PREVIEW / futures_5min / 2016-08-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-15.parquet
  size:    215 KB
  rows:    14,204

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
2016-08-15 00:00:00	ES	Futures	2368.81	2368.81	2368.27	2368.54	344.0
2016-08-15 00:05:00	ES	Futures	2368.54	2368.54	2368.27	2368.54	154.0
2016-08-15 00:10:00	ES	Futures	2368.54	2368.54	2368.27	2368.27	269.0
2016-08-15 00:15:00	ES	Futures	2368.54	2368.54	2368.0	2368.27	222.0
2016-08-15 00:20:00	ES	Futures	2368.54	2368.54	2368.27	2368.54	161.0
2016-08-15 00:25:00	ES	Futures	2368.54	2368.54	2368.27	2368.54	61.0
2016-08-15 00:30:00	ES	Futures	2368.54	2368.54	2368.27	2368.27	24.0
2016-08-15 00:35:00	ES	Futures	2368.27	2368.54	2368.27	2368.54	50.0
2016-08-15 00:40:00	ES	Futures	2368.54	2368.54	2368.27	2368.27	64.0
2016-08-15 00:45:00	ES	Futures	2368.27	2368.54	2368.27	2368.54	34.0
2016-08-15 00:50:00	ES	Futures	2368.27	2368.81	2368.27	2368.54	175.0
2016-08-15 00:55:00	ES	Futures	2368.27	2368.54	2368.27	2368.54	109.0
2016-08-15 01:00:00	ES	Futures	2368.54	2368.81	2368.54	2368.54	234.0
2016-08-15 01:05:00	ES	Futures	2368.54	2368.81	2368.54	2368.54	94.0
2016-08-15 01:10:00	ES	Futures	2368.54	2368.81	2368.54	2368.81	165.0
2016-08-15 01:15:00	ES	Futures	2368.81	2368.81	2368.54	2368.81	50.0
2016-08-15 01:20:00	ES	Futures	2368.81	2368.81	2368.54	2368.54	61.0
2016-08-15 01:25:00	ES	Futures	2368.81	2369.08	2368.54	2368.81	167.0
2016-08-15 01:30:00	ES	Futures	2368.81	2368.81	2368.54	2368.81	102.0
2016-08-15 01:35:00	ES	Futures	2368.81	2368.81	2368.54	2368.81	30.0
2016-08-15 01:40:00	ES	Futures	2368.54	2368.81	2368.54	2368.81	42.0
2016-08-15 01:45:00	ES	Futures	2368.54	2368.81	2368.27	2368.54	307.0
2016-08-15 01:50:00	ES	Futures	2368.27	2368.54	2368.27	2368.54	183.0
2016-08-15 01:55:00	ES	Futures	2368.54	2368.54	2368.0	2368.0	380.0
2016-08-15 02:00:00	ES	Futures	2368.0	2368.81	2368.0	2368.54	525.0
2016-08-15 02:05:00	ES	Futures	2368.27	2368.81	2368.0	2368.54	639.0
2016-08-15 02:10:00	ES	Futures	2368.27	2368.54	2368.0	2368.27	554.0
2016-08-15 02:15:00	ES	Futures	2368.27	2368.54	2368.0	2368.0	168.0
2016-08-15 02:20:00	ES	Futures	2368.27	2368.27	2368.0	2368.27	289.0
2016-08-15 02:25:00	ES	Futures	2368.27	2368.54	2368.0	2368.54	443.0
2016-08-15 02:30:00	ES	Futures	2368.54	2369.08	2368.54	2368.81	346.0
2016-08-15 02:35:00	ES	Futures	2368.81	2368.81	2368.54	2368.54	675.0
2016-08-15 02:40:00	ES	Futures	2368.81	2369.08	2368.54	2368.81	520.0
2016-08-15 02:45:00	ES	Futures	2368.81	2368.81	2368.54	2368.81	245.0
2016-08-15 02:50:00	ES	Futures	2368.81	2369.08	2368.54	2369.08	200.0
2016-08-15 02:55:00	ES	Futures	2368.81	2369.08	2368.27	2368.27	596.0
2016-08-15 03:00:00	ES	Futures	2368.54	2368.54	2366.92	2368.27	3403.0
2016-08-15 03:05:00	ES	Futures	2368.0	2369.9	2368.0	2368.81	3596.0
2016-08-15 03:10:00	ES	Futures	2368.54	2369.36	2368.27	2368.81	752.0
2016-08-15 03:15:00	ES	Futures	2368.81	2369.36	2368.54	2369.36	971.0
2016-08-15 03:20:00	ES	Futures	2369.36	2369.36	2368.81	2369.36	496.0
2016-08-15 03:25:00	ES	Futures	2369.36	2369.63	2368.81	2369.08	656.0
2016-08-15 03:30:00	ES	Futures	2369.08	2369.08	2368.54	2368.81	652.0
2016-08-15 03:35:00	ES	Futures	2369.08	2369.36	2368.81	2369.36	202.0
2016-08-15 03:40:00	ES	Futures	2369.08	2369.36	2368.81	2369.08	536.0
2016-08-15 03:45:00	ES	Futures	2368.81	2370.71	2368.81	2370.71	2489.0
2016-08-15 03:50:00	ES	Futures	2370.71	2370.98	2369.9	2370.17	2644.0
2016-08-15 03:55:00	ES	Futures	2370.17	2370.17	2369.36	2369.9	905.0
2016-08-15 04:00:00	ES	Futures	2369.63	2370.44	2369.08	2369.9	1650.0
2016-08-15 04:05:00	ES	Futures	2369.63	2370.17	2369.63	2369.63	397.0

> showing 50 of 14,204 rows — these rows as CSV

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