PREVIEW / futures_5min / 2019-05-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-08.parquet
  size:    287 KB
  rows:    17,793

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
2019-05-08 00:00:00	ES	Futures	3135.57	3135.57	3134.48	3135.3	282.0
2019-05-08 00:05:00	ES	Futures	3135.3	3135.84	3135.03	3135.84	361.0
2019-05-08 00:10:00	ES	Futures	3135.84	3136.38	3135.57	3135.84	574.0
2019-05-08 00:15:00	ES	Futures	3135.84	3136.11	3135.3	3135.3	273.0
2019-05-08 00:20:00	ES	Futures	3135.03	3135.84	3134.48	3135.3	2343.0
2019-05-08 00:25:00	ES	Futures	3135.3	3136.38	3135.03	3136.11	1671.0
2019-05-08 00:30:00	ES	Futures	3136.11	3136.38	3135.3	3135.57	859.0
2019-05-08 00:35:00	ES	Futures	3135.57	3135.84	3135.3	3135.84	563.0
2019-05-08 00:40:00	ES	Futures	3135.57	3136.65	3135.3	3136.65	464.0
2019-05-08 00:45:00	ES	Futures	3136.65	3136.92	3136.11	3136.92	685.0
2019-05-08 00:50:00	ES	Futures	3136.92	3136.92	3136.38	3136.65	289.0
2019-05-08 00:55:00	ES	Futures	3136.65	3137.47	3136.38	3137.47	291.0
2019-05-08 01:00:00	ES	Futures	3137.47	3138.55	3136.65	3136.92	1527.0
2019-05-08 01:05:00	ES	Futures	3136.92	3137.2	3135.57	3135.57	1123.0
2019-05-08 01:10:00	ES	Futures	3135.57	3135.84	3134.76	3135.3	690.0
2019-05-08 01:15:00	ES	Futures	3135.3	3135.84	3135.03	3135.57	347.0
2019-05-08 01:20:00	ES	Futures	3135.57	3136.11	3135.03	3135.84	719.0
2019-05-08 01:25:00	ES	Futures	3135.84	3135.84	3134.76	3135.03	494.0
2019-05-08 01:30:00	ES	Futures	3135.03	3135.3	3133.13	3134.48	1157.0
2019-05-08 01:35:00	ES	Futures	3134.48	3134.76	3133.94	3134.21	580.0
2019-05-08 01:40:00	ES	Futures	3134.21	3135.03	3133.94	3135.03	623.0
2019-05-08 01:45:00	ES	Futures	3135.03	3135.03	3133.94	3134.76	847.0
2019-05-08 01:50:00	ES	Futures	3135.03	3136.38	3134.76	3135.84	868.0
2019-05-08 01:55:00	ES	Futures	3136.11	3137.2	3135.57	3135.84	980.0
2019-05-08 02:00:00	ES	Futures	3135.84	3137.2	3135.3	3136.92	1424.0
2019-05-08 02:05:00	ES	Futures	3136.92	3137.47	3136.38	3136.92	894.0
2019-05-08 02:10:00	ES	Futures	3136.92	3137.2	3135.3	3135.57	880.0
2019-05-08 02:15:00	ES	Futures	3135.57	3135.84	3134.21	3134.48	1212.0
2019-05-08 02:20:00	ES	Futures	3134.76	3135.03	3132.86	3133.13	1112.0
2019-05-08 02:25:00	ES	Futures	3132.86	3134.21	3132.86	3133.4	919.0
2019-05-08 02:30:00	ES	Futures	3133.67	3134.76	3132.86	3134.21	1167.0
2019-05-08 02:35:00	ES	Futures	3134.48	3134.48	3132.86	3132.86	641.0
2019-05-08 02:40:00	ES	Futures	3132.86	3134.76	3132.86	3134.48	670.0
2019-05-08 02:45:00	ES	Futures	3134.76	3135.03	3133.67	3133.67	999.0
2019-05-08 02:50:00	ES	Futures	3133.67	3134.21	3132.86	3133.94	681.0
2019-05-08 02:55:00	ES	Futures	3133.94	3134.76	3133.67	3134.76	564.0
2019-05-08 03:00:00	ES	Futures	3134.76	3136.65	3133.94	3136.11	2454.0
2019-05-08 03:05:00	ES	Futures	3136.11	3136.92	3135.57	3136.65	1738.0
2019-05-08 03:10:00	ES	Futures	3136.65	3138.01	3136.38	3137.2	1796.0
2019-05-08 03:15:00	ES	Futures	3137.2	3137.2	3135.03	3135.03	1268.0
2019-05-08 03:20:00	ES	Futures	3135.03	3135.57	3134.48	3135.03	1234.0
2019-05-08 03:25:00	ES	Futures	3135.03	3135.84	3134.76	3135.3	1091.0
2019-05-08 03:30:00	ES	Futures	3135.57	3137.2	3135.03	3136.11	1906.0
2019-05-08 03:35:00	ES	Futures	3136.38	3136.92	3135.57	3136.65	1288.0
2019-05-08 03:40:00	ES	Futures	3136.65	3137.2	3136.11	3136.65	1173.0
2019-05-08 03:45:00	ES	Futures	3136.65	3137.2	3135.3	3136.38	1086.0
2019-05-08 03:50:00	ES	Futures	3136.38	3138.28	3135.57	3138.01	1277.0
2019-05-08 03:55:00	ES	Futures	3137.74	3139.36	3137.2	3139.36	1922.0
2019-05-08 04:00:00	ES	Futures	3139.09	3139.36	3138.01	3138.82	1592.0
2019-05-08 04:05:00	ES	Futures	3138.82	3139.36	3138.01	3138.28	1220.0

> showing 50 of 17,793 rows — these rows as CSV

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