PREVIEW / futures_5min / 2019-10-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-11.parquet
  size:    278 KB
  rows:    15,055

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
2019-10-11 00:00:00	ES	Futures	3205.79	3206.33	3205.52	3205.52	453.0
2019-10-11 00:05:00	ES	Futures	3205.52	3206.06	3205.52	3205.52	305.0
2019-10-11 00:10:00	ES	Futures	3205.79	3206.06	3205.79	3205.79	142.0
2019-10-11 00:15:00	ES	Futures	3205.79	3207.69	3205.79	3207.42	1197.0
2019-10-11 00:20:00	ES	Futures	3207.42	3207.96	3207.15	3207.42	548.0
2019-10-11 00:25:00	ES	Futures	3207.42	3207.69	3207.15	3207.42	373.0
2019-10-11 00:30:00	ES	Futures	3207.42	3207.96	3207.42	3207.42	369.0
2019-10-11 00:35:00	ES	Futures	3207.69	3209.86	3207.42	3209.32	1241.0
2019-10-11 00:40:00	ES	Futures	3209.05	3209.86	3208.78	3209.59	607.0
2019-10-11 00:45:00	ES	Futures	3209.86	3209.86	3208.78	3208.78	450.0
2019-10-11 00:50:00	ES	Futures	3208.78	3209.59	3208.78	3209.32	207.0
2019-10-11 00:55:00	ES	Futures	3209.32	3209.86	3208.78	3209.05	588.0
2019-10-11 01:00:00	ES	Futures	3209.05	3209.59	3208.78	3209.59	558.0
2019-10-11 01:05:00	ES	Futures	3209.59	3211.49	3209.32	3211.49	1412.0
2019-10-11 01:10:00	ES	Futures	3211.49	3211.76	3210.95	3210.95	1005.0
2019-10-11 01:15:00	ES	Futures	3210.95	3211.22	3210.13	3210.41	576.0
2019-10-11 01:20:00	ES	Futures	3210.41	3210.95	3209.05	3209.86	747.0
2019-10-11 01:25:00	ES	Futures	3209.59	3209.86	3208.78	3209.59	958.0
2019-10-11 01:30:00	ES	Futures	3209.32	3209.59	3208.23	3208.51	866.0
2019-10-11 01:35:00	ES	Futures	3208.78	3209.32	3208.51	3209.05	606.0
2019-10-11 01:40:00	ES	Futures	3209.05	3209.59	3208.51	3208.51	741.0
2019-10-11 01:45:00	ES	Futures	3208.78	3210.41	3208.78	3210.13	819.0
2019-10-11 01:50:00	ES	Futures	3210.13	3210.13	3208.78	3209.05	657.0
2019-10-11 01:55:00	ES	Futures	3209.05	3209.59	3207.96	3208.23	682.0
2019-10-11 02:00:00	ES	Futures	3208.51	3209.32	3206.33	3206.33	1857.0
2019-10-11 02:05:00	ES	Futures	3206.6	3208.23	3206.6	3206.6	1436.0
2019-10-11 02:10:00	ES	Futures	3206.88	3207.15	3205.79	3206.6	836.0
2019-10-11 02:15:00	ES	Futures	3206.6	3207.42	3205.52	3205.79	907.0
2019-10-11 02:20:00	ES	Futures	3206.06	3206.06	3203.62	3203.62	1243.0
2019-10-11 02:25:00	ES	Futures	3203.34	3205.25	3203.07	3204.97	967.0
2019-10-11 02:30:00	ES	Futures	3204.97	3206.06	3204.7	3205.79	815.0
2019-10-11 02:35:00	ES	Futures	3205.79	3207.42	3205.52	3206.06	1190.0
2019-10-11 02:40:00	ES	Futures	3206.06	3207.42	3206.06	3207.15	566.0
2019-10-11 02:45:00	ES	Futures	3207.15	3207.96	3205.52	3205.52	1034.0
2019-10-11 02:50:00	ES	Futures	3205.79	3207.42	3205.52	3207.42	594.0
2019-10-11 02:55:00	ES	Futures	3207.15	3208.51	3206.33	3208.51	698.0
2019-10-11 03:00:00	ES	Futures	3208.78	3208.78	3204.97	3206.33	3026.0
2019-10-11 03:05:00	ES	Futures	3206.33	3209.86	3205.25	3208.78	2320.0
2019-10-11 03:10:00	ES	Futures	3208.78	3210.95	3208.23	3208.51	3029.0
2019-10-11 03:15:00	ES	Futures	3208.51	3209.05	3206.6	3206.88	2419.0
2019-10-11 03:20:00	ES	Futures	3206.88	3208.51	3206.6	3208.23	2113.0
2019-10-11 03:25:00	ES	Futures	3207.96	3209.86	3206.33	3209.05	1596.0
2019-10-11 03:30:00	ES	Futures	3209.32	3210.41	3209.05	3210.41	1400.0
2019-10-11 03:35:00	ES	Futures	3210.41	3210.41	3207.96	3208.23	1950.0
2019-10-11 03:40:00	ES	Futures	3208.51	3209.59	3207.15	3207.69	1914.0
2019-10-11 03:45:00	ES	Futures	3207.69	3208.78	3207.42	3208.23	1481.0
2019-10-11 03:50:00	ES	Futures	3207.96	3210.13	3207.69	3209.59	2332.0
2019-10-11 03:55:00	ES	Futures	3209.59	3210.68	3209.32	3210.41	1281.0
2019-10-11 04:00:00	ES	Futures	3210.41	3212.04	3210.13	3211.22	2093.0
2019-10-11 04:05:00	ES	Futures	3211.22	3211.22	3210.13	3210.95	1129.0

> showing 50 of 15,055 rows — these rows as CSV

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