PREVIEW / futures_5min / 2017-09-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-10.parquet
  size:    42 KB
  rows:    2,215

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
2017-09-10 18:00:00	ES	Futures	2698.4	2703.87	2698.4	2702.51	5228.0
2017-09-10 18:05:00	ES	Futures	2702.51	2702.51	2700.87	2700.87	901.0
2017-09-10 18:10:00	ES	Futures	2700.87	2702.23	2700.59	2701.96	739.0
2017-09-10 18:15:00	ES	Futures	2702.23	2702.51	2701.96	2702.23	334.0
2017-09-10 18:20:00	ES	Futures	2702.51	2702.51	2701.14	2701.69	908.0
2017-09-10 18:25:00	ES	Futures	2701.69	2702.23	2701.69	2702.23	266.0
2017-09-10 18:30:00	ES	Futures	2702.23	2702.51	2701.96	2702.23	186.0
2017-09-10 18:35:00	ES	Futures	2702.23	2702.51	2701.69	2701.69	145.0
2017-09-10 18:40:00	ES	Futures	2701.69	2701.96	2701.41	2701.41	186.0
2017-09-10 18:45:00	ES	Futures	2701.41	2701.69	2701.41	2701.69	193.0
2017-09-10 18:50:00	ES	Futures	2701.69	2701.96	2701.69	2701.96	48.0
2017-09-10 18:55:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	153.0
2017-09-10 19:00:00	ES	Futures	2701.96	2702.51	2701.41	2701.69	491.0
2017-09-10 19:05:00	ES	Futures	2701.41	2701.41	2701.14	2701.41	195.0
2017-09-10 19:10:00	ES	Futures	2701.69	2701.69	2701.41	2701.41	243.0
2017-09-10 19:15:00	ES	Futures	2701.41	2701.69	2701.14	2701.14	310.0
2017-09-10 19:20:00	ES	Futures	2701.14	2701.69	2701.14	2701.69	234.0
2017-09-10 19:25:00	ES	Futures	2701.69	2701.96	2701.41	2701.96	150.0
2017-09-10 19:30:00	ES	Futures	2702.23	2702.23	2701.41	2701.69	414.0
2017-09-10 19:35:00	ES	Futures	2701.41	2701.69	2701.14	2701.14	429.0
2017-09-10 19:40:00	ES	Futures	2701.14	2701.41	2700.87	2701.14	247.0
2017-09-10 19:45:00	ES	Futures	2700.87	2701.14	2700.59	2700.87	180.0
2017-09-10 19:50:00	ES	Futures	2700.87	2700.87	2700.04	2700.32	655.0
2017-09-10 19:55:00	ES	Futures	2700.04	2700.59	2700.04	2700.59	325.0
2017-09-10 20:00:00	ES	Futures	2700.59	2701.14	2700.32	2700.59	566.0
2017-09-10 20:05:00	ES	Futures	2700.59	2701.14	2700.32	2700.59	320.0
2017-09-10 20:10:00	ES	Futures	2700.59	2701.69	2700.59	2701.41	441.0
2017-09-10 20:15:00	ES	Futures	2701.41	2701.69	2701.41	2701.41	342.0
2017-09-10 20:20:00	ES	Futures	2701.41	2702.23	2701.41	2701.69	201.0
2017-09-10 20:25:00	ES	Futures	2701.69	2701.96	2701.69	2701.69	136.0
2017-09-10 20:30:00	ES	Futures	2701.69	2701.96	2701.41	2701.96	189.0
2017-09-10 20:35:00	ES	Futures	2701.96	2702.23	2701.41	2701.96	208.0
2017-09-10 20:40:00	ES	Futures	2701.96	2701.96	2701.69	2701.96	84.0
2017-09-10 20:45:00	ES	Futures	2701.96	2702.23	2701.69	2702.23	193.0
2017-09-10 20:50:00	ES	Futures	2701.96	2702.51	2701.96	2702.51	155.0
2017-09-10 20:55:00	ES	Futures	2702.23	2702.51	2701.96	2702.23	223.0
2017-09-10 21:00:00	ES	Futures	2701.96	2702.78	2701.96	2702.78	328.0
2017-09-10 21:05:00	ES	Futures	2702.78	2703.05	2702.51	2703.05	425.0
2017-09-10 21:10:00	ES	Futures	2702.78	2703.05	2702.78	2702.78	48.0
2017-09-10 21:15:00	ES	Futures	2703.05	2703.87	2703.05	2703.6	852.0
2017-09-10 21:20:00	ES	Futures	2703.6	2703.6	2702.78	2703.6	286.0
2017-09-10 21:25:00	ES	Futures	2703.33	2703.87	2703.33	2703.33	355.0
2017-09-10 21:30:00	ES	Futures	2703.33	2705.51	2703.05	2705.24	2030.0
2017-09-10 21:35:00	ES	Futures	2704.97	2705.51	2704.97	2705.24	1176.0
2017-09-10 21:40:00	ES	Futures	2705.24	2705.24	2704.69	2704.97	181.0
2017-09-10 21:45:00	ES	Futures	2704.97	2705.51	2704.69	2705.24	302.0
2017-09-10 21:50:00	ES	Futures	2704.97	2705.79	2704.42	2704.42	597.0
2017-09-10 21:55:00	ES	Futures	2704.42	2704.97	2704.42	2704.69	277.0
2017-09-10 22:00:00	ES	Futures	2704.69	2704.97	2704.42	2704.69	95.0
2017-09-10 22:05:00	ES	Futures	2704.69	2705.24	2704.69	2704.97	74.0

> showing 50 of 2,215 rows — these rows as CSV

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