PREVIEW / futures_5min / 2019-08-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-04.parquet
  size:    86 KB
  rows:    3,698

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
2019-08-04 18:00:00	ES	Futures	3171.85	3172.93	3168.06	3171.58	4408.0
2019-08-04 18:05:00	ES	Futures	3171.58	3172.66	3170.5	3171.58	826.0
2019-08-04 18:10:00	ES	Futures	3171.85	3172.93	3170.5	3171.04	988.0
2019-08-04 18:15:00	ES	Futures	3171.04	3171.31	3170.23	3170.77	455.0
2019-08-04 18:20:00	ES	Futures	3171.04	3174.02	3170.77	3172.93	1058.0
2019-08-04 18:25:00	ES	Futures	3172.93	3173.48	3172.12	3172.66	429.0
2019-08-04 18:30:00	ES	Futures	3172.66	3172.93	3171.85	3172.12	319.0
2019-08-04 18:35:00	ES	Futures	3171.85	3174.56	3171.85	3174.29	568.0
2019-08-04 18:40:00	ES	Futures	3174.29	3174.29	3172.93	3173.48	597.0
2019-08-04 18:45:00	ES	Futures	3173.48	3173.48	3171.85	3172.39	406.0
2019-08-04 18:50:00	ES	Futures	3172.12	3172.39	3170.23	3171.04	657.0
2019-08-04 18:55:00	ES	Futures	3171.04	3172.39	3171.04	3172.12	190.0
2019-08-04 19:00:00	ES	Futures	3172.12	3172.66	3170.5	3172.39	591.0
2019-08-04 19:05:00	ES	Futures	3172.39	3173.2	3171.85	3172.39	356.0
2019-08-04 19:10:00	ES	Futures	3172.66	3172.66	3171.85	3172.12	154.0
2019-08-04 19:15:00	ES	Futures	3172.12	3172.66	3171.85	3172.12	84.0
2019-08-04 19:20:00	ES	Futures	3172.12	3172.39	3172.12	3172.39	25.0
2019-08-04 19:25:00	ES	Futures	3172.39	3172.66	3171.04	3171.58	661.0
2019-08-04 19:30:00	ES	Futures	3171.58	3172.39	3171.31	3172.12	241.0
2019-08-04 19:35:00	ES	Futures	3171.85	3172.12	3170.5	3170.5	296.0
2019-08-04 19:40:00	ES	Futures	3170.5	3171.04	3169.41	3169.41	782.0
2019-08-04 19:45:00	ES	Futures	3169.69	3169.69	3167.52	3169.14	1749.0
2019-08-04 19:50:00	ES	Futures	3169.41	3169.69	3168.33	3168.6	786.0
2019-08-04 19:55:00	ES	Futures	3168.6	3170.23	3167.79	3169.69	1426.0
2019-08-04 20:00:00	ES	Futures	3169.41	3171.58	3168.87	3169.14	2663.0
2019-08-04 20:05:00	ES	Futures	3168.87	3170.77	3168.6	3170.5	1871.0
2019-08-04 20:10:00	ES	Futures	3170.5	3171.58	3170.5	3171.58	1066.0
2019-08-04 20:15:00	ES	Futures	3171.58	3171.58	3169.69	3169.69	1333.0
2019-08-04 20:20:00	ES	Futures	3169.69	3170.5	3169.14	3169.41	1268.0
2019-08-04 20:25:00	ES	Futures	3169.41	3171.58	3169.41	3170.77	1294.0
2019-08-04 20:30:00	ES	Futures	3170.77	3171.31	3169.96	3170.5	944.0
2019-08-04 20:35:00	ES	Futures	3170.77	3172.12	3170.23	3171.85	850.0
2019-08-04 20:40:00	ES	Futures	3171.85	3173.48	3171.31	3172.39	1640.0
2019-08-04 20:45:00	ES	Futures	3172.39	3174.56	3172.12	3173.2	1729.0
2019-08-04 20:50:00	ES	Futures	3173.2	3174.56	3172.66	3173.75	1390.0
2019-08-04 20:55:00	ES	Futures	3173.48	3174.83	3172.39	3173.75	1383.0
2019-08-04 21:00:00	ES	Futures	3173.75	3175.1	3173.48	3174.56	1538.0
2019-08-04 21:05:00	ES	Futures	3174.29	3175.37	3174.29	3174.56	851.0
2019-08-04 21:10:00	ES	Futures	3174.56	3176.45	3174.56	3175.91	1602.0
2019-08-04 21:15:00	ES	Futures	3175.91	3176.45	3164.54	3165.63	9886.0
2019-08-04 21:20:00	ES	Futures	3165.9	3165.9	3158.86	3160.48	9787.0
2019-08-04 21:25:00	ES	Futures	3160.48	3160.75	3155.88	3159.67	7411.0
2019-08-04 21:30:00	ES	Futures	3159.94	3160.21	3156.15	3156.42	5009.0
2019-08-04 21:35:00	ES	Futures	3156.15	3156.42	3148.03	3150.47	10899.0
2019-08-04 21:40:00	ES	Futures	3150.74	3154.26	3145.59	3152.09	10428.0
2019-08-04 21:45:00	ES	Futures	3151.82	3153.98	3150.74	3151.55	4495.0
2019-08-04 21:50:00	ES	Futures	3151.55	3153.71	3151.01	3152.36	3505.0
2019-08-04 21:55:00	ES	Futures	3152.09	3153.71	3149.92	3153.44	2731.0
2019-08-04 22:00:00	ES	Futures	3153.17	3153.17	3148.84	3151.28	4796.0
2019-08-04 22:05:00	ES	Futures	3151.55	3153.98	3150.19	3151.01	4409.0

> showing 50 of 3,698 rows — these rows as CSV

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