PREVIEW / futures_5min / 2018-05-03

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-03.parquet
  size:    261 KB
  rows:    16,097

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
2018-05-03 00:00:00	ES	Futures	2870.45	2870.45	2869.9	2870.45	305.0
2018-05-03 00:05:00	ES	Futures	2870.45	2870.72	2870.17	2870.45	253.0
2018-05-03 00:10:00	ES	Futures	2870.45	2870.72	2870.17	2870.45	182.0
2018-05-03 00:15:00	ES	Futures	2870.72	2870.72	2870.45	2870.72	58.0
2018-05-03 00:20:00	ES	Futures	2870.72	2870.99	2870.45	2870.99	230.0
2018-05-03 00:25:00	ES	Futures	2870.99	2870.99	2870.17	2870.45	183.0
2018-05-03 00:30:00	ES	Futures	2870.17	2870.72	2870.17	2870.45	97.0
2018-05-03 00:35:00	ES	Futures	2870.45	2870.99	2870.45	2870.72	107.0
2018-05-03 00:40:00	ES	Futures	2870.72	2870.99	2870.72	2870.72	208.0
2018-05-03 00:45:00	ES	Futures	2870.72	2870.99	2870.45	2870.72	476.0
2018-05-03 00:50:00	ES	Futures	2870.72	2870.72	2870.17	2870.72	266.0
2018-05-03 00:55:00	ES	Futures	2870.72	2870.99	2870.72	2870.72	162.0
2018-05-03 01:00:00	ES	Futures	2870.72	2870.99	2870.72	2870.72	164.0
2018-05-03 01:05:00	ES	Futures	2870.72	2870.99	2870.45	2870.72	189.0
2018-05-03 01:10:00	ES	Futures	2870.45	2870.72	2868.54	2868.54	746.0
2018-05-03 01:15:00	ES	Futures	2868.54	2869.36	2867.17	2867.99	1106.0
2018-05-03 01:20:00	ES	Futures	2867.99	2868.81	2867.99	2868.81	216.0
2018-05-03 01:25:00	ES	Futures	2868.81	2870.45	2868.81	2870.45	249.0
2018-05-03 01:30:00	ES	Futures	2870.45	2870.99	2870.45	2870.45	362.0
2018-05-03 01:35:00	ES	Futures	2870.45	2870.99	2870.17	2870.72	352.0
2018-05-03 01:40:00	ES	Futures	2870.99	2870.99	2870.45	2870.45	264.0
2018-05-03 01:45:00	ES	Futures	2870.45	2870.99	2869.9	2870.17	343.0
2018-05-03 01:50:00	ES	Futures	2870.17	2870.45	2869.36	2870.45	354.0
2018-05-03 01:55:00	ES	Futures	2870.45	2870.99	2870.45	2870.99	191.0
2018-05-03 02:00:00	ES	Futures	2870.99	2870.99	2870.17	2870.72	1330.0
2018-05-03 02:05:00	ES	Futures	2870.99	2870.99	2869.63	2870.17	534.0
2018-05-03 02:10:00	ES	Futures	2870.17	2870.45	2869.9	2869.9	501.0
2018-05-03 02:15:00	ES	Futures	2869.9	2869.9	2869.08	2869.36	936.0
2018-05-03 02:20:00	ES	Futures	2869.08	2870.17	2869.08	2869.63	374.0
2018-05-03 02:25:00	ES	Futures	2869.36	2870.45	2869.36	2870.17	608.0
2018-05-03 02:30:00	ES	Futures	2870.17	2870.72	2869.9	2870.17	506.0
2018-05-03 02:35:00	ES	Futures	2870.17	2870.72	2869.9	2870.72	430.0
2018-05-03 02:40:00	ES	Futures	2870.72	2870.72	2868.81	2869.36	1094.0
2018-05-03 02:45:00	ES	Futures	2869.08	2870.17	2869.08	2870.17	612.0
2018-05-03 02:50:00	ES	Futures	2870.45	2870.99	2869.9	2869.9	433.0
2018-05-03 02:55:00	ES	Futures	2869.9	2872.08	2869.9	2871.27	1375.0
2018-05-03 03:00:00	ES	Futures	2871.27	2871.81	2869.63	2870.45	2666.0
2018-05-03 03:05:00	ES	Futures	2870.45	2873.45	2870.45	2873.18	2316.0
2018-05-03 03:10:00	ES	Futures	2873.45	2873.99	2872.9	2872.9	1296.0
2018-05-03 03:15:00	ES	Futures	2872.9	2874.54	2872.63	2874.27	1158.0
2018-05-03 03:20:00	ES	Futures	2874.27	2874.54	2873.18	2873.45	1543.0
2018-05-03 03:25:00	ES	Futures	2873.45	2873.99	2872.36	2872.9	1008.0
2018-05-03 03:30:00	ES	Futures	2872.63	2873.45	2872.08	2872.63	862.0
2018-05-03 03:35:00	ES	Futures	2872.9	2872.9	2872.36	2872.36	586.0
2018-05-03 03:40:00	ES	Futures	2872.63	2873.18	2872.36	2872.9	850.0
2018-05-03 03:45:00	ES	Futures	2872.9	2873.99	2872.9	2873.72	1084.0
2018-05-03 03:50:00	ES	Futures	2873.72	2874.81	2873.72	2874.27	584.0
2018-05-03 03:55:00	ES	Futures	2874.27	2875.09	2874.27	2874.81	626.0
2018-05-03 04:00:00	ES	Futures	2874.81	2875.9	2874.54	2875.36	1844.0
2018-05-03 04:05:00	ES	Futures	2875.36	2875.36	2874.54	2875.36	888.0

> showing 50 of 16,097 rows — these rows as CSV

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