PREVIEW / futures_5min / 2017-04-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-06.parquet
  size:    244 KB
  rows:    15,599

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
2017-04-06 00:00:00	ES	Futures	2559.35	2559.35	2558.53	2559.08	319.0
2017-04-06 00:05:00	ES	Futures	2558.8	2559.08	2558.53	2559.08	270.0
2017-04-06 00:10:00	ES	Futures	2559.08	2559.35	2558.8	2559.35	415.0
2017-04-06 00:15:00	ES	Futures	2559.08	2559.35	2558.26	2558.26	300.0
2017-04-06 00:20:00	ES	Futures	2558.26	2558.8	2558.26	2558.53	315.0
2017-04-06 00:25:00	ES	Futures	2558.8	2558.8	2557.71	2558.53	882.0
2017-04-06 00:30:00	ES	Futures	2558.26	2558.53	2557.71	2557.98	224.0
2017-04-06 00:35:00	ES	Futures	2557.98	2558.26	2557.71	2557.98	290.0
2017-04-06 00:40:00	ES	Futures	2557.98	2558.53	2557.98	2558.26	293.0
2017-04-06 00:45:00	ES	Futures	2558.53	2558.53	2557.98	2558.26	168.0
2017-04-06 00:50:00	ES	Futures	2558.26	2558.53	2557.98	2557.98	119.0
2017-04-06 00:55:00	ES	Futures	2558.26	2559.08	2557.98	2559.08	268.0
2017-04-06 01:00:00	ES	Futures	2558.8	2559.08	2558.53	2558.53	346.0
2017-04-06 01:05:00	ES	Futures	2558.53	2558.53	2557.71	2557.71	340.0
2017-04-06 01:10:00	ES	Futures	2557.71	2558.53	2557.71	2558.26	383.0
2017-04-06 01:15:00	ES	Futures	2557.98	2558.26	2557.44	2557.44	224.0
2017-04-06 01:20:00	ES	Futures	2557.71	2557.71	2557.16	2557.16	554.0
2017-04-06 01:25:00	ES	Futures	2557.16	2558.26	2556.89	2558.26	590.0
2017-04-06 01:30:00	ES	Futures	2557.98	2558.53	2557.71	2558.53	184.0
2017-04-06 01:35:00	ES	Futures	2558.53	2559.08	2557.98	2557.98	1273.0
2017-04-06 01:40:00	ES	Futures	2558.26	2558.53	2557.71	2557.71	278.0
2017-04-06 01:45:00	ES	Futures	2557.98	2558.53	2557.71	2558.26	114.0
2017-04-06 01:50:00	ES	Futures	2558.26	2558.53	2557.71	2557.71	500.0
2017-04-06 01:55:00	ES	Futures	2557.71	2558.8	2557.44	2558.53	325.0
2017-04-06 02:00:00	ES	Futures	2558.53	2560.17	2557.98	2560.17	1862.0
2017-04-06 02:05:00	ES	Futures	2559.9	2560.99	2559.9	2560.72	1905.0
2017-04-06 02:10:00	ES	Futures	2560.72	2560.99	2560.44	2560.72	973.0
2017-04-06 02:15:00	ES	Futures	2560.72	2561.81	2560.72	2561.81	1361.0
2017-04-06 02:20:00	ES	Futures	2561.81	2562.63	2561.81	2562.08	1301.0
2017-04-06 02:25:00	ES	Futures	2561.81	2562.08	2561.53	2561.53	648.0
2017-04-06 02:30:00	ES	Futures	2561.53	2562.63	2561.53	2562.35	866.0
2017-04-06 02:35:00	ES	Futures	2562.35	2562.9	2562.08	2562.63	861.0
2017-04-06 02:40:00	ES	Futures	2562.63	2563.17	2562.63	2562.9	906.0
2017-04-06 02:45:00	ES	Futures	2562.9	2563.17	2561.26	2561.26	1295.0
2017-04-06 02:50:00	ES	Futures	2561.26	2561.81	2560.44	2560.99	1615.0
2017-04-06 02:55:00	ES	Futures	2561.26	2561.53	2559.9	2560.44	1288.0
2017-04-06 03:00:00	ES	Futures	2560.44	2562.35	2559.9	2560.99	3265.0
2017-04-06 03:05:00	ES	Futures	2560.99	2561.26	2558.8	2560.99	4009.0
2017-04-06 03:10:00	ES	Futures	2560.72	2561.26	2558.53	2558.8	2777.0
2017-04-06 03:15:00	ES	Futures	2558.8	2559.35	2556.62	2557.71	5152.0
2017-04-06 03:20:00	ES	Futures	2557.71	2560.44	2557.71	2560.17	2888.0
2017-04-06 03:25:00	ES	Futures	2559.9	2560.72	2558.8	2559.08	2368.0
2017-04-06 03:30:00	ES	Futures	2558.8	2559.35	2557.44	2557.44	2778.0
2017-04-06 03:35:00	ES	Futures	2557.44	2558.53	2556.62	2558.53	2481.0
2017-04-06 03:40:00	ES	Futures	2558.53	2559.9	2558.26	2559.35	1637.0
2017-04-06 03:45:00	ES	Futures	2559.35	2559.35	2558.26	2558.26	1187.0
2017-04-06 03:50:00	ES	Futures	2558.26	2559.62	2558.26	2559.35	1532.0
2017-04-06 03:55:00	ES	Futures	2559.08	2560.17	2558.53	2558.8	1948.0
2017-04-06 04:00:00	ES	Futures	2559.08	2559.35	2558.53	2559.08	998.0
2017-04-06 04:05:00	ES	Futures	2559.08	2560.17	2559.08	2559.9	1027.0

> showing 50 of 15,599 rows — these rows as CSV

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