24	2326.51	2325.69	2325.97	223.0
2016-07-13 01:00:00	ES	Futures	2325.97	2325.97	2325.15	2325.69	440.0
2016-07-13 01:05:00	ES	Futures	2325.97	2325.97	2325.15	2325.42	220.0
2016-07-13 01:10:00	ES	Futures	2325.42	2325.97	2325.15	2325.42	280.0
2016-07-13 01:15:00	ES	Futures	2325.42	2325.69	2323.8	2324.07	810.0
2016-07-13 01:20:00	ES	Futures	2324.07	2324.34	2323.8	2324.34	592.0
2016-07-13 01:25:00	ES	Futures	2324.34	2325.15	2324.34	2324.88	357.0
2016-07-13 01:30:00	ES	Futures	2324.88	2324.88	2324.34	2324.61	327.0
2016-07-13 01:35:00	ES	Futures	2324.88	2324.88	2324.34	2324.34	265.0
2016-07-13 01:40:00	ES	Futures	2324.34	2324.61	2324.07	2324.61	80.0
2016-07-13 01:45:00	ES	Futures	2324.61	2324.61	2324.07	2324.34	367.0
2016-07-13 01:50:00	ES	Futures	2324.61	2325.15	2324.34	2324.34	498.0
2016-07-13 01:55:00	ES	Futures	2324.34	2324.61	2324.07	2324.34	254.0
2016-07-13 02:00:00	ES	Futures	2324.61	2325.69	2324.34	2324.88	1216.0
2016-07-13 02:05:00	ES	Futures	2324.88	2325.15	2324.34	2324.34	782.0
2016-07-13 02:10:00	ES	Futures	2324.34	2324.88	2324.07	2324.88	539.0
2016-07-13 02:15:00	ES	Futures	2324.61	2324.61	2323.8	2324.07	1175.0
2016-07-13 02:20:00	ES	Futures	2324.34	2324.34	2324.07	2324.07	678.0
2016-07-13 02:25:00	ES	Futures	2324.07	2324.34	2323.8	2324.34	413.0
2016-07-13 02:30:00	ES	Futures	2324.34	2325.15	2324.34	2324.88	862.0
2016-07-13 02:35:00	ES	Futures	2324.88	2325.69	2324.34	2325.42	957.0
2016-07-13 02:40:00	ES	Futures	2325.42	2325.69	2324.88	2325.42	791.0
2016-07-13 02:45:00	ES	Futures	2325.69	2326.24	2325.69	2325.97	705.0
2016-07-13 02:50:00	ES	Futures	2326.24	2326.24	2325.42	2325.69	471.0
2016-07-13 02:55:00	ES	Futures	2325.69	2325.97	2325.15	2325.42	645.0
2016-07-13 03:00:00	ES	Futures	2325.69	2327.32	2325.42	2325.97	4881.0
2016-07-13 03:05:00	ES	Futures	2326.24	2328.95	2325.69	2328.95	5737.0
2016-07-13 03:10:00	ES	Futures	2328.68	2328.95	2327.05	2327.05	2994.0
2016-07-13 03:15:00	ES	Futures	2327.05	2327.86	2326.51	2327.32	2696.0
2016-07-13 03:20:00	ES	Futures	2327.59	2327.86	2326.78	2327.32	2410.0
2016-07-13 03:25:00	ES	Futures	2327.32	2327.32	2325.69	2326.24	3434.0
2016-07-13 03:30:00	ES	Futures	2325.97	2327.05	2325.42	2325.42	3310.0
2016-07-13 03:35:00	ES	Futures	2325.69	2325.97	2324.61	2324.61	3207.0
2016-07-13 03:40:00	ES	Futures	2324.88	2325.69	2324.07	2325.42	2798.0
2016-07-13 03:45:00	ES	Futures	2325.15	2326.78	2325.15	2326.51	1878.0
2016-07-13 03:50:00	ES	Futures	2326.78	2328.14	2326.24	2327.32	2485.0
2016-07-13 03:55:00	ES	Futures	2327.32	2327.59	2325.69	2326.24	1937.0
2016-07-13 04:00:00	ES	Futures	2326.24	2326.24	2324.88	2325.69	2041.0
2016-07-13 04:05:00	ES	Futures	2325.97	2327.59	2325.69	2327.32	1944.0

> showing 50 of 15,243 rows — these rows as CSV

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