PREVIEW / futures_5min / 2017-05-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-15.parquet
  size:    227 KB
  rows:    15,471

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
2017-05-15 00:00:00	ES	Futures	2613.16	2613.43	2613.16	2613.16	29.0
2017-05-15 00:05:00	ES	Futures	2613.16	2613.43	2612.89	2613.16	316.0
2017-05-15 00:10:00	ES	Futures	2613.43	2613.43	2613.43	2613.43	284.0
2017-05-15 00:15:00	ES	Futures	2613.43	2613.43	2613.16	2613.16	17.0
2017-05-15 00:20:00	ES	Futures	2613.43	2613.43	2613.16	2613.16	31.0
2017-05-15 00:25:00	ES	Futures	2613.43	2613.43	2613.16	2613.43	61.0
2017-05-15 00:30:00	ES	Futures	2613.16	2613.43	2612.89	2613.16	117.0
2017-05-15 00:35:00	ES	Futures	2612.89	2613.16	2612.89	2612.89	143.0
2017-05-15 00:40:00	ES	Futures	2612.89	2612.89	2612.61	2612.61	359.0
2017-05-15 00:45:00	ES	Futures	2612.61	2612.89	2612.61	2612.61	164.0
2017-05-15 00:50:00	ES	Futures	2612.61	2612.89	2612.34	2612.34	86.0
2017-05-15 00:55:00	ES	Futures	2612.34	2612.61	2612.34	2612.34	258.0
2017-05-15 01:00:00	ES	Futures	2612.34	2612.89	2612.34	2612.89	84.0
2017-05-15 01:05:00	ES	Futures	2612.61	2612.89	2612.61	2612.61	29.0
2017-05-15 01:10:00	ES	Futures	2612.89	2612.89	2612.34	2612.34	95.0
2017-05-15 01:15:00	ES	Futures	2612.34	2612.61	2612.34	2612.34	50.0
2017-05-15 01:20:00	ES	Futures	2612.34	2612.61	2612.34	2612.34	57.0
2017-05-15 01:25:00	ES	Futures	2612.34	2612.61	2612.07	2612.07	201.0
2017-05-15 01:30:00	ES	Futures	2612.07	2612.34	2612.07	2612.07	359.0
2017-05-15 01:35:00	ES	Futures	2612.07	2612.34	2612.07	2612.07	246.0
2017-05-15 01:40:00	ES	Futures	2612.34	2612.34	2612.07	2612.07	63.0
2017-05-15 01:45:00	ES	Futures	2612.34	2612.34	2612.07	2612.34	27.0
2017-05-15 01:50:00	ES	Futures	2612.07	2612.34	2611.79	2612.07	226.0
2017-05-15 01:55:00	ES	Futures	2612.34	2612.34	2612.07	2612.07	192.0
2017-05-15 02:00:00	ES	Futures	2612.07	2613.16	2612.07	2612.61	1508.0
2017-05-15 02:05:00	ES	Futures	2612.89	2613.71	2612.61	2613.71	1031.0
2017-05-15 02:10:00	ES	Futures	2613.71	2614.25	2613.71	2614.25	996.0
2017-05-15 02:15:00	ES	Futures	2614.25	2614.52	2613.98	2613.98	1079.0
2017-05-15 02:20:00	ES	Futures	2613.98	2614.52	2613.98	2614.25	662.0
2017-05-15 02:25:00	ES	Futures	2614.25	2614.25	2613.71	2614.25	958.0
2017-05-15 02:30:00	ES	Futures	2614.25	2614.25	2613.71	2613.98	869.0
2017-05-15 02:35:00	ES	Futures	2613.71	2613.98	2613.71	2613.98	33.0
2017-05-15 02:40:00	ES	Futures	2613.98	2613.98	2613.71	2613.98	172.0
2017-05-15 02:45:00	ES	Futures	2613.98	2614.25	2613.98	2614.25	347.0
2017-05-15 02:50:00	ES	Futures	2614.25	2614.25	2613.98	2614.25	319.0
2017-05-15 02:55:00	ES	Futures	2614.25	2616.16	2614.25	2615.89	3977.0
2017-05-15 03:00:00	ES	Futures	2615.89	2615.89	2615.07	2615.07	2132.0
2017-05-15 03:05:00	ES	Futures	2615.34	2615.62	2614.52	2614.52	1822.0
2017-05-15 03:10:00	ES	Futures	2614.52	2615.07	2614.25	2614.52	2958.0
2017-05-15 03:15:00	ES	Futures	2614.52	2615.07	2614.52	2614.8	1697.0
2017-05-15 03:20:00	ES	Futures	2614.8	2615.07	2614.52	2614.8	1050.0
2017-05-15 03:25:00	ES	Futures	2614.8	2615.07	2614.8	2615.07	556.0
2017-05-15 03:30:00	ES	Futures	2615.07	2615.89	2614.8	2615.07	2003.0
2017-05-15 03:35:00	ES	Futures	2615.34	2615.89	2615.34	2615.34	2034.0
2017-05-15 03:40:00	ES	Futures	2615.34	2616.16	2615.34	2616.16	1876.0
2017-05-15 03:45:00	ES	Futures	2616.16	2616.16	2615.07	2615.34	1189.0
2017-05-15 03:50:00	ES	Futures	2615.34	2615.89	2615.07	2615.07	760.0
2017-05-15 03:55:00	ES	Futures	2615.07	2615.34	2614.52	2614.52	649.0
2017-05-15 04:00:00	ES	Futures	2614.8	2614.8	2614.25	2614.52	450.0
2017-05-15 04:05:00	ES	Futures	2614.25	2614.52	2613.16	2613.43	3212.0

> showing 50 of 15,471 rows — these rows as CSV

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