PREVIEW / futures_5min / 2017-09-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-09-15.parquet
  size:    202 KB
  rows:    12,666

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
2017-09-15 00:00:00	ES	Futures	2726.56	2727.11	2726.56	2726.56	222.0
2017-09-15 00:05:00	ES	Futures	2726.83	2726.83	2726.56	2726.56	46.0
2017-09-15 00:10:00	ES	Futures	2726.83	2726.83	2726.56	2726.83	497.0
2017-09-15 00:15:00	ES	Futures	2726.83	2727.65	2726.83	2727.65	1139.0
2017-09-15 00:20:00	ES	Futures	2727.38	2727.93	2727.11	2727.93	717.0
2017-09-15 00:25:00	ES	Futures	2727.93	2727.93	2727.38	2727.65	225.0
2017-09-15 00:30:00	ES	Futures	2727.65	2727.65	2727.38	2727.65	88.0
2017-09-15 00:35:00	ES	Futures	2727.65	2727.65	2726.83	2726.83	348.0
2017-09-15 00:40:00	ES	Futures	2727.11	2727.38	2726.83	2727.11	557.0
2017-09-15 00:45:00	ES	Futures	2727.38	2727.38	2727.11	2727.38	125.0
2017-09-15 00:50:00	ES	Futures	2727.38	2727.38	2727.11	2727.38	60.0
2017-09-15 00:55:00	ES	Futures	2727.11	2727.38	2727.11	2727.38	607.0
2017-09-15 01:00:00	ES	Futures	2727.11	2727.38	2727.11	2727.38	253.0
2017-09-15 01:05:00	ES	Futures	2727.11	2727.65	2727.11	2727.38	364.0
2017-09-15 01:10:00	ES	Futures	2727.11	2727.38	2727.11	2727.38	96.0
2017-09-15 01:15:00	ES	Futures	2727.38	2727.38	2727.11	2727.11	397.0
2017-09-15 01:20:00	ES	Futures	2727.11	2727.93	2727.11	2727.65	303.0
2017-09-15 01:25:00	ES	Futures	2727.65	2727.65	2727.38	2727.38	430.0
2017-09-15 01:30:00	ES	Futures	2727.65	2727.65	2726.83	2726.83	767.0
2017-09-15 01:35:00	ES	Futures	2726.83	2727.11	2726.83	2726.83	91.0
2017-09-15 01:40:00	ES	Futures	2726.83	2727.11	2726.83	2726.83	509.0
2017-09-15 01:45:00	ES	Futures	2726.83	2726.83	2726.56	2726.83	314.0
2017-09-15 01:50:00	ES	Futures	2726.83	2727.11	2726.56	2726.56	396.0
2017-09-15 01:55:00	ES	Futures	2726.83	2726.83	2726.29	2726.56	492.0
2017-09-15 02:00:00	ES	Futures	2726.29	2726.83	2726.29	2726.29	1166.0
2017-09-15 02:05:00	ES	Futures	2726.29	2726.56	2726.29	2726.56	464.0
2017-09-15 02:10:00	ES	Futures	2726.56	2726.83	2726.29	2726.83	431.0
2017-09-15 02:15:00	ES	Futures	2726.56	2726.83	2726.29	2726.56	266.0
2017-09-15 02:20:00	ES	Futures	2726.56	2726.56	2726.29	2726.56	388.0
2017-09-15 02:25:00	ES	Futures	2726.56	2726.83	2726.56	2726.56	709.0
2017-09-15 02:30:00	ES	Futures	2726.29	2726.56	2726.29	2726.29	457.0
2017-09-15 02:35:00	ES	Futures	2726.29	2726.83	2726.29	2726.83	357.0
2017-09-15 02:40:00	ES	Futures	2726.83	2727.11	2726.83	2727.11	280.0
2017-09-15 02:45:00	ES	Futures	2726.83	2727.65	2726.83	2727.38	1110.0
2017-09-15 02:50:00	ES	Futures	2727.38	2727.65	2727.11	2727.11	1479.0
2017-09-15 02:55:00	ES	Futures	2727.38	2727.38	2727.11	2727.11	906.0
2017-09-15 03:00:00	ES	Futures	2727.11	2727.38	2726.01	2726.29	3211.0
2017-09-15 03:05:00	ES	Futures	2726.56	2726.56	2725.74	2726.01	2091.0
2017-09-15 03:10:00	ES	Futures	2726.01	2726.29	2725.74	2725.74	1329.0
2017-09-15 03:15:00	ES	Futures	2725.74	2726.56	2725.74	2726.01	1705.0
2017-09-15 03:20:00	ES	Futures	2726.01	2726.29	2725.74	2726.01	1104.0
2017-09-15 03:25:00	ES	Futures	2726.01	2726.29	2725.74	2725.74	975.0
2017-09-15 03:30:00	ES	Futures	2725.74	2726.01	2724.92	2725.74	1567.0
2017-09-15 03:35:00	ES	Futures	2725.74	2727.11	2725.46	2726.56	2984.0
2017-09-15 03:40:00	ES	Futures	2726.56	2726.56	2725.46	2725.46	1511.0
2017-09-15 03:45:00	ES	Futures	2725.74	2725.74	2725.46	2725.46	1936.0
2017-09-15 03:50:00	ES	Futures	2725.46	2725.74	2725.19	2725.74	1460.0
2017-09-15 03:55:00	ES	Futures	2725.46	2726.01	2725.46	2725.74	858.0
2017-09-15 04:00:00	ES	Futures	2725.46	2726.29	2725.46	2726.01	1515.0
2017-09-15 04:05:00	ES	Futures	2726.01	2726.29	2725.46	2725.74	828.0

> showing 50 of 12,666 rows — these rows as CSV

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