PREVIEW / futures_5min / 2017-09-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-05.parquet
  size:    252 KB
  rows:    14,752

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
2017-09-05 00:00:00	ES	Futures	2697.31	2697.31	2697.04	2697.31	189.0
2017-09-05 00:05:00	ES	Futures	2697.31	2698.13	2697.04	2697.86	917.0
2017-09-05 00:10:00	ES	Futures	2697.86	2697.86	2697.58	2697.86	156.0
2017-09-05 00:15:00	ES	Futures	2697.86	2698.13	2697.58	2697.86	395.0
2017-09-05 00:20:00	ES	Futures	2698.13	2698.13	2697.31	2697.31	328.0
2017-09-05 00:25:00	ES	Futures	2697.58	2697.58	2697.31	2697.58	58.0
2017-09-05 00:30:00	ES	Futures	2697.58	2697.58	2696.76	2697.31	248.0
2017-09-05 00:35:00	ES	Futures	2697.04	2697.04	2696.76	2697.04	172.0
2017-09-05 00:40:00	ES	Futures	2696.76	2697.31	2696.76	2697.04	55.0
2017-09-05 00:45:00	ES	Futures	2697.04	2697.58	2696.76	2697.58	444.0
2017-09-05 00:50:00	ES	Futures	2697.58	2698.4	2697.58	2698.4	888.0
2017-09-05 00:55:00	ES	Futures	2698.4	2698.95	2698.4	2698.95	1036.0
2017-09-05 01:00:00	ES	Futures	2698.95	2699.22	2698.4	2698.95	1282.0
2017-09-05 01:05:00	ES	Futures	2698.95	2699.22	2698.68	2698.95	553.0
2017-09-05 01:10:00	ES	Futures	2698.68	2700.32	2698.68	2700.04	1586.0
2017-09-05 01:15:00	ES	Futures	2700.04	2700.59	2699.77	2700.59	1982.0
2017-09-05 01:20:00	ES	Futures	2700.32	2700.59	2699.5	2699.77	1185.0
2017-09-05 01:25:00	ES	Futures	2699.77	2699.77	2699.5	2699.5	230.0
2017-09-05 01:30:00	ES	Futures	2699.77	2699.77	2699.5	2699.5	334.0
2017-09-05 01:35:00	ES	Futures	2699.5	2699.5	2699.22	2699.22	340.0
2017-09-05 01:40:00	ES	Futures	2699.22	2699.22	2698.95	2698.95	107.0
2017-09-05 01:45:00	ES	Futures	2698.95	2698.95	2698.68	2698.95	235.0
2017-09-05 01:50:00	ES	Futures	2698.95	2699.22	2698.13	2698.4	951.0
2017-09-05 01:55:00	ES	Futures	2698.4	2698.4	2697.58	2698.4	803.0
2017-09-05 02:00:00	ES	Futures	2698.4	2699.5	2698.13	2699.5	647.0
2017-09-05 02:05:00	ES	Futures	2699.22	2699.22	2698.68	2698.95	786.0
2017-09-05 02:10:00	ES	Futures	2698.95	2700.04	2698.95	2699.77	275.0
2017-09-05 02:15:00	ES	Futures	2699.77	2700.87	2699.77	2700.59	871.0
2017-09-05 02:20:00	ES	Futures	2700.59	2700.87	2699.77	2700.04	648.0
2017-09-05 02:25:00	ES	Futures	2700.32	2700.32	2699.77	2700.04	461.0
2017-09-05 02:30:00	ES	Futures	2700.04	2700.32	2699.5	2699.77	202.0
2017-09-05 02:35:00	ES	Futures	2699.77	2700.32	2699.5	2700.04	565.0
2017-09-05 02:40:00	ES	Futures	2699.77	2700.04	2699.22	2699.5	342.0
2017-09-05 02:45:00	ES	Futures	2699.5	2699.5	2699.22	2699.22	264.0
2017-09-05 02:50:00	ES	Futures	2699.22	2699.22	2698.68	2698.68	488.0
2017-09-05 02:55:00	ES	Futures	2698.95	2700.04	2698.95	2700.04	690.0
2017-09-05 03:00:00	ES	Futures	2700.04	2700.04	2698.4	2698.95	2209.0
2017-09-05 03:05:00	ES	Futures	2698.95	2700.59	2698.95	2700.04	2078.0
2017-09-05 03:10:00	ES	Futures	2700.32	2700.59	2699.22	2700.32	1187.0
2017-09-05 03:15:00	ES	Futures	2700.04	2700.32	2699.5	2699.77	1049.0
2017-09-05 03:20:00	ES	Futures	2699.77	2701.41	2699.77	2701.14	1998.0
2017-09-05 03:25:00	ES	Futures	2701.14	2701.41	2700.04	2700.32	1387.0
2017-09-05 03:30:00	ES	Futures	2700.32	2701.41	2700.32	2700.59	752.0
2017-09-05 03:35:00	ES	Futures	2700.87	2701.41	2699.77	2700.59	1995.0
2017-09-05 03:40:00	ES	Futures	2700.59	2700.59	2700.04	2700.32	1073.0
2017-09-05 03:45:00	ES	Futures	2700.32	2700.87	2700.04	2700.32	982.0
2017-09-05 03:50:00	ES	Futures	2700.32	2700.87	2700.04	2700.32	817.0
2017-09-05 03:55:00	ES	Futures	2700.04	2700.32	2699.5	2699.5	675.0
2017-09-05 04:00:00	ES	Futures	2699.77	2699.77	2699.22	2699.5	769.0
2017-09-05 04:05:00	ES	Futures	2699.5	2699.77	2699.22	2699.5	397.0

> showing 50 of 14,752 rows — these rows as CSV

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