PREVIEW / futures_5min / 2018-01-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-11.parquet
  size:    259 KB
  rows:    16,072

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
2018-01-11 00:00:00	ES	Futures	3010.16	3010.16	3009.61	3009.89	575.0
2018-01-11 00:05:00	ES	Futures	3009.89	3010.16	3009.61	3009.89	111.0
2018-01-11 00:10:00	ES	Futures	3009.89	3010.43	3009.89	3010.43	189.0
2018-01-11 00:15:00	ES	Futures	3010.43	3010.71	3010.16	3010.71	342.0
2018-01-11 00:20:00	ES	Futures	3010.98	3010.98	3010.43	3010.71	215.0
2018-01-11 00:25:00	ES	Futures	3010.71	3010.71	3010.43	3010.43	117.0
2018-01-11 00:30:00	ES	Futures	3010.43	3010.71	3010.43	3010.43	92.0
2018-01-11 00:35:00	ES	Futures	3010.43	3010.43	3010.16	3010.16	262.0
2018-01-11 00:40:00	ES	Futures	3010.43	3010.71	3010.16	3010.43	200.0
2018-01-11 00:45:00	ES	Futures	3010.16	3010.43	3010.16	3010.16	66.0
2018-01-11 00:50:00	ES	Futures	3010.43	3010.43	3010.16	3010.43	60.0
2018-01-11 00:55:00	ES	Futures	3010.43	3010.98	3010.16	3010.71	253.0
2018-01-11 01:00:00	ES	Futures	3010.71	3010.98	3010.16	3010.43	563.0
2018-01-11 01:05:00	ES	Futures	3010.43	3010.43	3009.61	3009.61	330.0
2018-01-11 01:10:00	ES	Futures	3009.61	3009.89	3009.34	3009.34	235.0
2018-01-11 01:15:00	ES	Futures	3009.34	3009.61	3009.34	3009.61	28.0
2018-01-11 01:20:00	ES	Futures	3009.34	3009.61	3009.34	3009.34	186.0
2018-01-11 01:25:00	ES	Futures	3009.34	3009.34	3009.07	3009.34	134.0
2018-01-11 01:30:00	ES	Futures	3009.34	3009.34	3009.07	3009.34	77.0
2018-01-11 01:35:00	ES	Futures	3009.34	3009.61	3009.07	3009.07	164.0
2018-01-11 01:40:00	ES	Futures	3009.34	3009.61	3008.79	3009.61	198.0
2018-01-11 01:45:00	ES	Futures	3009.34	3009.61	3009.07	3009.07	162.0
2018-01-11 01:50:00	ES	Futures	3009.07	3009.34	3008.79	3009.34	45.0
2018-01-11 01:55:00	ES	Futures	3009.34	3009.34	3009.07	3009.07	89.0
2018-01-11 02:00:00	ES	Futures	3009.34	3010.71	3009.34	3010.16	655.0
2018-01-11 02:05:00	ES	Futures	3010.16	3010.16	3009.61	3009.61	213.0
2018-01-11 02:10:00	ES	Futures	3009.61	3010.16	3009.61	3009.61	165.0
2018-01-11 02:15:00	ES	Futures	3009.61	3010.16	3008.79	3009.61	1183.0
2018-01-11 02:20:00	ES	Futures	3009.89	3010.16	3009.34	3009.61	648.0
2018-01-11 02:25:00	ES	Futures	3009.61	3009.61	3009.34	3009.61	303.0
2018-01-11 02:30:00	ES	Futures	3009.89	3010.43	3009.61	3010.16	537.0
2018-01-11 02:35:00	ES	Futures	3010.16	3010.71	3010.16	3010.71	311.0
2018-01-11 02:40:00	ES	Futures	3010.71	3010.98	3010.43	3010.98	526.0
2018-01-11 02:45:00	ES	Futures	3010.98	3010.98	3010.71	3010.98	310.0
2018-01-11 02:50:00	ES	Futures	3010.98	3011.25	3010.71	3010.71	626.0
2018-01-11 02:55:00	ES	Futures	3010.71	3010.98	3010.71	3010.71	307.0
2018-01-11 03:00:00	ES	Futures	3010.98	3011.25	3010.43	3011.25	2410.0
2018-01-11 03:05:00	ES	Futures	3011.25	3011.53	3010.43	3010.98	1575.0
2018-01-11 03:10:00	ES	Futures	3010.98	3011.25	3010.71	3010.71	1006.0
2018-01-11 03:15:00	ES	Futures	3010.71	3011.25	3010.43	3010.98	1361.0
2018-01-11 03:20:00	ES	Futures	3010.98	3011.25	3010.43	3010.71	921.0
2018-01-11 03:25:00	ES	Futures	3010.98	3010.98	3010.16	3010.16	1365.0
2018-01-11 03:30:00	ES	Futures	3009.89	3010.98	3009.89	3010.71	1061.0
2018-01-11 03:35:00	ES	Futures	3010.71	3010.98	3009.89	3009.89	611.0
2018-01-11 03:40:00	ES	Futures	3009.89	3010.71	3009.61	3010.71	704.0
2018-01-11 03:45:00	ES	Futures	3010.71	3010.71	3009.89	3010.16	582.0
2018-01-11 03:50:00	ES	Futures	3010.16	3010.98	3010.16	3010.71	799.0
2018-01-11 03:55:00	ES	Futures	3010.71	3011.25	3010.71	3010.71	765.0
2018-01-11 04:00:00	ES	Futures	3010.98	3011.53	3010.43	3010.43	1634.0
2018-01-11 04:05:00	ES	Futures	3010.43	3010.71	3010.16	3010.43	785.0

> showing 50 of 16,072 rows — these rows as CSV

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