PREVIEW / futures_5min / 2019-01-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-09.parquet
  size:    279 KB
  rows:    17,131

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
2019-01-09 00:00:00	ES	Futures	2807.1	2807.1	2805.47	2806.01	385.0
2019-01-09 00:05:00	ES	Futures	2806.01	2806.55	2805.74	2806.01	293.0
2019-01-09 00:10:00	ES	Futures	2806.01	2806.83	2805.74	2806.55	213.0
2019-01-09 00:15:00	ES	Futures	2806.83	2807.1	2806.28	2806.28	166.0
2019-01-09 00:20:00	ES	Futures	2806.55	2807.91	2806.28	2807.91	392.0
2019-01-09 00:25:00	ES	Futures	2807.91	2808.18	2807.37	2808.18	389.0
2019-01-09 00:30:00	ES	Futures	2807.91	2808.18	2807.37	2807.64	420.0
2019-01-09 00:35:00	ES	Futures	2807.64	2808.46	2806.55	2806.83	459.0
2019-01-09 00:40:00	ES	Futures	2806.83	2807.1	2806.28	2807.1	290.0
2019-01-09 00:45:00	ES	Futures	2807.1	2807.64	2806.83	2807.1	297.0
2019-01-09 00:50:00	ES	Futures	2807.1	2807.64	2806.55	2806.55	333.0
2019-01-09 00:55:00	ES	Futures	2806.55	2807.91	2806.55	2806.83	537.0
2019-01-09 01:00:00	ES	Futures	2806.83	2806.83	2805.2	2805.47	1057.0
2019-01-09 01:05:00	ES	Futures	2805.74	2806.01	2805.2	2805.74	441.0
2019-01-09 01:10:00	ES	Futures	2805.74	2806.28	2805.2	2805.47	451.0
2019-01-09 01:15:00	ES	Futures	2805.47	2805.47	2803.57	2803.84	948.0
2019-01-09 01:20:00	ES	Futures	2803.84	2804.38	2803.02	2804.38	690.0
2019-01-09 01:25:00	ES	Futures	2804.11	2804.93	2803.84	2804.93	217.0
2019-01-09 01:30:00	ES	Futures	2804.65	2805.2	2802.75	2803.02	773.0
2019-01-09 01:35:00	ES	Futures	2803.02	2803.02	2801.12	2801.67	873.0
2019-01-09 01:40:00	ES	Futures	2801.94	2802.48	2801.12	2801.39	507.0
2019-01-09 01:45:00	ES	Futures	2801.39	2803.3	2801.39	2802.21	450.0
2019-01-09 01:50:00	ES	Futures	2802.48	2803.02	2802.21	2802.75	236.0
2019-01-09 01:55:00	ES	Futures	2802.75	2803.02	2800.85	2801.12	762.0
2019-01-09 02:00:00	ES	Futures	2801.39	2803.57	2800.58	2803.02	971.0
2019-01-09 02:05:00	ES	Futures	2803.3	2804.11	2801.67	2802.21	1171.0
2019-01-09 02:10:00	ES	Futures	2802.21	2805.74	2801.94	2804.93	2040.0
2019-01-09 02:15:00	ES	Futures	2804.93	2805.74	2803.57	2803.84	818.0
2019-01-09 02:20:00	ES	Futures	2803.84	2804.65	2802.75	2804.11	825.0
2019-01-09 02:25:00	ES	Futures	2804.11	2804.65	2803.3	2803.3	278.0
2019-01-09 02:30:00	ES	Futures	2803.02	2803.57	2801.12	2801.94	1554.0
2019-01-09 02:35:00	ES	Futures	2801.94	2803.02	2801.94	2802.21	711.0
2019-01-09 02:40:00	ES	Futures	2801.94	2802.48	2799.77	2800.31	1492.0
2019-01-09 02:45:00	ES	Futures	2800.04	2801.12	2798.68	2800.85	1362.0
2019-01-09 02:50:00	ES	Futures	2800.85	2801.12	2798.95	2798.95	1042.0
2019-01-09 02:55:00	ES	Futures	2799.22	2799.49	2798.14	2799.49	1153.0
2019-01-09 03:00:00	ES	Futures	2799.49	2801.12	2798.68	2798.95	2143.0
2019-01-09 03:05:00	ES	Futures	2798.95	2801.67	2797.86	2798.95	2362.0
2019-01-09 03:10:00	ES	Futures	2798.95	2800.85	2798.14	2798.68	1725.0
2019-01-09 03:15:00	ES	Futures	2798.68	2801.39	2798.14	2801.39	1153.0
2019-01-09 03:20:00	ES	Futures	2801.39	2801.94	2800.31	2800.58	1390.0
2019-01-09 03:25:00	ES	Futures	2800.58	2802.21	2798.95	2802.21	1387.0
2019-01-09 03:30:00	ES	Futures	2801.94	2801.94	2799.77	2799.77	876.0
2019-01-09 03:35:00	ES	Futures	2799.77	2801.12	2799.22	2800.85	740.0
2019-01-09 03:40:00	ES	Futures	2800.85	2804.65	2800.85	2804.11	2239.0
2019-01-09 03:45:00	ES	Futures	2804.38	2805.74	2803.3	2805.2	1576.0
2019-01-09 03:50:00	ES	Futures	2805.2	2807.37	2804.38	2804.93	2761.0
2019-01-09 03:55:00	ES	Futures	2805.2	2806.01	2804.38	2804.93	1748.0
2019-01-09 04:00:00	ES	Futures	2804.93	2806.55	2804.11	2804.38	1067.0
2019-01-09 04:05:00	ES	Futures	2804.11	2804.65	2802.48	2804.65	1760.0

> showing 50 of 17,131 rows — these rows as CSV

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