PREVIEW / futures_5min / 2019-08-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-12.parquet
  size:    291 KB
  rows:    17,467

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
2019-08-12 00:00:00	ES	Futures	3167.25	3167.52	3166.98	3166.98	140.0
2019-08-12 00:05:00	ES	Futures	3167.25	3167.25	3165.63	3165.9	388.0
2019-08-12 00:10:00	ES	Futures	3166.17	3166.44	3165.35	3165.9	468.0
2019-08-12 00:15:00	ES	Futures	3165.9	3165.9	3165.08	3165.35	262.0
2019-08-12 00:20:00	ES	Futures	3165.63	3166.17	3165.35	3166.17	259.0
2019-08-12 00:25:00	ES	Futures	3166.17	3166.44	3166.17	3166.17	190.0
2019-08-12 00:30:00	ES	Futures	3166.17	3166.98	3166.17	3166.98	177.0
2019-08-12 00:35:00	ES	Futures	3166.98	3167.52	3166.98	3167.52	184.0
2019-08-12 00:40:00	ES	Futures	3167.52	3167.52	3166.71	3166.98	152.0
2019-08-12 00:45:00	ES	Futures	3167.25	3167.25	3163.73	3165.63	1327.0
2019-08-12 00:50:00	ES	Futures	3165.35	3165.35	3164.27	3164.81	274.0
2019-08-12 00:55:00	ES	Futures	3164.81	3165.35	3164.0	3164.54	373.0
2019-08-12 01:00:00	ES	Futures	3164.54	3164.81	3163.19	3163.73	575.0
2019-08-12 01:05:00	ES	Futures	3163.73	3164.27	3163.46	3164.0	352.0
2019-08-12 01:10:00	ES	Futures	3164.0	3165.08	3163.73	3164.27	384.0
2019-08-12 01:15:00	ES	Futures	3164.27	3166.17	3164.27	3165.63	520.0
2019-08-12 01:20:00	ES	Futures	3165.9	3166.17	3165.08	3166.17	303.0
2019-08-12 01:25:00	ES	Futures	3166.17	3166.98	3165.63	3165.9	422.0
2019-08-12 01:30:00	ES	Futures	3166.17	3166.71	3165.63	3166.44	335.0
2019-08-12 01:35:00	ES	Futures	3166.71	3167.52	3166.71	3167.52	488.0
2019-08-12 01:40:00	ES	Futures	3167.52	3168.33	3166.71	3166.71	583.0
2019-08-12 01:45:00	ES	Futures	3166.71	3167.52	3166.71	3167.25	201.0
2019-08-12 01:50:00	ES	Futures	3167.25	3168.06	3166.71	3168.06	432.0
2019-08-12 01:55:00	ES	Futures	3168.06	3168.33	3167.79	3168.06	367.0
2019-08-12 02:00:00	ES	Futures	3168.06	3168.33	3166.98	3168.06	1005.0
2019-08-12 02:05:00	ES	Futures	3168.06	3169.14	3167.79	3168.6	634.0
2019-08-12 02:10:00	ES	Futures	3168.6	3169.14	3167.79	3169.14	638.0
2019-08-12 02:15:00	ES	Futures	3169.14	3170.23	3168.33	3168.6	1194.0
2019-08-12 02:20:00	ES	Futures	3168.87	3169.41	3168.87	3168.87	323.0
2019-08-12 02:25:00	ES	Futures	3169.14	3169.69	3168.33	3169.41	502.0
2019-08-12 02:30:00	ES	Futures	3169.69	3169.69	3168.33	3168.87	338.0
2019-08-12 02:35:00	ES	Futures	3168.6	3170.23	3168.6	3170.23	848.0
2019-08-12 02:40:00	ES	Futures	3169.96	3170.77	3169.14	3169.41	730.0
2019-08-12 02:45:00	ES	Futures	3169.69	3170.5	3168.87	3169.14	812.0
2019-08-12 02:50:00	ES	Futures	3169.14	3169.69	3168.6	3168.6	487.0
2019-08-12 02:55:00	ES	Futures	3168.6	3169.14	3166.71	3167.25	1384.0
2019-08-12 03:00:00	ES	Futures	3167.25	3172.39	3167.25	3171.58	5786.0
2019-08-12 03:05:00	ES	Futures	3171.85	3172.93	3171.58	3172.12	3066.0
2019-08-12 03:10:00	ES	Futures	3172.12	3172.39	3171.31	3171.58	1740.0
2019-08-12 03:15:00	ES	Futures	3171.58	3172.93	3171.58	3172.93	1726.0
2019-08-12 03:20:00	ES	Futures	3172.66	3173.75	3172.39	3173.48	3792.0
2019-08-12 03:25:00	ES	Futures	3173.2	3173.48	3171.85	3172.39	1801.0
2019-08-12 03:30:00	ES	Futures	3172.12	3172.12	3171.04	3171.04	1391.0
2019-08-12 03:35:00	ES	Futures	3171.04	3172.12	3171.04	3171.85	1125.0
2019-08-12 03:40:00	ES	Futures	3171.58	3172.39	3171.04	3171.85	913.0
2019-08-12 03:45:00	ES	Futures	3171.58	3172.93	3170.5	3170.5	1253.0
2019-08-12 03:50:00	ES	Futures	3170.5	3170.5	3168.6	3169.14	1388.0
2019-08-12 03:55:00	ES	Futures	3169.14	3169.96	3168.6	3168.87	1328.0
2019-08-12 04:00:00	ES	Futures	3168.87	3169.14	3164.0	3165.35	3379.0
2019-08-12 04:05:00	ES	Futures	3165.08	3165.63	3158.05	3159.13	6538.0

> showing 50 of 17,467 rows — these rows as CSV

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