PREVIEW / futures_5min / 2018-02-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-02-23.parquet
  size:    209 KB
  rows:    12,975

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
2018-02-23 00:00:00	ES	Futures	2971.35	2972.44	2970.8	2972.17	301.0
2018-02-23 00:05:00	ES	Futures	2971.62	2973.26	2971.62	2971.62	545.0
2018-02-23 00:10:00	ES	Futures	2971.62	2972.72	2971.35	2972.17	218.0
2018-02-23 00:15:00	ES	Futures	2971.9	2972.72	2971.9	2972.44	102.0
2018-02-23 00:20:00	ES	Futures	2972.17	2972.44	2971.08	2972.17	386.0
2018-02-23 00:25:00	ES	Futures	2971.9	2973.54	2971.9	2972.99	436.0
2018-02-23 00:30:00	ES	Futures	2973.26	2974.63	2972.99	2974.36	648.0
2018-02-23 00:35:00	ES	Futures	2974.08	2974.36	2973.26	2973.81	301.0
2018-02-23 00:40:00	ES	Futures	2973.81	2974.08	2972.44	2972.44	383.0
2018-02-23 00:45:00	ES	Futures	2972.44	2973.81	2972.44	2972.72	392.0
2018-02-23 00:50:00	ES	Futures	2972.99	2973.54	2972.72	2973.54	404.0
2018-02-23 00:55:00	ES	Futures	2973.54	2973.54	2972.72	2972.99	353.0
2018-02-23 01:00:00	ES	Futures	2972.99	2974.08	2972.17	2974.08	740.0
2018-02-23 01:05:00	ES	Futures	2973.81	2975.45	2973.54	2975.45	724.0
2018-02-23 01:10:00	ES	Futures	2975.45	2979.28	2974.63	2979.0	2244.0
2018-02-23 01:15:00	ES	Futures	2979.28	2979.28	2978.18	2978.46	1379.0
2018-02-23 01:20:00	ES	Futures	2978.73	2980.92	2978.73	2980.1	1684.0
2018-02-23 01:25:00	ES	Futures	2980.1	2981.46	2979.82	2980.92	1041.0
2018-02-23 01:30:00	ES	Futures	2980.92	2981.19	2979.82	2981.19	731.0
2018-02-23 01:35:00	ES	Futures	2981.19	2982.28	2980.64	2980.92	992.0
2018-02-23 01:40:00	ES	Futures	2981.19	2981.46	2980.1	2980.92	679.0
2018-02-23 01:45:00	ES	Futures	2980.92	2981.46	2980.64	2980.92	452.0
2018-02-23 01:50:00	ES	Futures	2980.92	2981.19	2980.1	2980.1	409.0
2018-02-23 01:55:00	ES	Futures	2980.1	2980.1	2978.46	2979.0	856.0
2018-02-23 02:00:00	ES	Futures	2979.0	2979.28	2977.64	2979.0	804.0
2018-02-23 02:05:00	ES	Futures	2979.28	2982.01	2979.0	2980.1	1413.0
2018-02-23 02:10:00	ES	Futures	2979.82	2980.1	2978.18	2979.0	879.0
2018-02-23 02:15:00	ES	Futures	2979.28	2980.1	2978.73	2979.28	480.0
2018-02-23 02:20:00	ES	Futures	2979.28	2979.55	2978.18	2979.28	473.0
2018-02-23 02:25:00	ES	Futures	2979.0	2979.0	2977.64	2978.18	416.0
2018-02-23 02:30:00	ES	Futures	2977.91	2979.55	2977.91	2978.73	685.0
2018-02-23 02:35:00	ES	Futures	2978.73	2979.28	2976.54	2977.09	1267.0
2018-02-23 02:40:00	ES	Futures	2977.09	2977.91	2976.27	2977.91	1141.0
2018-02-23 02:45:00	ES	Futures	2978.18	2979.28	2977.36	2978.46	737.0
2018-02-23 02:50:00	ES	Futures	2978.18	2978.46	2977.64	2977.91	1381.0
2018-02-23 02:55:00	ES	Futures	2977.91	2978.73	2977.36	2977.64	562.0
2018-02-23 03:00:00	ES	Futures	2977.36	2977.64	2974.63	2976.27	2386.0
2018-02-23 03:05:00	ES	Futures	2976.27	2976.27	2973.54	2974.9	2001.0
2018-02-23 03:10:00	ES	Futures	2974.63	2976.54	2974.08	2976.54	1633.0
2018-02-23 03:15:00	ES	Futures	2976.27	2976.54	2972.99	2974.9	1385.0
2018-02-23 03:20:00	ES	Futures	2974.9	2975.18	2972.44	2973.81	1272.0
2018-02-23 03:25:00	ES	Futures	2973.81	2974.08	2970.8	2971.08	2303.0
2018-02-23 03:30:00	ES	Futures	2970.8	2973.54	2970.26	2972.99	1331.0
2018-02-23 03:35:00	ES	Futures	2972.99	2973.81	2970.26	2971.08	1333.0
2018-02-23 03:40:00	ES	Futures	2970.8	2971.9	2969.98	2971.62	1553.0
2018-02-23 03:45:00	ES	Futures	2971.62	2971.9	2968.62	2969.44	1722.0
2018-02-23 03:50:00	ES	Futures	2969.71	2971.9	2969.71	2971.08	788.0
2018-02-23 03:55:00	ES	Futures	2971.08	2971.62	2969.98	2971.08	796.0
2018-02-23 04:00:00	ES	Futures	2970.8	2971.35	2969.71	2970.8	1036.0
2018-02-23 04:05:00	ES	Futures	2970.53	2971.62	2969.44	2971.08	722.0

> showing 50 of 12,975 rows — these rows as CSV

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