PREVIEW / futures_5min / 2016-10-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-18.parquet
  size:    224 KB
  rows:    15,145

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
2016-10-18 00:00:00	ES	Futures	2317.02	2317.84	2317.02	2317.57	669.0
2016-10-18 00:05:00	ES	Futures	2317.3	2317.57	2317.3	2317.3	111.0
2016-10-18 00:10:00	ES	Futures	2317.3	2317.57	2317.3	2317.57	158.0
2016-10-18 00:15:00	ES	Futures	2317.57	2317.84	2317.3	2317.3	214.0
2016-10-18 00:20:00	ES	Futures	2317.3	2317.57	2317.02	2317.3	228.0
2016-10-18 00:25:00	ES	Futures	2317.3	2317.3	2317.02	2317.3	119.0
2016-10-18 00:30:00	ES	Futures	2317.02	2317.3	2317.02	2317.02	91.0
2016-10-18 00:35:00	ES	Futures	2317.02	2317.57	2317.02	2317.57	160.0
2016-10-18 00:40:00	ES	Futures	2317.3	2317.3	2316.75	2317.02	356.0
2016-10-18 00:45:00	ES	Futures	2316.75	2317.3	2316.75	2316.75	112.0
2016-10-18 00:50:00	ES	Futures	2317.02	2317.02	2316.21	2316.48	233.0
2016-10-18 00:55:00	ES	Futures	2316.21	2317.02	2316.21	2317.02	311.0
2016-10-18 01:00:00	ES	Futures	2317.02	2317.02	2316.75	2317.02	248.0
2016-10-18 01:05:00	ES	Futures	2317.02	2317.02	2316.48	2317.02	151.0
2016-10-18 01:10:00	ES	Futures	2317.02	2317.02	2316.75	2317.02	166.0
2016-10-18 01:15:00	ES	Futures	2317.3	2317.3	2317.02	2317.02	112.0
2016-10-18 01:20:00	ES	Futures	2317.02	2317.02	2316.48	2316.75	227.0
2016-10-18 01:25:00	ES	Futures	2316.75	2317.57	2316.75	2317.3	329.0
2016-10-18 01:30:00	ES	Futures	2317.57	2317.57	2317.02	2317.3	335.0
2016-10-18 01:35:00	ES	Futures	2317.3	2317.84	2317.02	2317.84	287.0
2016-10-18 01:40:00	ES	Futures	2317.84	2320.02	2317.57	2318.93	3545.0
2016-10-18 01:45:00	ES	Futures	2318.93	2318.93	2318.39	2318.66	352.0
2016-10-18 01:50:00	ES	Futures	2318.39	2319.47	2318.39	2319.2	593.0
2016-10-18 01:55:00	ES	Futures	2319.2	2319.47	2318.66	2318.93	458.0
2016-10-18 02:00:00	ES	Futures	2318.93	2319.47	2318.66	2319.2	1265.0
2016-10-18 02:05:00	ES	Futures	2319.2	2319.47	2318.93	2318.93	701.0
2016-10-18 02:10:00	ES	Futures	2318.93	2319.47	2318.66	2318.93	666.0
2016-10-18 02:15:00	ES	Futures	2318.93	2319.2	2318.66	2318.66	300.0
2016-10-18 02:20:00	ES	Futures	2318.93	2318.93	2318.11	2318.39	885.0
2016-10-18 02:25:00	ES	Futures	2318.39	2319.2	2318.39	2318.93	553.0
2016-10-18 02:30:00	ES	Futures	2319.2	2319.2	2318.39	2318.39	265.0
2016-10-18 02:35:00	ES	Futures	2318.39	2318.93	2318.39	2318.66	234.0
2016-10-18 02:40:00	ES	Futures	2318.93	2318.93	2318.39	2318.66	254.0
2016-10-18 02:45:00	ES	Futures	2318.66	2318.66	2317.84	2317.84	512.0
2016-10-18 02:50:00	ES	Futures	2317.84	2318.39	2317.57	2318.11	626.0
2016-10-18 02:55:00	ES	Futures	2318.39	2319.47	2317.84	2318.66	904.0
2016-10-18 03:00:00	ES	Futures	2318.93	2319.47	2318.11	2318.66	1801.0
2016-10-18 03:05:00	ES	Futures	2318.66	2320.02	2317.84	2320.02	3390.0
2016-10-18 03:10:00	ES	Futures	2320.02	2320.56	2319.47	2319.75	3107.0
2016-10-18 03:15:00	ES	Futures	2320.02	2320.56	2319.75	2320.29	1509.0
2016-10-18 03:20:00	ES	Futures	2320.56	2321.65	2320.29	2321.11	4444.0
2016-10-18 03:25:00	ES	Futures	2321.11	2321.65	2320.83	2321.38	2064.0
2016-10-18 03:30:00	ES	Futures	2321.11	2321.38	2320.56	2321.11	1306.0
2016-10-18 03:35:00	ES	Futures	2321.11	2321.92	2321.11	2321.38	1354.0
2016-10-18 03:40:00	ES	Futures	2321.65	2321.92	2320.83	2321.38	926.0
2016-10-18 03:45:00	ES	Futures	2321.38	2322.19	2320.83	2321.11	1373.0
2016-10-18 03:50:00	ES	Futures	2321.11	2321.65	2320.83	2321.11	927.0
2016-10-18 03:55:00	ES	Futures	2321.11	2321.92	2320.83	2321.92	918.0
2016-10-18 04:00:00	ES	Futures	2321.65	2322.19	2321.11	2321.92	1197.0
2016-10-18 04:05:00	ES	Futures	2321.92	2322.74	2321.65	2322.19	2053.0

> showing 50 of 15,145 rows — these rows as CSV

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