PREVIEW / futures_5min / 2019-09-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-05.parquet
  size:    287 KB
  rows:    16,990

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
2019-09-05 00:00:00	ES	Futures	3212.73	3213.0	3211.92	3211.92	697.0
2019-09-05 00:05:00	ES	Futures	3211.92	3212.46	3211.92	3212.19	645.0
2019-09-05 00:10:00	ES	Futures	3212.19	3212.46	3211.37	3211.37	673.0
2019-09-05 00:15:00	ES	Futures	3211.37	3211.64	3210.02	3210.29	1252.0
2019-09-05 00:20:00	ES	Futures	3210.56	3211.64	3210.29	3211.1	729.0
2019-09-05 00:25:00	ES	Futures	3211.37	3212.19	3211.37	3212.19	520.0
2019-09-05 00:30:00	ES	Futures	3212.19	3213.0	3211.92	3213.0	635.0
2019-09-05 00:35:00	ES	Futures	3213.0	3213.54	3212.19	3213.0	553.0
2019-09-05 00:40:00	ES	Futures	3213.0	3213.0	3212.46	3212.46	359.0
2019-09-05 00:45:00	ES	Futures	3212.46	3212.73	3211.92	3212.46	899.0
2019-09-05 00:50:00	ES	Futures	3212.73	3213.27	3212.73	3213.27	467.0
2019-09-05 00:55:00	ES	Futures	3213.27	3213.81	3213.27	3213.81	377.0
2019-09-05 01:00:00	ES	Futures	3213.81	3214.08	3213.27	3213.81	819.0
2019-09-05 01:05:00	ES	Futures	3213.81	3214.62	3213.54	3214.35	790.0
2019-09-05 01:10:00	ES	Futures	3214.62	3215.43	3214.35	3214.89	705.0
2019-09-05 01:15:00	ES	Futures	3214.89	3214.89	3213.81	3214.89	1045.0
2019-09-05 01:20:00	ES	Futures	3214.62	3216.79	3214.62	3215.98	1337.0
2019-09-05 01:25:00	ES	Futures	3215.98	3216.52	3215.16	3215.43	996.0
2019-09-05 01:30:00	ES	Futures	3215.16	3215.98	3212.73	3212.73	1600.0
2019-09-05 01:35:00	ES	Futures	3213.0	3213.54	3212.46	3212.46	840.0
2019-09-05 01:40:00	ES	Futures	3212.46	3213.27	3211.92	3212.73	2376.0
2019-09-05 01:45:00	ES	Futures	3213.0	3213.54	3211.64	3211.92	1619.0
2019-09-05 01:50:00	ES	Futures	3211.92	3212.19	3210.56	3211.64	2278.0
2019-09-05 01:55:00	ES	Futures	3211.64	3212.73	3211.37	3211.37	1324.0
2019-09-05 02:00:00	ES	Futures	3211.37	3211.64	3206.77	3207.04	7072.0
2019-09-05 02:05:00	ES	Futures	3207.04	3208.13	3205.69	3206.23	3305.0
2019-09-05 02:10:00	ES	Futures	3206.23	3207.04	3205.69	3205.96	1944.0
2019-09-05 02:15:00	ES	Futures	3205.69	3207.04	3205.69	3206.5	1723.0
2019-09-05 02:20:00	ES	Futures	3206.5	3206.77	3205.69	3205.96	1768.0
2019-09-05 02:25:00	ES	Futures	3206.23	3206.77	3203.52	3204.34	3051.0
2019-09-05 02:30:00	ES	Futures	3204.07	3208.4	3204.07	3206.77	2457.0
2019-09-05 02:35:00	ES	Futures	3206.5	3206.77	3204.34	3204.34	2339.0
2019-09-05 02:40:00	ES	Futures	3204.34	3205.15	3202.71	3203.25	1998.0
2019-09-05 02:45:00	ES	Futures	3203.25	3203.79	3202.71	3203.25	2112.0
2019-09-05 02:50:00	ES	Futures	3203.25	3203.25	3201.9	3203.25	1908.0
2019-09-05 02:55:00	ES	Futures	3203.25	3204.61	3202.71	3203.52	2178.0
2019-09-05 03:00:00	ES	Futures	3203.52	3203.52	3201.36	3201.63	5565.0
2019-09-05 03:05:00	ES	Futures	3201.63	3202.17	3198.65	3199.19	5470.0
2019-09-05 03:10:00	ES	Futures	3199.19	3199.46	3197.84	3198.65	4177.0
2019-09-05 03:15:00	ES	Futures	3198.65	3199.46	3196.76	3197.84	5635.0
2019-09-05 03:20:00	ES	Futures	3197.84	3198.38	3196.76	3197.3	3185.0
2019-09-05 03:25:00	ES	Futures	3197.3	3198.92	3196.76	3197.03	3155.0
2019-09-05 03:30:00	ES	Futures	3197.3	3198.65	3194.86	3198.38	4422.0
2019-09-05 03:35:00	ES	Futures	3198.38	3199.73	3197.3	3199.73	5052.0
2019-09-05 03:40:00	ES	Futures	3199.73	3202.44	3198.38	3201.36	4908.0
2019-09-05 03:45:00	ES	Futures	3201.36	3202.17	3197.57	3200.82	4297.0
2019-09-05 03:50:00	ES	Futures	3201.09	3201.63	3199.19	3201.36	3590.0
2019-09-05 03:55:00	ES	Futures	3201.09	3202.17	3200.82	3201.36	1306.0
2019-09-05 04:00:00	ES	Futures	3201.36	3203.25	3199.73	3201.9	2865.0
2019-09-05 04:05:00	ES	Futures	3202.17	3202.44	3199.19	3201.36	3624.0

> showing 50 of 16,990 rows — these rows as CSV

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