PREVIEW / futures_5min / 2019-04-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-04-17.parquet
  size:    232 KB
  rows:    16,301

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
2019-04-17 00:00:00	ES	Futures	3159.97	3159.97	3159.43	3159.7	332.0
2019-04-17 00:05:00	ES	Futures	3159.97	3159.97	3159.7	3159.7	113.0
2019-04-17 00:10:00	ES	Futures	3159.7	3160.24	3159.43	3159.43	600.0
2019-04-17 00:15:00	ES	Futures	3159.7	3159.97	3159.43	3159.7	583.0
2019-04-17 00:20:00	ES	Futures	3159.7	3160.24	3159.7	3159.97	582.0
2019-04-17 00:25:00	ES	Futures	3159.97	3161.05	3159.7	3160.24	1160.0
2019-04-17 00:30:00	ES	Futures	3160.51	3160.78	3159.7	3159.7	656.0
2019-04-17 00:35:00	ES	Futures	3159.7	3159.97	3159.43	3159.7	703.0
2019-04-17 00:40:00	ES	Futures	3159.7	3159.97	3159.43	3159.7	183.0
2019-04-17 00:45:00	ES	Futures	3159.43	3159.97	3159.43	3159.7	177.0
2019-04-17 00:50:00	ES	Futures	3159.7	3159.7	3159.43	3159.43	134.0
2019-04-17 00:55:00	ES	Futures	3159.43	3159.7	3159.43	3159.7	95.0
2019-04-17 01:00:00	ES	Futures	3159.7	3160.51	3159.43	3160.51	552.0
2019-04-17 01:05:00	ES	Futures	3160.51	3160.51	3159.7	3160.24	334.0
2019-04-17 01:10:00	ES	Futures	3160.24	3160.78	3160.24	3160.51	225.0
2019-04-17 01:15:00	ES	Futures	3160.51	3160.78	3160.51	3160.78	383.0
2019-04-17 01:20:00	ES	Futures	3160.78	3161.05	3160.51	3161.05	327.0
2019-04-17 01:25:00	ES	Futures	3161.05	3161.59	3161.05	3161.59	417.0
2019-04-17 01:30:00	ES	Futures	3161.59	3161.87	3161.32	3161.32	414.0
2019-04-17 01:35:00	ES	Futures	3161.32	3161.59	3161.05	3161.32	213.0
2019-04-17 01:40:00	ES	Futures	3161.32	3161.59	3161.05	3161.32	237.0
2019-04-17 01:45:00	ES	Futures	3161.32	3161.87	3161.32	3161.87	405.0
2019-04-17 01:50:00	ES	Futures	3161.87	3162.14	3161.59	3161.59	360.0
2019-04-17 01:55:00	ES	Futures	3161.59	3161.87	3161.32	3161.59	491.0
2019-04-17 02:00:00	ES	Futures	3161.59	3162.14	3161.05	3161.87	1090.0
2019-04-17 02:05:00	ES	Futures	3161.59	3161.87	3161.32	3161.59	441.0
2019-04-17 02:10:00	ES	Futures	3161.59	3161.87	3160.78	3160.78	384.0
2019-04-17 02:15:00	ES	Futures	3160.78	3161.32	3160.51	3160.51	329.0
2019-04-17 02:20:00	ES	Futures	3160.51	3160.78	3160.51	3160.51	146.0
2019-04-17 02:25:00	ES	Futures	3160.51	3160.78	3160.51	3160.78	213.0
2019-04-17 02:30:00	ES	Futures	3160.51	3161.32	3160.51	3161.05	563.0
2019-04-17 02:35:00	ES	Futures	3161.05	3161.59	3160.78	3161.59	567.0
2019-04-17 02:40:00	ES	Futures	3161.59	3161.59	3160.78	3160.78	356.0
2019-04-17 02:45:00	ES	Futures	3160.78	3161.32	3160.51	3160.78	249.0
2019-04-17 02:50:00	ES	Futures	3160.78	3161.05	3160.51	3160.51	265.0
2019-04-17 02:55:00	ES	Futures	3160.51	3161.05	3160.24	3160.51	292.0
2019-04-17 03:00:00	ES	Futures	3160.51	3161.05	3159.97	3160.51	1514.0
2019-04-17 03:05:00	ES	Futures	3160.78	3161.59	3160.78	3161.32	1293.0
2019-04-17 03:10:00	ES	Futures	3161.32	3161.59	3160.78	3161.05	764.0
2019-04-17 03:15:00	ES	Futures	3161.05	3161.32	3160.78	3161.32	599.0
2019-04-17 03:20:00	ES	Futures	3161.32	3161.87	3161.05	3161.59	1200.0
2019-04-17 03:25:00	ES	Futures	3161.59	3161.87	3161.32	3161.59	208.0
2019-04-17 03:30:00	ES	Futures	3161.59	3161.87	3160.78	3161.59	755.0
2019-04-17 03:35:00	ES	Futures	3161.32	3161.87	3160.78	3161.05	444.0
2019-04-17 03:40:00	ES	Futures	3161.05	3161.05	3160.51	3160.51	508.0
2019-04-17 03:45:00	ES	Futures	3160.78	3161.32	3160.24	3161.32	637.0
2019-04-17 03:50:00	ES	Futures	3161.32	3161.32	3161.05	3161.32	165.0
2019-04-17 03:55:00	ES	Futures	3161.05	3161.32	3160.78	3161.32	305.0
2019-04-17 04:00:00	ES	Futures	3161.32	3161.87	3161.05	3161.87	657.0
2019-04-17 04:05:00	ES	Futures	3161.59	3161.87	3161.32	3161.59	406.0

> showing 50 of 16,301 rows — these rows as CSV

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