PREVIEW / futures_5min / 2016-10-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-24.parquet
  size:    225 KB
  rows:    15,127

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
2016-10-24 00:00:00	ES	Futures	2326.28	2326.28	2326.0	2326.0	116.0
2016-10-24 00:05:00	ES	Futures	2326.28	2326.55	2326.0	2326.28	339.0
2016-10-24 00:10:00	ES	Futures	2326.28	2326.28	2326.0	2326.28	70.0
2016-10-24 00:15:00	ES	Futures	2326.28	2326.28	2326.28	2326.28	61.0
2016-10-24 00:20:00	ES	Futures	2326.28	2326.55	2326.0	2326.28	235.0
2016-10-24 00:25:00	ES	Futures	2326.28	2326.82	2326.28	2326.55	121.0
2016-10-24 00:30:00	ES	Futures	2326.28	2326.55	2326.0	2326.55	136.0
2016-10-24 00:35:00	ES	Futures	2326.55	2326.55	2326.28	2326.55	46.0
2016-10-24 00:40:00	ES	Futures	2326.28	2326.55	2326.28	2326.55	41.0
2016-10-24 00:45:00	ES	Futures	2326.28	2326.55	2326.0	2326.55	124.0
2016-10-24 00:50:00	ES	Futures	2326.55	2326.55	2326.28	2326.28	45.0
2016-10-24 00:55:00	ES	Futures	2326.28	2326.82	2326.28	2326.55	225.0
2016-10-24 01:00:00	ES	Futures	2326.55	2326.55	2326.28	2326.55	76.0
2016-10-24 01:05:00	ES	Futures	2326.55	2327.09	2326.55	2327.09	240.0
2016-10-24 01:10:00	ES	Futures	2326.82	2327.09	2326.55	2326.55	179.0
2016-10-24 01:15:00	ES	Futures	2326.55	2327.09	2326.55	2327.09	252.0
2016-10-24 01:20:00	ES	Futures	2327.09	2327.36	2326.82	2327.09	192.0
2016-10-24 01:25:00	ES	Futures	2327.09	2327.09	2326.55	2326.55	231.0
2016-10-24 01:30:00	ES	Futures	2326.82	2326.82	2326.55	2326.82	195.0
2016-10-24 01:35:00	ES	Futures	2326.55	2327.09	2326.55	2326.82	373.0
2016-10-24 01:40:00	ES	Futures	2326.82	2327.36	2326.82	2327.09	640.0
2016-10-24 01:45:00	ES	Futures	2327.09	2327.36	2327.09	2327.36	32.0
2016-10-24 01:50:00	ES	Futures	2327.36	2327.36	2327.09	2327.36	202.0
2016-10-24 01:55:00	ES	Futures	2327.36	2327.36	2326.82	2327.09	257.0
2016-10-24 02:00:00	ES	Futures	2327.09	2327.36	2326.55	2327.36	709.0
2016-10-24 02:05:00	ES	Futures	2327.36	2327.36	2327.09	2327.36	126.0
2016-10-24 02:10:00	ES	Futures	2327.36	2328.18	2327.09	2327.91	1046.0
2016-10-24 02:15:00	ES	Futures	2327.91	2327.91	2327.36	2327.36	732.0
2016-10-24 02:20:00	ES	Futures	2327.36	2327.91	2327.36	2327.91	109.0
2016-10-24 02:25:00	ES	Futures	2327.91	2327.91	2327.36	2327.64	122.0
2016-10-24 02:30:00	ES	Futures	2327.64	2327.91	2327.36	2327.91	203.0
2016-10-24 02:35:00	ES	Futures	2327.91	2327.91	2327.64	2327.91	295.0
2016-10-24 02:40:00	ES	Futures	2327.91	2328.72	2327.91	2328.45	674.0
2016-10-24 02:45:00	ES	Futures	2328.45	2328.72	2328.18	2328.18	301.0
2016-10-24 02:50:00	ES	Futures	2328.45	2328.72	2328.18	2328.45	274.0
2016-10-24 02:55:00	ES	Futures	2328.72	2329.0	2328.45	2328.72	995.0
2016-10-24 03:00:00	ES	Futures	2328.72	2330.9	2328.18	2330.9	3721.0
2016-10-24 03:05:00	ES	Futures	2330.9	2332.81	2330.63	2332.53	6367.0
2016-10-24 03:10:00	ES	Futures	2332.53	2333.08	2332.26	2332.81	2686.0
2016-10-24 03:15:00	ES	Futures	2332.81	2333.35	2332.53	2332.53	2331.0
2016-10-24 03:20:00	ES	Futures	2332.81	2333.08	2332.53	2332.53	1098.0
2016-10-24 03:25:00	ES	Futures	2332.81	2333.08	2332.26	2332.53	1161.0
2016-10-24 03:30:00	ES	Futures	2332.81	2333.35	2332.26	2332.53	1994.0
2016-10-24 03:35:00	ES	Futures	2332.26	2335.25	2332.26	2334.71	4099.0
2016-10-24 03:40:00	ES	Futures	2334.44	2336.07	2334.44	2335.25	3795.0
2016-10-24 03:45:00	ES	Futures	2335.25	2335.8	2334.98	2335.25	1139.0
2016-10-24 03:50:00	ES	Futures	2335.25	2335.53	2334.98	2334.98	867.0
2016-10-24 03:55:00	ES	Futures	2335.25	2336.34	2334.98	2336.07	1546.0
2016-10-24 04:00:00	ES	Futures	2335.8	2337.16	2335.8	2336.07	3751.0
2016-10-24 04:05:00	ES	Futures	2336.07	2336.34	2335.25	2335.53	1080.0

> showing 50 of 15,127 rows — these rows as CSV

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