PREVIEW / futures_5min / 2019-06-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-16.parquet
  size:    56 KB
  rows:    3,109

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
2019-06-16 18:00:00	ES	Futures	3134.76	3138.28	3134.76	3137.2	2028.0
2019-06-16 18:05:00	ES	Futures	3137.2	3138.28	3136.93	3136.93	276.0
2019-06-16 18:10:00	ES	Futures	3137.2	3137.2	3136.12	3136.39	266.0
2019-06-16 18:15:00	ES	Futures	3136.39	3138.28	3136.39	3137.47	449.0
2019-06-16 18:20:00	ES	Futures	3137.2	3138.01	3137.2	3137.74	99.0
2019-06-16 18:25:00	ES	Futures	3137.74	3137.74	3137.2	3137.47	82.0
2019-06-16 18:30:00	ES	Futures	3137.47	3139.1	3137.47	3138.28	370.0
2019-06-16 18:35:00	ES	Futures	3138.28	3138.55	3137.74	3138.01	110.0
2019-06-16 18:40:00	ES	Futures	3138.01	3138.83	3137.74	3138.01	166.0
2019-06-16 18:45:00	ES	Futures	3138.28	3138.83	3138.28	3138.55	77.0
2019-06-16 18:50:00	ES	Futures	3138.55	3139.1	3138.28	3138.28	151.0
2019-06-16 18:55:00	ES	Futures	3138.01	3138.55	3138.01	3138.28	83.0
2019-06-16 19:00:00	ES	Futures	3138.28	3138.28	3137.47	3137.47	82.0
2019-06-16 19:05:00	ES	Futures	3137.47	3137.74	3137.2	3137.74	94.0
2019-06-16 19:10:00	ES	Futures	3137.74	3137.74	3137.47	3137.47	56.0
2019-06-16 19:15:00	ES	Futures	3137.2	3137.74	3137.2	3137.47	152.0
2019-06-16 19:20:00	ES	Futures	3137.2	3137.74	3137.2	3137.47	48.0
2019-06-16 19:25:00	ES	Futures	3137.74	3137.74	3137.2	3137.47	56.0
2019-06-16 19:30:00	ES	Futures	3137.2	3137.47	3136.93	3137.47	88.0
2019-06-16 19:35:00	ES	Futures	3137.47	3138.55	3137.47	3138.55	385.0
2019-06-16 19:40:00	ES	Futures	3138.55	3139.1	3138.55	3139.1	316.0
2019-06-16 19:45:00	ES	Futures	3139.1	3142.07	3139.1	3140.45	2087.0
2019-06-16 19:50:00	ES	Futures	3140.45	3140.45	3139.1	3139.64	457.0
2019-06-16 19:55:00	ES	Futures	3139.91	3140.18	3139.64	3139.64	542.0
2019-06-16 20:00:00	ES	Futures	3139.91	3139.91	3138.01	3139.64	1574.0
2019-06-16 20:05:00	ES	Futures	3139.91	3140.18	3137.74	3138.83	809.0
2019-06-16 20:10:00	ES	Futures	3138.83	3139.37	3138.55	3139.37	841.0
2019-06-16 20:15:00	ES	Futures	3139.37	3139.37	3138.01	3138.01	797.0
2019-06-16 20:20:00	ES	Futures	3138.28	3138.55	3136.93	3137.47	695.0
2019-06-16 20:25:00	ES	Futures	3137.47	3137.74	3137.2	3137.47	575.0
2019-06-16 20:30:00	ES	Futures	3137.47	3138.28	3137.47	3138.28	411.0
2019-06-16 20:35:00	ES	Futures	3138.28	3139.91	3138.28	3139.37	750.0
2019-06-16 20:40:00	ES	Futures	3139.37	3139.64	3138.83	3139.37	441.0
2019-06-16 20:45:00	ES	Futures	3139.1	3139.91	3139.1	3139.64	528.0
2019-06-16 20:50:00	ES	Futures	3139.64	3139.91	3139.1	3139.37	416.0
2019-06-16 20:55:00	ES	Futures	3139.1	3139.37	3138.83	3139.37	324.0
2019-06-16 21:00:00	ES	Futures	3139.37	3139.64	3138.01	3138.55	753.0
2019-06-16 21:05:00	ES	Futures	3138.55	3139.37	3138.28	3138.28	555.0
2019-06-16 21:10:00	ES	Futures	3138.28	3138.55	3138.01	3138.28	368.0
2019-06-16 21:15:00	ES	Futures	3138.28	3141.26	3138.01	3140.99	2209.0
2019-06-16 21:20:00	ES	Futures	3141.26	3142.07	3141.26	3141.8	1723.0
2019-06-16 21:25:00	ES	Futures	3141.8	3142.34	3141.26	3141.26	890.0
2019-06-16 21:30:00	ES	Futures	3141.26	3142.34	3141.26	3142.34	1131.0
2019-06-16 21:35:00	ES	Futures	3142.34	3144.51	3141.8	3144.24	2991.0
2019-06-16 21:40:00	ES	Futures	3144.24	3144.78	3143.97	3144.51	1248.0
2019-06-16 21:45:00	ES	Futures	3144.51	3145.32	3144.24	3144.51	1855.0
2019-06-16 21:50:00	ES	Futures	3144.78	3145.05	3143.7	3144.24	1232.0
2019-06-16 21:55:00	ES	Futures	3144.24	3144.51	3143.97	3144.24	432.0
2019-06-16 22:00:00	ES	Futures	3144.51	3144.78	3143.43	3143.97	1399.0
2019-06-16 22:05:00	ES	Futures	3144.24	3144.24	3143.7	3143.7	463.0

> showing 50 of 3,109 rows — these rows as CSV

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