PREVIEW / futures_5min / 2017-08-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-30.parquet
  size:    226 KB
  rows:    14,740

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
2017-08-30 00:00:00	ES	Futures	2677.36	2677.63	2677.36	2677.36	133.0
2017-08-30 00:05:00	ES	Futures	2677.08	2677.36	2677.08	2677.36	230.0
2017-08-30 00:10:00	ES	Futures	2677.36	2677.36	2676.81	2677.08	481.0
2017-08-30 00:15:00	ES	Futures	2676.81	2677.08	2676.81	2676.81	57.0
2017-08-30 00:20:00	ES	Futures	2676.81	2677.08	2676.81	2677.08	58.0
2017-08-30 00:25:00	ES	Futures	2677.08	2677.08	2676.81	2677.08	108.0
2017-08-30 00:30:00	ES	Futures	2676.81	2677.36	2676.81	2677.08	243.0
2017-08-30 00:35:00	ES	Futures	2677.36	2677.36	2677.08	2677.08	84.0
2017-08-30 00:40:00	ES	Futures	2677.08	2677.08	2677.08	2677.08	129.0
2017-08-30 00:45:00	ES	Futures	2677.08	2677.63	2677.08	2677.63	186.0
2017-08-30 00:50:00	ES	Futures	2677.36	2677.63	2677.08	2677.36	263.0
2017-08-30 00:55:00	ES	Futures	2677.36	2677.63	2677.36	2677.36	98.0
2017-08-30 01:00:00	ES	Futures	2677.36	2677.63	2677.08	2677.36	444.0
2017-08-30 01:05:00	ES	Futures	2677.36	2678.45	2677.36	2678.18	1664.0
2017-08-30 01:10:00	ES	Futures	2678.18	2678.45	2677.9	2677.9	526.0
2017-08-30 01:15:00	ES	Futures	2678.18	2678.18	2677.9	2678.18	120.0
2017-08-30 01:20:00	ES	Futures	2678.18	2678.45	2677.63	2677.63	440.0
2017-08-30 01:25:00	ES	Futures	2677.63	2678.18	2677.63	2677.63	91.0
2017-08-30 01:30:00	ES	Futures	2677.63	2677.9	2677.63	2677.63	207.0
2017-08-30 01:35:00	ES	Futures	2677.63	2677.9	2677.63	2677.63	19.0
2017-08-30 01:40:00	ES	Futures	2677.9	2678.18	2677.63	2677.9	92.0
2017-08-30 01:45:00	ES	Futures	2678.18	2678.18	2677.9	2677.9	104.0
2017-08-30 01:50:00	ES	Futures	2678.18	2678.18	2677.63	2677.9	461.0
2017-08-30 01:55:00	ES	Futures	2677.9	2678.18	2677.63	2677.9	205.0
2017-08-30 02:00:00	ES	Futures	2678.18	2678.18	2677.36	2678.18	958.0
2017-08-30 02:05:00	ES	Futures	2678.18	2678.18	2677.63	2678.18	387.0
2017-08-30 02:10:00	ES	Futures	2678.18	2681.18	2677.9	2681.18	4750.0
2017-08-30 02:15:00	ES	Futures	2681.18	2682.55	2680.91	2682.28	5287.0
2017-08-30 02:20:00	ES	Futures	2682.28	2682.55	2682.0	2682.28	1788.0
2017-08-30 02:25:00	ES	Futures	2682.28	2682.55	2682.0	2682.0	468.0
2017-08-30 02:30:00	ES	Futures	2682.0	2682.28	2681.73	2682.0	766.0
2017-08-30 02:35:00	ES	Futures	2682.0	2682.28	2681.46	2682.0	1160.0
2017-08-30 02:40:00	ES	Futures	2681.73	2683.37	2681.73	2683.1	2131.0
2017-08-30 02:45:00	ES	Futures	2682.82	2683.1	2682.55	2682.55	921.0
2017-08-30 02:50:00	ES	Futures	2682.55	2682.82	2682.0	2682.0	764.0
2017-08-30 02:55:00	ES	Futures	2682.0	2682.82	2682.0	2682.82	1143.0
2017-08-30 03:00:00	ES	Futures	2682.55	2682.55	2680.91	2681.18	2857.0
2017-08-30 03:05:00	ES	Futures	2681.18	2681.73	2680.64	2680.64	1712.0
2017-08-30 03:10:00	ES	Futures	2680.64	2681.46	2680.64	2680.91	970.0
2017-08-30 03:15:00	ES	Futures	2681.18	2681.18	2679.82	2680.36	2336.0
2017-08-30 03:20:00	ES	Futures	2680.09	2681.46	2679.82	2681.18	1334.0
2017-08-30 03:25:00	ES	Futures	2681.18	2681.73	2680.91	2680.91	1010.0
2017-08-30 03:30:00	ES	Futures	2680.91	2682.28	2680.64	2681.18	2162.0
2017-08-30 03:35:00	ES	Futures	2681.46	2682.28	2681.46	2682.0	2009.0
2017-08-30 03:40:00	ES	Futures	2682.0	2682.55	2681.18	2681.18	1609.0
2017-08-30 03:45:00	ES	Futures	2681.18	2681.73	2680.09	2680.64	1256.0
2017-08-30 03:50:00	ES	Futures	2680.36	2681.46	2680.36	2680.91	1028.0
2017-08-30 03:55:00	ES	Futures	2680.91	2680.91	2679.82	2680.09	943.0
2017-08-30 04:00:00	ES	Futures	2680.09	2680.36	2679.0	2679.0	1751.0
2017-08-30 04:05:00	ES	Futures	2679.27	2679.54	2678.72	2679.27	1361.0

> showing 50 of 14,740 rows — these rows as CSV

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