PREVIEW / futures_5min / 2016-07-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-28.parquet
  size:    243 KB
  rows:    14,894

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
2016-07-28 00:00:00	ES	Futures	2347.93	2348.2	2347.93	2348.2	105.0
2016-07-28 00:05:00	ES	Futures	2347.93	2348.2	2347.66	2347.93	340.0
2016-07-28 00:10:00	ES	Futures	2347.93	2348.2	2347.66	2347.93	303.0
2016-07-28 00:15:00	ES	Futures	2347.93	2348.47	2347.93	2348.2	451.0
2016-07-28 00:20:00	ES	Futures	2348.2	2348.47	2347.93	2348.2	214.0
2016-07-28 00:25:00	ES	Futures	2347.93	2348.2	2347.93	2347.93	58.0
2016-07-28 00:30:00	ES	Futures	2347.93	2348.2	2347.93	2347.93	253.0
2016-07-28 00:35:00	ES	Futures	2348.2	2348.47	2348.2	2348.2	207.0
2016-07-28 00:40:00	ES	Futures	2347.93	2348.47	2347.93	2348.47	466.0
2016-07-28 00:45:00	ES	Futures	2348.47	2348.47	2348.2	2348.2	69.0
2016-07-28 00:50:00	ES	Futures	2348.2	2348.47	2347.93	2348.2	125.0
2016-07-28 00:55:00	ES	Futures	2347.93	2349.02	2347.93	2348.2	456.0
2016-07-28 01:00:00	ES	Futures	2348.2	2348.47	2347.93	2348.47	362.0
2016-07-28 01:05:00	ES	Futures	2348.2	2348.47	2347.93	2347.93	110.0
2016-07-28 01:10:00	ES	Futures	2347.93	2348.2	2347.93	2347.93	68.0
2016-07-28 01:15:00	ES	Futures	2347.93	2348.47	2347.93	2348.2	185.0
2016-07-28 01:20:00	ES	Futures	2348.2	2348.2	2347.93	2348.2	83.0
2016-07-28 01:25:00	ES	Futures	2348.47	2348.47	2347.93	2348.2	457.0
2016-07-28 01:30:00	ES	Futures	2348.2	2348.2	2347.66	2347.66	205.0
2016-07-28 01:35:00	ES	Futures	2347.93	2348.2	2347.39	2347.93	310.0
2016-07-28 01:40:00	ES	Futures	2348.2	2348.2	2347.93	2347.93	72.0
2016-07-28 01:45:00	ES	Futures	2347.93	2348.2	2347.66	2347.93	66.0
2016-07-28 01:50:00	ES	Futures	2347.66	2347.93	2347.39	2347.93	345.0
2016-07-28 01:55:00	ES	Futures	2348.2	2348.2	2347.93	2347.93	222.0
2016-07-28 02:00:00	ES	Futures	2347.93	2348.2	2347.39	2347.93	630.0
2016-07-28 02:05:00	ES	Futures	2348.2	2348.47	2346.85	2347.12	918.0
2016-07-28 02:10:00	ES	Futures	2347.39	2347.66	2347.12	2347.39	509.0
2016-07-28 02:15:00	ES	Futures	2347.39	2347.66	2346.58	2347.12	891.0
2016-07-28 02:20:00	ES	Futures	2346.85	2346.85	2346.3	2346.3	914.0
2016-07-28 02:25:00	ES	Futures	2346.58	2347.39	2346.58	2347.12	589.0
2016-07-28 02:30:00	ES	Futures	2346.85	2347.39	2346.58	2346.85	516.0
2016-07-28 02:35:00	ES	Futures	2346.85	2347.66	2346.58	2347.39	677.0
2016-07-28 02:40:00	ES	Futures	2347.39	2347.66	2347.12	2347.39	735.0
2016-07-28 02:45:00	ES	Futures	2347.39	2347.66	2347.12	2347.39	317.0
2016-07-28 02:50:00	ES	Futures	2347.12	2347.66	2347.12	2347.66	379.0
2016-07-28 02:55:00	ES	Futures	2347.39	2347.93	2347.12	2347.93	332.0
2016-07-28 03:00:00	ES	Futures	2347.93	2348.47	2346.85	2346.85	4912.0
2016-07-28 03:05:00	ES	Futures	2346.85	2348.47	2346.58	2346.85	3017.0
2016-07-28 03:10:00	ES	Futures	2347.12	2349.02	2346.58	2349.02	4149.0
2016-07-28 03:15:00	ES	Futures	2349.02	2349.02	2346.3	2346.3	3284.0
2016-07-28 03:20:00	ES	Futures	2346.58	2347.39	2346.3	2347.39	3904.0
2016-07-28 03:25:00	ES	Futures	2347.66	2350.64	2347.66	2350.64	6776.0
2016-07-28 03:30:00	ES	Futures	2350.64	2351.46	2350.1	2350.1	3561.0
2016-07-28 03:35:00	ES	Futures	2350.1	2352.27	2349.83	2351.46	6407.0
2016-07-28 03:40:00	ES	Futures	2351.46	2351.46	2349.83	2350.1	2821.0
2016-07-28 03:45:00	ES	Futures	2350.37	2351.46	2349.83	2350.64	2862.0
2016-07-28 03:50:00	ES	Futures	2350.92	2350.92	2349.56	2350.37	1316.0
2016-07-28 03:55:00	ES	Futures	2350.37	2350.64	2349.02	2349.29	2123.0
2016-07-28 04:00:00	ES	Futures	2349.29	2350.37	2348.75	2350.1	2996.0
2016-07-28 04:05:00	ES	Futures	2350.1	2350.1	2349.02	2349.29	1208.0

> showing 50 of 14,894 rows — these rows as CSV

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