PREVIEW / futures_5min / 2018-10-23

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-10-23.parquet
  size:    284 KB
  rows:    16,721

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
2018-10-23 00:00:00	ES	Futures	2975.39	2976.48	2974.3	2975.93	1576.0
2018-10-23 00:05:00	ES	Futures	2975.66	2976.2	2973.76	2974.3	939.0
2018-10-23 00:10:00	ES	Futures	2974.57	2974.84	2973.21	2973.21	1190.0
2018-10-23 00:15:00	ES	Futures	2973.21	2974.3	2973.21	2974.03	850.0
2018-10-23 00:20:00	ES	Futures	2974.3	2975.39	2973.76	2974.84	1128.0
2018-10-23 00:25:00	ES	Futures	2974.84	2975.12	2973.76	2974.3	1349.0
2018-10-23 00:30:00	ES	Futures	2974.03	2974.57	2972.4	2972.94	1085.0
2018-10-23 00:35:00	ES	Futures	2972.67	2973.21	2972.4	2972.94	1100.0
2018-10-23 00:40:00	ES	Futures	2972.94	2973.76	2972.67	2973.21	827.0
2018-10-23 00:45:00	ES	Futures	2973.21	2973.76	2973.21	2973.48	295.0
2018-10-23 00:50:00	ES	Futures	2973.48	2973.76	2972.12	2972.94	1465.0
2018-10-23 00:55:00	ES	Futures	2973.21	2974.84	2973.21	2974.03	740.0
2018-10-23 01:00:00	ES	Futures	2973.76	2976.75	2972.94	2975.93	1666.0
2018-10-23 01:05:00	ES	Futures	2975.93	2977.29	2975.66	2976.75	1276.0
2018-10-23 01:10:00	ES	Futures	2977.02	2977.56	2975.39	2976.2	1736.0
2018-10-23 01:15:00	ES	Futures	2976.2	2976.48	2974.57	2975.39	1392.0
2018-10-23 01:20:00	ES	Futures	2975.39	2975.93	2974.3	2975.39	784.0
2018-10-23 01:25:00	ES	Futures	2975.39	2975.66	2973.76	2974.03	660.0
2018-10-23 01:30:00	ES	Futures	2974.3	2975.66	2974.03	2975.39	871.0
2018-10-23 01:35:00	ES	Futures	2975.66	2976.48	2974.57	2974.57	917.0
2018-10-23 01:40:00	ES	Futures	2974.84	2974.84	2972.4	2973.48	1405.0
2018-10-23 01:45:00	ES	Futures	2973.48	2974.3	2973.48	2973.48	904.0
2018-10-23 01:50:00	ES	Futures	2973.48	2973.48	2971.85	2972.4	1317.0
2018-10-23 01:55:00	ES	Futures	2972.4	2972.4	2968.59	2968.59	3167.0
2018-10-23 02:00:00	ES	Futures	2968.86	2969.95	2967.23	2967.5	4288.0
2018-10-23 02:05:00	ES	Futures	2967.5	2967.5	2964.51	2964.78	4581.0
2018-10-23 02:10:00	ES	Futures	2964.78	2966.68	2962.88	2963.96	2913.0
2018-10-23 02:15:00	ES	Futures	2964.24	2964.78	2962.33	2963.42	2611.0
2018-10-23 02:20:00	ES	Futures	2963.42	2965.6	2962.33	2963.96	2997.0
2018-10-23 02:25:00	ES	Futures	2963.96	2966.41	2963.15	2963.96	2778.0
2018-10-23 02:30:00	ES	Futures	2963.69	2966.41	2963.69	2965.32	1746.0
2018-10-23 02:35:00	ES	Futures	2965.6	2966.41	2963.69	2963.69	1939.0
2018-10-23 02:40:00	ES	Futures	2963.69	2963.96	2961.52	2962.33	4191.0
2018-10-23 02:45:00	ES	Futures	2962.33	2964.78	2962.06	2964.51	1967.0
2018-10-23 02:50:00	ES	Futures	2964.51	2965.05	2963.15	2963.15	1867.0
2018-10-23 02:55:00	ES	Futures	2963.15	2964.51	2962.88	2963.69	1965.0
2018-10-23 03:00:00	ES	Futures	2963.42	2966.14	2962.88	2963.69	4661.0
2018-10-23 03:05:00	ES	Futures	2963.69	2965.87	2961.24	2965.6	4632.0
2018-10-23 03:10:00	ES	Futures	2965.6	2966.96	2964.78	2966.68	4853.0
2018-10-23 03:15:00	ES	Futures	2966.96	2967.5	2965.32	2965.32	3146.0
2018-10-23 03:20:00	ES	Futures	2965.32	2966.41	2964.24	2965.6	2785.0
2018-10-23 03:25:00	ES	Futures	2965.87	2967.23	2964.51	2966.14	2588.0
2018-10-23 03:30:00	ES	Futures	2966.14	2970.49	2966.14	2970.22	5854.0
2018-10-23 03:35:00	ES	Futures	2970.49	2971.31	2969.13	2969.95	3897.0
2018-10-23 03:40:00	ES	Futures	2970.22	2971.04	2968.59	2970.49	3652.0
2018-10-23 03:45:00	ES	Futures	2970.49	2971.58	2968.59	2969.4	3923.0
2018-10-23 03:50:00	ES	Futures	2969.4	2969.4	2966.96	2967.5	3875.0
2018-10-23 03:55:00	ES	Futures	2967.5	2968.32	2964.24	2964.51	2966.0
2018-10-23 04:00:00	ES	Futures	2964.51	2966.41	2963.69	2963.96	3374.0
2018-10-23 04:05:00	ES	Futures	2964.24	2965.05	2963.42	2964.51	2374.0

> showing 50 of 16,721 rows — these rows as CSV

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