PREVIEW / futures_5min / 2017-11-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-11-26.parquet
  size:    46 KB
  rows:    2,666

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
2017-11-26 18:00:00	ES	Futures	2846.1	2848.57	2845.83	2848.02	3639.0
2017-11-26 18:05:00	ES	Futures	2848.02	2848.57	2847.75	2848.57	604.0
2017-11-26 18:10:00	ES	Futures	2848.57	2848.84	2848.29	2848.57	561.0
2017-11-26 18:15:00	ES	Futures	2848.57	2848.57	2847.75	2848.02	444.0
2017-11-26 18:20:00	ES	Futures	2848.02	2848.29	2848.02	2848.29	92.0
2017-11-26 18:25:00	ES	Futures	2848.02	2848.29	2847.47	2847.47	582.0
2017-11-26 18:30:00	ES	Futures	2847.75	2848.84	2847.47	2847.75	1354.0
2017-11-26 18:35:00	ES	Futures	2847.75	2848.02	2847.75	2847.75	718.0
2017-11-26 18:40:00	ES	Futures	2847.75	2847.75	2847.2	2847.47	437.0
2017-11-26 18:45:00	ES	Futures	2847.47	2847.75	2847.2	2847.75	735.0
2017-11-26 18:50:00	ES	Futures	2847.47	2847.47	2846.92	2846.92	401.0
2017-11-26 18:55:00	ES	Futures	2846.92	2847.75	2846.92	2847.47	233.0
2017-11-26 19:00:00	ES	Futures	2847.47	2847.47	2847.2	2847.47	413.0
2017-11-26 19:05:00	ES	Futures	2847.2	2847.47	2846.1	2846.38	1015.0
2017-11-26 19:10:00	ES	Futures	2846.38	2846.92	2845.83	2845.83	631.0
2017-11-26 19:15:00	ES	Futures	2845.83	2846.1	2845.56	2845.83	659.0
2017-11-26 19:20:00	ES	Futures	2845.83	2846.38	2845.56	2846.1	523.0
2017-11-26 19:25:00	ES	Futures	2846.1	2846.38	2845.83	2845.83	311.0
2017-11-26 19:30:00	ES	Futures	2845.83	2846.1	2845.56	2845.83	334.0
2017-11-26 19:35:00	ES	Futures	2845.83	2846.38	2845.83	2846.1	433.0
2017-11-26 19:40:00	ES	Futures	2846.1	2846.65	2846.1	2846.65	597.0
2017-11-26 19:45:00	ES	Futures	2846.65	2846.65	2846.38	2846.38	374.0
2017-11-26 19:50:00	ES	Futures	2846.38	2846.65	2846.1	2846.65	391.0
2017-11-26 19:55:00	ES	Futures	2846.38	2846.65	2846.1	2846.38	281.0
2017-11-26 20:00:00	ES	Futures	2846.38	2846.65	2845.56	2845.83	629.0
2017-11-26 20:05:00	ES	Futures	2845.56	2846.1	2845.56	2846.1	128.0
2017-11-26 20:10:00	ES	Futures	2846.1	2846.1	2845.28	2845.28	764.0
2017-11-26 20:15:00	ES	Futures	2845.28	2845.56	2844.74	2845.28	2125.0
2017-11-26 20:20:00	ES	Futures	2845.28	2845.28	2844.46	2844.74	460.0
2017-11-26 20:25:00	ES	Futures	2844.74	2844.74	2844.19	2844.74	988.0
2017-11-26 20:30:00	ES	Futures	2844.46	2844.74	2843.92	2844.19	1004.0
2017-11-26 20:35:00	ES	Futures	2843.92	2844.74	2843.92	2844.46	1182.0
2017-11-26 20:40:00	ES	Futures	2844.74	2844.74	2843.09	2843.09	1861.0
2017-11-26 20:45:00	ES	Futures	2843.37	2843.64	2842.55	2843.64	1940.0
2017-11-26 20:50:00	ES	Futures	2843.37	2843.64	2843.09	2843.37	1346.0
2017-11-26 20:55:00	ES	Futures	2843.37	2843.64	2843.09	2843.37	485.0
2017-11-26 21:00:00	ES	Futures	2843.37	2843.37	2842.55	2842.82	642.0
2017-11-26 21:05:00	ES	Futures	2843.09	2843.09	2842.27	2842.55	1205.0
2017-11-26 21:10:00	ES	Futures	2842.82	2843.09	2841.18	2841.73	2329.0
2017-11-26 21:15:00	ES	Futures	2841.73	2842.82	2841.45	2842.27	1905.0
2017-11-26 21:20:00	ES	Futures	2842.55	2843.09	2842.27	2842.82	614.0
2017-11-26 21:25:00	ES	Futures	2843.09	2843.09	2842.55	2842.55	401.0
2017-11-26 21:30:00	ES	Futures	2842.55	2842.55	2841.73	2842.0	1060.0
2017-11-26 21:35:00	ES	Futures	2842.27	2842.27	2841.73	2842.0	217.0
2017-11-26 21:40:00	ES	Futures	2842.0	2842.55	2842.0	2842.55	558.0
2017-11-26 21:45:00	ES	Futures	2842.55	2842.82	2842.55	2842.55	409.0
2017-11-26 21:50:00	ES	Futures	2842.82	2842.82	2842.0	2842.27	186.0
2017-11-26 21:55:00	ES	Futures	2842.27	2842.27	2842.0	2842.27	40.0
2017-11-26 22:00:00	ES	Futures	2842.27	2842.55	2842.0	2842.55	183.0
2017-11-26 22:05:00	ES	Futures	2842.55	2842.82	2842.27	2842.55	477.0

> showing 50 of 2,666 rows — these rows as CSV

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