PREVIEW / futures_5min / 2017-12-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-12-05.parquet
  size:    250 KB
  rows:    15,294

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
2017-12-05 00:00:00	ES	Futures	2893.7	2893.7	2892.88	2893.43	413.0
2017-12-05 00:05:00	ES	Futures	2893.43	2893.7	2892.88	2892.88	455.0
2017-12-05 00:10:00	ES	Futures	2893.16	2893.43	2892.88	2893.16	312.0
2017-12-05 00:15:00	ES	Futures	2893.16	2893.43	2892.61	2892.88	232.0
2017-12-05 00:20:00	ES	Futures	2892.61	2892.88	2892.34	2892.34	139.0
2017-12-05 00:25:00	ES	Futures	2892.34	2892.61	2892.34	2892.34	118.0
2017-12-05 00:30:00	ES	Futures	2892.34	2892.88	2892.34	2892.61	167.0
2017-12-05 00:35:00	ES	Futures	2892.61	2892.61	2892.06	2892.34	289.0
2017-12-05 00:40:00	ES	Futures	2892.34	2892.61	2892.06	2892.34	114.0
2017-12-05 00:45:00	ES	Futures	2892.61	2892.61	2892.06	2892.06	132.0
2017-12-05 00:50:00	ES	Futures	2892.06	2892.06	2891.79	2892.06	179.0
2017-12-05 00:55:00	ES	Futures	2892.06	2892.06	2891.51	2891.79	246.0
2017-12-05 01:00:00	ES	Futures	2892.06	2893.16	2891.79	2892.06	780.0
2017-12-05 01:05:00	ES	Futures	2892.06	2892.34	2891.24	2891.24	495.0
2017-12-05 01:10:00	ES	Futures	2891.24	2892.06	2890.97	2891.51	477.0
2017-12-05 01:15:00	ES	Futures	2891.51	2891.79	2891.51	2891.79	177.0
2017-12-05 01:20:00	ES	Futures	2891.79	2892.06	2891.79	2891.79	48.0
2017-12-05 01:25:00	ES	Futures	2891.79	2892.06	2891.79	2891.79	127.0
2017-12-05 01:30:00	ES	Futures	2892.06	2892.34	2891.24	2891.51	914.0
2017-12-05 01:35:00	ES	Futures	2891.51	2891.79	2891.51	2891.51	207.0
2017-12-05 01:40:00	ES	Futures	2891.51	2892.34	2891.51	2891.79	661.0
2017-12-05 01:45:00	ES	Futures	2891.79	2891.79	2891.24	2891.79	219.0
2017-12-05 01:50:00	ES	Futures	2891.79	2892.34	2891.51	2892.34	281.0
2017-12-05 01:55:00	ES	Futures	2892.06	2892.34	2892.06	2892.34	326.0
2017-12-05 02:00:00	ES	Futures	2892.61	2893.16	2892.06	2892.88	987.0
2017-12-05 02:05:00	ES	Futures	2892.88	2893.16	2892.34	2892.34	571.0
2017-12-05 02:10:00	ES	Futures	2892.34	2892.88	2892.34	2892.61	733.0
2017-12-05 02:15:00	ES	Futures	2892.61	2893.16	2892.34	2892.88	700.0
2017-12-05 02:20:00	ES	Futures	2893.16	2893.7	2892.88	2892.88	957.0
2017-12-05 02:25:00	ES	Futures	2892.88	2893.16	2892.06	2892.88	971.0
2017-12-05 02:30:00	ES	Futures	2892.88	2892.88	2891.79	2891.79	1264.0
2017-12-05 02:35:00	ES	Futures	2891.79	2892.06	2891.51	2891.51	782.0
2017-12-05 02:40:00	ES	Futures	2891.24	2891.51	2890.69	2890.69	1055.0
2017-12-05 02:45:00	ES	Futures	2890.69	2891.51	2890.69	2891.24	999.0
2017-12-05 02:50:00	ES	Futures	2891.24	2891.51	2890.97	2891.24	470.0
2017-12-05 02:55:00	ES	Futures	2890.97	2890.97	2890.15	2890.15	1026.0
2017-12-05 03:00:00	ES	Futures	2889.87	2891.79	2889.87	2891.51	3897.0
2017-12-05 03:05:00	ES	Futures	2891.51	2892.06	2890.97	2891.51	1474.0
2017-12-05 03:10:00	ES	Futures	2891.51	2891.79	2890.97	2891.24	1434.0
2017-12-05 03:15:00	ES	Futures	2891.51	2892.34	2891.24	2892.34	1239.0
2017-12-05 03:20:00	ES	Futures	2892.06	2892.61	2891.51	2891.79	1997.0
2017-12-05 03:25:00	ES	Futures	2891.51	2891.51	2889.6	2891.24	3613.0
2017-12-05 03:30:00	ES	Futures	2891.24	2891.51	2890.42	2890.69	868.0
2017-12-05 03:35:00	ES	Futures	2890.69	2890.69	2889.87	2890.42	860.0
2017-12-05 03:40:00	ES	Futures	2890.69	2890.69	2889.87	2890.42	1104.0
2017-12-05 03:45:00	ES	Futures	2890.42	2890.42	2889.33	2889.6	658.0
2017-12-05 03:50:00	ES	Futures	2889.33	2889.87	2888.78	2889.05	1351.0
2017-12-05 03:55:00	ES	Futures	2889.05	2889.33	2888.23	2888.51	2066.0
2017-12-05 04:00:00	ES	Futures	2888.78	2889.05	2888.23	2889.05	1714.0
2017-12-05 04:05:00	ES	Futures	2889.33	2889.87	2889.05	2889.6	1064.0

> showing 50 of 15,294 rows — these rows as CSV

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