PREVIEW / futures_5min / 2018-12-18

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-12-18.parquet
  size:    271 KB
  rows:    16,646

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
2018-12-18 00:00:00	ES	Futures	2777.22	2777.22	2773.42	2776.68	2182.0
2018-12-18 00:05:00	ES	Futures	2776.68	2776.95	2773.42	2775.05	1239.0
2018-12-18 00:10:00	ES	Futures	2775.05	2775.59	2773.42	2775.05	1131.0
2018-12-18 00:15:00	ES	Futures	2775.05	2777.77	2773.69	2777.5	1189.0
2018-12-18 00:20:00	ES	Futures	2777.5	2778.31	2776.14	2778.04	910.0
2018-12-18 00:25:00	ES	Futures	2778.04	2778.04	2775.05	2775.05	828.0
2018-12-18 00:30:00	ES	Futures	2775.32	2777.22	2775.05	2776.41	952.0
2018-12-18 00:35:00	ES	Futures	2776.41	2776.95	2775.59	2776.95	525.0
2018-12-18 00:40:00	ES	Futures	2776.95	2776.95	2774.51	2775.59	1528.0
2018-12-18 00:45:00	ES	Futures	2775.59	2775.59	2774.24	2775.05	344.0
2018-12-18 00:50:00	ES	Futures	2775.05	2775.87	2774.24	2774.24	509.0
2018-12-18 00:55:00	ES	Futures	2773.96	2775.59	2772.61	2774.51	1123.0
2018-12-18 01:00:00	ES	Futures	2774.51	2776.14	2773.69	2775.59	651.0
2018-12-18 01:05:00	ES	Futures	2775.59	2778.31	2775.05	2777.77	932.0
2018-12-18 01:10:00	ES	Futures	2777.77	2778.31	2776.95	2777.5	411.0
2018-12-18 01:15:00	ES	Futures	2777.22	2779.12	2776.95	2778.04	707.0
2018-12-18 01:20:00	ES	Futures	2777.77	2778.85	2777.5	2778.85	526.0
2018-12-18 01:25:00	ES	Futures	2778.85	2778.85	2777.77	2778.31	294.0
2018-12-18 01:30:00	ES	Futures	2778.31	2779.94	2777.77	2779.4	623.0
2018-12-18 01:35:00	ES	Futures	2779.4	2779.4	2777.77	2778.04	346.0
2018-12-18 01:40:00	ES	Futures	2778.04	2778.04	2776.95	2777.5	389.0
2018-12-18 01:45:00	ES	Futures	2777.5	2777.5	2775.87	2776.68	392.0
2018-12-18 01:50:00	ES	Futures	2776.95	2778.58	2776.68	2777.77	490.0
2018-12-18 01:55:00	ES	Futures	2777.77	2781.3	2777.77	2781.03	1195.0
2018-12-18 02:00:00	ES	Futures	2780.75	2782.66	2779.67	2779.67	2110.0
2018-12-18 02:05:00	ES	Futures	2779.94	2780.21	2778.31	2779.67	853.0
2018-12-18 02:10:00	ES	Futures	2779.67	2781.03	2779.4	2780.21	895.0
2018-12-18 02:15:00	ES	Futures	2780.21	2780.75	2778.31	2778.85	843.0
2018-12-18 02:20:00	ES	Futures	2778.85	2778.85	2776.41	2776.68	880.0
2018-12-18 02:25:00	ES	Futures	2776.68	2777.22	2775.05	2776.95	1456.0
2018-12-18 02:30:00	ES	Futures	2776.95	2782.38	2776.41	2781.03	2300.0
2018-12-18 02:35:00	ES	Futures	2781.03	2784.01	2781.03	2782.11	2601.0
2018-12-18 02:40:00	ES	Futures	2782.38	2783.47	2781.84	2783.47	1279.0
2018-12-18 02:45:00	ES	Futures	2783.47	2785.37	2781.57	2783.74	2189.0
2018-12-18 02:50:00	ES	Futures	2784.01	2785.37	2783.47	2785.1	1476.0
2018-12-18 02:55:00	ES	Futures	2785.1	2785.64	2783.74	2784.01	1376.0
2018-12-18 03:00:00	ES	Futures	2784.01	2785.1	2780.21	2780.21	3902.0
2018-12-18 03:05:00	ES	Futures	2780.48	2782.66	2779.4	2780.75	3591.0
2018-12-18 03:10:00	ES	Futures	2780.75	2781.57	2779.12	2781.03	2723.0
2018-12-18 03:15:00	ES	Futures	2780.75	2781.3	2777.5	2777.5	3070.0
2018-12-18 03:20:00	ES	Futures	2777.5	2782.11	2777.5	2781.57	2236.0
2018-12-18 03:25:00	ES	Futures	2781.57	2782.66	2779.4	2780.75	2041.0
2018-12-18 03:30:00	ES	Futures	2780.48	2784.01	2780.48	2783.74	1863.0
2018-12-18 03:35:00	ES	Futures	2783.74	2785.37	2783.47	2784.28	2089.0
2018-12-18 03:40:00	ES	Futures	2784.28	2784.56	2782.66	2782.66	1312.0
2018-12-18 03:45:00	ES	Futures	2782.66	2784.83	2782.11	2784.28	1211.0
2018-12-18 03:50:00	ES	Futures	2784.01	2785.37	2782.66	2784.28	1428.0
2018-12-18 03:55:00	ES	Futures	2784.56	2784.83	2782.11	2784.56	953.0
2018-12-18 04:00:00	ES	Futures	2784.28	2784.83	2780.48	2780.75	2947.0
2018-12-18 04:05:00	ES	Futures	2780.75	2781.03	2779.12	2780.75	2548.0

> showing 50 of 16,646 rows — these rows as CSV

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