PREVIEW / futures_5min / 2019-02-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-02-21.parquet
  size:    250 KB
  rows:    16,293

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
2019-02-21 00:00:00	ES	Futures	3037.67	3037.94	3036.86	3037.67	686.0
2019-02-21 00:05:00	ES	Futures	3037.67	3037.94	3037.4	3037.4	406.0
2019-02-21 00:10:00	ES	Futures	3037.67	3038.76	3037.4	3038.22	448.0
2019-02-21 00:15:00	ES	Futures	3038.22	3038.49	3037.94	3038.22	314.0
2019-02-21 00:20:00	ES	Futures	3038.49	3038.76	3037.67	3037.94	405.0
2019-02-21 00:25:00	ES	Futures	3037.94	3038.22	3035.77	3036.04	1466.0
2019-02-21 00:30:00	ES	Futures	3036.32	3037.13	3036.04	3036.86	860.0
2019-02-21 00:35:00	ES	Futures	3036.59	3037.94	3036.59	3037.13	462.0
2019-02-21 00:40:00	ES	Futures	3037.13	3037.13	3036.04	3036.32	798.0
2019-02-21 00:45:00	ES	Futures	3036.59	3038.76	3035.23	3035.77	3114.0
2019-02-21 00:50:00	ES	Futures	3035.77	3036.04	3035.23	3035.5	883.0
2019-02-21 00:55:00	ES	Futures	3035.5	3035.5	3034.41	3034.41	1361.0
2019-02-21 01:00:00	ES	Futures	3034.69	3034.69	3033.33	3033.6	2359.0
2019-02-21 01:05:00	ES	Futures	3033.6	3034.14	3033.33	3033.87	659.0
2019-02-21 01:10:00	ES	Futures	3033.87	3034.14	3033.33	3033.6	714.0
2019-02-21 01:15:00	ES	Futures	3033.33	3033.87	3032.51	3033.06	1113.0
2019-02-21 01:20:00	ES	Futures	3032.78	3033.06	3032.24	3032.24	1041.0
2019-02-21 01:25:00	ES	Futures	3032.24	3033.6	3032.24	3033.33	796.0
2019-02-21 01:30:00	ES	Futures	3033.33	3033.33	3032.24	3032.78	535.0
2019-02-21 01:35:00	ES	Futures	3033.06	3033.33	3032.51	3033.06	579.0
2019-02-21 01:40:00	ES	Futures	3033.06	3033.06	3032.24	3032.24	373.0
2019-02-21 01:45:00	ES	Futures	3032.51	3033.6	3031.97	3033.6	625.0
2019-02-21 01:50:00	ES	Futures	3033.6	3033.87	3033.33	3033.6	550.0
2019-02-21 01:55:00	ES	Futures	3033.33	3033.6	3033.06	3033.6	361.0
2019-02-21 02:00:00	ES	Futures	3033.6	3033.6	3030.88	3031.43	2430.0
2019-02-21 02:05:00	ES	Futures	3031.43	3032.51	3031.16	3032.24	734.0
2019-02-21 02:10:00	ES	Futures	3032.24	3032.51	3031.97	3032.24	401.0
2019-02-21 02:15:00	ES	Futures	3032.51	3033.33	3031.7	3033.33	825.0
2019-02-21 02:20:00	ES	Futures	3033.33	3033.87	3033.06	3033.6	708.0
2019-02-21 02:25:00	ES	Futures	3033.6	3034.96	3033.06	3034.14	1231.0
2019-02-21 02:30:00	ES	Futures	3034.14	3034.14	3033.06	3033.06	1110.0
2019-02-21 02:35:00	ES	Futures	3033.06	3034.41	3032.78	3033.87	863.0
2019-02-21 02:40:00	ES	Futures	3033.87	3034.69	3033.6	3033.87	467.0
2019-02-21 02:45:00	ES	Futures	3034.14	3034.41	3033.6	3034.14	385.0
2019-02-21 02:50:00	ES	Futures	3034.41	3034.69	3033.6	3033.6	996.0
2019-02-21 02:55:00	ES	Futures	3033.6	3033.6	3031.7	3031.7	1234.0
2019-02-21 03:00:00	ES	Futures	3031.97	3032.51	3031.16	3032.24	2733.0
2019-02-21 03:05:00	ES	Futures	3031.97	3032.24	3031.16	3031.43	1564.0
2019-02-21 03:10:00	ES	Futures	3031.43	3032.78	3031.43	3031.97	1367.0
2019-02-21 03:15:00	ES	Futures	3031.97	3033.06	3031.97	3033.06	1439.0
2019-02-21 03:20:00	ES	Futures	3032.78	3033.6	3032.51	3033.33	1649.0
2019-02-21 03:25:00	ES	Futures	3033.33	3033.87	3031.7	3032.78	2361.0
2019-02-21 03:30:00	ES	Futures	3033.06	3033.06	3031.7	3031.7	1294.0
2019-02-21 03:35:00	ES	Futures	3031.7	3032.51	3031.16	3031.7	927.0
2019-02-21 03:40:00	ES	Futures	3031.7	3032.24	3030.34	3030.61	1109.0
2019-02-21 03:45:00	ES	Futures	3030.61	3030.88	3030.07	3030.34	1893.0
2019-02-21 03:50:00	ES	Futures	3030.34	3030.88	3030.07	3030.34	753.0
2019-02-21 03:55:00	ES	Futures	3030.61	3031.16	3030.07	3030.88	2104.0
2019-02-21 04:00:00	ES	Futures	3030.88	3031.16	3030.07	3030.34	1291.0
2019-02-21 04:05:00	ES	Futures	3030.07	3030.34	3029.25	3029.53	1041.0

> showing 50 of 16,293 rows — these rows as CSV

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