PREVIEW / futures_5min / 2018-08-20

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-08-20.parquet
  size:    240 KB
  rows:    15,150

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
2018-08-20 00:00:00	ES	Futures	3109.11	3109.11	3108.84	3108.84	76.0
2018-08-20 00:05:00	ES	Futures	3108.84	3109.11	3108.57	3109.11	119.0
2018-08-20 00:10:00	ES	Futures	3108.84	3109.39	3108.84	3109.11	110.0
2018-08-20 00:15:00	ES	Futures	3108.84	3109.11	3108.84	3109.11	42.0
2018-08-20 00:20:00	ES	Futures	3109.11	3109.39	3108.84	3109.39	67.0
2018-08-20 00:25:00	ES	Futures	3109.39	3109.66	3109.39	3109.39	112.0
2018-08-20 00:30:00	ES	Futures	3109.66	3109.66	3109.11	3109.11	357.0
2018-08-20 00:35:00	ES	Futures	3109.39	3109.66	3108.57	3108.57	424.0
2018-08-20 00:40:00	ES	Futures	3108.84	3108.84	3107.48	3107.48	590.0
2018-08-20 00:45:00	ES	Futures	3107.75	3108.02	3107.48	3107.75	177.0
2018-08-20 00:50:00	ES	Futures	3107.75	3108.02	3107.48	3108.02	219.0
2018-08-20 00:55:00	ES	Futures	3108.02	3108.3	3107.75	3107.75	411.0
2018-08-20 01:00:00	ES	Futures	3108.02	3108.02	3107.21	3107.75	268.0
2018-08-20 01:05:00	ES	Futures	3107.48	3107.48	3106.93	3107.48	629.0
2018-08-20 01:10:00	ES	Futures	3107.48	3107.75	3107.21	3107.48	283.0
2018-08-20 01:15:00	ES	Futures	3107.75	3108.02	3107.48	3108.02	198.0
2018-08-20 01:20:00	ES	Futures	3108.02	3108.02	3107.21	3107.48	192.0
2018-08-20 01:25:00	ES	Futures	3107.21	3108.3	3107.21	3107.75	181.0
2018-08-20 01:30:00	ES	Futures	3107.75	3108.02	3107.48	3107.75	205.0
2018-08-20 01:35:00	ES	Futures	3107.75	3107.75	3107.21	3107.21	143.0
2018-08-20 01:40:00	ES	Futures	3107.48	3107.48	3106.66	3107.21	252.0
2018-08-20 01:45:00	ES	Futures	3107.21	3107.21	3106.66	3106.93	643.0
2018-08-20 01:50:00	ES	Futures	3106.93	3107.75	3106.93	3107.75	1202.0
2018-08-20 01:55:00	ES	Futures	3107.75	3108.02	3107.48	3107.75	563.0
2018-08-20 02:00:00	ES	Futures	3108.02	3108.57	3107.75	3108.3	795.0
2018-08-20 02:05:00	ES	Futures	3108.3	3108.84	3108.3	3108.84	464.0
2018-08-20 02:10:00	ES	Futures	3108.84	3109.66	3108.84	3109.39	909.0
2018-08-20 02:15:00	ES	Futures	3109.39	3110.75	3109.39	3110.2	1509.0
2018-08-20 02:20:00	ES	Futures	3110.2	3110.48	3109.66	3109.93	340.0
2018-08-20 02:25:00	ES	Futures	3109.93	3111.02	3109.93	3111.02	478.0
2018-08-20 02:30:00	ES	Futures	3110.75	3111.29	3110.75	3111.29	293.0
2018-08-20 02:35:00	ES	Futures	3111.02	3112.38	3111.02	3111.57	1262.0
2018-08-20 02:40:00	ES	Futures	3111.57	3112.38	3111.57	3112.38	513.0
2018-08-20 02:45:00	ES	Futures	3112.11	3113.47	3112.11	3113.47	1802.0
2018-08-20 02:50:00	ES	Futures	3113.47	3114.02	3112.65	3114.02	836.0
2018-08-20 02:55:00	ES	Futures	3113.74	3114.02	3112.65	3112.93	881.0
2018-08-20 03:00:00	ES	Futures	3112.93	3115.65	3112.65	3113.47	3264.0
2018-08-20 03:05:00	ES	Futures	3113.47	3115.11	3113.2	3114.29	1619.0
2018-08-20 03:10:00	ES	Futures	3114.29	3114.83	3113.74	3113.74	1490.0
2018-08-20 03:15:00	ES	Futures	3113.74	3115.11	3113.47	3114.83	880.0
2018-08-20 03:20:00	ES	Futures	3114.83	3115.38	3114.29	3114.56	878.0
2018-08-20 03:25:00	ES	Futures	3114.56	3114.56	3113.47	3114.56	1148.0
2018-08-20 03:30:00	ES	Futures	3114.56	3115.65	3114.56	3114.56	1639.0
2018-08-20 03:35:00	ES	Futures	3114.56	3115.65	3114.56	3115.38	1156.0
2018-08-20 03:40:00	ES	Futures	3115.38	3115.65	3114.56	3115.11	953.0
2018-08-20 03:45:00	ES	Futures	3115.38	3116.2	3115.11	3115.92	1525.0
2018-08-20 03:50:00	ES	Futures	3115.92	3115.92	3115.65	3115.92	518.0
2018-08-20 03:55:00	ES	Futures	3115.65	3116.2	3115.65	3115.92	810.0
2018-08-20 04:00:00	ES	Futures	3116.2	3116.74	3115.92	3116.47	1308.0
2018-08-20 04:05:00	ES	Futures	3116.47	3117.01	3116.47	3116.74	765.0

> showing 50 of 15,150 rows — these rows as CSV

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