PREVIEW / futures_5min / 2019-03-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-03-22.parquet
  size:    259 KB
  rows:    13,929

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
2019-03-22 00:00:00	ES	Futures	3098.97	3099.24	3098.97	3098.97	226.0
2019-03-22 00:05:00	ES	Futures	3098.97	3099.78	3098.97	3099.51	401.0
2019-03-22 00:10:00	ES	Futures	3099.51	3099.51	3098.7	3098.97	194.0
2019-03-22 00:15:00	ES	Futures	3098.97	3098.97	3098.7	3098.7	74.0
2019-03-22 00:20:00	ES	Futures	3098.7	3099.24	3098.7	3098.97	165.0
2019-03-22 00:25:00	ES	Futures	3098.7	3099.24	3098.7	3098.97	124.0
2019-03-22 00:30:00	ES	Futures	3098.7	3098.97	3098.7	3098.7	88.0
2019-03-22 00:35:00	ES	Futures	3098.43	3098.7	3098.16	3098.7	144.0
2019-03-22 00:40:00	ES	Futures	3098.7	3099.24	3098.43	3098.97	184.0
2019-03-22 00:45:00	ES	Futures	3098.97	3098.97	3097.89	3098.43	398.0
2019-03-22 00:50:00	ES	Futures	3098.43	3098.97	3098.43	3098.43	196.0
2019-03-22 00:55:00	ES	Futures	3098.7	3099.24	3098.7	3098.97	130.0
2019-03-22 01:00:00	ES	Futures	3099.24	3100.33	3099.24	3099.51	620.0
2019-03-22 01:05:00	ES	Futures	3099.51	3100.33	3098.97	3099.78	537.0
2019-03-22 01:10:00	ES	Futures	3100.05	3100.05	3099.51	3099.78	460.0
2019-03-22 01:15:00	ES	Futures	3099.78	3100.05	3099.24	3099.24	312.0
2019-03-22 01:20:00	ES	Futures	3099.51	3100.05	3099.51	3099.51	269.0
2019-03-22 01:25:00	ES	Futures	3099.78	3100.33	3099.24	3099.24	405.0
2019-03-22 01:30:00	ES	Futures	3099.51	3100.33	3098.97	3100.33	320.0
2019-03-22 01:35:00	ES	Futures	3100.33	3100.87	3100.05	3100.33	602.0
2019-03-22 01:40:00	ES	Futures	3100.33	3100.33	3099.51	3100.05	251.0
2019-03-22 01:45:00	ES	Futures	3099.78	3100.33	3099.51	3100.05	437.0
2019-03-22 01:50:00	ES	Futures	3100.33	3100.6	3099.51	3099.51	430.0
2019-03-22 01:55:00	ES	Futures	3099.51	3100.05	3099.24	3099.78	530.0
2019-03-22 02:00:00	ES	Futures	3099.78	3100.33	3099.51	3099.51	390.0
2019-03-22 02:05:00	ES	Futures	3099.51	3099.78	3098.43	3098.7	645.0
2019-03-22 02:10:00	ES	Futures	3098.7	3099.24	3098.7	3098.7	346.0
2019-03-22 02:15:00	ES	Futures	3098.7	3099.51	3098.7	3098.7	271.0
2019-03-22 02:20:00	ES	Futures	3098.97	3099.51	3098.7	3099.24	259.0
2019-03-22 02:25:00	ES	Futures	3098.97	3098.97	3097.89	3098.43	405.0
2019-03-22 02:30:00	ES	Futures	3098.16	3098.7	3098.16	3098.16	269.0
2019-03-22 02:35:00	ES	Futures	3098.43	3098.7	3097.61	3098.16	625.0
2019-03-22 02:40:00	ES	Futures	3098.16	3098.7	3098.16	3098.43	211.0
2019-03-22 02:45:00	ES	Futures	3098.43	3099.24	3098.43	3099.24	301.0
2019-03-22 02:50:00	ES	Futures	3099.24	3100.33	3098.97	3100.05	292.0
2019-03-22 02:55:00	ES	Futures	3100.05	3100.87	3099.78	3100.87	425.0
2019-03-22 03:00:00	ES	Futures	3100.6	3101.68	3099.78	3100.87	1086.0
2019-03-22 03:05:00	ES	Futures	3101.14	3101.68	3100.6	3101.68	578.0
2019-03-22 03:10:00	ES	Futures	3101.68	3101.68	3100.87	3100.87	417.0
2019-03-22 03:15:00	ES	Futures	3100.87	3101.95	3100.6	3100.87	444.0
2019-03-22 03:20:00	ES	Futures	3101.14	3101.41	3100.87	3100.87	354.0
2019-03-22 03:25:00	ES	Futures	3101.14	3102.49	3101.14	3102.49	822.0
2019-03-22 03:30:00	ES	Futures	3102.22	3102.49	3101.41	3101.68	813.0
2019-03-22 03:35:00	ES	Futures	3101.68	3103.31	3101.41	3103.31	1154.0
2019-03-22 03:40:00	ES	Futures	3103.31	3103.85	3103.04	3103.58	971.0
2019-03-22 03:45:00	ES	Futures	3103.58	3104.12	3103.58	3103.58	870.0
2019-03-22 03:50:00	ES	Futures	3103.85	3104.39	3103.04	3103.04	934.0
2019-03-22 03:55:00	ES	Futures	3103.04	3103.85	3103.04	3103.58	956.0
2019-03-22 04:00:00	ES	Futures	3103.85	3103.85	3101.95	3103.31	2080.0
2019-03-22 04:05:00	ES	Futures	3103.04	3103.58	3102.49	3103.31	1272.0

> showing 50 of 13,929 rows — these rows as CSV

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