PREVIEW / futures_5min / 2018-02-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-16.parquet
  size:    235 KB
  rows:    13,344

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
2018-02-16 00:00:00	ES	Futures	2991.03	2991.3	2991.03	2991.03	166.0
2018-02-16 00:05:00	ES	Futures	2991.3	2992.12	2991.03	2992.12	299.0
2018-02-16 00:10:00	ES	Futures	2991.85	2992.12	2991.58	2991.85	300.0
2018-02-16 00:15:00	ES	Futures	2991.85	2995.68	2991.85	2995.68	3086.0
2018-02-16 00:20:00	ES	Futures	2995.4	2995.68	2994.86	2994.86	688.0
2018-02-16 00:25:00	ES	Futures	2994.86	2995.68	2994.86	2995.13	387.0
2018-02-16 00:30:00	ES	Futures	2994.86	2995.13	2994.31	2994.58	442.0
2018-02-16 00:35:00	ES	Futures	2994.31	2994.58	2992.12	2993.22	881.0
2018-02-16 00:40:00	ES	Futures	2993.22	2993.49	2992.12	2992.67	492.0
2018-02-16 00:45:00	ES	Futures	2992.4	2993.22	2992.12	2992.94	425.0
2018-02-16 00:50:00	ES	Futures	2992.67	2992.67	2989.12	2989.39	1049.0
2018-02-16 00:55:00	ES	Futures	2989.66	2990.48	2989.12	2989.66	1082.0
2018-02-16 01:00:00	ES	Futures	2989.66	2989.66	2987.75	2987.75	982.0
2018-02-16 01:05:00	ES	Futures	2988.02	2989.66	2987.48	2989.66	666.0
2018-02-16 01:10:00	ES	Futures	2989.66	2990.48	2989.39	2990.48	368.0
2018-02-16 01:15:00	ES	Futures	2990.48	2991.58	2990.21	2991.3	385.0
2018-02-16 01:20:00	ES	Futures	2991.58	2991.58	2990.76	2991.3	206.0
2018-02-16 01:25:00	ES	Futures	2991.3	2993.22	2991.3	2993.22	372.0
2018-02-16 01:30:00	ES	Futures	2992.94	2993.49	2991.85	2992.67	506.0
2018-02-16 01:35:00	ES	Futures	2992.94	2993.22	2992.12	2992.4	247.0
2018-02-16 01:40:00	ES	Futures	2992.4	2994.04	2992.12	2994.04	459.0
2018-02-16 01:45:00	ES	Futures	2993.76	2994.04	2991.58	2991.58	613.0
2018-02-16 01:50:00	ES	Futures	2991.58	2991.85	2991.3	2991.58	615.0
2018-02-16 01:55:00	ES	Futures	2991.58	2992.67	2991.3	2992.4	154.0
2018-02-16 02:00:00	ES	Futures	2992.4	2993.76	2990.48	2993.76	1478.0
2018-02-16 02:05:00	ES	Futures	2993.76	2994.31	2993.22	2994.31	685.0
2018-02-16 02:10:00	ES	Futures	2994.31	2994.58	2993.76	2994.58	651.0
2018-02-16 02:15:00	ES	Futures	2994.58	2994.86	2994.04	2994.31	1083.0
2018-02-16 02:20:00	ES	Futures	2994.31	2994.58	2994.04	2994.31	505.0
2018-02-16 02:25:00	ES	Futures	2994.58	2994.58	2994.04	2994.31	763.0
2018-02-16 02:30:00	ES	Futures	2994.31	2994.86	2994.04	2994.58	779.0
2018-02-16 02:35:00	ES	Futures	2994.31	2994.58	2994.04	2994.31	924.0
2018-02-16 02:40:00	ES	Futures	2994.31	2994.58	2993.76	2994.58	534.0
2018-02-16 02:45:00	ES	Futures	2994.58	2995.4	2994.58	2995.13	643.0
2018-02-16 02:50:00	ES	Futures	2995.13	2995.13	2994.31	2994.86	588.0
2018-02-16 02:55:00	ES	Futures	2995.13	2995.68	2994.31	2994.58	1022.0
2018-02-16 03:00:00	ES	Futures	2994.58	2997.86	2994.58	2997.32	3586.0
2018-02-16 03:05:00	ES	Futures	2997.32	2997.59	2995.13	2997.04	1978.0
2018-02-16 03:10:00	ES	Futures	2996.77	2997.86	2995.95	2997.32	2007.0
2018-02-16 03:15:00	ES	Futures	2997.59	2997.59	2996.77	2997.04	1200.0
2018-02-16 03:20:00	ES	Futures	2997.04	2998.96	2997.04	2998.68	3136.0
2018-02-16 03:25:00	ES	Futures	2998.68	2998.96	2995.95	2996.22	2775.0
2018-02-16 03:30:00	ES	Futures	2995.95	2998.96	2995.95	2998.96	2262.0
2018-02-16 03:35:00	ES	Futures	2998.68	3001.14	2998.68	3000.32	3592.0
2018-02-16 03:40:00	ES	Futures	3000.32	3001.14	3000.05	3000.6	1431.0
2018-02-16 03:45:00	ES	Futures	3000.6	3001.69	3000.32	3001.42	2609.0
2018-02-16 03:50:00	ES	Futures	3001.69	3001.96	3000.87	3001.42	2436.0
2018-02-16 03:55:00	ES	Futures	3001.42	3001.96	2998.96	2998.96	1645.0
2018-02-16 04:00:00	ES	Futures	2998.96	3000.05	2998.96	2999.78	1358.0
2018-02-16 04:05:00	ES	Futures	2999.78	3000.32	2998.68	2999.78	1789.0

> showing 50 of 13,344 rows — these rows as CSV

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