PREVIEW / futures_5min / 2017-11-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-10.parquet
  size:    203 KB
  rows:    13,031

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
2017-11-10 00:00:00	ES	Futures	2828.32	2828.6	2828.32	2828.32	252.0
2017-11-10 00:05:00	ES	Futures	2828.6	2828.6	2828.05	2828.32	277.0
2017-11-10 00:10:00	ES	Futures	2828.32	2828.32	2828.05	2828.05	74.0
2017-11-10 00:15:00	ES	Futures	2828.32	2828.87	2828.05	2828.87	776.0
2017-11-10 00:20:00	ES	Futures	2828.87	2828.87	2828.6	2828.6	368.0
2017-11-10 00:25:00	ES	Futures	2828.87	2829.42	2828.6	2828.87	1026.0
2017-11-10 00:30:00	ES	Futures	2828.87	2828.87	2828.32	2828.6	514.0
2017-11-10 00:35:00	ES	Futures	2828.6	2828.87	2828.05	2828.32	358.0
2017-11-10 00:40:00	ES	Futures	2828.32	2828.6	2828.32	2828.6	332.0
2017-11-10 00:45:00	ES	Futures	2828.32	2828.87	2828.32	2828.6	474.0
2017-11-10 00:50:00	ES	Futures	2828.87	2829.14	2828.6	2829.14	83.0
2017-11-10 00:55:00	ES	Futures	2829.14	2829.14	2828.87	2828.87	291.0
2017-11-10 01:00:00	ES	Futures	2828.6	2828.87	2826.68	2826.95	1529.0
2017-11-10 01:05:00	ES	Futures	2827.23	2827.5	2825.86	2825.86	799.0
2017-11-10 01:10:00	ES	Futures	2825.86	2826.41	2824.22	2824.49	1659.0
2017-11-10 01:15:00	ES	Futures	2824.49	2825.31	2824.49	2825.04	797.0
2017-11-10 01:20:00	ES	Futures	2825.04	2825.86	2824.77	2825.31	657.0
2017-11-10 01:25:00	ES	Futures	2825.04	2825.86	2825.04	2825.59	555.0
2017-11-10 01:30:00	ES	Futures	2825.59	2825.59	2825.04	2825.04	384.0
2017-11-10 01:35:00	ES	Futures	2824.77	2825.04	2824.49	2824.49	484.0
2017-11-10 01:40:00	ES	Futures	2824.77	2825.04	2824.49	2825.04	519.0
2017-11-10 01:45:00	ES	Futures	2825.04	2825.04	2824.22	2824.49	426.0
2017-11-10 01:50:00	ES	Futures	2824.49	2824.49	2823.4	2823.67	1582.0
2017-11-10 01:55:00	ES	Futures	2823.4	2823.95	2823.4	2823.67	708.0
2017-11-10 02:00:00	ES	Futures	2823.4	2824.49	2823.4	2823.95	1655.0
2017-11-10 02:05:00	ES	Futures	2823.67	2824.49	2823.67	2824.22	1195.0
2017-11-10 02:10:00	ES	Futures	2824.22	2824.77	2823.95	2824.77	979.0
2017-11-10 02:15:00	ES	Futures	2824.77	2824.77	2823.95	2824.22	774.0
2017-11-10 02:20:00	ES	Futures	2824.22	2824.22	2823.67	2824.22	647.0
2017-11-10 02:25:00	ES	Futures	2824.22	2824.22	2822.58	2823.67	2355.0
2017-11-10 02:30:00	ES	Futures	2823.67	2823.95	2822.85	2823.67	2565.0
2017-11-10 02:35:00	ES	Futures	2823.67	2824.22	2823.4	2824.22	2391.0
2017-11-10 02:40:00	ES	Futures	2824.22	2824.77	2823.4	2823.4	1533.0
2017-11-10 02:45:00	ES	Futures	2823.67	2823.95	2823.12	2823.67	1060.0
2017-11-10 02:50:00	ES	Futures	2823.4	2824.22	2823.12	2823.67	996.0
2017-11-10 02:55:00	ES	Futures	2823.67	2823.95	2823.12	2823.12	1534.0
2017-11-10 03:00:00	ES	Futures	2823.12	2824.77	2823.12	2824.77	5395.0
2017-11-10 03:05:00	ES	Futures	2824.49	2825.31	2823.67	2824.22	4506.0
2017-11-10 03:10:00	ES	Futures	2824.22	2824.22	2823.12	2823.12	2221.0
2017-11-10 03:15:00	ES	Futures	2823.12	2823.4	2822.85	2823.12	2660.0
2017-11-10 03:20:00	ES	Futures	2823.4	2823.4	2820.66	2820.94	6936.0
2017-11-10 03:25:00	ES	Futures	2821.21	2821.21	2820.39	2820.66	2897.0
2017-11-10 03:30:00	ES	Futures	2820.66	2820.94	2819.84	2820.12	3780.0
2017-11-10 03:35:00	ES	Futures	2820.12	2821.21	2820.12	2820.94	3120.0
2017-11-10 03:40:00	ES	Futures	2820.94	2821.21	2819.29	2819.29	3431.0
2017-11-10 03:45:00	ES	Futures	2819.57	2819.84	2818.75	2818.75	3670.0
2017-11-10 03:50:00	ES	Futures	2819.02	2819.29	2818.2	2818.75	4215.0
2017-11-10 03:55:00	ES	Futures	2818.75	2820.12	2818.47	2819.84	1923.0
2017-11-10 04:00:00	ES	Futures	2819.84	2820.66	2819.57	2820.39	2105.0
2017-11-10 04:05:00	ES	Futures	2820.39	2820.39	2818.2	2818.2	3791.0

> showing 50 of 13,031 rows — these rows as CSV

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