PREVIEW / futures_5min / 2016-12-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-11.parquet
  size:    51 KB
  rows:    2,457

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
2016-12-11 18:00:00	ES	Futures	2460.41	2465.04	2459.59	2464.49	3684.0
2016-12-11 18:05:00	ES	Futures	2464.49	2468.03	2463.95	2467.76	2015.0
2016-12-11 18:10:00	ES	Futures	2468.03	2470.75	2467.76	2470.75	3633.0
2016-12-11 18:15:00	ES	Futures	2470.75	2470.75	2467.21	2467.48	2204.0
2016-12-11 18:20:00	ES	Futures	2467.21	2467.76	2466.67	2467.21	673.0
2016-12-11 18:25:00	ES	Futures	2467.21	2467.21	2466.4	2466.67	408.0
2016-12-11 18:30:00	ES	Futures	2466.4	2467.21	2465.85	2467.21	224.0
2016-12-11 18:35:00	ES	Futures	2466.94	2467.76	2466.94	2467.48	291.0
2016-12-11 18:40:00	ES	Futures	2467.48	2467.76	2466.94	2467.21	299.0
2016-12-11 18:45:00	ES	Futures	2467.21	2467.48	2466.67	2466.94	189.0
2016-12-11 18:50:00	ES	Futures	2466.67	2466.94	2465.85	2465.85	380.0
2016-12-11 18:55:00	ES	Futures	2465.85	2465.85	2465.04	2465.31	449.0
2016-12-11 19:00:00	ES	Futures	2465.31	2465.85	2465.04	2465.85	417.0
2016-12-11 19:05:00	ES	Futures	2465.85	2465.85	2465.04	2465.31	358.0
2016-12-11 19:10:00	ES	Futures	2465.31	2465.58	2464.49	2465.58	576.0
2016-12-11 19:15:00	ES	Futures	2465.58	2465.85	2465.04	2465.04	420.0
2016-12-11 19:20:00	ES	Futures	2465.04	2465.31	2464.76	2465.04	148.0
2016-12-11 19:25:00	ES	Futures	2464.76	2466.12	2464.76	2465.85	408.0
2016-12-11 19:30:00	ES	Futures	2465.58	2465.85	2464.49	2464.76	171.0
2016-12-11 19:35:00	ES	Futures	2464.76	2465.04	2463.95	2465.04	411.0
2016-12-11 19:40:00	ES	Futures	2464.76	2464.76	2464.49	2464.76	48.0
2016-12-11 19:45:00	ES	Futures	2464.49	2465.58	2464.49	2465.04	147.0
2016-12-11 19:50:00	ES	Futures	2465.31	2465.31	2464.49	2464.76	78.0
2016-12-11 19:55:00	ES	Futures	2464.76	2465.04	2464.49	2464.76	140.0
2016-12-11 20:00:00	ES	Futures	2464.49	2464.49	2462.86	2463.13	694.0
2016-12-11 20:05:00	ES	Futures	2463.13	2463.13	2462.31	2462.59	477.0
2016-12-11 20:10:00	ES	Futures	2462.59	2463.4	2462.59	2463.4	313.0
2016-12-11 20:15:00	ES	Futures	2463.13	2463.95	2463.13	2463.4	324.0
2016-12-11 20:20:00	ES	Futures	2463.4	2463.68	2463.13	2463.68	88.0
2016-12-11 20:25:00	ES	Futures	2463.68	2464.22	2463.68	2463.95	89.0
2016-12-11 20:30:00	ES	Futures	2463.95	2464.22	2463.13	2463.13	264.0
2016-12-11 20:35:00	ES	Futures	2463.4	2463.68	2463.13	2463.4	72.0
2016-12-11 20:40:00	ES	Futures	2463.4	2463.4	2462.59	2462.86	60.0
2016-12-11 20:45:00	ES	Futures	2462.59	2462.59	2461.5	2461.77	301.0
2016-12-11 20:50:00	ES	Futures	2461.5	2462.04	2461.23	2461.77	198.0
2016-12-11 20:55:00	ES	Futures	2462.04	2462.04	2460.68	2461.23	354.0
2016-12-11 21:00:00	ES	Futures	2460.95	2461.23	2460.41	2460.95	485.0
2016-12-11 21:05:00	ES	Futures	2460.95	2460.95	2459.59	2459.59	857.0
2016-12-11 21:10:00	ES	Futures	2459.59	2460.14	2458.23	2458.23	802.0
2016-12-11 21:15:00	ES	Futures	2458.23	2459.05	2457.96	2459.05	473.0
2016-12-11 21:20:00	ES	Futures	2459.05	2459.05	2457.96	2458.51	633.0
2016-12-11 21:25:00	ES	Futures	2458.51	2458.78	2457.96	2458.51	930.0
2016-12-11 21:30:00	ES	Futures	2458.78	2459.59	2458.78	2459.59	185.0
2016-12-11 21:35:00	ES	Futures	2459.59	2459.59	2459.32	2459.59	279.0
2016-12-11 21:40:00	ES	Futures	2459.32	2459.32	2458.23	2458.78	228.0
2016-12-11 21:45:00	ES	Futures	2458.51	2459.32	2458.51	2459.05	99.0
2016-12-11 21:50:00	ES	Futures	2459.05	2459.32	2458.78	2459.05	87.0
2016-12-11 21:55:00	ES	Futures	2458.78	2458.78	2457.42	2457.42	271.0
2016-12-11 22:00:00	ES	Futures	2457.69	2457.69	2456.6	2457.15	468.0
2016-12-11 22:05:00	ES	Futures	2457.15	2457.69	2457.15	2457.42	117.0

> showing 50 of 2,457 rows — these rows as CSV

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