PREVIEW / futures_5min / 2017-01-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-11.parquet
  size:    271 KB
  rows:    15,595

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
2017-01-11 00:00:00	ES	Futures	2466.65	2466.92	2466.38	2466.65	303.0
2017-01-11 00:05:00	ES	Futures	2466.65	2466.92	2466.38	2466.92	120.0
2017-01-11 00:10:00	ES	Futures	2466.92	2466.92	2466.38	2466.92	190.0
2017-01-11 00:15:00	ES	Futures	2466.92	2466.92	2466.38	2466.65	499.0
2017-01-11 00:20:00	ES	Futures	2466.65	2466.92	2466.65	2466.92	69.0
2017-01-11 00:25:00	ES	Futures	2466.92	2466.92	2466.38	2466.65	436.0
2017-01-11 00:30:00	ES	Futures	2466.38	2466.38	2465.83	2465.83	776.0
2017-01-11 00:35:00	ES	Futures	2465.83	2466.65	2465.83	2466.65	137.0
2017-01-11 00:40:00	ES	Futures	2466.65	2466.65	2466.38	2466.65	110.0
2017-01-11 00:45:00	ES	Futures	2466.65	2466.92	2466.38	2466.92	46.0
2017-01-11 00:50:00	ES	Futures	2466.92	2467.2	2466.65	2467.2	162.0
2017-01-11 00:55:00	ES	Futures	2467.2	2467.47	2466.92	2466.92	374.0
2017-01-11 01:00:00	ES	Futures	2466.92	2467.2	2466.92	2467.2	134.0
2017-01-11 01:05:00	ES	Futures	2466.92	2467.2	2466.92	2467.2	68.0
2017-01-11 01:10:00	ES	Futures	2467.2	2467.2	2466.92	2466.92	178.0
2017-01-11 01:15:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	103.0
2017-01-11 01:20:00	ES	Futures	2466.92	2466.92	2466.65	2466.92	21.0
2017-01-11 01:25:00	ES	Futures	2466.92	2466.92	2466.65	2466.92	134.0
2017-01-11 01:30:00	ES	Futures	2466.92	2467.47	2466.92	2467.2	213.0
2017-01-11 01:35:00	ES	Futures	2467.2	2467.74	2467.2	2467.74	191.0
2017-01-11 01:40:00	ES	Futures	2467.47	2468.01	2467.47	2468.01	599.0
2017-01-11 01:45:00	ES	Futures	2467.74	2468.01	2467.47	2467.74	212.0
2017-01-11 01:50:00	ES	Futures	2468.01	2468.56	2468.01	2468.01	601.0
2017-01-11 01:55:00	ES	Futures	2468.29	2468.29	2468.01	2468.29	66.0
2017-01-11 02:00:00	ES	Futures	2468.29	2468.83	2468.29	2468.56	390.0
2017-01-11 02:05:00	ES	Futures	2468.56	2469.1	2468.56	2468.83	293.0
2017-01-11 02:10:00	ES	Futures	2468.83	2469.1	2468.56	2468.56	237.0
2017-01-11 02:15:00	ES	Futures	2468.56	2468.83	2468.29	2468.56	231.0
2017-01-11 02:20:00	ES	Futures	2468.56	2468.83	2468.01	2468.83	369.0
2017-01-11 02:25:00	ES	Futures	2468.83	2469.1	2468.56	2468.83	330.0
2017-01-11 02:30:00	ES	Futures	2468.83	2469.1	2468.56	2468.56	257.0
2017-01-11 02:35:00	ES	Futures	2468.56	2468.83	2468.56	2468.83	144.0
2017-01-11 02:40:00	ES	Futures	2468.56	2468.83	2468.29	2468.29	152.0
2017-01-11 02:45:00	ES	Futures	2468.29	2468.83	2468.29	2468.29	306.0
2017-01-11 02:50:00	ES	Futures	2468.29	2468.83	2468.29	2468.83	527.0
2017-01-11 02:55:00	ES	Futures	2468.83	2468.83	2468.29	2468.29	207.0
2017-01-11 03:00:00	ES	Futures	2468.56	2469.65	2468.29	2469.1	2381.0
2017-01-11 03:05:00	ES	Futures	2469.1	2469.38	2468.29	2468.83	607.0
2017-01-11 03:10:00	ES	Futures	2468.56	2468.56	2467.47	2467.74	1257.0
2017-01-11 03:15:00	ES	Futures	2467.47	2467.74	2466.65	2466.92	1127.0
2017-01-11 03:20:00	ES	Futures	2467.2	2467.2	2465.83	2466.1	1494.0
2017-01-11 03:25:00	ES	Futures	2466.1	2466.92	2465.56	2466.92	1190.0
2017-01-11 03:30:00	ES	Futures	2466.65	2466.92	2465.83	2466.1	1211.0
2017-01-11 03:35:00	ES	Futures	2466.1	2466.92	2466.1	2466.38	1362.0
2017-01-11 03:40:00	ES	Futures	2466.38	2467.2	2466.38	2466.92	633.0
2017-01-11 03:45:00	ES	Futures	2466.65	2466.92	2465.83	2466.1	978.0
2017-01-11 03:50:00	ES	Futures	2466.1	2466.38	2465.83	2466.38	492.0
2017-01-11 03:55:00	ES	Futures	2466.38	2466.92	2466.1	2466.1	774.0
2017-01-11 04:00:00	ES	Futures	2466.1	2466.92	2466.1	2466.65	938.0
2017-01-11 04:05:00	ES	Futures	2466.65	2467.2	2466.38	2466.38	623.0

> showing 50 of 15,595 rows — these rows as CSV

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