PREVIEW / futures_5min / 2017-09-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-07.parquet
  size:    249 KB
  rows:    14,718

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
2017-09-07 00:00:00	ES	Futures	2692.66	2692.66	2692.12	2692.66	292.0
2017-09-07 00:05:00	ES	Futures	2692.66	2692.66	2692.39	2692.39	275.0
2017-09-07 00:10:00	ES	Futures	2692.39	2692.66	2692.39	2692.66	465.0
2017-09-07 00:15:00	ES	Futures	2692.39	2692.39	2691.84	2692.39	1015.0
2017-09-07 00:20:00	ES	Futures	2692.12	2692.39	2692.12	2692.12	129.0
2017-09-07 00:25:00	ES	Futures	2692.12	2692.39	2691.84	2692.12	253.0
2017-09-07 00:30:00	ES	Futures	2692.39	2692.39	2691.84	2691.84	218.0
2017-09-07 00:35:00	ES	Futures	2692.12	2692.39	2691.84	2692.39	322.0
2017-09-07 00:40:00	ES	Futures	2692.12	2692.39	2691.84	2692.12	338.0
2017-09-07 00:45:00	ES	Futures	2692.12	2692.39	2692.12	2692.39	128.0
2017-09-07 00:50:00	ES	Futures	2692.39	2692.66	2692.39	2692.39	576.0
2017-09-07 00:55:00	ES	Futures	2692.66	2692.66	2692.39	2692.66	327.0
2017-09-07 01:00:00	ES	Futures	2692.39	2692.66	2691.3	2691.57	769.0
2017-09-07 01:05:00	ES	Futures	2691.57	2691.57	2690.75	2690.75	879.0
2017-09-07 01:10:00	ES	Futures	2691.02	2691.02	2690.2	2691.02	2181.0
2017-09-07 01:15:00	ES	Futures	2691.02	2691.3	2690.75	2691.02	885.0
2017-09-07 01:20:00	ES	Futures	2691.02	2691.02	2690.2	2690.2	822.0
2017-09-07 01:25:00	ES	Futures	2690.48	2691.02	2690.48	2690.75	616.0
2017-09-07 01:30:00	ES	Futures	2690.48	2690.75	2690.48	2690.75	148.0
2017-09-07 01:35:00	ES	Futures	2691.02	2691.02	2690.75	2691.02	227.0
2017-09-07 01:40:00	ES	Futures	2691.02	2691.3	2690.75	2691.02	404.0
2017-09-07 01:45:00	ES	Futures	2691.02	2691.02	2690.48	2690.75	306.0
2017-09-07 01:50:00	ES	Futures	2690.48	2690.75	2690.2	2690.48	128.0
2017-09-07 01:55:00	ES	Futures	2690.48	2690.75	2690.2	2690.48	287.0
2017-09-07 02:00:00	ES	Futures	2690.48	2691.84	2690.48	2691.57	1200.0
2017-09-07 02:05:00	ES	Futures	2691.57	2691.57	2690.75	2690.75	1157.0
2017-09-07 02:10:00	ES	Futures	2690.75	2691.3	2690.48	2691.02	1096.0
2017-09-07 02:15:00	ES	Futures	2690.75	2691.57	2690.75	2691.02	538.0
2017-09-07 02:20:00	ES	Futures	2691.02	2691.57	2690.75	2691.57	568.0
2017-09-07 02:25:00	ES	Futures	2691.3	2692.39	2691.3	2691.57	614.0
2017-09-07 02:30:00	ES	Futures	2691.57	2691.84	2690.48	2691.02	589.0
2017-09-07 02:35:00	ES	Futures	2691.02	2691.3	2691.02	2691.02	208.0
2017-09-07 02:40:00	ES	Futures	2691.02	2691.57	2691.02	2691.57	619.0
2017-09-07 02:45:00	ES	Futures	2691.57	2692.12	2691.3	2691.84	1226.0
2017-09-07 02:50:00	ES	Futures	2691.84	2691.84	2691.57	2691.57	393.0
2017-09-07 02:55:00	ES	Futures	2691.57	2692.12	2691.57	2692.12	684.0
2017-09-07 03:00:00	ES	Futures	2692.12	2692.39	2691.3	2691.57	3138.0
2017-09-07 03:05:00	ES	Futures	2691.3	2691.3	2690.48	2690.48	2135.0
2017-09-07 03:10:00	ES	Futures	2690.48	2690.75	2689.93	2690.2	2380.0
2017-09-07 03:15:00	ES	Futures	2690.2	2692.12	2689.93	2691.57	2890.0
2017-09-07 03:20:00	ES	Futures	2691.57	2691.84	2691.02	2691.3	1112.0
2017-09-07 03:25:00	ES	Futures	2691.3	2691.3	2690.2	2690.48	2833.0
2017-09-07 03:30:00	ES	Futures	2690.48	2690.75	2689.93	2690.48	2195.0
2017-09-07 03:35:00	ES	Futures	2690.75	2691.02	2689.93	2690.48	1124.0
2017-09-07 03:40:00	ES	Futures	2690.48	2690.75	2689.93	2690.2	936.0
2017-09-07 03:45:00	ES	Futures	2690.48	2690.48	2689.66	2689.93	2126.0
2017-09-07 03:50:00	ES	Futures	2689.66	2690.75	2689.66	2690.48	1485.0
2017-09-07 03:55:00	ES	Futures	2690.2	2691.3	2690.2	2690.75	1588.0
2017-09-07 04:00:00	ES	Futures	2691.02	2691.02	2690.48	2690.48	762.0
2017-09-07 04:05:00	ES	Futures	2690.75	2691.02	2690.48	2690.48	751.0

> showing 50 of 14,718 rows — these rows as CSV

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