PREVIEW / futures_5min / 2019-05-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-22.parquet
  size:    270 KB
  rows:    17,296

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
2019-05-22 00:00:00	ES	Futures	3109.27	3109.54	3108.73	3109.27	271.0
2019-05-22 00:05:00	ES	Futures	3109.27	3109.81	3109.27	3109.54	311.0
2019-05-22 00:10:00	ES	Futures	3109.81	3110.09	3109.54	3109.81	170.0
2019-05-22 00:15:00	ES	Futures	3109.54	3109.81	3109.0	3109.0	272.0
2019-05-22 00:20:00	ES	Futures	3109.0	3109.0	3108.46	3109.0	524.0
2019-05-22 00:25:00	ES	Futures	3109.0	3109.54	3108.73	3109.0	387.0
2019-05-22 00:30:00	ES	Futures	3109.0	3109.0	3105.21	3105.75	2468.0
2019-05-22 00:35:00	ES	Futures	3105.75	3106.29	3104.39	3105.48	1665.0
2019-05-22 00:40:00	ES	Futures	3105.75	3108.19	3105.21	3106.56	1242.0
2019-05-22 00:45:00	ES	Futures	3106.83	3107.92	3106.83	3107.37	1099.0
2019-05-22 00:50:00	ES	Futures	3107.37	3107.65	3106.83	3107.65	264.0
2019-05-22 00:55:00	ES	Futures	3107.37	3107.65	3106.83	3107.1	531.0
2019-05-22 01:00:00	ES	Futures	3107.1	3107.37	3105.75	3106.02	839.0
2019-05-22 01:05:00	ES	Futures	3105.75	3106.29	3105.75	3106.02	294.0
2019-05-22 01:10:00	ES	Futures	3106.29	3107.37	3106.29	3107.1	383.0
2019-05-22 01:15:00	ES	Futures	3107.37	3107.37	3106.29	3106.29	432.0
2019-05-22 01:20:00	ES	Futures	3106.29	3106.83	3104.93	3105.21	567.0
2019-05-22 01:25:00	ES	Futures	3105.21	3106.02	3104.93	3106.02	1003.0
2019-05-22 01:30:00	ES	Futures	3106.02	3106.02	3105.21	3106.02	357.0
2019-05-22 01:35:00	ES	Futures	3105.75	3106.29	3105.75	3105.75	418.0
2019-05-22 01:40:00	ES	Futures	3105.75	3105.75	3104.66	3104.66	366.0
2019-05-22 01:45:00	ES	Futures	3104.93	3105.48	3104.39	3104.93	551.0
2019-05-22 01:50:00	ES	Futures	3104.93	3105.21	3103.85	3104.39	691.0
2019-05-22 01:55:00	ES	Futures	3104.39	3104.39	3103.58	3104.12	948.0
2019-05-22 02:00:00	ES	Futures	3104.39	3104.66	3103.04	3103.31	926.0
2019-05-22 02:05:00	ES	Futures	3103.31	3103.58	3102.77	3103.31	623.0
2019-05-22 02:10:00	ES	Futures	3103.31	3103.85	3102.49	3102.49	1290.0
2019-05-22 02:15:00	ES	Futures	3102.49	3103.04	3101.41	3102.77	1108.0
2019-05-22 02:20:00	ES	Futures	3102.77	3103.58	3102.77	3103.31	564.0
2019-05-22 02:25:00	ES	Futures	3103.31	3104.66	3103.31	3103.85	1076.0
2019-05-22 02:30:00	ES	Futures	3103.58	3104.39	3103.58	3103.85	474.0
2019-05-22 02:35:00	ES	Futures	3103.58	3103.85	3102.77	3102.77	503.0
2019-05-22 02:40:00	ES	Futures	3102.77	3103.58	3102.49	3103.31	644.0
2019-05-22 02:45:00	ES	Futures	3103.04	3104.39	3103.04	3103.85	399.0
2019-05-22 02:50:00	ES	Futures	3104.12	3104.66	3103.85	3104.12	194.0
2019-05-22 02:55:00	ES	Futures	3104.12	3104.93	3103.85	3104.39	772.0
2019-05-22 03:00:00	ES	Futures	3104.12	3104.39	3101.95	3101.95	1928.0
2019-05-22 03:05:00	ES	Futures	3101.95	3101.95	3099.78	3101.41	2960.0
2019-05-22 03:10:00	ES	Futures	3101.41	3102.77	3100.6	3102.22	1514.0
2019-05-22 03:15:00	ES	Futures	3102.49	3103.31	3101.14	3103.31	1069.0
2019-05-22 03:20:00	ES	Futures	3103.04	3104.39	3102.49	3103.04	1488.0
2019-05-22 03:25:00	ES	Futures	3103.31	3104.39	3103.04	3103.58	745.0
2019-05-22 03:30:00	ES	Futures	3103.58	3103.58	3101.41	3101.68	869.0
2019-05-22 03:35:00	ES	Futures	3101.68	3101.95	3100.33	3101.41	1066.0
2019-05-22 03:40:00	ES	Futures	3101.41	3102.49	3100.87	3101.95	841.0
2019-05-22 03:45:00	ES	Futures	3101.95	3102.77	3100.33	3100.6	1321.0
2019-05-22 03:50:00	ES	Futures	3100.6	3101.68	3100.6	3101.41	921.0
2019-05-22 03:55:00	ES	Futures	3101.14	3101.14	3098.97	3099.24	1365.0
2019-05-22 04:00:00	ES	Futures	3099.24	3100.6	3098.7	3099.51	1576.0
2019-05-22 04:05:00	ES	Futures	3099.24	3100.6	3099.24	3099.24	945.0

> showing 50 of 17,296 rows — these rows as CSV

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