PREVIEW / futures_5min / 2017-05-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-22.parquet
  size:    225 KB
  rows:    15,411

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
2017-05-22 00:00:00	ES	Futures	2604.96	2605.24	2604.69	2604.96	438.0
2017-05-22 00:05:00	ES	Futures	2604.69	2604.96	2604.42	2604.69	238.0
2017-05-22 00:10:00	ES	Futures	2604.42	2604.69	2604.42	2604.42	57.0
2017-05-22 00:15:00	ES	Futures	2604.69	2604.69	2604.42	2604.69	279.0
2017-05-22 00:20:00	ES	Futures	2604.69	2604.96	2604.69	2604.69	90.0
2017-05-22 00:25:00	ES	Futures	2604.69	2604.69	2604.42	2604.42	49.0
2017-05-22 00:30:00	ES	Futures	2604.42	2604.69	2604.42	2604.69	11.0
2017-05-22 00:35:00	ES	Futures	2604.42	2604.69	2604.42	2604.42	59.0
2017-05-22 00:40:00	ES	Futures	2604.42	2604.69	2604.42	2604.42	129.0
2017-05-22 00:45:00	ES	Futures	2604.42	2604.69	2604.42	2604.42	159.0
2017-05-22 00:50:00	ES	Futures	2604.42	2604.42	2604.15	2604.15	99.0
2017-05-22 00:55:00	ES	Futures	2604.15	2604.15	2603.87	2603.87	181.0
2017-05-22 01:00:00	ES	Futures	2604.15	2604.15	2603.87	2604.15	55.0
2017-05-22 01:05:00	ES	Futures	2603.87	2604.15	2603.87	2603.87	300.0
2017-05-22 01:10:00	ES	Futures	2603.87	2604.15	2603.87	2603.87	86.0
2017-05-22 01:15:00	ES	Futures	2603.87	2604.15	2603.87	2604.15	58.0
2017-05-22 01:20:00	ES	Futures	2603.87	2603.87	2603.6	2603.6	158.0
2017-05-22 01:25:00	ES	Futures	2603.6	2603.87	2603.6	2603.6	29.0
2017-05-22 01:30:00	ES	Futures	2603.6	2604.15	2603.6	2604.15	274.0
2017-05-22 01:35:00	ES	Futures	2604.15	2604.15	2603.87	2604.15	253.0
2017-05-22 01:40:00	ES	Futures	2603.87	2604.96	2603.87	2604.69	803.0
2017-05-22 01:45:00	ES	Futures	2604.96	2604.96	2604.69	2604.96	341.0
2017-05-22 01:50:00	ES	Futures	2604.96	2604.96	2604.69	2604.96	473.0
2017-05-22 01:55:00	ES	Futures	2604.69	2604.96	2604.42	2604.96	839.0
2017-05-22 02:00:00	ES	Futures	2604.69	2605.78	2604.69	2605.78	1748.0
2017-05-22 02:05:00	ES	Futures	2605.51	2606.06	2604.96	2605.51	1143.0
2017-05-22 02:10:00	ES	Futures	2605.51	2605.51	2604.69	2604.96	653.0
2017-05-22 02:15:00	ES	Futures	2604.69	2606.06	2604.69	2606.06	713.0
2017-05-22 02:20:00	ES	Futures	2605.78	2606.06	2604.96	2605.24	822.0
2017-05-22 02:25:00	ES	Futures	2605.51	2605.51	2604.96	2605.24	570.0
2017-05-22 02:30:00	ES	Futures	2605.24	2605.51	2604.96	2605.51	501.0
2017-05-22 02:35:00	ES	Futures	2605.51	2605.51	2605.24	2605.51	548.0
2017-05-22 02:40:00	ES	Futures	2605.51	2605.78	2605.24	2605.78	571.0
2017-05-22 02:45:00	ES	Futures	2605.78	2605.78	2605.51	2605.51	476.0
2017-05-22 02:50:00	ES	Futures	2605.78	2605.78	2605.24	2605.24	442.0
2017-05-22 02:55:00	ES	Futures	2605.24	2605.51	2604.69	2605.24	589.0
2017-05-22 03:00:00	ES	Futures	2604.96	2605.78	2604.15	2604.15	2943.0
2017-05-22 03:05:00	ES	Futures	2604.15	2604.15	2603.05	2603.33	2381.0
2017-05-22 03:10:00	ES	Futures	2603.33	2603.6	2603.05	2603.05	707.0
2017-05-22 03:15:00	ES	Futures	2603.33	2603.33	2602.78	2602.78	1184.0
2017-05-22 03:20:00	ES	Futures	2602.78	2603.33	2602.78	2602.78	1082.0
2017-05-22 03:25:00	ES	Futures	2602.78	2603.6	2602.78	2603.33	1068.0
2017-05-22 03:30:00	ES	Futures	2603.33	2603.6	2602.51	2603.05	1693.0
2017-05-22 03:35:00	ES	Futures	2602.78	2603.05	2601.96	2602.23	1687.0
2017-05-22 03:40:00	ES	Futures	2602.23	2602.51	2600.59	2600.87	3561.0
2017-05-22 03:45:00	ES	Futures	2601.14	2602.23	2600.87	2601.69	1150.0
2017-05-22 03:50:00	ES	Futures	2601.69	2602.23	2601.69	2601.69	843.0
2017-05-22 03:55:00	ES	Futures	2601.96	2602.51	2600.87	2602.51	1220.0
2017-05-22 04:00:00	ES	Futures	2602.23	2602.51	2601.69	2601.96	1027.0
2017-05-22 04:05:00	ES	Futures	2601.69	2602.23	2601.14	2601.96	1560.0

> showing 50 of 15,411 rows — these rows as CSV

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