PREVIEW / futures_5min / 2016-12-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-16.parquet
  size:    220 KB
  rows:    12,871

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
2016-12-16 00:00:00	ES	Futures	2465.29	2465.56	2464.74	2465.29	269.0
2016-12-16 00:05:00	ES	Futures	2465.56	2465.56	2464.74	2465.01	85.0
2016-12-16 00:10:00	ES	Futures	2465.01	2465.29	2464.74	2464.74	98.0
2016-12-16 00:15:00	ES	Futures	2465.01	2465.56	2465.01	2465.01	216.0
2016-12-16 00:20:00	ES	Futures	2465.01	2465.29	2464.47	2464.47	199.0
2016-12-16 00:25:00	ES	Futures	2464.74	2465.01	2464.47	2465.01	74.0
2016-12-16 00:30:00	ES	Futures	2464.74	2465.29	2464.74	2465.29	123.0
2016-12-16 00:35:00	ES	Futures	2465.29	2465.29	2464.74	2464.74	156.0
2016-12-16 00:40:00	ES	Futures	2465.01	2465.29	2464.74	2465.29	197.0
2016-12-16 00:45:00	ES	Futures	2465.29	2466.1	2465.01	2465.83	801.0
2016-12-16 00:50:00	ES	Futures	2465.83	2466.1	2465.56	2466.1	237.0
2016-12-16 00:55:00	ES	Futures	2465.83	2466.1	2465.56	2465.56	230.0
2016-12-16 01:00:00	ES	Futures	2465.83	2465.83	2465.29	2465.56	205.0
2016-12-16 01:05:00	ES	Futures	2465.56	2465.83	2465.56	2465.83	79.0
2016-12-16 01:10:00	ES	Futures	2465.56	2465.83	2465.29	2465.83	113.0
2016-12-16 01:15:00	ES	Futures	2465.83	2466.1	2465.56	2465.83	271.0
2016-12-16 01:20:00	ES	Futures	2465.83	2466.1	2465.56	2465.83	193.0
2016-12-16 01:25:00	ES	Futures	2465.83	2465.83	2465.56	2465.83	53.0
2016-12-16 01:30:00	ES	Futures	2465.83	2466.1	2465.56	2466.1	96.0
2016-12-16 01:35:00	ES	Futures	2466.1	2466.1	2465.83	2466.1	39.0
2016-12-16 01:40:00	ES	Futures	2466.1	2466.1	2465.56	2465.83	175.0
2016-12-16 01:45:00	ES	Futures	2465.83	2465.83	2465.29	2465.56	105.0
2016-12-16 01:50:00	ES	Futures	2465.56	2465.83	2465.29	2465.56	63.0
2016-12-16 01:55:00	ES	Futures	2465.56	2465.83	2465.29	2465.56	75.0
2016-12-16 02:00:00	ES	Futures	2465.56	2465.83	2465.01	2465.01	648.0
2016-12-16 02:05:00	ES	Futures	2465.01	2465.29	2464.74	2465.01	444.0
2016-12-16 02:10:00	ES	Futures	2465.01	2465.56	2465.01	2465.56	144.0
2016-12-16 02:15:00	ES	Futures	2465.29	2465.56	2465.29	2465.29	159.0
2016-12-16 02:20:00	ES	Futures	2465.29	2465.56	2465.29	2465.56	101.0
2016-12-16 02:25:00	ES	Futures	2465.29	2465.56	2465.29	2465.29	293.0
2016-12-16 02:30:00	ES	Futures	2465.56	2465.56	2465.01	2465.29	456.0
2016-12-16 02:35:00	ES	Futures	2465.29	2465.56	2465.01	2465.29	225.0
2016-12-16 02:40:00	ES	Futures	2465.01	2465.29	2465.01	2465.01	442.0
2016-12-16 02:45:00	ES	Futures	2465.01	2465.56	2464.74	2465.01	388.0
2016-12-16 02:50:00	ES	Futures	2465.01	2465.01	2463.65	2464.19	1542.0
2016-12-16 02:55:00	ES	Futures	2463.92	2465.29	2463.92	2465.01	510.0
2016-12-16 03:00:00	ES	Futures	2465.01	2466.65	2464.74	2466.1	2635.0
2016-12-16 03:05:00	ES	Futures	2466.38	2466.38	2465.01	2465.01	1898.0
2016-12-16 03:10:00	ES	Futures	2465.01	2465.56	2464.74	2464.74	1012.0
2016-12-16 03:15:00	ES	Futures	2464.74	2465.01	2463.1	2463.38	2229.0
2016-12-16 03:20:00	ES	Futures	2463.38	2463.38	2462.56	2462.83	1335.0
2016-12-16 03:25:00	ES	Futures	2462.83	2463.1	2462.29	2462.83	1024.0
2016-12-16 03:30:00	ES	Futures	2462.56	2462.83	2462.29	2462.56	577.0
2016-12-16 03:35:00	ES	Futures	2462.29	2463.38	2462.01	2462.56	1703.0
2016-12-16 03:40:00	ES	Futures	2462.83	2463.1	2462.56	2462.83	658.0
2016-12-16 03:45:00	ES	Futures	2462.83	2463.1	2462.56	2463.1	534.0
2016-12-16 03:50:00	ES	Futures	2463.1	2463.65	2462.83	2463.65	1213.0
2016-12-16 03:55:00	ES	Futures	2463.65	2464.19	2463.65	2464.19	1555.0
2016-12-16 04:00:00	ES	Futures	2464.19	2464.19	2463.65	2463.92	513.0
2016-12-16 04:05:00	ES	Futures	2463.65	2464.19	2463.65	2463.92	600.0

> showing 50 of 12,871 rows — these rows as CSV

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