PREVIEW / futures_5min / 2018-01-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-01-15.parquet
  size:    172 KB
  rows:    11,722

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
2018-01-15 00:00:00	ES	Futures	3055.81	3056.63	3055.81	3056.63	463.0
2018-01-15 00:05:00	ES	Futures	3056.63	3056.63	3056.08	3056.35	181.0
2018-01-15 00:10:00	ES	Futures	3056.08	3056.9	3056.08	3056.9	497.0
2018-01-15 00:15:00	ES	Futures	3056.9	3056.9	3056.63	3056.9	108.0
2018-01-15 00:20:00	ES	Futures	3056.9	3056.9	3056.63	3056.63	195.0
2018-01-15 00:25:00	ES	Futures	3056.9	3056.9	3056.63	3056.9	461.0
2018-01-15 00:30:00	ES	Futures	3056.63	3056.9	3056.35	3056.63	170.0
2018-01-15 00:35:00	ES	Futures	3056.63	3056.9	3056.35	3056.35	334.0
2018-01-15 00:40:00	ES	Futures	3056.35	3056.35	3056.08	3056.08	179.0
2018-01-15 00:45:00	ES	Futures	3056.08	3056.63	3056.08	3056.63	120.0
2018-01-15 00:50:00	ES	Futures	3056.35	3056.63	3056.35	3056.63	303.0
2018-01-15 00:55:00	ES	Futures	3056.35	3056.9	3056.08	3056.08	534.0
2018-01-15 01:00:00	ES	Futures	3056.35	3056.63	3056.08	3056.35	255.0
2018-01-15 01:05:00	ES	Futures	3056.08	3056.08	3055.53	3055.81	275.0
2018-01-15 01:10:00	ES	Futures	3055.53	3056.08	3055.53	3056.08	186.0
2018-01-15 01:15:00	ES	Futures	3056.08	3056.08	3054.17	3054.71	1251.0
2018-01-15 01:20:00	ES	Futures	3054.71	3055.53	3054.71	3054.99	389.0
2018-01-15 01:25:00	ES	Futures	3054.99	3055.26	3054.71	3054.71	205.0
2018-01-15 01:30:00	ES	Futures	3054.71	3054.99	3054.17	3054.44	262.0
2018-01-15 01:35:00	ES	Futures	3054.44	3054.71	3054.17	3054.44	359.0
2018-01-15 01:40:00	ES	Futures	3054.44	3054.44	3053.89	3054.17	180.0
2018-01-15 01:45:00	ES	Futures	3054.17	3054.44	3053.89	3054.17	246.0
2018-01-15 01:50:00	ES	Futures	3054.17	3054.17	3053.07	3053.07	1054.0
2018-01-15 01:55:00	ES	Futures	3053.07	3053.62	3053.07	3053.35	343.0
2018-01-15 02:00:00	ES	Futures	3053.35	3053.89	3052.53	3052.8	1299.0
2018-01-15 02:05:00	ES	Futures	3052.8	3054.17	3052.53	3053.89	809.0
2018-01-15 02:10:00	ES	Futures	3053.62	3053.89	3053.35	3053.35	698.0
2018-01-15 02:15:00	ES	Futures	3053.35	3053.35	3052.53	3052.53	495.0
2018-01-15 02:20:00	ES	Futures	3052.8	3053.35	3052.53	3053.07	570.0
2018-01-15 02:25:00	ES	Futures	3052.8	3053.35	3052.8	3052.8	464.0
2018-01-15 02:30:00	ES	Futures	3052.8	3052.8	3052.25	3052.25	383.0
2018-01-15 02:35:00	ES	Futures	3052.25	3052.8	3051.98	3052.25	741.0
2018-01-15 02:40:00	ES	Futures	3052.25	3052.53	3052.25	3052.25	406.0
2018-01-15 02:45:00	ES	Futures	3052.25	3052.53	3052.25	3052.25	364.0
2018-01-15 02:50:00	ES	Futures	3052.53	3053.07	3052.53	3053.07	321.0
2018-01-15 02:55:00	ES	Futures	3053.35	3053.62	3053.07	3053.62	436.0
2018-01-15 03:00:00	ES	Futures	3053.62	3054.99	3053.35	3053.89	2018.0
2018-01-15 03:05:00	ES	Futures	3054.17	3054.17	3051.71	3052.25	2719.0
2018-01-15 03:10:00	ES	Futures	3051.98	3052.53	3051.16	3051.71	2054.0
2018-01-15 03:15:00	ES	Futures	3051.71	3052.25	3051.71	3052.25	532.0
2018-01-15 03:20:00	ES	Futures	3052.25	3052.53	3051.98	3052.25	557.0
2018-01-15 03:25:00	ES	Futures	3052.25	3053.62	3052.25	3053.35	853.0
2018-01-15 03:30:00	ES	Futures	3053.62	3053.62	3052.8	3052.8	855.0
2018-01-15 03:35:00	ES	Futures	3053.07	3053.07	3052.25	3052.53	733.0
2018-01-15 03:40:00	ES	Futures	3052.53	3052.53	3051.98	3051.98	786.0
2018-01-15 03:45:00	ES	Futures	3051.98	3052.53	3051.98	3052.53	620.0
2018-01-15 03:50:00	ES	Futures	3052.8	3053.07	3052.53	3053.07	388.0
2018-01-15 03:55:00	ES	Futures	3053.07	3053.07	3052.53	3052.8	386.0
2018-01-15 04:00:00	ES	Futures	3053.07	3053.35	3052.8	3053.07	724.0
2018-01-15 04:05:00	ES	Futures	3053.07	3053.62	3052.8	3053.62	443.0

> showing 50 of 11,722 rows — these rows as CSV

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