PREVIEW / futures_5min / 2019-01-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-01-17.parquet
  size:    272 KB
  rows:    16,687

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
2019-01-17 00:00:00	ES	Futures	2831.0	2831.54	2830.73	2831.27	376.0
2019-01-17 00:05:00	ES	Futures	2831.27	2831.27	2830.45	2830.45	206.0
2019-01-17 00:10:00	ES	Futures	2830.45	2831.0	2829.37	2829.64	671.0
2019-01-17 00:15:00	ES	Futures	2829.37	2829.64	2828.82	2829.64	469.0
2019-01-17 00:20:00	ES	Futures	2829.64	2830.45	2829.1	2829.1	710.0
2019-01-17 00:25:00	ES	Futures	2829.1	2829.91	2828.55	2829.91	793.0
2019-01-17 00:30:00	ES	Futures	2829.91	2831.27	2829.64	2830.45	676.0
2019-01-17 00:35:00	ES	Futures	2830.45	2830.45	2829.64	2830.18	249.0
2019-01-17 00:40:00	ES	Futures	2830.18	2830.73	2829.91	2829.91	209.0
2019-01-17 00:45:00	ES	Futures	2830.18	2831.0	2828.55	2829.37	698.0
2019-01-17 00:50:00	ES	Futures	2829.37	2831.54	2829.37	2831.54	534.0
2019-01-17 00:55:00	ES	Futures	2831.27	2831.27	2829.1	2829.64	1421.0
2019-01-17 01:00:00	ES	Futures	2829.37	2830.45	2828.82	2829.64	843.0
2019-01-17 01:05:00	ES	Futures	2829.91	2830.73	2829.91	2830.73	239.0
2019-01-17 01:10:00	ES	Futures	2830.73	2831.0	2829.91	2830.18	434.0
2019-01-17 01:15:00	ES	Futures	2829.91	2829.91	2828.55	2828.55	513.0
2019-01-17 01:20:00	ES	Futures	2828.55	2829.1	2828.28	2828.55	505.0
2019-01-17 01:25:00	ES	Futures	2828.55	2829.91	2828.55	2829.64	288.0
2019-01-17 01:30:00	ES	Futures	2829.37	2830.45	2829.37	2829.64	665.0
2019-01-17 01:35:00	ES	Futures	2829.64	2830.18	2829.37	2829.91	220.0
2019-01-17 01:40:00	ES	Futures	2829.91	2830.18	2825.84	2826.38	2091.0
2019-01-17 01:45:00	ES	Futures	2826.38	2826.92	2825.84	2826.38	961.0
2019-01-17 01:50:00	ES	Futures	2826.38	2827.74	2826.38	2827.2	767.0
2019-01-17 01:55:00	ES	Futures	2826.92	2827.47	2825.29	2826.38	1313.0
2019-01-17 02:00:00	ES	Futures	2826.38	2828.82	2826.11	2828.82	2734.0
2019-01-17 02:05:00	ES	Futures	2828.82	2829.64	2827.74	2829.37	1194.0
2019-01-17 02:10:00	ES	Futures	2829.1	2829.91	2827.2	2827.47	1356.0
2019-01-17 02:15:00	ES	Futures	2827.47	2828.55	2827.2	2828.01	937.0
2019-01-17 02:20:00	ES	Futures	2828.01	2828.55	2825.57	2825.84	1091.0
2019-01-17 02:25:00	ES	Futures	2826.11	2826.65	2825.57	2826.38	957.0
2019-01-17 02:30:00	ES	Futures	2826.11	2827.47	2826.11	2827.2	845.0
2019-01-17 02:35:00	ES	Futures	2827.2	2827.2	2825.29	2826.65	1025.0
2019-01-17 02:40:00	ES	Futures	2826.92	2826.92	2822.85	2823.66	3220.0
2019-01-17 02:45:00	ES	Futures	2823.66	2824.75	2822.58	2823.94	1784.0
2019-01-17 02:50:00	ES	Futures	2824.21	2824.48	2823.12	2824.48	1058.0
2019-01-17 02:55:00	ES	Futures	2824.48	2824.75	2823.12	2824.21	1377.0
2019-01-17 03:00:00	ES	Futures	2823.94	2825.29	2823.66	2824.75	2847.0
2019-01-17 03:05:00	ES	Futures	2824.75	2826.11	2824.75	2825.84	2053.0
2019-01-17 03:10:00	ES	Futures	2825.84	2825.84	2823.39	2824.21	2309.0
2019-01-17 03:15:00	ES	Futures	2824.21	2824.48	2820.68	2821.76	3861.0
2019-01-17 03:20:00	ES	Futures	2821.76	2823.12	2821.49	2822.85	1410.0
2019-01-17 03:25:00	ES	Futures	2822.85	2824.21	2822.31	2823.12	1178.0
2019-01-17 03:30:00	ES	Futures	2823.12	2826.11	2822.85	2825.29	2524.0
2019-01-17 03:35:00	ES	Futures	2825.57	2826.38	2823.66	2823.66	1056.0
2019-01-17 03:40:00	ES	Futures	2823.94	2826.11	2823.94	2825.84	960.0
2019-01-17 03:45:00	ES	Futures	2825.84	2828.01	2825.29	2827.2	2093.0
2019-01-17 03:50:00	ES	Futures	2826.92	2828.55	2826.65	2828.28	1763.0
2019-01-17 03:55:00	ES	Futures	2828.28	2829.1	2827.74	2828.28	1628.0
2019-01-17 04:00:00	ES	Futures	2828.28	2829.1	2827.2	2827.47	1468.0
2019-01-17 04:05:00	ES	Futures	2827.74	2829.64	2827.2	2828.82	1214.0

> showing 50 of 16,687 rows — these rows as CSV

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