PREVIEW / futures_5min / 2018-04-19

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-19.parquet
  size:    256 KB
  rows:    15,823

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
2018-04-19 00:00:00	ES	Futures	2961.05	2961.33	2960.78	2961.05	127.0
2018-04-19 00:05:00	ES	Futures	2960.78	2961.05	2960.51	2960.51	75.0
2018-04-19 00:10:00	ES	Futures	2960.78	2960.78	2960.23	2960.51	138.0
2018-04-19 00:15:00	ES	Futures	2960.51	2960.78	2960.23	2960.51	128.0
2018-04-19 00:20:00	ES	Futures	2960.78	2961.05	2960.51	2961.05	142.0
2018-04-19 00:25:00	ES	Futures	2960.78	2961.05	2960.51	2960.51	134.0
2018-04-19 00:30:00	ES	Futures	2960.51	2960.78	2960.23	2960.51	140.0
2018-04-19 00:35:00	ES	Futures	2960.51	2960.51	2960.51	2960.51	48.0
2018-04-19 00:40:00	ES	Futures	2960.78	2961.05	2960.51	2960.78	98.0
2018-04-19 00:45:00	ES	Futures	2960.78	2960.78	2960.23	2960.51	30.0
2018-04-19 00:50:00	ES	Futures	2960.78	2961.33	2960.51	2961.05	164.0
2018-04-19 00:55:00	ES	Futures	2960.78	2960.78	2960.51	2960.51	137.0
2018-04-19 01:00:00	ES	Futures	2960.23	2960.51	2960.23	2960.51	132.0
2018-04-19 01:05:00	ES	Futures	2960.51	2960.78	2960.23	2960.78	70.0
2018-04-19 01:10:00	ES	Futures	2960.51	2961.05	2960.51	2960.51	224.0
2018-04-19 01:15:00	ES	Futures	2960.51	2960.78	2960.23	2960.23	53.0
2018-04-19 01:20:00	ES	Futures	2960.51	2960.78	2960.23	2960.78	92.0
2018-04-19 01:25:00	ES	Futures	2960.78	2960.78	2960.51	2960.51	114.0
2018-04-19 01:30:00	ES	Futures	2960.78	2960.78	2960.23	2960.78	154.0
2018-04-19 01:35:00	ES	Futures	2960.78	2960.78	2959.41	2959.41	401.0
2018-04-19 01:40:00	ES	Futures	2959.69	2959.69	2958.87	2959.14	440.0
2018-04-19 01:45:00	ES	Futures	2959.14	2959.14	2958.05	2958.87	619.0
2018-04-19 01:50:00	ES	Futures	2959.14	2959.41	2958.6	2959.14	233.0
2018-04-19 01:55:00	ES	Futures	2959.14	2959.41	2958.87	2959.14	195.0
2018-04-19 02:00:00	ES	Futures	2959.14	2959.69	2958.87	2959.41	333.0
2018-04-19 02:05:00	ES	Futures	2959.69	2959.96	2959.41	2959.41	280.0
2018-04-19 02:10:00	ES	Futures	2959.41	2959.96	2959.41	2959.69	147.0
2018-04-19 02:15:00	ES	Futures	2959.69	2959.69	2958.32	2958.32	383.0
2018-04-19 02:20:00	ES	Futures	2958.6	2958.6	2957.78	2957.78	611.0
2018-04-19 02:25:00	ES	Futures	2957.78	2957.78	2954.23	2954.23	2812.0
2018-04-19 02:30:00	ES	Futures	2954.5	2955.05	2952.05	2954.78	2216.0
2018-04-19 02:35:00	ES	Futures	2954.78	2955.05	2953.68	2954.78	1075.0
2018-04-19 02:40:00	ES	Futures	2954.78	2956.14	2954.23	2955.87	704.0
2018-04-19 02:45:00	ES	Futures	2955.87	2955.87	2955.05	2955.59	628.0
2018-04-19 02:50:00	ES	Futures	2955.59	2956.14	2955.05	2955.87	367.0
2018-04-19 02:55:00	ES	Futures	2955.59	2956.14	2955.32	2955.87	338.0
2018-04-19 03:00:00	ES	Futures	2956.14	2957.5	2955.87	2956.41	1990.0
2018-04-19 03:05:00	ES	Futures	2956.41	2957.23	2955.59	2956.69	812.0
2018-04-19 03:10:00	ES	Futures	2956.69	2956.69	2955.05	2955.87	1338.0
2018-04-19 03:15:00	ES	Futures	2955.87	2957.5	2955.59	2957.5	850.0
2018-04-19 03:20:00	ES	Futures	2957.23	2957.78	2956.69	2956.96	779.0
2018-04-19 03:25:00	ES	Futures	2956.96	2959.14	2956.96	2958.32	1354.0
2018-04-19 03:30:00	ES	Futures	2958.32	2958.6	2957.5	2958.05	976.0
2018-04-19 03:35:00	ES	Futures	2958.05	2958.05	2956.96	2958.05	904.0
2018-04-19 03:40:00	ES	Futures	2957.78	2958.32	2957.23	2958.05	489.0
2018-04-19 03:45:00	ES	Futures	2958.05	2958.32	2956.14	2956.41	763.0
2018-04-19 03:50:00	ES	Futures	2956.41	2956.41	2955.05	2956.14	726.0
2018-04-19 03:55:00	ES	Futures	2956.14	2956.41	2955.32	2955.32	475.0
2018-04-19 04:00:00	ES	Futures	2955.32	2955.59	2953.41	2953.96	1783.0
2018-04-19 04:05:00	ES	Futures	2953.68	2953.96	2952.32	2952.87	1414.0

> showing 50 of 15,823 rows — these rows as CSV

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