PREVIEW / futures_5min / 2018-11-13

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-13.parquet
  size:    279 KB
  rows:    16,773

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
2018-11-13 00:00:00	ES	Futures	2981.37	2982.19	2979.2	2981.1	913.0
2018-11-13 00:05:00	ES	Futures	2981.1	2981.92	2980.83	2980.83	440.0
2018-11-13 00:10:00	ES	Futures	2980.83	2981.1	2979.47	2980.56	461.0
2018-11-13 00:15:00	ES	Futures	2980.56	2983.0	2980.01	2982.19	1437.0
2018-11-13 00:20:00	ES	Futures	2982.19	2983.28	2981.64	2983.28	2636.0
2018-11-13 00:25:00	ES	Futures	2983.55	2986.81	2983.0	2985.18	3703.0
2018-11-13 00:30:00	ES	Futures	2985.45	2985.72	2980.56	2981.1	2182.0
2018-11-13 00:35:00	ES	Futures	2980.83	2980.83	2977.29	2978.92	2825.0
2018-11-13 00:40:00	ES	Futures	2979.2	2980.28	2978.65	2979.74	496.0
2018-11-13 00:45:00	ES	Futures	2980.01	2980.28	2978.38	2979.47	783.0
2018-11-13 00:50:00	ES	Futures	2979.47	2985.18	2979.2	2984.64	1739.0
2018-11-13 00:55:00	ES	Futures	2984.64	2985.45	2983.28	2983.82	883.0
2018-11-13 01:00:00	ES	Futures	2983.55	2984.36	2981.64	2983.0	556.0
2018-11-13 01:05:00	ES	Futures	2983.28	2984.09	2983.0	2983.55	380.0
2018-11-13 01:10:00	ES	Futures	2983.82	2984.09	2982.46	2982.46	315.0
2018-11-13 01:15:00	ES	Futures	2982.46	2982.46	2980.01	2980.28	503.0
2018-11-13 01:20:00	ES	Futures	2980.28	2981.1	2978.92	2981.1	618.0
2018-11-13 01:25:00	ES	Futures	2981.1	2981.37	2980.01	2980.28	199.0
2018-11-13 01:30:00	ES	Futures	2980.01	2980.83	2978.92	2979.2	332.0
2018-11-13 01:35:00	ES	Futures	2978.92	2978.92	2976.2	2977.56	1120.0
2018-11-13 01:40:00	ES	Futures	2977.29	2977.29	2974.03	2976.48	1560.0
2018-11-13 01:45:00	ES	Futures	2976.48	2977.02	2975.66	2976.48	503.0
2018-11-13 01:50:00	ES	Futures	2976.48	2977.02	2975.12	2975.39	893.0
2018-11-13 01:55:00	ES	Futures	2975.39	2975.93	2975.12	2975.39	503.0
2018-11-13 02:00:00	ES	Futures	2975.66	2980.56	2975.39	2979.74	1991.0
2018-11-13 02:05:00	ES	Futures	2979.74	2979.74	2976.2	2979.2	1571.0
2018-11-13 02:10:00	ES	Futures	2978.92	2980.01	2976.48	2976.48	1220.0
2018-11-13 02:15:00	ES	Futures	2976.48	2977.84	2975.12	2975.12	1573.0
2018-11-13 02:20:00	ES	Futures	2975.39	2976.48	2974.3	2975.93	1504.0
2018-11-13 02:25:00	ES	Futures	2975.93	2977.56	2975.66	2977.02	936.0
2018-11-13 02:30:00	ES	Futures	2977.02	2977.02	2975.93	2976.2	563.0
2018-11-13 02:35:00	ES	Futures	2976.2	2981.37	2976.2	2981.1	2525.0
2018-11-13 02:40:00	ES	Futures	2981.1	2982.46	2980.01	2982.19	3006.0
2018-11-13 02:45:00	ES	Futures	2982.46	2983.0	2980.83	2981.92	1680.0
2018-11-13 02:50:00	ES	Futures	2981.92	2983.55	2981.64	2983.0	1245.0
2018-11-13 02:55:00	ES	Futures	2983.0	2984.36	2981.92	2981.92	1566.0
2018-11-13 03:00:00	ES	Futures	2981.92	2985.18	2981.92	2984.36	3799.0
2018-11-13 03:05:00	ES	Futures	2984.36	2987.9	2982.73	2987.63	5382.0
2018-11-13 03:10:00	ES	Futures	2987.36	2989.26	2987.36	2988.44	3142.0
2018-11-13 03:15:00	ES	Futures	2988.44	2988.72	2987.08	2987.36	2096.0
2018-11-13 03:20:00	ES	Futures	2987.36	2988.44	2987.36	2988.17	1658.0
2018-11-13 03:25:00	ES	Futures	2988.17	2989.53	2988.17	2988.44	1622.0
2018-11-13 03:30:00	ES	Futures	2988.44	2988.99	2986.81	2987.08	2387.0
2018-11-13 03:35:00	ES	Futures	2986.81	2992.25	2986.81	2991.16	4310.0
2018-11-13 03:40:00	ES	Futures	2990.89	2991.44	2988.17	2988.72	2481.0
2018-11-13 03:45:00	ES	Futures	2988.44	2988.72	2983.55	2983.82	2654.0
2018-11-13 03:50:00	ES	Futures	2983.82	2984.36	2982.19	2982.73	2326.0
2018-11-13 03:55:00	ES	Futures	2982.46	2983.55	2982.19	2983.28	1093.0
2018-11-13 04:00:00	ES	Futures	2983.28	2984.91	2983.28	2984.91	1804.0
2018-11-13 04:05:00	ES	Futures	2984.91	2984.91	2982.19	2983.28	1922.0

> showing 50 of 16,773 rows — these rows as CSV

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