PREVIEW / futures_5min / 2018-10-16

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-16.parquet
  size:    267 KB
  rows:    16,436

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
2018-10-16 00:00:00	ES	Futures	2997.96	2999.32	2997.96	2999.32	478.0
2018-10-16 00:05:00	ES	Futures	2999.32	2999.6	2999.05	2999.05	320.0
2018-10-16 00:10:00	ES	Futures	2998.78	2999.32	2998.51	2999.32	229.0
2018-10-16 00:15:00	ES	Futures	2999.05	2999.32	2997.96	2998.24	573.0
2018-10-16 00:20:00	ES	Futures	2997.96	2998.78	2996.88	2997.42	1001.0
2018-10-16 00:25:00	ES	Futures	2997.42	2998.78	2997.15	2998.51	379.0
2018-10-16 00:30:00	ES	Futures	2998.24	2999.6	2998.24	2999.05	356.0
2018-10-16 00:35:00	ES	Futures	2999.32	2999.87	2999.05	2999.32	413.0
2018-10-16 00:40:00	ES	Futures	2999.32	3000.14	2999.05	2999.32	177.0
2018-10-16 00:45:00	ES	Futures	2999.32	2999.87	2998.78	2998.78	375.0
2018-10-16 00:50:00	ES	Futures	2999.05	3000.41	2998.78	2999.6	649.0
2018-10-16 00:55:00	ES	Futures	2999.6	3000.41	2999.32	2999.87	310.0
2018-10-16 01:00:00	ES	Futures	2999.87	3002.04	2999.87	3001.23	1031.0
2018-10-16 01:05:00	ES	Futures	3001.5	3001.77	3000.96	3001.5	594.0
2018-10-16 01:10:00	ES	Futures	3001.77	3001.77	3000.41	3001.5	512.0
2018-10-16 01:15:00	ES	Futures	3001.5	3002.32	3001.23	3002.04	759.0
2018-10-16 01:20:00	ES	Futures	3001.77	3002.59	3001.5	3002.04	457.0
2018-10-16 01:25:00	ES	Futures	3002.04	3002.59	3002.04	3002.32	408.0
2018-10-16 01:30:00	ES	Futures	3002.32	3003.4	3002.32	3003.13	1199.0
2018-10-16 01:35:00	ES	Futures	3003.13	3003.68	3002.32	3002.32	716.0
2018-10-16 01:40:00	ES	Futures	3002.32	3002.86	3001.77	3002.86	1011.0
2018-10-16 01:45:00	ES	Futures	3002.86	3002.86	3001.5	3002.04	1266.0
2018-10-16 01:50:00	ES	Futures	3002.04	3003.13	3001.5	3002.86	1288.0
2018-10-16 01:55:00	ES	Futures	3002.59	3003.4	3002.59	3002.59	798.0
2018-10-16 02:00:00	ES	Futures	3002.59	3002.86	3000.96	3000.96	1175.0
2018-10-16 02:05:00	ES	Futures	3000.96	3001.23	3000.14	3000.14	1394.0
2018-10-16 02:10:00	ES	Futures	3000.41	3000.68	2999.87	2999.87	1246.0
2018-10-16 02:15:00	ES	Futures	2999.87	3000.96	2999.05	2999.32	1336.0
2018-10-16 02:20:00	ES	Futures	2999.32	3000.14	2998.78	2999.05	577.0
2018-10-16 02:25:00	ES	Futures	2999.32	3001.5	2999.05	3001.5	874.0
2018-10-16 02:30:00	ES	Futures	3001.5	3003.68	3000.96	3002.86	2482.0
2018-10-16 02:35:00	ES	Futures	3002.59	3003.4	3002.32	3003.4	899.0
2018-10-16 02:40:00	ES	Futures	3003.13	3003.95	3002.86	3003.4	1738.0
2018-10-16 02:45:00	ES	Futures	3003.4	3003.68	3002.86	3003.13	678.0
2018-10-16 02:50:00	ES	Futures	3003.13	3003.13	3000.96	3001.5	1304.0
2018-10-16 02:55:00	ES	Futures	3001.5	3001.77	3000.68	3001.5	636.0
2018-10-16 03:00:00	ES	Futures	3001.5	3001.77	2999.05	2999.87	2405.0
2018-10-16 03:05:00	ES	Futures	2999.87	3002.04	2999.32	3001.5	3676.0
2018-10-16 03:10:00	ES	Futures	3001.5	3003.68	3001.23	3003.13	3666.0
2018-10-16 03:15:00	ES	Futures	3002.86	3005.31	3002.32	3005.04	3274.0
2018-10-16 03:20:00	ES	Futures	3005.04	3005.85	3004.22	3004.22	1726.0
2018-10-16 03:25:00	ES	Futures	3004.49	3005.58	3004.22	3005.58	1530.0
2018-10-16 03:30:00	ES	Futures	3005.31	3005.58	3004.49	3005.04	1291.0
2018-10-16 03:35:00	ES	Futures	3005.31	3005.58	3003.95	3004.49	1638.0
2018-10-16 03:40:00	ES	Futures	3004.49	3004.76	3002.32	3002.86	2224.0
2018-10-16 03:45:00	ES	Futures	3002.86	3004.76	3002.59	3003.4	2313.0
2018-10-16 03:50:00	ES	Futures	3003.13	3003.13	3000.96	3001.23	1856.0
2018-10-16 03:55:00	ES	Futures	3001.5	3002.04	3000.68	3001.77	1664.0
2018-10-16 04:00:00	ES	Futures	3002.04	3003.13	3000.96	3002.86	2003.0
2018-10-16 04:05:00	ES	Futures	3002.86	3003.68	3002.59	3003.13	2430.0

> showing 50 of 16,436 rows — these rows as CSV

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