PREVIEW / futures_5min / 2018-07-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-18.parquet
  size:    228 KB
  rows:    15,604

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
2018-07-18 00:00:00	ES	Futures	3066.34	3066.34	3065.79	3065.79	138.0
2018-07-18 00:05:00	ES	Futures	3065.79	3065.79	3065.52	3065.79	331.0
2018-07-18 00:10:00	ES	Futures	3065.52	3065.79	3065.52	3065.79	74.0
2018-07-18 00:15:00	ES	Futures	3066.06	3066.06	3065.79	3066.06	93.0
2018-07-18 00:20:00	ES	Futures	3066.06	3066.06	3065.25	3065.25	209.0
2018-07-18 00:25:00	ES	Futures	3065.52	3065.79	3064.43	3064.97	913.0
2018-07-18 00:30:00	ES	Futures	3065.25	3065.52	3064.97	3065.52	271.0
2018-07-18 00:35:00	ES	Futures	3065.52	3065.79	3065.25	3065.79	201.0
2018-07-18 00:40:00	ES	Futures	3065.79	3066.06	3065.79	3065.79	234.0
2018-07-18 00:45:00	ES	Futures	3066.06	3066.06	3065.79	3066.06	106.0
2018-07-18 00:50:00	ES	Futures	3065.79	3065.79	3065.79	3065.79	18.0
2018-07-18 00:55:00	ES	Futures	3066.06	3066.34	3065.79	3066.06	265.0
2018-07-18 01:00:00	ES	Futures	3066.34	3066.61	3065.79	3065.79	273.0
2018-07-18 01:05:00	ES	Futures	3066.06	3066.06	3065.52	3066.06	188.0
2018-07-18 01:10:00	ES	Futures	3065.79	3066.06	3065.79	3065.79	204.0
2018-07-18 01:15:00	ES	Futures	3065.79	3066.06	3065.52	3065.79	253.0
2018-07-18 01:20:00	ES	Futures	3065.52	3066.06	3065.52	3065.79	203.0
2018-07-18 01:25:00	ES	Futures	3065.79	3065.79	3065.25	3065.52	267.0
2018-07-18 01:30:00	ES	Futures	3065.25	3065.52	3064.7	3064.97	209.0
2018-07-18 01:35:00	ES	Futures	3064.97	3065.25	3064.43	3065.25	316.0
2018-07-18 01:40:00	ES	Futures	3065.25	3065.25	3064.7	3065.25	184.0
2018-07-18 01:45:00	ES	Futures	3064.97	3065.25	3064.43	3064.7	516.0
2018-07-18 01:50:00	ES	Futures	3064.7	3065.25	3064.43	3065.25	406.0
2018-07-18 01:55:00	ES	Futures	3065.25	3065.25	3064.43	3064.43	440.0
2018-07-18 02:00:00	ES	Futures	3064.43	3064.7	3064.16	3064.7	870.0
2018-07-18 02:05:00	ES	Futures	3064.7	3064.97	3064.16	3064.43	486.0
2018-07-18 02:10:00	ES	Futures	3064.7	3065.25	3064.7	3064.97	465.0
2018-07-18 02:15:00	ES	Futures	3064.97	3065.79	3064.97	3065.52	591.0
2018-07-18 02:20:00	ES	Futures	3065.52	3066.34	3064.7	3064.7	1058.0
2018-07-18 02:25:00	ES	Futures	3064.97	3065.52	3064.7	3065.25	592.0
2018-07-18 02:30:00	ES	Futures	3065.25	3066.61	3064.97	3066.06	870.0
2018-07-18 02:35:00	ES	Futures	3066.34	3066.88	3066.06	3066.88	743.0
2018-07-18 02:40:00	ES	Futures	3066.88	3066.88	3066.61	3066.61	347.0
2018-07-18 02:45:00	ES	Futures	3066.61	3066.88	3066.06	3066.06	231.0
2018-07-18 02:50:00	ES	Futures	3066.34	3066.34	3065.79	3066.06	394.0
2018-07-18 02:55:00	ES	Futures	3065.79	3066.88	3065.79	3066.61	624.0
2018-07-18 03:00:00	ES	Futures	3066.61	3066.88	3065.52	3065.79	1919.0
2018-07-18 03:05:00	ES	Futures	3065.79	3066.06	3064.43	3065.25	1943.0
2018-07-18 03:10:00	ES	Futures	3064.97	3066.06	3064.7	3065.79	986.0
2018-07-18 03:15:00	ES	Futures	3065.79	3066.88	3065.79	3066.61	1003.0
2018-07-18 03:20:00	ES	Futures	3066.88	3067.7	3066.61	3067.43	1392.0
2018-07-18 03:25:00	ES	Futures	3067.43	3067.7	3066.61	3066.88	1105.0
2018-07-18 03:30:00	ES	Futures	3066.88	3067.15	3065.52	3066.34	1196.0
2018-07-18 03:35:00	ES	Futures	3066.06	3067.15	3066.06	3066.88	1024.0
2018-07-18 03:40:00	ES	Futures	3067.15	3067.15	3066.61	3066.88	645.0
2018-07-18 03:45:00	ES	Futures	3066.88	3067.43	3066.61	3067.15	863.0
2018-07-18 03:50:00	ES	Futures	3067.15	3067.43	3066.88	3066.88	594.0
2018-07-18 03:55:00	ES	Futures	3066.88	3066.88	3066.34	3066.61	449.0
2018-07-18 04:00:00	ES	Futures	3066.61	3066.61	3065.25	3065.25	1233.0
2018-07-18 04:05:00	ES	Futures	3064.97	3065.25	3063.88	3063.88	1065.0

> showing 50 of 15,604 rows — these rows as CSV

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