PREVIEW / futures_5min / 2018-01-07

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-07.parquet
  size:    44 KB
  rows:    2,599

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
2018-01-07 18:00:00	ES	Futures	2997.59	3003.87	2997.59	3003.33	7206.0
2018-01-07 18:05:00	ES	Futures	3003.33	3004.15	3001.69	3002.51	3760.0
2018-01-07 18:10:00	ES	Futures	3002.78	3002.78	3001.96	3002.51	761.0
2018-01-07 18:15:00	ES	Futures	3002.78	3002.78	3001.96	3001.96	1081.0
2018-01-07 18:20:00	ES	Futures	3001.96	3002.51	3001.69	3002.51	737.0
2018-01-07 18:25:00	ES	Futures	3002.51	3002.78	3002.24	3002.51	289.0
2018-01-07 18:30:00	ES	Futures	3002.51	3002.78	3002.24	3002.78	390.0
2018-01-07 18:35:00	ES	Futures	3002.78	3003.06	3002.51	3002.51	927.0
2018-01-07 18:40:00	ES	Futures	3002.78	3003.06	3002.78	3002.78	206.0
2018-01-07 18:45:00	ES	Futures	3002.78	3002.78	3002.51	3002.51	395.0
2018-01-07 18:50:00	ES	Futures	3002.78	3003.06	3002.51	3002.78	565.0
2018-01-07 18:55:00	ES	Futures	3002.51	3002.51	3001.69	3001.96	1212.0
2018-01-07 19:00:00	ES	Futures	3001.96	3002.24	3001.96	3001.96	388.0
2018-01-07 19:05:00	ES	Futures	3001.69	3001.96	3001.14	3001.69	1032.0
2018-01-07 19:10:00	ES	Futures	3001.42	3001.69	3001.42	3001.42	675.0
2018-01-07 19:15:00	ES	Futures	3001.42	3001.69	3001.42	3001.69	361.0
2018-01-07 19:20:00	ES	Futures	3001.69	3001.69	3001.14	3001.42	231.0
2018-01-07 19:25:00	ES	Futures	3001.14	3001.69	3001.14	3001.42	305.0
2018-01-07 19:30:00	ES	Futures	3001.69	3001.69	3001.42	3001.42	298.0
2018-01-07 19:35:00	ES	Futures	3001.42	3001.69	3001.14	3001.42	591.0
2018-01-07 19:40:00	ES	Futures	3001.42	3001.69	3001.42	3001.42	198.0
2018-01-07 19:45:00	ES	Futures	3001.42	3001.69	3001.14	3001.69	283.0
2018-01-07 19:50:00	ES	Futures	3001.69	3001.69	3001.14	3001.69	322.0
2018-01-07 19:55:00	ES	Futures	3001.69	3002.24	3001.69	3002.24	548.0
2018-01-07 20:00:00	ES	Futures	3001.96	3002.51	3001.96	3001.96	355.0
2018-01-07 20:05:00	ES	Futures	3001.96	3002.51	3001.69	3002.51	545.0
2018-01-07 20:10:00	ES	Futures	3002.24	3002.51	3001.69	3002.24	411.0
2018-01-07 20:15:00	ES	Futures	3001.96	3002.24	3001.69	3001.96	791.0
2018-01-07 20:20:00	ES	Futures	3001.96	3002.51	3001.96	3002.24	340.0
2018-01-07 20:25:00	ES	Futures	3002.24	3002.51	3001.96	3001.96	119.0
2018-01-07 20:30:00	ES	Futures	3001.96	3002.51	3001.96	3002.24	433.0
2018-01-07 20:35:00	ES	Futures	3001.96	3002.24	3001.96	3002.24	230.0
2018-01-07 20:40:00	ES	Futures	3002.24	3002.24	3001.96	3001.96	326.0
2018-01-07 20:45:00	ES	Futures	3001.96	3002.24	3001.96	3001.96	128.0
2018-01-07 20:50:00	ES	Futures	3001.96	3002.24	3001.96	3001.96	147.0
2018-01-07 20:55:00	ES	Futures	3002.24	3002.24	3001.96	3002.24	324.0
2018-01-07 21:00:00	ES	Futures	3002.24	3002.24	3001.69	3001.69	565.0
2018-01-07 21:05:00	ES	Futures	3001.69	3001.96	3001.69	3001.69	23.0
2018-01-07 21:10:00	ES	Futures	3001.69	3001.96	3001.42	3001.42	261.0
2018-01-07 21:15:00	ES	Futures	3001.42	3001.96	3001.42	3001.42	300.0
2018-01-07 21:20:00	ES	Futures	3001.42	3001.69	3001.42	3001.69	77.0
2018-01-07 21:25:00	ES	Futures	3001.42	3001.69	3001.42	3001.69	101.0
2018-01-07 21:30:00	ES	Futures	3001.69	3001.69	3001.42	3001.42	382.0
2018-01-07 21:35:00	ES	Futures	3001.14	3001.42	3001.14	3001.42	453.0
2018-01-07 21:40:00	ES	Futures	3001.14	3001.42	3000.87	3001.42	482.0
2018-01-07 21:45:00	ES	Futures	3001.14	3001.42	3001.14	3001.42	56.0
2018-01-07 21:50:00	ES	Futures	3001.42	3001.42	3001.14	3001.14	126.0
2018-01-07 21:55:00	ES	Futures	3001.42	3001.69	3001.42	3001.42	477.0
2018-01-07 22:00:00	ES	Futures	3001.42	3001.69	3001.42	3001.69	275.0
2018-01-07 22:05:00	ES	Futures	3001.69	3001.96	3001.42	3001.42	172.0

> showing 50 of 2,599 rows — these rows as CSV

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