PREVIEW / futures_5min / 2018-02-07

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-07.parquet
  size:    312 KB
  rows:    17,135

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
2018-02-07 00:00:00	ES	Futures	2928.44	2928.44	2925.7	2926.8	574.0
2018-02-07 00:05:00	ES	Futures	2927.07	2927.62	2925.7	2927.34	398.0
2018-02-07 00:10:00	ES	Futures	2927.34	2927.62	2924.61	2924.88	941.0
2018-02-07 00:15:00	ES	Futures	2924.88	2925.43	2923.52	2925.16	1072.0
2018-02-07 00:20:00	ES	Futures	2925.16	2925.16	2922.42	2923.52	981.0
2018-02-07 00:25:00	ES	Futures	2923.79	2926.52	2921.33	2925.98	1126.0
2018-02-07 00:30:00	ES	Futures	2925.7	2925.7	2922.7	2924.06	775.0
2018-02-07 00:35:00	ES	Futures	2924.06	2925.98	2922.97	2923.79	394.0
2018-02-07 00:40:00	ES	Futures	2924.34	2924.34	2921.88	2922.97	648.0
2018-02-07 00:45:00	ES	Futures	2922.97	2923.24	2921.33	2921.88	885.0
2018-02-07 00:50:00	ES	Futures	2921.88	2922.7	2920.24	2920.51	948.0
2018-02-07 00:55:00	ES	Futures	2920.24	2920.51	2914.77	2915.32	2599.0
2018-02-07 01:00:00	ES	Futures	2915.32	2917.78	2910.67	2911.49	2600.0
2018-02-07 01:05:00	ES	Futures	2911.49	2917.78	2911.49	2916.14	1617.0
2018-02-07 01:10:00	ES	Futures	2916.14	2916.68	2912.86	2915.32	1027.0
2018-02-07 01:15:00	ES	Futures	2915.59	2917.5	2914.77	2916.96	1140.0
2018-02-07 01:20:00	ES	Futures	2917.23	2918.32	2915.04	2915.32	1027.0
2018-02-07 01:25:00	ES	Futures	2915.04	2915.86	2913.95	2914.22	879.0
2018-02-07 01:30:00	ES	Futures	2914.22	2914.22	2912.58	2912.58	1785.0
2018-02-07 01:35:00	ES	Futures	2912.58	2920.78	2912.58	2918.6	1449.0
2018-02-07 01:40:00	ES	Futures	2918.6	2920.78	2917.5	2920.78	830.0
2018-02-07 01:45:00	ES	Futures	2920.51	2921.33	2918.05	2920.78	710.0
2018-02-07 01:50:00	ES	Futures	2920.78	2924.06	2919.69	2922.15	864.0
2018-02-07 01:55:00	ES	Futures	2921.88	2923.24	2921.06	2922.15	754.0
2018-02-07 02:00:00	ES	Futures	2922.15	2922.97	2919.96	2922.15	1907.0
2018-02-07 02:05:00	ES	Futures	2922.15	2927.07	2921.6	2925.43	2797.0
2018-02-07 02:10:00	ES	Futures	2925.16	2927.34	2924.88	2926.52	1700.0
2018-02-07 02:15:00	ES	Futures	2926.52	2930.08	2921.6	2922.42	3632.0
2018-02-07 02:20:00	ES	Futures	2922.7	2927.34	2920.24	2925.7	1872.0
2018-02-07 02:25:00	ES	Futures	2925.7	2927.34	2924.34	2924.88	926.0
2018-02-07 02:30:00	ES	Futures	2924.88	2925.16	2916.41	2918.87	2402.0
2018-02-07 02:35:00	ES	Futures	2918.87	2920.78	2917.5	2918.87	1792.0
2018-02-07 02:40:00	ES	Futures	2918.6	2925.16	2916.96	2923.24	1918.0
2018-02-07 02:45:00	ES	Futures	2923.24	2924.34	2921.88	2922.7	1016.0
2018-02-07 02:50:00	ES	Futures	2922.7	2922.97	2921.06	2922.97	987.0
2018-02-07 02:55:00	ES	Futures	2922.97	2922.97	2917.78	2919.69	1216.0
2018-02-07 03:00:00	ES	Futures	2919.42	2920.24	2914.22	2918.05	4772.0
2018-02-07 03:05:00	ES	Futures	2918.05	2918.6	2913.95	2914.77	4426.0
2018-02-07 03:10:00	ES	Futures	2914.77	2916.41	2908.76	2909.03	4665.0
2018-02-07 03:15:00	ES	Futures	2908.76	2913.95	2908.76	2910.94	3512.0
2018-02-07 03:20:00	ES	Futures	2911.22	2916.41	2910.67	2915.59	2794.0
2018-02-07 03:25:00	ES	Futures	2915.32	2919.14	2913.68	2918.32	3629.0
2018-02-07 03:30:00	ES	Futures	2918.32	2923.79	2917.5	2921.06	3998.0
2018-02-07 03:35:00	ES	Futures	2921.06	2921.6	2917.78	2919.14	2788.0
2018-02-07 03:40:00	ES	Futures	2919.42	2920.51	2916.68	2918.6	1620.0
2018-02-07 03:45:00	ES	Futures	2918.87	2920.24	2916.41	2918.6	1974.0
2018-02-07 03:50:00	ES	Futures	2918.6	2922.42	2918.32	2919.96	2560.0
2018-02-07 03:55:00	ES	Futures	2919.69	2920.78	2918.87	2920.78	969.0
2018-02-07 04:00:00	ES	Futures	2920.78	2921.06	2916.96	2917.5	2423.0
2018-02-07 04:05:00	ES	Futures	2917.78	2918.87	2915.04	2915.32	2621.0

> showing 50 of 17,135 rows — these rows as CSV

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