PREVIEW / futures_5min / 2017-09-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-03.parquet
  size:    42 KB
  rows:    2,292

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
2017-09-03 18:00:00	ES	Futures	2691.02	2693.76	2689.93	2691.84	17634.0
2017-09-03 18:05:00	ES	Futures	2691.57	2694.58	2691.57	2693.76	4204.0
2017-09-03 18:10:00	ES	Futures	2693.48	2694.3	2692.94	2694.03	1766.0
2017-09-03 18:15:00	ES	Futures	2694.3	2695.94	2693.76	2694.58	2683.0
2017-09-03 18:20:00	ES	Futures	2694.58	2695.94	2694.58	2694.85	1213.0
2017-09-03 18:25:00	ES	Futures	2695.12	2695.4	2693.76	2694.58	1034.0
2017-09-03 18:30:00	ES	Futures	2694.3	2695.12	2694.3	2695.12	672.0
2017-09-03 18:35:00	ES	Futures	2695.12	2695.4	2694.03	2694.3	464.0
2017-09-03 18:40:00	ES	Futures	2694.3	2694.85	2694.03	2694.3	505.0
2017-09-03 18:45:00	ES	Futures	2694.58	2695.12	2694.03	2694.85	631.0
2017-09-03 18:50:00	ES	Futures	2694.85	2695.67	2694.85	2695.67	606.0
2017-09-03 18:55:00	ES	Futures	2695.67	2696.22	2694.85	2695.4	484.0
2017-09-03 19:00:00	ES	Futures	2695.4	2695.67	2695.12	2695.12	216.0
2017-09-03 19:05:00	ES	Futures	2695.12	2695.4	2694.3	2694.85	302.0
2017-09-03 19:10:00	ES	Futures	2694.85	2695.12	2694.58	2695.12	103.0
2017-09-03 19:15:00	ES	Futures	2695.12	2695.4	2695.12	2695.12	337.0
2017-09-03 19:20:00	ES	Futures	2695.4	2695.4	2694.58	2694.85	139.0
2017-09-03 19:25:00	ES	Futures	2694.85	2694.85	2694.3	2694.3	450.0
2017-09-03 19:30:00	ES	Futures	2694.58	2695.67	2694.3	2695.4	870.0
2017-09-03 19:35:00	ES	Futures	2695.4	2696.76	2695.4	2695.94	930.0
2017-09-03 19:40:00	ES	Futures	2695.94	2696.22	2695.4	2696.22	930.0
2017-09-03 19:45:00	ES	Futures	2696.22	2696.76	2695.94	2696.22	566.0
2017-09-03 19:50:00	ES	Futures	2695.94	2696.22	2695.4	2695.4	494.0
2017-09-03 19:55:00	ES	Futures	2695.12	2695.67	2694.85	2694.85	381.0
2017-09-03 20:00:00	ES	Futures	2695.12	2695.94	2694.3	2695.67	1751.0
2017-09-03 20:05:00	ES	Futures	2695.67	2695.67	2694.3	2694.58	1116.0
2017-09-03 20:10:00	ES	Futures	2694.58	2694.58	2693.48	2693.76	1066.0
2017-09-03 20:15:00	ES	Futures	2693.48	2694.3	2693.21	2694.3	1278.0
2017-09-03 20:20:00	ES	Futures	2694.03	2694.85	2694.03	2694.58	872.0
2017-09-03 20:25:00	ES	Futures	2694.58	2695.67	2694.58	2695.4	2341.0
2017-09-03 20:30:00	ES	Futures	2695.4	2695.4	2694.58	2695.12	800.0
2017-09-03 20:35:00	ES	Futures	2694.85	2695.12	2694.85	2694.85	112.0
2017-09-03 20:40:00	ES	Futures	2694.58	2695.12	2694.58	2695.12	296.0
2017-09-03 20:45:00	ES	Futures	2695.4	2695.67	2695.4	2695.4	669.0
2017-09-03 20:50:00	ES	Futures	2695.4	2695.4	2694.85	2695.12	491.0
2017-09-03 20:55:00	ES	Futures	2695.12	2695.12	2693.21	2693.21	1931.0
2017-09-03 21:00:00	ES	Futures	2693.21	2694.03	2692.94	2693.76	2675.0
2017-09-03 21:05:00	ES	Futures	2694.03	2694.03	2693.21	2694.03	1977.0
2017-09-03 21:10:00	ES	Futures	2694.03	2696.49	2694.03	2695.67	3298.0
2017-09-03 21:15:00	ES	Futures	2695.4	2695.94	2694.85	2694.85	1271.0
2017-09-03 21:20:00	ES	Futures	2694.85	2695.4	2694.03	2694.3	957.0
2017-09-03 21:25:00	ES	Futures	2694.3	2695.12	2694.3	2694.85	389.0
2017-09-03 21:30:00	ES	Futures	2694.85	2694.85	2694.3	2694.85	699.0
2017-09-03 21:35:00	ES	Futures	2694.58	2694.58	2693.76	2694.3	1150.0
2017-09-03 21:40:00	ES	Futures	2694.3	2695.12	2694.3	2695.12	405.0
2017-09-03 21:45:00	ES	Futures	2695.12	2695.94	2694.3	2695.67	888.0
2017-09-03 21:50:00	ES	Futures	2695.94	2697.04	2695.67	2697.04	2255.0
2017-09-03 21:55:00	ES	Futures	2697.04	2697.04	2695.94	2696.49	517.0
2017-09-03 22:00:00	ES	Futures	2696.76	2697.04	2696.22	2696.22	313.0
2017-09-03 22:05:00	ES	Futures	2696.49	2696.49	2695.67	2695.94	552.0

> showing 50 of 2,292 rows — these rows as CSV

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