PREVIEW / futures_5min / 2018-04-22

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-04-22.parquet
  size:    48 KB
  rows:    2,767

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
2018-04-22 18:00:00	ES	Futures	2928.85	2930.76	2925.3	2927.21	4795.0
2018-04-22 18:05:00	ES	Futures	2926.94	2927.21	2923.94	2925.85	1511.0
2018-04-22 18:10:00	ES	Futures	2925.57	2926.12	2924.48	2925.3	612.0
2018-04-22 18:15:00	ES	Futures	2925.3	2926.12	2924.48	2925.57	449.0
2018-04-22 18:20:00	ES	Futures	2925.57	2926.12	2925.03	2925.57	657.0
2018-04-22 18:25:00	ES	Futures	2925.57	2925.85	2925.03	2925.3	396.0
2018-04-22 18:30:00	ES	Futures	2925.57	2926.39	2924.48	2924.76	1277.0
2018-04-22 18:35:00	ES	Futures	2924.76	2924.76	2923.39	2923.94	754.0
2018-04-22 18:40:00	ES	Futures	2923.94	2924.48	2923.39	2923.94	213.0
2018-04-22 18:45:00	ES	Futures	2923.94	2924.21	2922.85	2923.66	417.0
2018-04-22 18:50:00	ES	Futures	2923.66	2923.66	2922.3	2923.39	447.0
2018-04-22 18:55:00	ES	Futures	2923.39	2924.21	2923.39	2923.94	181.0
2018-04-22 19:00:00	ES	Futures	2923.94	2923.94	2923.39	2923.94	100.0
2018-04-22 19:05:00	ES	Futures	2923.94	2923.94	2921.75	2922.57	999.0
2018-04-22 19:10:00	ES	Futures	2922.3	2922.57	2920.12	2920.39	978.0
2018-04-22 19:15:00	ES	Futures	2920.12	2922.03	2917.93	2920.66	2777.0
2018-04-22 19:20:00	ES	Futures	2920.66	2921.21	2919.84	2919.84	218.0
2018-04-22 19:25:00	ES	Futures	2919.84	2920.66	2919.3	2919.3	456.0
2018-04-22 19:30:00	ES	Futures	2919.3	2920.93	2919.3	2920.39	374.0
2018-04-22 19:35:00	ES	Futures	2920.12	2920.66	2919.57	2920.12	131.0
2018-04-22 19:40:00	ES	Futures	2920.12	2920.66	2919.84	2920.66	93.0
2018-04-22 19:45:00	ES	Futures	2920.39	2923.12	2920.39	2922.57	704.0
2018-04-22 19:50:00	ES	Futures	2922.57	2923.39	2922.03	2922.3	515.0
2018-04-22 19:55:00	ES	Futures	2922.3	2923.12	2921.75	2922.85	287.0
2018-04-22 20:00:00	ES	Futures	2922.57	2923.66	2922.03	2923.66	786.0
2018-04-22 20:05:00	ES	Futures	2923.66	2924.48	2922.57	2922.85	1734.0
2018-04-22 20:10:00	ES	Futures	2922.85	2922.85	2922.03	2922.3	399.0
2018-04-22 20:15:00	ES	Futures	2922.3	2923.39	2922.03	2922.3	666.0
2018-04-22 20:20:00	ES	Futures	2922.3	2922.57	2920.66	2922.03	807.0
2018-04-22 20:25:00	ES	Futures	2922.03	2922.03	2920.39	2921.48	393.0
2018-04-22 20:30:00	ES	Futures	2921.21	2921.21	2920.66	2920.93	357.0
2018-04-22 20:35:00	ES	Futures	2920.93	2921.48	2920.39	2920.66	167.0
2018-04-22 20:40:00	ES	Futures	2920.66	2922.3	2920.12	2922.3	416.0
2018-04-22 20:45:00	ES	Futures	2922.3	2922.3	2920.93	2921.75	267.0
2018-04-22 20:50:00	ES	Futures	2921.48	2922.03	2921.48	2921.75	316.0
2018-04-22 20:55:00	ES	Futures	2921.75	2922.3	2921.48	2922.03	323.0
2018-04-22 21:00:00	ES	Futures	2922.03	2922.85	2921.48	2922.3	451.0
2018-04-22 21:05:00	ES	Futures	2922.3	2922.57	2921.21	2921.21	221.0
2018-04-22 21:10:00	ES	Futures	2921.21	2922.57	2921.21	2922.57	233.0
2018-04-22 21:15:00	ES	Futures	2922.57	2922.85	2921.75	2922.03	421.0
2018-04-22 21:20:00	ES	Futures	2922.03	2922.3	2921.21	2921.75	353.0
2018-04-22 21:25:00	ES	Futures	2921.75	2922.85	2921.48	2922.57	267.0
2018-04-22 21:30:00	ES	Futures	2922.57	2923.94	2922.57	2923.12	679.0
2018-04-22 21:35:00	ES	Futures	2923.12	2924.48	2922.85	2924.48	859.0
2018-04-22 21:40:00	ES	Futures	2924.21	2924.48	2923.66	2923.94	906.0
2018-04-22 21:45:00	ES	Futures	2923.94	2924.48	2923.39	2923.66	529.0
2018-04-22 21:50:00	ES	Futures	2923.66	2924.21	2923.39	2923.66	353.0
2018-04-22 21:55:00	ES	Futures	2923.66	2923.66	2922.3	2922.3	600.0
2018-04-22 22:00:00	ES	Futures	2922.3	2923.12	2922.03	2922.85	368.0
2018-04-22 22:05:00	ES	Futures	2922.85	2922.85	2921.21	2921.75	500.0

> showing 50 of 2,767 rows — these rows as CSV

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