PREVIEW / futures_5min / 2016-07-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-18.parquet
  size:    237 KB
  rows:    14,961

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
2016-07-18 00:00:00	ES	Futures	2338.71	2338.98	2337.9	2338.71	533.0
2016-07-18 00:05:00	ES	Futures	2338.71	2338.71	2337.63	2337.9	643.0
2016-07-18 00:10:00	ES	Futures	2338.17	2338.44	2337.63	2338.17	441.0
2016-07-18 00:15:00	ES	Futures	2338.17	2338.17	2337.9	2337.9	99.0
2016-07-18 00:20:00	ES	Futures	2337.9	2338.44	2337.9	2338.44	246.0
2016-07-18 00:25:00	ES	Futures	2338.44	2338.71	2338.17	2338.71	201.0
2016-07-18 00:30:00	ES	Futures	2338.71	2338.71	2338.44	2338.44	67.0
2016-07-18 00:35:00	ES	Futures	2338.44	2338.98	2338.44	2338.98	203.0
2016-07-18 00:40:00	ES	Futures	2338.98	2338.98	2338.44	2338.71	98.0
2016-07-18 00:45:00	ES	Futures	2338.71	2338.71	2338.44	2338.71	76.0
2016-07-18 00:50:00	ES	Futures	2338.71	2338.98	2338.44	2338.44	99.0
2016-07-18 00:55:00	ES	Futures	2338.71	2338.98	2338.44	2338.98	142.0
2016-07-18 01:00:00	ES	Futures	2338.71	2338.71	2338.44	2338.71	122.0
2016-07-18 01:05:00	ES	Futures	2338.71	2338.71	2338.17	2338.44	235.0
2016-07-18 01:10:00	ES	Futures	2338.17	2339.8	2338.17	2339.8	1630.0
2016-07-18 01:15:00	ES	Futures	2339.8	2340.88	2339.53	2340.61	675.0
2016-07-18 01:20:00	ES	Futures	2340.34	2340.34	2339.25	2340.07	742.0
2016-07-18 01:25:00	ES	Futures	2340.07	2341.15	2340.07	2340.61	680.0
2016-07-18 01:30:00	ES	Futures	2340.88	2341.69	2340.61	2341.42	738.0
2016-07-18 01:35:00	ES	Futures	2341.42	2341.69	2340.88	2340.88	176.0
2016-07-18 01:40:00	ES	Futures	2340.88	2341.15	2340.88	2341.15	238.0
2016-07-18 01:45:00	ES	Futures	2340.88	2340.88	2340.61	2340.61	55.0
2016-07-18 01:50:00	ES	Futures	2340.61	2341.15	2340.61	2340.88	145.0
2016-07-18 01:55:00	ES	Futures	2340.88	2341.42	2340.61	2340.88	654.0
2016-07-18 02:00:00	ES	Futures	2341.15	2341.97	2340.61	2340.88	886.0
2016-07-18 02:05:00	ES	Futures	2340.88	2341.15	2339.8	2340.07	862.0
2016-07-18 02:10:00	ES	Futures	2340.07	2340.34	2339.8	2340.07	382.0
2016-07-18 02:15:00	ES	Futures	2340.34	2340.88	2340.07	2340.34	513.0
2016-07-18 02:20:00	ES	Futures	2340.61	2341.97	2340.34	2341.69	1008.0
2016-07-18 02:25:00	ES	Futures	2341.42	2342.51	2340.88	2341.42	1648.0
2016-07-18 02:30:00	ES	Futures	2341.15	2342.51	2341.15	2341.97	1305.0
2016-07-18 02:35:00	ES	Futures	2341.97	2342.78	2341.69	2342.51	1121.0
2016-07-18 02:40:00	ES	Futures	2342.51	2343.59	2342.24	2343.32	1106.0
2016-07-18 02:45:00	ES	Futures	2343.32	2343.59	2342.24	2342.24	559.0
2016-07-18 02:50:00	ES	Futures	2342.24	2342.78	2342.24	2342.78	298.0
2016-07-18 02:55:00	ES	Futures	2342.51	2342.78	2341.97	2342.24	624.0
2016-07-18 03:00:00	ES	Futures	2341.97	2344.68	2340.61	2344.41	4645.0
2016-07-18 03:05:00	ES	Futures	2344.41	2346.58	2344.41	2345.22	6284.0
2016-07-18 03:10:00	ES	Futures	2345.22	2345.76	2344.68	2345.49	2301.0
2016-07-18 03:15:00	ES	Futures	2345.49	2346.3	2344.41	2344.68	2399.0
2016-07-18 03:20:00	ES	Futures	2344.68	2345.49	2344.41	2345.22	1988.0
2016-07-18 03:25:00	ES	Futures	2345.49	2346.03	2344.95	2345.22	2318.0
2016-07-18 03:30:00	ES	Futures	2345.49	2345.76	2344.14	2344.41	1521.0
2016-07-18 03:35:00	ES	Futures	2344.41	2344.95	2344.14	2344.68	746.0
2016-07-18 03:40:00	ES	Futures	2344.68	2344.95	2343.86	2344.95	1158.0
2016-07-18 03:45:00	ES	Futures	2344.95	2345.22	2341.15	2341.97	4315.0
2016-07-18 03:50:00	ES	Futures	2341.97	2343.59	2341.69	2343.59	1862.0
2016-07-18 03:55:00	ES	Futures	2343.59	2343.86	2343.32	2343.32	977.0
2016-07-18 04:00:00	ES	Futures	2343.32	2343.32	2341.97	2342.24	1512.0
2016-07-18 04:05:00	ES	Futures	2342.24	2343.05	2341.97	2342.78	804.0

> showing 50 of 14,961 rows — these rows as CSV

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