PREVIEW / futures_5min / 2017-11-01

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-01.parquet
  size:    252 KB
  rows:    16,245

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
2017-11-01 00:00:00	ES	Futures	2819.02	2819.29	2818.75	2819.02	381.0
2017-11-01 00:05:00	ES	Futures	2819.02	2819.57	2819.02	2819.57	513.0
2017-11-01 00:10:00	ES	Futures	2819.57	2819.84	2819.57	2819.57	96.0
2017-11-01 00:15:00	ES	Futures	2819.57	2819.57	2819.29	2819.57	186.0
2017-11-01 00:20:00	ES	Futures	2819.57	2819.57	2818.75	2819.57	659.0
2017-11-01 00:25:00	ES	Futures	2819.57	2819.84	2819.29	2819.57	282.0
2017-11-01 00:30:00	ES	Futures	2819.84	2819.84	2819.29	2819.57	82.0
2017-11-01 00:35:00	ES	Futures	2819.29	2819.57	2819.29	2819.57	270.0
2017-11-01 00:40:00	ES	Futures	2819.57	2819.57	2819.29	2819.29	69.0
2017-11-01 00:45:00	ES	Futures	2819.57	2819.84	2819.29	2819.29	196.0
2017-11-01 00:50:00	ES	Futures	2819.57	2819.57	2819.29	2819.29	207.0
2017-11-01 00:55:00	ES	Futures	2819.29	2819.29	2819.02	2819.29	154.0
2017-11-01 01:00:00	ES	Futures	2819.57	2819.57	2819.29	2819.29	58.0
2017-11-01 01:05:00	ES	Futures	2819.29	2819.29	2819.02	2819.02	105.0
2017-11-01 01:10:00	ES	Futures	2819.02	2819.57	2818.75	2819.57	437.0
2017-11-01 01:15:00	ES	Futures	2819.84	2819.84	2819.57	2819.57	200.0
2017-11-01 01:20:00	ES	Futures	2819.57	2819.84	2819.29	2819.84	384.0
2017-11-01 01:25:00	ES	Futures	2819.84	2820.12	2819.29	2819.29	260.0
2017-11-01 01:30:00	ES	Futures	2819.57	2819.84	2819.57	2819.57	393.0
2017-11-01 01:35:00	ES	Futures	2819.84	2820.39	2819.29	2819.84	599.0
2017-11-01 01:40:00	ES	Futures	2819.84	2820.39	2819.84	2820.12	215.0
2017-11-01 01:45:00	ES	Futures	2820.12	2820.66	2820.12	2820.66	781.0
2017-11-01 01:50:00	ES	Futures	2820.39	2821.48	2820.39	2820.94	1356.0
2017-11-01 01:55:00	ES	Futures	2820.94	2821.21	2820.66	2820.94	414.0
2017-11-01 02:00:00	ES	Futures	2820.94	2820.94	2820.39	2820.66	630.0
2017-11-01 02:05:00	ES	Futures	2820.39	2820.94	2820.39	2820.94	261.0
2017-11-01 02:10:00	ES	Futures	2820.66	2821.48	2820.66	2820.94	307.0
2017-11-01 02:15:00	ES	Futures	2820.94	2820.94	2820.66	2820.66	121.0
2017-11-01 02:20:00	ES	Futures	2820.66	2820.94	2820.39	2820.39	108.0
2017-11-01 02:25:00	ES	Futures	2820.39	2820.66	2820.39	2820.66	168.0
2017-11-01 02:30:00	ES	Futures	2820.66	2820.94	2820.66	2820.66	230.0
2017-11-01 02:35:00	ES	Futures	2820.94	2820.94	2820.39	2820.66	171.0
2017-11-01 02:40:00	ES	Futures	2820.66	2821.21	2820.66	2820.66	283.0
2017-11-01 02:45:00	ES	Futures	2820.66	2820.94	2820.66	2820.66	194.0
2017-11-01 02:50:00	ES	Futures	2820.94	2821.21	2820.66	2820.94	1196.0
2017-11-01 02:55:00	ES	Futures	2820.66	2820.94	2820.39	2820.39	333.0
2017-11-01 03:00:00	ES	Futures	2820.39	2821.21	2820.39	2820.94	941.0
2017-11-01 03:05:00	ES	Futures	2820.66	2822.03	2820.66	2821.76	2385.0
2017-11-01 03:10:00	ES	Futures	2822.03	2824.22	2822.03	2823.95	5284.0
2017-11-01 03:15:00	ES	Futures	2823.67	2824.22	2823.67	2823.67	1021.0
2017-11-01 03:20:00	ES	Futures	2823.67	2823.67	2823.12	2823.12	1282.0
2017-11-01 03:25:00	ES	Futures	2823.4	2823.67	2822.3	2822.3	3116.0
2017-11-01 03:30:00	ES	Futures	2822.3	2823.12	2822.03	2823.12	2525.0
2017-11-01 03:35:00	ES	Futures	2823.12	2823.67	2822.58	2823.12	836.0
2017-11-01 03:40:00	ES	Futures	2823.12	2823.95	2822.58	2823.4	1790.0
2017-11-01 03:45:00	ES	Futures	2823.67	2824.22	2823.67	2824.22	915.0
2017-11-01 03:50:00	ES	Futures	2824.22	2824.77	2823.67	2823.67	1702.0
2017-11-01 03:55:00	ES	Futures	2823.67	2823.95	2822.85	2823.12	1262.0
2017-11-01 04:00:00	ES	Futures	2822.85	2823.95	2822.58	2823.12	4426.0
2017-11-01 04:05:00	ES	Futures	2823.12	2823.12	2822.3	2822.58	2487.0

> showing 50 of 16,245 rows — these rows as CSV

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