PREVIEW / futures_5min / 2017-02-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-09.parquet
  size:    255 KB
  rows:    15,831

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
2017-02-09 00:00:00	ES	Futures	2499.11	2499.11	2498.84	2499.11	249.0
2017-02-09 00:05:00	ES	Futures	2499.11	2499.11	2498.84	2499.11	37.0
2017-02-09 00:10:00	ES	Futures	2499.11	2499.11	2498.84	2498.84	182.0
2017-02-09 00:15:00	ES	Futures	2499.11	2499.38	2498.84	2499.38	205.0
2017-02-09 00:20:00	ES	Futures	2499.11	2499.93	2499.11	2499.65	776.0
2017-02-09 00:25:00	ES	Futures	2499.65	2499.93	2499.11	2499.38	277.0
2017-02-09 00:30:00	ES	Futures	2499.65	2499.65	2499.11	2499.38	161.0
2017-02-09 00:35:00	ES	Futures	2499.38	2499.38	2498.84	2498.84	256.0
2017-02-09 00:40:00	ES	Futures	2498.84	2499.11	2498.84	2498.84	110.0
2017-02-09 00:45:00	ES	Futures	2498.84	2499.11	2498.56	2498.56	275.0
2017-02-09 00:50:00	ES	Futures	2498.56	2498.84	2498.02	2498.02	295.0
2017-02-09 00:55:00	ES	Futures	2498.02	2498.29	2497.75	2498.29	224.0
2017-02-09 01:00:00	ES	Futures	2498.29	2498.56	2498.02	2498.02	153.0
2017-02-09 01:05:00	ES	Futures	2498.02	2498.56	2498.02	2498.29	104.0
2017-02-09 01:10:00	ES	Futures	2498.29	2499.11	2498.29	2498.56	284.0
2017-02-09 01:15:00	ES	Futures	2498.84	2498.84	2498.56	2498.84	83.0
2017-02-09 01:20:00	ES	Futures	2498.56	2498.84	2498.56	2498.56	45.0
2017-02-09 01:25:00	ES	Futures	2498.84	2498.84	2498.56	2498.56	26.0
2017-02-09 01:30:00	ES	Futures	2498.84	2498.84	2498.56	2498.84	8.0
2017-02-09 01:35:00	ES	Futures	2498.56	2498.84	2498.56	2498.84	64.0
2017-02-09 01:40:00	ES	Futures	2498.84	2498.84	2498.56	2498.56	188.0
2017-02-09 01:45:00	ES	Futures	2498.56	2498.56	2498.02	2498.29	110.0
2017-02-09 01:50:00	ES	Futures	2498.29	2498.56	2498.29	2498.56	25.0
2017-02-09 01:55:00	ES	Futures	2498.56	2498.84	2498.29	2498.84	140.0
2017-02-09 02:00:00	ES	Futures	2498.84	2499.11	2498.84	2499.11	334.0
2017-02-09 02:05:00	ES	Futures	2499.11	2499.38	2499.11	2499.38	429.0
2017-02-09 02:10:00	ES	Futures	2499.38	2499.38	2498.84	2498.84	260.0
2017-02-09 02:15:00	ES	Futures	2498.84	2499.11	2498.56	2498.56	238.0
2017-02-09 02:20:00	ES	Futures	2498.84	2499.38	2498.56	2499.11	322.0
2017-02-09 02:25:00	ES	Futures	2499.38	2499.38	2498.56	2498.56	658.0
2017-02-09 02:30:00	ES	Futures	2498.56	2499.11	2498.56	2499.11	123.0
2017-02-09 02:35:00	ES	Futures	2499.11	2499.11	2498.84	2499.11	43.0
2017-02-09 02:40:00	ES	Futures	2498.84	2499.38	2498.84	2499.11	367.0
2017-02-09 02:45:00	ES	Futures	2499.11	2499.65	2498.84	2499.65	406.0
2017-02-09 02:50:00	ES	Futures	2499.38	2499.65	2499.38	2499.38	228.0
2017-02-09 02:55:00	ES	Futures	2499.38	2499.65	2499.11	2499.38	421.0
2017-02-09 03:00:00	ES	Futures	2499.11	2500.47	2499.11	2500.2	3390.0
2017-02-09 03:05:00	ES	Futures	2499.93	2500.75	2499.93	2500.47	2305.0
2017-02-09 03:10:00	ES	Futures	2500.47	2500.47	2499.38	2499.65	1035.0
2017-02-09 03:15:00	ES	Futures	2499.65	2500.47	2499.65	2500.47	1267.0
2017-02-09 03:20:00	ES	Futures	2500.2	2500.75	2500.2	2500.75	1053.0
2017-02-09 03:25:00	ES	Futures	2500.75	2501.02	2499.65	2499.93	1815.0
2017-02-09 03:30:00	ES	Futures	2499.93	2499.93	2499.38	2499.65	819.0
2017-02-09 03:35:00	ES	Futures	2499.65	2499.93	2498.84	2498.84	687.0
2017-02-09 03:40:00	ES	Futures	2498.56	2499.11	2498.29	2498.56	950.0
2017-02-09 03:45:00	ES	Futures	2498.56	2499.11	2497.47	2498.02	2397.0
2017-02-09 03:50:00	ES	Futures	2498.02	2498.84	2497.47	2498.56	1206.0
2017-02-09 03:55:00	ES	Futures	2498.56	2499.11	2498.56	2499.11	299.0
2017-02-09 04:00:00	ES	Futures	2498.84	2499.38	2498.84	2499.38	658.0
2017-02-09 04:05:00	ES	Futures	2499.38	2499.38	2498.84	2498.84	636.0

> showing 50 of 15,831 rows — these rows as CSV

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