PREVIEW / futures_5min / 2018-03-28

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-03-28.parquet
  size:    277 KB
  rows:    16,343

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
2018-03-28 00:00:00	ES	Futures	2855.71	2857.35	2855.44	2856.53	581.0
2018-03-28 00:05:00	ES	Futures	2856.53	2858.44	2856.53	2858.17	380.0
2018-03-28 00:10:00	ES	Futures	2858.17	2858.44	2857.89	2858.17	277.0
2018-03-28 00:15:00	ES	Futures	2858.17	2858.44	2857.07	2857.62	320.0
2018-03-28 00:20:00	ES	Futures	2857.62	2857.89	2856.53	2856.8	587.0
2018-03-28 00:25:00	ES	Futures	2856.8	2858.44	2856.8	2857.35	622.0
2018-03-28 00:30:00	ES	Futures	2857.62	2858.17	2856.8	2857.35	582.0
2018-03-28 00:35:00	ES	Futures	2857.35	2857.35	2851.62	2852.43	2333.0
2018-03-28 00:40:00	ES	Futures	2852.43	2853.25	2851.34	2851.34	1400.0
2018-03-28 00:45:00	ES	Futures	2851.34	2851.89	2850.8	2851.89	1171.0
2018-03-28 00:50:00	ES	Futures	2851.62	2855.16	2851.62	2854.89	846.0
2018-03-28 00:55:00	ES	Futures	2854.89	2855.44	2853.53	2854.35	609.0
2018-03-28 01:00:00	ES	Futures	2854.35	2855.16	2851.34	2851.62	927.0
2018-03-28 01:05:00	ES	Futures	2851.62	2851.62	2849.43	2850.8	1007.0
2018-03-28 01:10:00	ES	Futures	2850.8	2851.07	2849.98	2849.98	1088.0
2018-03-28 01:15:00	ES	Futures	2850.25	2851.34	2847.52	2847.8	1652.0
2018-03-28 01:20:00	ES	Futures	2847.8	2848.89	2845.61	2846.98	2036.0
2018-03-28 01:25:00	ES	Futures	2846.98	2847.52	2843.7	2843.7	2066.0
2018-03-28 01:30:00	ES	Futures	2843.7	2846.16	2841.25	2845.07	2742.0
2018-03-28 01:35:00	ES	Futures	2845.07	2845.61	2843.16	2844.79	1327.0
2018-03-28 01:40:00	ES	Futures	2844.79	2846.7	2843.43	2843.7	1427.0
2018-03-28 01:45:00	ES	Futures	2843.7	2847.25	2843.7	2846.43	1178.0
2018-03-28 01:50:00	ES	Futures	2846.43	2849.98	2846.43	2848.89	1464.0
2018-03-28 01:55:00	ES	Futures	2848.89	2852.43	2848.89	2851.89	1537.0
2018-03-28 02:00:00	ES	Futures	2852.16	2854.62	2851.89	2852.71	2897.0
2018-03-28 02:05:00	ES	Futures	2852.43	2855.16	2851.07	2855.16	2034.0
2018-03-28 02:10:00	ES	Futures	2855.44	2858.44	2853.53	2855.16	3275.0
2018-03-28 02:15:00	ES	Futures	2855.16	2855.44	2851.89	2853.25	1961.0
2018-03-28 02:20:00	ES	Futures	2852.98	2854.89	2851.34	2854.35	1745.0
2018-03-28 02:25:00	ES	Futures	2854.07	2855.16	2852.98	2853.53	980.0
2018-03-28 02:30:00	ES	Futures	2853.53	2859.8	2853.25	2859.26	2237.0
2018-03-28 02:35:00	ES	Futures	2859.26	2860.35	2857.07	2857.62	2439.0
2018-03-28 02:40:00	ES	Futures	2857.62	2858.17	2853.8	2856.53	1539.0
2018-03-28 02:45:00	ES	Futures	2856.53	2858.44	2856.26	2858.44	1351.0
2018-03-28 02:50:00	ES	Futures	2858.71	2858.98	2856.53	2856.8	1727.0
2018-03-28 02:55:00	ES	Futures	2857.07	2857.89	2855.98	2857.35	926.0
2018-03-28 03:00:00	ES	Futures	2857.62	2857.89	2851.62	2854.35	4129.0
2018-03-28 03:05:00	ES	Futures	2854.35	2860.08	2853.8	2859.8	3849.0
2018-03-28 03:10:00	ES	Futures	2859.8	2861.44	2854.07	2854.89	3817.0
2018-03-28 03:15:00	ES	Futures	2854.89	2858.71	2852.16	2855.98	4436.0
2018-03-28 03:20:00	ES	Futures	2855.98	2855.98	2851.62	2851.62	3747.0
2018-03-28 03:25:00	ES	Futures	2851.89	2852.16	2849.16	2849.98	4343.0
2018-03-28 03:30:00	ES	Futures	2849.98	2852.16	2847.8	2849.71	3568.0
2018-03-28 03:35:00	ES	Futures	2849.71	2850.8	2847.25	2848.07	4558.0
2018-03-28 03:40:00	ES	Futures	2848.07	2851.34	2845.61	2846.43	4053.0
2018-03-28 03:45:00	ES	Futures	2846.16	2848.07	2845.07	2846.98	2481.0
2018-03-28 03:50:00	ES	Futures	2846.98	2846.98	2840.15	2843.16	6312.0
2018-03-28 03:55:00	ES	Futures	2843.43	2844.79	2840.97	2841.25	3559.0
2018-03-28 04:00:00	ES	Futures	2841.52	2846.43	2841.52	2845.61	2987.0
2018-03-28 04:05:00	ES	Futures	2845.61	2845.61	2838.24	2843.43	5958.0

> showing 50 of 16,343 rows — these rows as CSV

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