PREVIEW / futures_5min / 2017-06-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-06-16.parquet
  size:    195 KB
  rows:    12,904

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
2017-06-16 00:00:00	ES	Futures	2662.87	2663.14	2662.6	2662.87	95.0
2017-06-16 00:05:00	ES	Futures	2662.87	2663.42	2662.87	2663.14	116.0
2017-06-16 00:10:00	ES	Futures	2663.14	2663.14	2662.87	2662.87	42.0
2017-06-16 00:15:00	ES	Futures	2662.87	2663.14	2662.87	2663.14	115.0
2017-06-16 00:20:00	ES	Futures	2663.14	2663.42	2662.87	2662.87	311.0
2017-06-16 00:25:00	ES	Futures	2662.6	2662.6	2662.32	2662.6	342.0
2017-06-16 00:30:00	ES	Futures	2662.6	2662.6	2662.32	2662.32	42.0
2017-06-16 00:35:00	ES	Futures	2662.32	2662.6	2662.05	2662.32	286.0
2017-06-16 00:40:00	ES	Futures	2662.32	2662.6	2662.32	2662.32	92.0
2017-06-16 00:45:00	ES	Futures	2662.32	2662.6	2662.05	2662.32	174.0
2017-06-16 00:50:00	ES	Futures	2662.32	2662.32	2662.05	2662.05	39.0
2017-06-16 00:55:00	ES	Futures	2662.32	2662.32	2662.05	2662.32	18.0
2017-06-16 01:00:00	ES	Futures	2662.32	2662.32	2662.05	2662.05	46.0
2017-06-16 01:05:00	ES	Futures	2662.32	2662.32	2662.05	2662.05	44.0
2017-06-16 01:10:00	ES	Futures	2662.05	2662.32	2662.05	2662.05	320.0
2017-06-16 01:15:00	ES	Futures	2662.05	2662.05	2661.78	2662.05	72.0
2017-06-16 01:20:00	ES	Futures	2662.05	2662.32	2662.05	2662.32	147.0
2017-06-16 01:25:00	ES	Futures	2662.32	2662.32	2661.78	2661.78	273.0
2017-06-16 01:30:00	ES	Futures	2662.05	2662.32	2661.5	2661.5	299.0
2017-06-16 01:35:00	ES	Futures	2661.5	2661.78	2661.5	2661.5	341.0
2017-06-16 01:40:00	ES	Futures	2661.78	2661.78	2661.23	2661.5	138.0
2017-06-16 01:45:00	ES	Futures	2661.5	2661.5	2661.23	2661.5	423.0
2017-06-16 01:50:00	ES	Futures	2661.5	2661.5	2661.23	2661.5	132.0
2017-06-16 01:55:00	ES	Futures	2661.5	2662.05	2661.23	2661.78	608.0
2017-06-16 02:00:00	ES	Futures	2661.78	2662.05	2661.5	2662.05	388.0
2017-06-16 02:05:00	ES	Futures	2661.78	2662.87	2661.5	2662.32	1041.0
2017-06-16 02:10:00	ES	Futures	2662.6	2662.6	2662.05	2662.32	623.0
2017-06-16 02:15:00	ES	Futures	2662.32	2662.87	2662.32	2662.87	666.0
2017-06-16 02:20:00	ES	Futures	2663.14	2663.14	2662.6	2662.6	688.0
2017-06-16 02:25:00	ES	Futures	2662.6	2662.87	2662.05	2662.6	726.0
2017-06-16 02:30:00	ES	Futures	2662.6	2662.87	2662.32	2662.87	496.0
2017-06-16 02:35:00	ES	Futures	2662.87	2662.87	2662.32	2662.32	382.0
2017-06-16 02:40:00	ES	Futures	2662.32	2663.42	2662.05	2662.87	642.0
2017-06-16 02:45:00	ES	Futures	2663.14	2663.14	2662.6	2663.14	760.0
2017-06-16 02:50:00	ES	Futures	2662.87	2663.14	2662.05	2662.32	461.0
2017-06-16 02:55:00	ES	Futures	2662.32	2662.32	2661.78	2661.78	484.0
2017-06-16 03:00:00	ES	Futures	2661.78	2663.96	2661.78	2663.69	2431.0
2017-06-16 03:05:00	ES	Futures	2663.69	2664.24	2663.42	2663.69	1763.0
2017-06-16 03:10:00	ES	Futures	2663.96	2663.96	2662.6	2662.6	1568.0
2017-06-16 03:15:00	ES	Futures	2662.6	2662.6	2662.05	2662.05	1337.0
2017-06-16 03:20:00	ES	Futures	2662.05	2662.87	2662.05	2662.6	1281.0
2017-06-16 03:25:00	ES	Futures	2662.6	2662.6	2662.05	2662.32	879.0
2017-06-16 03:30:00	ES	Futures	2662.6	2662.6	2662.05	2662.05	1180.0
2017-06-16 03:35:00	ES	Futures	2662.05	2662.32	2661.5	2662.05	1326.0
2017-06-16 03:40:00	ES	Futures	2662.05	2662.32	2661.78	2662.32	914.0
2017-06-16 03:45:00	ES	Futures	2662.6	2662.87	2662.32	2662.87	712.0
2017-06-16 03:50:00	ES	Futures	2662.6	2662.87	2662.32	2662.32	570.0
2017-06-16 03:55:00	ES	Futures	2662.32	2662.6	2662.32	2662.32	406.0
2017-06-16 04:00:00	ES	Futures	2662.32	2662.6	2662.05	2662.6	910.0
2017-06-16 04:05:00	ES	Futures	2662.6	2663.14	2662.32	2662.87	1131.0

> showing 50 of 12,904 rows — these rows as CSV

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