PREVIEW / futures_5min / 2016-11-10

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-10.parquet
  size:    306 KB
  rows:    16,411

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
2016-11-10 00:00:00	ES	Futures	2349.67	2350.76	2349.4	2350.76	491.0
2016-11-10 00:05:00	ES	Futures	2350.76	2353.21	2350.49	2352.94	1869.0
2016-11-10 00:10:00	ES	Futures	2353.21	2355.39	2352.94	2355.39	1666.0
2016-11-10 00:15:00	ES	Futures	2355.12	2358.65	2355.12	2358.11	3397.0
2016-11-10 00:20:00	ES	Futures	2358.11	2362.19	2358.11	2361.65	4800.0
2016-11-10 00:25:00	ES	Futures	2361.65	2362.19	2360.29	2361.92	2584.0
2016-11-10 00:30:00	ES	Futures	2361.92	2362.46	2359.2	2359.47	1469.0
2016-11-10 00:35:00	ES	Futures	2359.74	2360.29	2358.11	2358.65	1292.0
2016-11-10 00:40:00	ES	Futures	2358.65	2358.92	2357.84	2358.38	857.0
2016-11-10 00:45:00	ES	Futures	2358.38	2359.2	2357.84	2358.38	1135.0
2016-11-10 00:50:00	ES	Futures	2358.38	2358.65	2357.84	2358.11	289.0
2016-11-10 00:55:00	ES	Futures	2358.11	2358.65	2357.84	2358.11	652.0
2016-11-10 01:00:00	ES	Futures	2358.11	2359.2	2357.29	2357.29	1000.0
2016-11-10 01:05:00	ES	Futures	2357.29	2358.11	2356.48	2357.02	919.0
2016-11-10 01:10:00	ES	Futures	2357.02	2357.29	2356.48	2356.75	866.0
2016-11-10 01:15:00	ES	Futures	2356.75	2358.11	2355.66	2357.02	1126.0
2016-11-10 01:20:00	ES	Futures	2357.02	2357.56	2356.75	2356.75	326.0
2016-11-10 01:25:00	ES	Futures	2357.02	2358.65	2356.75	2358.38	615.0
2016-11-10 01:30:00	ES	Futures	2358.38	2359.74	2358.38	2359.47	750.0
2016-11-10 01:35:00	ES	Futures	2359.47	2359.74	2358.11	2358.38	561.0
2016-11-10 01:40:00	ES	Futures	2358.38	2358.38	2357.02	2357.84	596.0
2016-11-10 01:45:00	ES	Futures	2357.84	2358.65	2357.56	2357.56	283.0
2016-11-10 01:50:00	ES	Futures	2357.56	2358.11	2357.02	2357.29	424.0
2016-11-10 01:55:00	ES	Futures	2357.02	2357.29	2355.66	2355.93	660.0
2016-11-10 02:00:00	ES	Futures	2355.93	2357.84	2355.93	2357.02	1496.0
2016-11-10 02:05:00	ES	Futures	2357.29	2357.84	2356.48	2357.56	1026.0
2016-11-10 02:10:00	ES	Futures	2357.29	2358.92	2357.29	2358.65	854.0
2016-11-10 02:15:00	ES	Futures	2358.38	2359.2	2357.29	2358.11	1404.0
2016-11-10 02:20:00	ES	Futures	2358.38	2359.47	2358.38	2358.92	1064.0
2016-11-10 02:25:00	ES	Futures	2358.92	2359.2	2358.11	2358.65	1144.0
2016-11-10 02:30:00	ES	Futures	2358.92	2358.92	2357.29	2358.38	1304.0
2016-11-10 02:35:00	ES	Futures	2358.38	2358.65	2357.84	2357.84	870.0
2016-11-10 02:40:00	ES	Futures	2357.84	2359.74	2357.84	2359.47	1833.0
2016-11-10 02:45:00	ES	Futures	2359.47	2360.01	2358.65	2358.92	1715.0
2016-11-10 02:50:00	ES	Futures	2358.92	2361.65	2358.11	2361.65	2200.0
2016-11-10 02:55:00	ES	Futures	2361.65	2364.09	2360.83	2361.92	3737.0
2016-11-10 03:00:00	ES	Futures	2361.65	2363.55	2360.29	2361.1	6884.0
2016-11-10 03:05:00	ES	Futures	2360.83	2361.37	2359.2	2359.2	3413.0
2016-11-10 03:10:00	ES	Futures	2359.47	2362.73	2358.65	2362.73	4242.0
2016-11-10 03:15:00	ES	Futures	2362.73	2367.09	2362.46	2366.82	12053.0
2016-11-10 03:20:00	ES	Futures	2366.82	2372.53	2366.82	2371.98	15792.0
2016-11-10 03:25:00	ES	Futures	2372.26	2373.07	2370.62	2371.71	7339.0
2016-11-10 03:30:00	ES	Futures	2371.44	2371.98	2369.81	2370.62	6770.0
2016-11-10 03:35:00	ES	Futures	2370.9	2371.44	2369.81	2370.35	4567.0
2016-11-10 03:40:00	ES	Futures	2370.08	2371.17	2369.54	2369.81	4081.0
2016-11-10 03:45:00	ES	Futures	2369.54	2369.81	2366.54	2367.09	7815.0
2016-11-10 03:50:00	ES	Futures	2367.09	2368.45	2366.82	2367.9	4015.0
2016-11-10 03:55:00	ES	Futures	2367.63	2370.35	2366.27	2368.99	5087.0
2016-11-10 04:00:00	ES	Futures	2369.26	2369.54	2366.54	2366.54	2984.0
2016-11-10 04:05:00	ES	Futures	2366.82	2368.72	2366.54	2367.63	3381.0

> showing 50 of 16,411 rows — these rows as CSV

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