PREVIEW / futures_5min / 2018-02-14

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-14.parquet
  size:    299 KB
  rows:    16,505

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
2018-02-14 00:00:00	ES	Futures	2913.95	2915.32	2913.95	2914.22	573.0
2018-02-14 00:05:00	ES	Futures	2914.5	2915.04	2913.95	2914.77	216.0
2018-02-14 00:10:00	ES	Futures	2914.77	2915.86	2914.77	2915.59	502.0
2018-02-14 00:15:00	ES	Futures	2915.59	2916.41	2915.59	2916.41	1104.0
2018-02-14 00:20:00	ES	Futures	2916.41	2916.41	2915.86	2915.86	302.0
2018-02-14 00:25:00	ES	Futures	2916.14	2916.41	2914.77	2915.04	371.0
2018-02-14 00:30:00	ES	Futures	2915.04	2915.59	2914.77	2915.04	201.0
2018-02-14 00:35:00	ES	Futures	2914.77	2915.04	2914.22	2914.77	371.0
2018-02-14 00:40:00	ES	Futures	2914.5	2915.86	2914.5	2915.59	240.0
2018-02-14 00:45:00	ES	Futures	2915.59	2915.86	2915.32	2915.86	159.0
2018-02-14 00:50:00	ES	Futures	2915.59	2915.86	2915.04	2915.59	208.0
2018-02-14 00:55:00	ES	Futures	2915.59	2916.14	2915.04	2915.59	294.0
2018-02-14 01:00:00	ES	Futures	2915.59	2915.86	2914.77	2915.04	269.0
2018-02-14 01:05:00	ES	Futures	2915.04	2916.14	2915.04	2915.86	166.0
2018-02-14 01:10:00	ES	Futures	2916.14	2916.41	2915.86	2916.41	214.0
2018-02-14 01:15:00	ES	Futures	2916.41	2916.96	2916.41	2916.96	825.0
2018-02-14 01:20:00	ES	Futures	2916.68	2916.96	2916.41	2916.68	463.0
2018-02-14 01:25:00	ES	Futures	2916.96	2916.96	2916.68	2916.96	245.0
2018-02-14 01:30:00	ES	Futures	2916.96	2917.23	2916.68	2916.96	486.0
2018-02-14 01:35:00	ES	Futures	2916.96	2916.96	2916.68	2916.96	104.0
2018-02-14 01:40:00	ES	Futures	2916.96	2917.23	2916.68	2916.68	406.0
2018-02-14 01:45:00	ES	Futures	2916.96	2916.96	2915.86	2916.14	199.0
2018-02-14 01:50:00	ES	Futures	2915.86	2916.14	2915.32	2915.86	437.0
2018-02-14 01:55:00	ES	Futures	2915.86	2916.41	2915.59	2916.14	260.0
2018-02-14 02:00:00	ES	Futures	2915.86	2917.23	2915.86	2916.96	1177.0
2018-02-14 02:05:00	ES	Futures	2916.96	2917.5	2916.41	2917.5	1087.0
2018-02-14 02:10:00	ES	Futures	2917.23	2917.78	2916.96	2917.78	796.0
2018-02-14 02:15:00	ES	Futures	2917.78	2917.78	2917.23	2917.23	961.0
2018-02-14 02:20:00	ES	Futures	2917.5	2917.5	2916.68	2917.23	485.0
2018-02-14 02:25:00	ES	Futures	2917.23	2918.6	2917.23	2918.32	1600.0
2018-02-14 02:30:00	ES	Futures	2918.6	2923.52	2918.32	2922.7	4758.0
2018-02-14 02:35:00	ES	Futures	2922.7	2926.25	2922.7	2924.34	5346.0
2018-02-14 02:40:00	ES	Futures	2924.61	2927.07	2924.34	2925.43	2555.0
2018-02-14 02:45:00	ES	Futures	2925.43	2926.8	2924.88	2925.43	1241.0
2018-02-14 02:50:00	ES	Futures	2925.7	2927.07	2925.7	2926.8	1308.0
2018-02-14 02:55:00	ES	Futures	2926.8	2927.34	2924.88	2924.88	1764.0
2018-02-14 03:00:00	ES	Futures	2924.88	2925.16	2922.15	2924.06	3774.0
2018-02-14 03:05:00	ES	Futures	2924.06	2924.88	2923.52	2924.61	1367.0
2018-02-14 03:10:00	ES	Futures	2924.61	2925.43	2924.06	2924.34	975.0
2018-02-14 03:15:00	ES	Futures	2924.34	2925.43	2923.79	2924.34	1214.0
2018-02-14 03:20:00	ES	Futures	2924.61	2924.88	2923.24	2924.06	1518.0
2018-02-14 03:25:00	ES	Futures	2924.34	2924.34	2922.15	2923.79	1616.0
2018-02-14 03:30:00	ES	Futures	2923.79	2924.06	2921.06	2921.33	1623.0
2018-02-14 03:35:00	ES	Futures	2921.33	2922.7	2920.78	2922.15	1525.0
2018-02-14 03:40:00	ES	Futures	2922.15	2922.7	2921.88	2922.7	834.0
2018-02-14 03:45:00	ES	Futures	2922.42	2923.52	2921.88	2923.24	892.0
2018-02-14 03:50:00	ES	Futures	2923.52	2924.06	2922.7	2923.79	847.0
2018-02-14 03:55:00	ES	Futures	2924.06	2924.88	2923.79	2924.61	968.0
2018-02-14 04:00:00	ES	Futures	2924.61	2925.16	2923.52	2924.61	1388.0
2018-02-14 04:05:00	ES	Futures	2924.61	2925.43	2924.06	2924.88	1135.0

> showing 50 of 16,505 rows — these rows as CSV

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