PREVIEW / futures_5min / 2018-05-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-05-18.parquet
  size:    211 KB
  rows:    13,202

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
2018-05-18 00:00:00	ES	Futures	2974.42	2974.7	2974.42	2974.42	108.0
2018-05-18 00:05:00	ES	Futures	2974.42	2974.42	2974.15	2974.42	104.0
2018-05-18 00:10:00	ES	Futures	2974.42	2974.42	2974.15	2974.15	147.0
2018-05-18 00:15:00	ES	Futures	2974.42	2974.42	2973.61	2973.61	143.0
2018-05-18 00:20:00	ES	Futures	2973.61	2974.15	2973.61	2973.88	119.0
2018-05-18 00:25:00	ES	Futures	2974.15	2974.15	2973.88	2973.88	60.0
2018-05-18 00:30:00	ES	Futures	2973.88	2974.15	2973.88	2973.88	90.0
2018-05-18 00:35:00	ES	Futures	2973.88	2973.88	2973.61	2973.61	54.0
2018-05-18 00:40:00	ES	Futures	2973.61	2973.88	2973.33	2973.33	157.0
2018-05-18 00:45:00	ES	Futures	2973.33	2973.33	2972.79	2973.33	330.0
2018-05-18 00:50:00	ES	Futures	2973.33	2973.61	2973.06	2973.61	168.0
2018-05-18 00:55:00	ES	Futures	2973.61	2973.88	2973.33	2973.33	164.0
2018-05-18 01:00:00	ES	Futures	2973.61	2973.88	2973.33	2973.88	53.0
2018-05-18 01:05:00	ES	Futures	2973.61	2974.15	2973.61	2973.61	103.0
2018-05-18 01:10:00	ES	Futures	2973.61	2973.61	2973.06	2973.06	194.0
2018-05-18 01:15:00	ES	Futures	2973.06	2973.33	2973.06	2973.06	43.0
2018-05-18 01:20:00	ES	Futures	2973.33	2973.61	2973.06	2973.06	88.0
2018-05-18 01:25:00	ES	Futures	2973.33	2973.33	2973.06	2973.06	99.0
2018-05-18 01:30:00	ES	Futures	2973.06	2973.33	2972.79	2973.33	176.0
2018-05-18 01:35:00	ES	Futures	2973.61	2973.88	2973.33	2973.61	169.0
2018-05-18 01:40:00	ES	Futures	2973.61	2973.88	2973.06	2973.33	92.0
2018-05-18 01:45:00	ES	Futures	2973.61	2974.97	2973.61	2974.42	355.0
2018-05-18 01:50:00	ES	Futures	2974.42	2974.7	2973.88	2974.15	189.0
2018-05-18 01:55:00	ES	Futures	2973.88	2974.15	2973.61	2974.15	204.0
2018-05-18 02:00:00	ES	Futures	2974.42	2974.42	2973.61	2974.15	512.0
2018-05-18 02:05:00	ES	Futures	2974.15	2974.42	2973.61	2973.88	222.0
2018-05-18 02:10:00	ES	Futures	2973.61	2974.7	2973.61	2974.15	723.0
2018-05-18 02:15:00	ES	Futures	2974.15	2974.42	2973.61	2973.88	394.0
2018-05-18 02:20:00	ES	Futures	2973.88	2974.15	2973.61	2973.88	170.0
2018-05-18 02:25:00	ES	Futures	2973.88	2974.42	2973.88	2973.88	243.0
2018-05-18 02:30:00	ES	Futures	2973.88	2974.42	2973.88	2974.42	130.0
2018-05-18 02:35:00	ES	Futures	2974.42	2974.7	2974.15	2974.15	255.0
2018-05-18 02:40:00	ES	Futures	2973.88	2974.42	2973.61	2974.15	441.0
2018-05-18 02:45:00	ES	Futures	2974.42	2974.42	2973.61	2973.88	227.0
2018-05-18 02:50:00	ES	Futures	2974.15	2974.42	2973.88	2974.42	242.0
2018-05-18 02:55:00	ES	Futures	2974.7	2974.97	2974.42	2974.97	347.0
2018-05-18 03:00:00	ES	Futures	2974.97	2974.97	2974.15	2974.97	1219.0
2018-05-18 03:05:00	ES	Futures	2974.97	2975.24	2974.42	2975.24	653.0
2018-05-18 03:10:00	ES	Futures	2975.24	2976.88	2975.24	2975.79	1882.0
2018-05-18 03:15:00	ES	Futures	2975.79	2976.06	2970.06	2971.42	3496.0
2018-05-18 03:20:00	ES	Futures	2971.42	2973.61	2970.88	2972.79	2208.0
2018-05-18 03:25:00	ES	Futures	2972.51	2973.33	2971.97	2973.33	911.0
2018-05-18 03:30:00	ES	Futures	2973.61	2973.88	2972.51	2973.33	766.0
2018-05-18 03:35:00	ES	Futures	2973.33	2973.88	2973.06	2973.33	668.0
2018-05-18 03:40:00	ES	Futures	2973.33	2973.33	2972.24	2972.79	443.0
2018-05-18 03:45:00	ES	Futures	2972.79	2973.33	2971.42	2971.42	523.0
2018-05-18 03:50:00	ES	Futures	2971.42	2972.79	2971.42	2971.97	534.0
2018-05-18 03:55:00	ES	Futures	2971.97	2972.79	2971.42	2971.7	520.0
2018-05-18 04:00:00	ES	Futures	2971.42	2971.97	2970.88	2971.97	666.0
2018-05-18 04:05:00	ES	Futures	2971.97	2972.24	2970.88	2971.15	531.0

> showing 50 of 13,202 rows — these rows as CSV

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