PREVIEW / futures_5min / 2019-06-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-09.parquet
  size:    62 KB
  rows:    3,225

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
2019-06-09 18:00:00	ES	Futures	3137.47	3142.62	3135.3	3136.38	13269.0
2019-06-09 18:05:00	ES	Futures	3136.38	3138.01	3134.48	3135.57	2884.0
2019-06-09 18:10:00	ES	Futures	3135.84	3137.47	3135.57	3136.38	1309.0
2019-06-09 18:15:00	ES	Futures	3136.38	3136.65	3134.48	3135.57	2180.0
2019-06-09 18:20:00	ES	Futures	3135.3	3136.38	3135.03	3135.84	1841.0
2019-06-09 18:25:00	ES	Futures	3135.84	3136.92	3135.03	3135.84	1578.0
2019-06-09 18:30:00	ES	Futures	3136.11	3136.11	3134.48	3135.3	2006.0
2019-06-09 18:35:00	ES	Futures	3135.3	3135.57	3133.94	3134.48	1683.0
2019-06-09 18:40:00	ES	Futures	3134.48	3134.76	3133.94	3134.48	1499.0
2019-06-09 18:45:00	ES	Futures	3134.48	3134.76	3132.86	3133.13	1306.0
2019-06-09 18:50:00	ES	Futures	3132.86	3133.67	3132.32	3133.13	1318.0
2019-06-09 18:55:00	ES	Futures	3133.4	3134.48	3133.13	3133.94	1324.0
2019-06-09 19:00:00	ES	Futures	3134.21	3134.76	3133.4	3134.48	1414.0
2019-06-09 19:05:00	ES	Futures	3134.48	3134.76	3134.21	3134.76	553.0
2019-06-09 19:10:00	ES	Futures	3134.48	3135.84	3134.21	3135.57	1482.0
2019-06-09 19:15:00	ES	Futures	3135.3	3135.84	3133.94	3134.21	1146.0
2019-06-09 19:20:00	ES	Futures	3134.21	3134.21	3133.13	3133.13	564.0
2019-06-09 19:25:00	ES	Futures	3133.13	3133.4	3132.59	3132.86	302.0
2019-06-09 19:30:00	ES	Futures	3132.86	3134.48	3131.77	3132.04	1198.0
2019-06-09 19:35:00	ES	Futures	3131.77	3133.13	3131.77	3132.59	980.0
2019-06-09 19:40:00	ES	Futures	3132.32	3132.59	3131.77	3132.04	466.0
2019-06-09 19:45:00	ES	Futures	3132.32	3132.32	3130.96	3132.04	1228.0
2019-06-09 19:50:00	ES	Futures	3131.77	3132.32	3131.23	3132.32	814.0
2019-06-09 19:55:00	ES	Futures	3132.04	3132.59	3130.69	3131.23	705.0
2019-06-09 20:00:00	ES	Futures	3130.96	3133.13	3130.15	3132.04	2219.0
2019-06-09 20:05:00	ES	Futures	3132.04	3132.86	3131.5	3131.77	1269.0
2019-06-09 20:10:00	ES	Futures	3131.77	3132.04	3130.69	3131.23	1177.0
2019-06-09 20:15:00	ES	Futures	3131.23	3131.5	3130.15	3131.23	1077.0
2019-06-09 20:20:00	ES	Futures	3131.23	3131.23	3129.06	3129.6	1706.0
2019-06-09 20:25:00	ES	Futures	3129.88	3129.88	3126.62	3127.44	1845.0
2019-06-09 20:30:00	ES	Futures	3127.16	3128.52	3126.89	3128.52	1148.0
2019-06-09 20:35:00	ES	Futures	3128.52	3128.79	3127.98	3128.25	774.0
2019-06-09 20:40:00	ES	Futures	3128.25	3128.52	3126.08	3126.89	1020.0
2019-06-09 20:45:00	ES	Futures	3126.62	3126.62	3124.72	3126.08	2639.0
2019-06-09 20:50:00	ES	Futures	3126.08	3126.35	3125.27	3126.08	911.0
2019-06-09 20:55:00	ES	Futures	3126.08	3126.35	3125.0	3125.54	1264.0
2019-06-09 21:00:00	ES	Futures	3125.27	3126.35	3123.64	3125.81	2105.0
2019-06-09 21:05:00	ES	Futures	3126.08	3126.89	3125.81	3126.35	808.0
2019-06-09 21:10:00	ES	Futures	3126.08	3126.08	3124.45	3125.0	815.0
2019-06-09 21:15:00	ES	Futures	3124.72	3126.08	3124.18	3125.0	1860.0
2019-06-09 21:20:00	ES	Futures	3125.0	3126.62	3124.45	3125.81	1910.0
2019-06-09 21:25:00	ES	Futures	3125.81	3126.35	3125.0	3125.81	945.0
2019-06-09 21:30:00	ES	Futures	3125.54	3126.62	3123.91	3125.0	3118.0
2019-06-09 21:35:00	ES	Futures	3125.27	3126.08	3124.72	3125.27	1666.0
2019-06-09 21:40:00	ES	Futures	3125.54	3126.35	3124.72	3126.35	929.0
2019-06-09 21:45:00	ES	Futures	3126.35	3127.71	3126.08	3127.71	1540.0
2019-06-09 21:50:00	ES	Futures	3127.71	3127.71	3126.08	3126.62	1531.0
2019-06-09 21:55:00	ES	Futures	3126.62	3127.98	3126.35	3127.98	899.0
2019-06-09 22:00:00	ES	Futures	3127.98	3128.79	3127.16	3128.79	1529.0
2019-06-09 22:05:00	ES	Futures	3128.79	3129.06	3128.25	3128.52	1155.0

> showing 50 of 3,225 rows — these rows as CSV

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