PREVIEW / futures_5min / 2019-10-31

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-10-31.parquet
  size:    297 KB
  rows:    18,252

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
2019-10-31 00:00:00	ES	Futures	3311.45	3312.27	3311.45	3312.27	568.0
2019-10-31 00:05:00	ES	Futures	3312.27	3312.27	3312.0	3312.27	189.0
2019-10-31 00:10:00	ES	Futures	3312.27	3312.54	3311.72	3311.72	178.0
2019-10-31 00:15:00	ES	Futures	3311.72	3312.0	3311.72	3311.72	170.0
2019-10-31 00:20:00	ES	Futures	3311.45	3311.72	3311.45	3311.45	189.0
2019-10-31 00:25:00	ES	Futures	3311.72	3311.72	3311.18	3311.72	228.0
2019-10-31 00:30:00	ES	Futures	3311.45	3312.0	3311.18	3311.45	281.0
2019-10-31 00:35:00	ES	Futures	3311.45	3311.45	3311.18	3311.45	161.0
2019-10-31 00:40:00	ES	Futures	3311.45	3312.0	3311.45	3312.0	221.0
2019-10-31 00:45:00	ES	Futures	3312.0	3312.0	3311.72	3312.0	106.0
2019-10-31 00:50:00	ES	Futures	3311.72	3312.27	3311.72	3312.0	95.0
2019-10-31 00:55:00	ES	Futures	3312.27	3312.27	3311.72	3312.0	226.0
2019-10-31 01:00:00	ES	Futures	3312.0	3312.0	3311.18	3311.72	483.0
2019-10-31 01:05:00	ES	Futures	3311.45	3312.0	3311.45	3311.45	351.0
2019-10-31 01:10:00	ES	Futures	3311.45	3311.72	3311.18	3311.45	204.0
2019-10-31 01:15:00	ES	Futures	3311.45	3311.45	3311.18	3311.45	139.0
2019-10-31 01:20:00	ES	Futures	3311.18	3312.0	3311.18	3311.45	136.0
2019-10-31 01:25:00	ES	Futures	3311.72	3312.0	3311.72	3312.0	383.0
2019-10-31 01:30:00	ES	Futures	3311.72	3312.27	3311.45	3312.0	591.0
2019-10-31 01:35:00	ES	Futures	3312.0	3312.0	3310.91	3310.91	222.0
2019-10-31 01:40:00	ES	Futures	3311.18	3311.72	3310.91	3311.45	595.0
2019-10-31 01:45:00	ES	Futures	3311.18	3311.45	3311.18	3311.45	561.0
2019-10-31 01:50:00	ES	Futures	3311.18	3311.72	3310.64	3311.45	509.0
2019-10-31 01:55:00	ES	Futures	3311.45	3311.45	3310.91	3311.18	408.0
2019-10-31 02:00:00	ES	Futures	3310.91	3311.18	3310.64	3311.18	719.0
2019-10-31 02:05:00	ES	Futures	3311.18	3311.45	3310.91	3311.18	383.0
2019-10-31 02:10:00	ES	Futures	3311.18	3311.18	3310.91	3310.91	246.0
2019-10-31 02:15:00	ES	Futures	3310.91	3311.72	3310.64	3311.45	410.0
2019-10-31 02:20:00	ES	Futures	3311.45	3311.45	3310.64	3310.91	294.0
2019-10-31 02:25:00	ES	Futures	3310.91	3310.91	3310.37	3310.37	281.0
2019-10-31 02:30:00	ES	Futures	3310.64	3310.91	3309.82	3310.37	469.0
2019-10-31 02:35:00	ES	Futures	3310.1	3310.37	3309.82	3310.1	177.0
2019-10-31 02:40:00	ES	Futures	3309.82	3310.64	3309.82	3310.37	262.0
2019-10-31 02:45:00	ES	Futures	3310.37	3310.64	3310.1	3310.1	227.0
2019-10-31 02:50:00	ES	Futures	3310.1	3310.64	3310.1	3310.64	267.0
2019-10-31 02:55:00	ES	Futures	3310.64	3310.91	3309.82	3310.64	478.0
2019-10-31 03:00:00	ES	Futures	3310.37	3311.45	3310.37	3311.18	926.0
2019-10-31 03:05:00	ES	Futures	3311.18	3312.54	3310.91	3312.27	690.0
2019-10-31 03:10:00	ES	Futures	3312.27	3313.08	3312.0	3312.54	893.0
2019-10-31 03:15:00	ES	Futures	3312.54	3313.08	3312.27	3312.81	881.0
2019-10-31 03:20:00	ES	Futures	3312.54	3313.08	3312.27	3313.08	437.0
2019-10-31 03:25:00	ES	Futures	3312.81	3313.08	3312.81	3312.81	401.0
2019-10-31 03:30:00	ES	Futures	3312.81	3313.08	3312.27	3312.81	797.0
2019-10-31 03:35:00	ES	Futures	3312.54	3312.81	3312.27	3312.54	482.0
2019-10-31 03:40:00	ES	Futures	3312.54	3313.08	3312.54	3313.08	276.0
2019-10-31 03:45:00	ES	Futures	3313.08	3313.08	3312.27	3312.81	478.0
2019-10-31 03:50:00	ES	Futures	3312.81	3313.08	3312.54	3312.54	351.0
2019-10-31 03:55:00	ES	Futures	3312.54	3313.9	3312.54	3313.63	1350.0
2019-10-31 04:00:00	ES	Futures	3313.63	3313.9	3311.72	3312.54	3333.0
2019-10-31 04:05:00	ES	Futures	3312.81	3313.35	3312.0	3312.54	2216.0

> showing 50 of 18,252 rows — these rows as CSV

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