PREVIEW / futures_5min / 2017-11-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-24.parquet
  size:    159 KB
  rows:    9,946

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
2017-11-24 00:00:00	ES	Futures	2842.82	2842.82	2842.27	2842.27	222.0
2017-11-24 00:05:00	ES	Futures	2842.0	2842.55	2842.0	2842.27	44.0
2017-11-24 00:10:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	115.0
2017-11-24 00:15:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	163.0
2017-11-24 00:20:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	84.0
2017-11-24 00:25:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	14.0
2017-11-24 00:30:00	ES	Futures	2842.0	2842.27	2842.0	2842.27	123.0
2017-11-24 00:35:00	ES	Futures	2842.27	2842.27	2842.0	2842.27	268.0
2017-11-24 00:40:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	530.0
2017-11-24 00:45:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	238.0
2017-11-24 00:50:00	ES	Futures	2842.0	2842.0	2841.73	2841.73	146.0
2017-11-24 00:55:00	ES	Futures	2841.73	2842.0	2841.18	2841.45	608.0
2017-11-24 01:00:00	ES	Futures	2841.45	2841.73	2841.18	2841.45	357.0
2017-11-24 01:05:00	ES	Futures	2841.45	2842.0	2841.45	2841.73	171.0
2017-11-24 01:10:00	ES	Futures	2841.73	2842.0	2841.18	2841.45	430.0
2017-11-24 01:15:00	ES	Futures	2841.45	2841.73	2840.91	2841.45	598.0
2017-11-24 01:20:00	ES	Futures	2841.45	2841.45	2840.91	2841.18	342.0
2017-11-24 01:25:00	ES	Futures	2841.18	2841.18	2840.36	2840.91	542.0
2017-11-24 01:30:00	ES	Futures	2841.18	2841.18	2840.63	2840.91	211.0
2017-11-24 01:35:00	ES	Futures	2840.91	2841.18	2840.91	2840.91	87.0
2017-11-24 01:40:00	ES	Futures	2841.18	2841.18	2840.91	2841.18	59.0
2017-11-24 01:45:00	ES	Futures	2841.18	2841.18	2840.91	2840.91	48.0
2017-11-24 01:50:00	ES	Futures	2841.18	2841.18	2840.91	2840.91	100.0
2017-11-24 01:55:00	ES	Futures	2840.91	2840.91	2840.63	2840.91	28.0
2017-11-24 02:00:00	ES	Futures	2840.91	2842.0	2840.63	2841.73	483.0
2017-11-24 02:05:00	ES	Futures	2841.73	2842.0	2841.45	2841.45	92.0
2017-11-24 02:10:00	ES	Futures	2841.45	2842.27	2841.45	2842.0	413.0
2017-11-24 02:15:00	ES	Futures	2842.0	2843.37	2842.0	2842.82	1609.0
2017-11-24 02:20:00	ES	Futures	2842.82	2843.09	2842.55	2842.55	148.0
2017-11-24 02:25:00	ES	Futures	2842.55	2843.09	2842.55	2842.55	304.0
2017-11-24 02:30:00	ES	Futures	2842.82	2842.82	2842.27	2842.55	317.0
2017-11-24 02:35:00	ES	Futures	2842.27	2842.27	2842.0	2842.0	508.0
2017-11-24 02:40:00	ES	Futures	2841.73	2842.27	2841.73	2841.73	468.0
2017-11-24 02:45:00	ES	Futures	2842.0	2842.0	2841.73	2842.0	520.0
2017-11-24 02:50:00	ES	Futures	2841.73	2842.55	2841.73	2842.27	496.0
2017-11-24 02:55:00	ES	Futures	2842.27	2842.55	2841.73	2842.0	435.0
2017-11-24 03:00:00	ES	Futures	2842.0	2842.82	2841.18	2842.82	3065.0
2017-11-24 03:05:00	ES	Futures	2842.82	2843.09	2841.73	2841.73	2390.0
2017-11-24 03:10:00	ES	Futures	2841.73	2842.55	2841.73	2842.55	1208.0
2017-11-24 03:15:00	ES	Futures	2842.27	2842.27	2841.73	2842.0	1191.0
2017-11-24 03:20:00	ES	Futures	2841.73	2841.73	2841.18	2841.18	2234.0
2017-11-24 03:25:00	ES	Futures	2841.18	2842.0	2841.18	2841.73	960.0
2017-11-24 03:30:00	ES	Futures	2842.0	2842.27	2841.73	2841.73	1493.0
2017-11-24 03:35:00	ES	Futures	2841.73	2841.73	2840.91	2841.45	1776.0
2017-11-24 03:40:00	ES	Futures	2841.18	2841.45	2840.63	2841.45	1716.0
2017-11-24 03:45:00	ES	Futures	2841.45	2841.73	2841.18	2841.73	1053.0
2017-11-24 03:50:00	ES	Futures	2841.45	2842.0	2841.45	2841.45	1417.0
2017-11-24 03:55:00	ES	Futures	2841.45	2842.0	2841.18	2842.0	673.0
2017-11-24 04:00:00	ES	Futures	2841.73	2843.09	2841.73	2842.82	2685.0
2017-11-24 04:05:00	ES	Futures	2842.82	2842.82	2842.0	2842.55	2222.0

> showing 50 of 9,946 rows — these rows as CSV

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