PREVIEW / futures_5min / 2016-09-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-26.parquet
  size:    243 KB
  rows:    15,063

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
2016-09-26 00:00:00	ES	Futures	2345.32	2345.32	2345.05	2345.05	105.0
2016-09-26 00:05:00	ES	Futures	2345.05	2345.32	2345.05	2345.05	35.0
2016-09-26 00:10:00	ES	Futures	2345.32	2345.32	2344.78	2344.78	371.0
2016-09-26 00:15:00	ES	Futures	2345.05	2345.05	2344.78	2344.78	76.0
2016-09-26 00:20:00	ES	Futures	2345.05	2345.32	2344.78	2344.78	87.0
2016-09-26 00:25:00	ES	Futures	2344.78	2345.59	2344.78	2345.32	290.0
2016-09-26 00:30:00	ES	Futures	2345.05	2345.32	2345.05	2345.32	49.0
2016-09-26 00:35:00	ES	Futures	2345.32	2345.32	2344.78	2345.05	148.0
2016-09-26 00:40:00	ES	Futures	2345.05	2345.32	2345.05	2345.05	46.0
2016-09-26 00:45:00	ES	Futures	2345.05	2345.59	2345.05	2345.32	56.0
2016-09-26 00:50:00	ES	Futures	2345.32	2345.59	2345.32	2345.59	58.0
2016-09-26 00:55:00	ES	Futures	2345.32	2346.14	2345.32	2345.87	218.0
2016-09-26 01:00:00	ES	Futures	2346.14	2346.14	2345.59	2345.87	203.0
2016-09-26 01:05:00	ES	Futures	2345.87	2346.14	2345.87	2345.87	115.0
2016-09-26 01:10:00	ES	Futures	2345.59	2346.14	2345.32	2345.87	215.0
2016-09-26 01:15:00	ES	Futures	2345.59	2345.87	2345.32	2345.87	170.0
2016-09-26 01:20:00	ES	Futures	2345.59	2345.87	2345.59	2345.59	47.0
2016-09-26 01:25:00	ES	Futures	2345.59	2345.87	2345.59	2345.59	29.0
2016-09-26 01:30:00	ES	Futures	2345.59	2345.59	2344.5	2344.5	318.0
2016-09-26 01:35:00	ES	Futures	2344.5	2345.05	2344.5	2344.78	537.0
2016-09-26 01:40:00	ES	Futures	2344.5	2345.32	2344.5	2345.32	376.0
2016-09-26 01:45:00	ES	Futures	2345.32	2345.32	2344.5	2344.78	338.0
2016-09-26 01:50:00	ES	Futures	2344.5	2344.78	2343.14	2343.42	1429.0
2016-09-26 01:55:00	ES	Futures	2343.42	2343.69	2343.14	2343.42	557.0
2016-09-26 02:00:00	ES	Futures	2343.69	2344.5	2343.14	2344.5	918.0
2016-09-26 02:05:00	ES	Futures	2344.78	2345.05	2344.23	2344.78	687.0
2016-09-26 02:10:00	ES	Futures	2345.05	2345.05	2344.23	2344.5	640.0
2016-09-26 02:15:00	ES	Futures	2344.78	2344.78	2343.14	2343.42	964.0
2016-09-26 02:20:00	ES	Futures	2343.42	2343.69	2343.14	2343.42	381.0
2016-09-26 02:25:00	ES	Futures	2343.42	2344.23	2343.42	2343.69	314.0
2016-09-26 02:30:00	ES	Futures	2343.69	2344.23	2343.69	2343.69	589.0
2016-09-26 02:35:00	ES	Futures	2343.96	2344.5	2343.96	2343.96	439.0
2016-09-26 02:40:00	ES	Futures	2343.96	2344.5	2343.96	2344.5	794.0
2016-09-26 02:45:00	ES	Futures	2344.5	2344.5	2343.96	2344.5	823.0
2016-09-26 02:50:00	ES	Futures	2344.5	2344.5	2343.69	2344.23	827.0
2016-09-26 02:55:00	ES	Futures	2343.96	2345.05	2343.96	2344.78	484.0
2016-09-26 03:00:00	ES	Futures	2344.78	2344.78	2343.42	2343.42	3121.0
2016-09-26 03:05:00	ES	Futures	2343.69	2344.23	2343.14	2343.96	4052.0
2016-09-26 03:10:00	ES	Futures	2343.69	2344.23	2342.87	2343.14	2393.0
2016-09-26 03:15:00	ES	Futures	2343.14	2343.14	2341.51	2342.33	3268.0
2016-09-26 03:20:00	ES	Futures	2342.33	2342.33	2340.97	2341.24	3063.0
2016-09-26 03:25:00	ES	Futures	2340.97	2341.24	2339.06	2339.34	7957.0
2016-09-26 03:30:00	ES	Futures	2339.34	2339.61	2338.25	2339.61	3519.0
2016-09-26 03:35:00	ES	Futures	2339.34	2339.88	2337.97	2338.25	4064.0
2016-09-26 03:40:00	ES	Futures	2338.25	2338.52	2334.98	2335.8	7966.0
2016-09-26 03:45:00	ES	Futures	2335.53	2336.34	2335.53	2336.07	2849.0
2016-09-26 03:50:00	ES	Futures	2335.8	2336.07	2333.62	2333.89	4852.0
2016-09-26 03:55:00	ES	Futures	2334.17	2336.61	2333.62	2336.34	3942.0
2016-09-26 04:00:00	ES	Futures	2336.07	2337.16	2335.8	2336.34	8512.0
2016-09-26 04:05:00	ES	Futures	2336.61	2336.61	2334.44	2334.71	3494.0

> showing 50 of 15,063 rows — these rows as CSV

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