PREVIEW / futures_5min / 2018-11-25

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-25.parquet
  size:    53 KB
  rows:    2,765

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
2018-11-25 18:00:00	ES	Futures	2865.23	2870.4	2863.05	2869.85	5636.0
2018-11-25 18:05:00	ES	Futures	2869.85	2871.76	2867.95	2869.04	2732.0
2018-11-25 18:10:00	ES	Futures	2869.04	2869.04	2866.59	2867.95	722.0
2018-11-25 18:15:00	ES	Futures	2867.95	2869.85	2867.95	2869.31	911.0
2018-11-25 18:20:00	ES	Futures	2869.58	2869.85	2869.04	2869.85	438.0
2018-11-25 18:25:00	ES	Futures	2869.85	2869.85	2869.04	2869.04	486.0
2018-11-25 18:30:00	ES	Futures	2869.31	2871.21	2869.04	2869.58	742.0
2018-11-25 18:35:00	ES	Futures	2869.85	2869.85	2869.04	2869.58	418.0
2018-11-25 18:40:00	ES	Futures	2869.58	2869.58	2869.04	2869.31	331.0
2018-11-25 18:45:00	ES	Futures	2869.58	2870.94	2869.31	2869.58	832.0
2018-11-25 18:50:00	ES	Futures	2869.31	2869.85	2869.04	2869.85	351.0
2018-11-25 18:55:00	ES	Futures	2869.58	2870.13	2869.31	2870.13	269.0
2018-11-25 19:00:00	ES	Futures	2870.13	2875.02	2870.13	2872.85	3143.0
2018-11-25 19:05:00	ES	Futures	2872.85	2873.66	2871.21	2872.3	1707.0
2018-11-25 19:10:00	ES	Futures	2872.57	2873.12	2871.49	2872.03	1188.0
2018-11-25 19:15:00	ES	Futures	2872.03	2872.3	2869.85	2869.85	989.0
2018-11-25 19:20:00	ES	Futures	2869.85	2870.13	2867.95	2869.04	998.0
2018-11-25 19:25:00	ES	Futures	2868.77	2869.04	2867.95	2868.49	376.0
2018-11-25 19:30:00	ES	Futures	2868.49	2869.31	2868.49	2869.04	478.0
2018-11-25 19:35:00	ES	Futures	2869.04	2869.85	2869.04	2869.58	290.0
2018-11-25 19:40:00	ES	Futures	2869.58	2869.58	2868.22	2868.77	380.0
2018-11-25 19:45:00	ES	Futures	2868.77	2869.04	2867.68	2868.22	410.0
2018-11-25 19:50:00	ES	Futures	2867.95	2869.04	2867.95	2869.04	363.0
2018-11-25 19:55:00	ES	Futures	2869.04	2869.58	2868.49	2868.77	380.0
2018-11-25 20:00:00	ES	Futures	2868.77	2870.13	2867.95	2870.13	544.0
2018-11-25 20:05:00	ES	Futures	2870.13	2872.03	2869.85	2871.49	1100.0
2018-11-25 20:10:00	ES	Futures	2871.49	2872.03	2870.94	2871.76	406.0
2018-11-25 20:15:00	ES	Futures	2872.03	2873.66	2871.49	2873.39	1099.0
2018-11-25 20:20:00	ES	Futures	2873.39	2873.93	2872.3	2872.57	658.0
2018-11-25 20:25:00	ES	Futures	2872.57	2872.85	2870.94	2871.76	528.0
2018-11-25 20:30:00	ES	Futures	2871.76	2871.76	2869.58	2870.67	898.0
2018-11-25 20:35:00	ES	Futures	2870.4	2871.21	2870.13	2870.67	506.0
2018-11-25 20:40:00	ES	Futures	2870.67	2872.03	2869.85	2870.67	633.0
2018-11-25 20:45:00	ES	Futures	2870.67	2870.67	2868.77	2870.13	672.0
2018-11-25 20:50:00	ES	Futures	2870.13	2873.12	2869.85	2871.76	1197.0
2018-11-25 20:55:00	ES	Futures	2871.76	2872.3	2870.94	2870.94	1357.0
2018-11-25 21:00:00	ES	Futures	2870.94	2871.76	2869.31	2870.94	856.0
2018-11-25 21:05:00	ES	Futures	2871.21	2871.21	2870.13	2870.67	312.0
2018-11-25 21:10:00	ES	Futures	2870.67	2871.21	2869.58	2870.13	305.0
2018-11-25 21:15:00	ES	Futures	2870.4	2872.3	2870.13	2871.76	634.0
2018-11-25 21:20:00	ES	Futures	2871.49	2874.48	2871.49	2873.39	1394.0
2018-11-25 21:25:00	ES	Futures	2873.66	2873.93	2873.12	2873.39	1080.0
2018-11-25 21:30:00	ES	Futures	2873.39	2874.21	2873.39	2873.39	570.0
2018-11-25 21:35:00	ES	Futures	2873.39	2873.66	2872.03	2873.39	675.0
2018-11-25 21:40:00	ES	Futures	2873.39	2873.39	2872.85	2872.85	288.0
2018-11-25 21:45:00	ES	Futures	2873.12	2873.12	2871.21	2871.21	410.0
2018-11-25 21:50:00	ES	Futures	2871.49	2872.85	2871.49	2872.03	612.0
2018-11-25 21:55:00	ES	Futures	2871.76	2872.85	2871.49	2872.57	351.0
2018-11-25 22:00:00	ES	Futures	2872.3	2873.39	2872.03	2873.39	460.0
2018-11-25 22:05:00	ES	Futures	2873.39	2876.11	2873.12	2876.11	1660.0

> showing 50 of 2,765 rows — these rows as CSV

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