PREVIEW / futures_5min / 2016-09-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-25.parquet
  size:    45 KB
  rows:    2,364

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
2016-09-25 18:00:00	ES	Futures	2346.68	2348.04	2345.87	2348.04	2099.0
2016-09-25 18:05:00	ES	Futures	2348.04	2348.31	2347.5	2348.04	822.0
2016-09-25 18:10:00	ES	Futures	2348.04	2349.4	2348.04	2349.13	602.0
2016-09-25 18:15:00	ES	Futures	2348.86	2349.13	2348.59	2349.13	376.0
2016-09-25 18:20:00	ES	Futures	2348.86	2349.95	2348.59	2349.67	393.0
2016-09-25 18:25:00	ES	Futures	2349.67	2349.67	2349.13	2349.4	213.0
2016-09-25 18:30:00	ES	Futures	2349.4	2349.67	2348.86	2349.13	262.0
2016-09-25 18:35:00	ES	Futures	2349.4	2349.4	2349.13	2349.13	251.0
2016-09-25 18:40:00	ES	Futures	2349.13	2349.13	2348.86	2349.13	44.0
2016-09-25 18:45:00	ES	Futures	2349.13	2349.67	2348.86	2349.4	231.0
2016-09-25 18:50:00	ES	Futures	2349.13	2349.4	2349.13	2349.4	44.0
2016-09-25 18:55:00	ES	Futures	2349.13	2349.95	2349.13	2349.67	326.0
2016-09-25 19:00:00	ES	Futures	2349.67	2349.67	2349.4	2349.4	188.0
2016-09-25 19:05:00	ES	Futures	2349.67	2349.67	2349.13	2349.4	403.0
2016-09-25 19:10:00	ES	Futures	2349.4	2349.4	2348.86	2349.13	242.0
2016-09-25 19:15:00	ES	Futures	2349.13	2349.4	2349.13	2349.4	37.0
2016-09-25 19:20:00	ES	Futures	2349.4	2349.4	2349.4	2349.4	121.0
2016-09-25 19:25:00	ES	Futures	2349.4	2349.4	2349.13	2349.4	17.0
2016-09-25 19:30:00	ES	Futures	2349.4	2349.95	2349.13	2349.95	297.0
2016-09-25 19:35:00	ES	Futures	2349.95	2350.22	2349.67	2350.22	108.0
2016-09-25 19:40:00	ES	Futures	2350.22	2350.22	2349.4	2349.4	265.0
2016-09-25 19:45:00	ES	Futures	2349.67	2349.67	2349.13	2349.4	222.0
2016-09-25 19:50:00	ES	Futures	2349.4	2349.4	2349.13	2349.13	166.0
2016-09-25 19:55:00	ES	Futures	2349.4	2349.4	2348.86	2349.13	245.0
2016-09-25 20:00:00	ES	Futures	2349.13	2349.4	2348.59	2348.59	407.0
2016-09-25 20:05:00	ES	Futures	2348.86	2349.13	2348.59	2349.13	261.0
2016-09-25 20:10:00	ES	Futures	2349.13	2349.4	2348.59	2349.13	319.0
2016-09-25 20:15:00	ES	Futures	2349.13	2349.67	2349.13	2349.4	553.0
2016-09-25 20:20:00	ES	Futures	2349.67	2349.67	2349.13	2349.13	56.0
2016-09-25 20:25:00	ES	Futures	2349.4	2349.95	2349.13	2349.95	231.0
2016-09-25 20:30:00	ES	Futures	2349.95	2350.22	2349.67	2350.22	375.0
2016-09-25 20:35:00	ES	Futures	2350.22	2350.22	2349.67	2350.22	293.0
2016-09-25 20:40:00	ES	Futures	2350.22	2350.22	2349.95	2349.95	115.0
2016-09-25 20:45:00	ES	Futures	2350.22	2350.22	2349.95	2350.22	123.0
2016-09-25 20:50:00	ES	Futures	2349.95	2349.95	2349.67	2349.67	350.0
2016-09-25 20:55:00	ES	Futures	2349.67	2349.95	2349.13	2349.13	289.0
2016-09-25 21:00:00	ES	Futures	2349.13	2349.4	2348.86	2349.13	257.0
2016-09-25 21:05:00	ES	Futures	2349.13	2349.13	2348.86	2348.86	182.0
2016-09-25 21:10:00	ES	Futures	2349.13	2349.13	2348.59	2348.59	191.0
2016-09-25 21:15:00	ES	Futures	2348.59	2348.59	2348.04	2348.31	726.0
2016-09-25 21:20:00	ES	Futures	2348.31	2348.31	2347.5	2347.77	942.0
2016-09-25 21:25:00	ES	Futures	2347.77	2347.77	2347.23	2347.77	493.0
2016-09-25 21:30:00	ES	Futures	2347.77	2347.77	2347.23	2347.23	223.0
2016-09-25 21:35:00	ES	Futures	2347.23	2348.04	2347.23	2347.77	325.0
2016-09-25 21:40:00	ES	Futures	2347.77	2348.04	2346.95	2347.23	267.0
2016-09-25 21:45:00	ES	Futures	2347.23	2347.5	2345.87	2345.87	781.0
2016-09-25 21:50:00	ES	Futures	2346.14	2346.68	2345.59	2345.59	1299.0
2016-09-25 21:55:00	ES	Futures	2345.87	2345.87	2344.5	2345.05	1113.0
2016-09-25 22:00:00	ES	Futures	2345.32	2345.32	2344.78	2345.32	409.0
2016-09-25 22:05:00	ES	Futures	2345.32	2345.87	2345.05	2345.87	902.0

> showing 50 of 2,364 rows — these rows as CSV

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