PREVIEW / futures_5min / 2017-08-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-16.parquet
  size:    250 KB
  rows:    15,187

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
2017-08-16 00:00:00	ES	Futures	2692.94	2692.94	2692.66	2692.66	61.0
2017-08-16 00:05:00	ES	Futures	2692.94	2692.94	2692.66	2692.94	63.0
2017-08-16 00:10:00	ES	Futures	2692.94	2692.94	2692.66	2692.94	56.0
2017-08-16 00:15:00	ES	Futures	2692.94	2692.94	2692.66	2692.66	193.0
2017-08-16 00:20:00	ES	Futures	2692.66	2692.94	2692.39	2692.66	146.0
2017-08-16 00:25:00	ES	Futures	2692.94	2692.94	2692.66	2692.66	26.0
2017-08-16 00:30:00	ES	Futures	2692.94	2692.94	2692.66	2692.94	104.0
2017-08-16 00:35:00	ES	Futures	2692.94	2692.94	2692.94	2692.94	181.0
2017-08-16 00:40:00	ES	Futures	2692.94	2693.21	2692.94	2693.21	24.0
2017-08-16 00:45:00	ES	Futures	2693.21	2693.48	2692.94	2692.94	224.0
2017-08-16 00:50:00	ES	Futures	2692.94	2693.21	2692.94	2692.94	17.0
2017-08-16 00:55:00	ES	Futures	2693.21	2693.21	2692.94	2692.94	9.0
2017-08-16 01:00:00	ES	Futures	2693.21	2693.48	2692.94	2693.48	308.0
2017-08-16 01:05:00	ES	Futures	2693.76	2694.3	2693.48	2694.3	806.0
2017-08-16 01:10:00	ES	Futures	2694.3	2694.58	2694.03	2694.58	706.0
2017-08-16 01:15:00	ES	Futures	2694.58	2694.85	2694.3	2694.58	348.0
2017-08-16 01:20:00	ES	Futures	2694.85	2694.85	2694.58	2694.58	279.0
2017-08-16 01:25:00	ES	Futures	2694.58	2694.85	2694.03	2694.03	528.0
2017-08-16 01:30:00	ES	Futures	2694.3	2694.3	2694.3	2694.3	284.0
2017-08-16 01:35:00	ES	Futures	2694.3	2694.3	2694.03	2694.03	53.0
2017-08-16 01:40:00	ES	Futures	2694.03	2694.3	2694.03	2694.03	14.0
2017-08-16 01:45:00	ES	Futures	2694.03	2694.3	2693.48	2694.03	619.0
2017-08-16 01:50:00	ES	Futures	2693.76	2694.03	2693.76	2694.03	51.0
2017-08-16 01:55:00	ES	Futures	2693.76	2694.03	2693.48	2693.76	246.0
2017-08-16 02:00:00	ES	Futures	2693.76	2694.58	2693.48	2694.03	592.0
2017-08-16 02:05:00	ES	Futures	2694.03	2695.12	2694.03	2694.85	394.0
2017-08-16 02:10:00	ES	Futures	2695.12	2695.4	2694.85	2695.12	378.0
2017-08-16 02:15:00	ES	Futures	2695.4	2695.94	2695.12	2695.67	891.0
2017-08-16 02:20:00	ES	Futures	2695.94	2696.49	2695.67	2696.49	1116.0
2017-08-16 02:25:00	ES	Futures	2696.22	2696.76	2696.22	2696.49	1201.0
2017-08-16 02:30:00	ES	Futures	2696.76	2696.76	2696.22	2696.49	1031.0
2017-08-16 02:35:00	ES	Futures	2696.22	2696.49	2695.67	2695.67	544.0
2017-08-16 02:40:00	ES	Futures	2695.94	2695.94	2695.4	2695.4	610.0
2017-08-16 02:45:00	ES	Futures	2695.67	2695.94	2695.4	2695.94	766.0
2017-08-16 02:50:00	ES	Futures	2695.67	2696.22	2695.4	2696.22	578.0
2017-08-16 02:55:00	ES	Futures	2696.22	2697.04	2696.22	2696.76	2173.0
2017-08-16 03:00:00	ES	Futures	2696.76	2698.13	2695.94	2697.58	3717.0
2017-08-16 03:05:00	ES	Futures	2697.86	2699.22	2697.58	2698.13	5459.0
2017-08-16 03:10:00	ES	Futures	2697.86	2698.4	2697.58	2698.13	1950.0
2017-08-16 03:15:00	ES	Futures	2697.86	2698.4	2697.58	2698.4	1488.0
2017-08-16 03:20:00	ES	Futures	2698.4	2698.4	2697.86	2698.4	1038.0
2017-08-16 03:25:00	ES	Futures	2698.4	2699.22	2698.13	2699.22	1554.0
2017-08-16 03:30:00	ES	Futures	2699.22	2700.04	2698.95	2699.22	3581.0
2017-08-16 03:35:00	ES	Futures	2699.22	2699.77	2699.22	2699.5	1371.0
2017-08-16 03:40:00	ES	Futures	2699.5	2699.5	2698.4	2698.95	1174.0
2017-08-16 03:45:00	ES	Futures	2698.95	2699.22	2698.68	2698.68	759.0
2017-08-16 03:50:00	ES	Futures	2698.68	2699.5	2698.68	2699.22	310.0
2017-08-16 03:55:00	ES	Futures	2699.22	2699.5	2698.95	2699.22	1478.0
2017-08-16 04:00:00	ES	Futures	2698.95	2699.5	2698.68	2699.22	2220.0
2017-08-16 04:05:00	ES	Futures	2698.95	2699.5	2698.95	2699.22	785.0

> showing 50 of 15,187 rows — these rows as CSV

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