PREVIEW / futures_5min / 2018-11-26

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-11-26.parquet
  size:    248 KB
  rows:    15,680

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
2018-11-26 00:00:00	ES	Futures	2876.65	2877.2	2876.38	2877.2	406.0
2018-11-26 00:05:00	ES	Futures	2877.2	2878.29	2876.93	2877.74	691.0
2018-11-26 00:10:00	ES	Futures	2877.47	2878.01	2877.2	2878.01	267.0
2018-11-26 00:15:00	ES	Futures	2878.01	2878.56	2877.2	2877.2	522.0
2018-11-26 00:20:00	ES	Futures	2877.2	2877.74	2876.38	2876.93	461.0
2018-11-26 00:25:00	ES	Futures	2876.65	2877.2	2875.84	2876.11	427.0
2018-11-26 00:30:00	ES	Futures	2876.11	2876.38	2875.57	2875.84	499.0
2018-11-26 00:35:00	ES	Futures	2875.84	2876.38	2875.57	2875.57	415.0
2018-11-26 00:40:00	ES	Futures	2875.57	2876.38	2875.57	2875.84	357.0
2018-11-26 00:45:00	ES	Futures	2876.11	2876.65	2875.84	2876.38	207.0
2018-11-26 00:50:00	ES	Futures	2876.38	2877.47	2876.38	2877.47	353.0
2018-11-26 00:55:00	ES	Futures	2877.2	2877.47	2876.65	2877.2	265.0
2018-11-26 01:00:00	ES	Futures	2877.2	2877.74	2876.93	2876.93	219.0
2018-11-26 01:05:00	ES	Futures	2877.2	2878.01	2876.93	2877.74	166.0
2018-11-26 01:10:00	ES	Futures	2877.74	2878.01	2877.2	2877.2	266.0
2018-11-26 01:15:00	ES	Futures	2877.2	2877.2	2876.11	2876.93	311.0
2018-11-26 01:20:00	ES	Futures	2876.93	2878.01	2876.65	2877.74	220.0
2018-11-26 01:25:00	ES	Futures	2877.74	2878.01	2877.47	2878.01	112.0
2018-11-26 01:30:00	ES	Futures	2878.01	2878.01	2876.93	2876.93	356.0
2018-11-26 01:35:00	ES	Futures	2876.93	2877.74	2876.93	2877.47	77.0
2018-11-26 01:40:00	ES	Futures	2877.47	2877.47	2877.2	2877.2	92.0
2018-11-26 01:45:00	ES	Futures	2877.2	2877.47	2876.65	2877.47	189.0
2018-11-26 01:50:00	ES	Futures	2877.47	2877.47	2877.2	2877.47	92.0
2018-11-26 01:55:00	ES	Futures	2877.47	2877.47	2875.57	2876.65	537.0
2018-11-26 02:00:00	ES	Futures	2876.65	2880.46	2876.65	2879.92	2368.0
2018-11-26 02:05:00	ES	Futures	2879.92	2883.18	2879.1	2882.09	3036.0
2018-11-26 02:10:00	ES	Futures	2882.09	2882.09	2881.55	2882.09	996.0
2018-11-26 02:15:00	ES	Futures	2881.82	2882.91	2881.55	2882.09	1264.0
2018-11-26 02:20:00	ES	Futures	2882.09	2884.0	2881.82	2882.37	1182.0
2018-11-26 02:25:00	ES	Futures	2882.37	2882.64	2881.55	2882.37	758.0
2018-11-26 02:30:00	ES	Futures	2882.09	2883.18	2881.01	2882.09	1361.0
2018-11-26 02:35:00	ES	Futures	2882.37	2884.27	2882.37	2884.0	869.0
2018-11-26 02:40:00	ES	Futures	2884.27	2884.27	2882.64	2882.91	853.0
2018-11-26 02:45:00	ES	Futures	2883.18	2884.0	2882.91	2883.73	846.0
2018-11-26 02:50:00	ES	Futures	2884.0	2885.09	2883.73	2885.09	1202.0
2018-11-26 02:55:00	ES	Futures	2885.09	2885.09	2884.0	2884.27	1045.0
2018-11-26 03:00:00	ES	Futures	2884.27	2889.44	2884.27	2888.08	5674.0
2018-11-26 03:05:00	ES	Futures	2888.35	2888.35	2886.99	2887.81	2077.0
2018-11-26 03:10:00	ES	Futures	2887.81	2890.8	2887.53	2890.25	2642.0
2018-11-26 03:15:00	ES	Futures	2890.25	2892.7	2889.71	2890.8	3336.0
2018-11-26 03:20:00	ES	Futures	2890.8	2896.51	2890.8	2896.24	5078.0
2018-11-26 03:25:00	ES	Futures	2896.51	2896.78	2894.61	2895.15	2100.0
2018-11-26 03:30:00	ES	Futures	2895.15	2897.6	2894.88	2896.78	1952.0
2018-11-26 03:35:00	ES	Futures	2896.78	2898.14	2895.15	2897.6	2464.0
2018-11-26 03:40:00	ES	Futures	2897.6	2898.68	2895.69	2895.97	2097.0
2018-11-26 03:45:00	ES	Futures	2895.69	2899.23	2895.69	2898.96	1672.0
2018-11-26 03:50:00	ES	Futures	2898.68	2898.96	2897.6	2898.14	1290.0
2018-11-26 03:55:00	ES	Futures	2898.14	2898.41	2896.24	2897.32	1171.0
2018-11-26 04:00:00	ES	Futures	2897.05	2898.96	2896.78	2897.87	1998.0
2018-11-26 04:05:00	ES	Futures	2898.14	2898.14	2896.24	2896.78	1887.0

> showing 50 of 15,680 rows — these rows as CSV

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