PREVIEW / futures_5min / 2018-07-15

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-15.parquet
  size:    43 KB
  rows:    2,533

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
2018-07-15 18:00:00	ES	Futures	3056.8	3060.61	3056.8	3058.98	2448.0
2018-07-15 18:05:00	ES	Futures	3058.98	3061.43	3058.98	3061.16	918.0
2018-07-15 18:10:00	ES	Futures	3061.16	3061.43	3059.8	3059.8	464.0
2018-07-15 18:15:00	ES	Futures	3060.07	3060.07	3059.25	3059.8	304.0
2018-07-15 18:20:00	ES	Futures	3059.8	3060.07	3059.52	3059.52	157.0
2018-07-15 18:25:00	ES	Futures	3059.8	3060.07	3059.8	3060.07	122.0
2018-07-15 18:30:00	ES	Futures	3060.07	3060.07	3059.25	3059.52	272.0
2018-07-15 18:35:00	ES	Futures	3059.52	3060.07	3059.52	3060.07	207.0
2018-07-15 18:40:00	ES	Futures	3060.07	3060.07	3059.52	3059.8	193.0
2018-07-15 18:45:00	ES	Futures	3059.8	3059.8	3059.52	3059.52	98.0
2018-07-15 18:50:00	ES	Futures	3059.8	3060.89	3059.8	3060.34	252.0
2018-07-15 18:55:00	ES	Futures	3060.34	3060.61	3060.07	3060.34	116.0
2018-07-15 19:00:00	ES	Futures	3060.61	3061.16	3059.8	3059.8	248.0
2018-07-15 19:05:00	ES	Futures	3060.07	3060.34	3059.52	3060.34	105.0
2018-07-15 19:10:00	ES	Futures	3060.07	3060.34	3059.8	3060.07	109.0
2018-07-15 19:15:00	ES	Futures	3060.34	3060.34	3060.07	3060.34	103.0
2018-07-15 19:20:00	ES	Futures	3060.34	3060.34	3060.07	3060.07	70.0
2018-07-15 19:25:00	ES	Futures	3060.07	3060.07	3059.8	3059.8	90.0
2018-07-15 19:30:00	ES	Futures	3059.8	3060.07	3059.8	3060.07	73.0
2018-07-15 19:35:00	ES	Futures	3060.07	3060.34	3059.8	3060.34	81.0
2018-07-15 19:40:00	ES	Futures	3060.07	3060.07	3059.8	3060.07	52.0
2018-07-15 19:45:00	ES	Futures	3059.8	3060.07	3059.52	3059.52	82.0
2018-07-15 19:50:00	ES	Futures	3059.52	3059.52	3058.98	3059.25	360.0
2018-07-15 19:55:00	ES	Futures	3059.52	3059.52	3059.25	3059.25	110.0
2018-07-15 20:00:00	ES	Futures	3059.52	3059.8	3059.25	3059.8	130.0
2018-07-15 20:05:00	ES	Futures	3059.52	3059.8	3059.52	3059.8	128.0
2018-07-15 20:10:00	ES	Futures	3059.8	3059.8	3059.25	3059.25	231.0
2018-07-15 20:15:00	ES	Futures	3059.25	3059.8	3058.98	3059.52	159.0
2018-07-15 20:20:00	ES	Futures	3059.52	3059.52	3059.25	3059.25	29.0
2018-07-15 20:25:00	ES	Futures	3059.25	3059.52	3059.25	3059.25	73.0
2018-07-15 20:30:00	ES	Futures	3059.25	3059.8	3059.25	3059.52	234.0
2018-07-15 20:35:00	ES	Futures	3059.52	3060.07	3059.52	3059.8	534.0
2018-07-15 20:40:00	ES	Futures	3059.8	3060.07	3059.52	3060.07	146.0
2018-07-15 20:45:00	ES	Futures	3060.07	3060.34	3059.52	3060.34	337.0
2018-07-15 20:50:00	ES	Futures	3060.34	3060.61	3059.52	3059.52	326.0
2018-07-15 20:55:00	ES	Futures	3059.52	3059.8	3059.52	3059.52	204.0
2018-07-15 21:00:00	ES	Futures	3059.52	3060.07	3059.52	3059.8	536.0
2018-07-15 21:05:00	ES	Futures	3059.8	3060.07	3059.8	3060.07	120.0
2018-07-15 21:10:00	ES	Futures	3060.07	3060.07	3059.8	3059.8	50.0
2018-07-15 21:15:00	ES	Futures	3059.8	3060.34	3059.25	3059.25	589.0
2018-07-15 21:20:00	ES	Futures	3059.25	3060.07	3059.25	3059.8	239.0
2018-07-15 21:25:00	ES	Futures	3059.8	3059.8	3059.52	3059.52	201.0
2018-07-15 21:30:00	ES	Futures	3059.25	3061.43	3059.25	3060.89	894.0
2018-07-15 21:35:00	ES	Futures	3061.16	3061.16	3060.07	3060.07	628.0
2018-07-15 21:40:00	ES	Futures	3059.8	3060.07	3058.98	3059.8	995.0
2018-07-15 21:45:00	ES	Futures	3059.8	3059.8	3057.89	3058.16	1038.0
2018-07-15 21:50:00	ES	Futures	3058.43	3059.25	3058.16	3058.16	673.0
2018-07-15 21:55:00	ES	Futures	3058.16	3058.16	3057.62	3057.62	434.0
2018-07-15 22:00:00	ES	Futures	3057.62	3058.98	3057.34	3058.43	878.0
2018-07-15 22:05:00	ES	Futures	3058.43	3058.43	3057.07	3057.89	717.0

> showing 50 of 2,533 rows — these rows as CSV

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