PREVIEW / futures_5min / 2019-11-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-06.parquet
  size:    268 KB
  rows:    18,045

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
2019-11-06 00:00:00	ES	Futures	3336.17	3336.99	3335.9	3336.99	587.0
2019-11-06 00:05:00	ES	Futures	3336.99	3337.53	3336.99	3337.53	487.0
2019-11-06 00:10:00	ES	Futures	3337.26	3337.53	3336.71	3336.71	388.0
2019-11-06 00:15:00	ES	Futures	3336.99	3337.26	3336.99	3336.99	284.0
2019-11-06 00:20:00	ES	Futures	3336.99	3337.26	3336.44	3337.26	250.0
2019-11-06 00:25:00	ES	Futures	3337.53	3338.07	3337.26	3337.8	313.0
2019-11-06 00:30:00	ES	Futures	3337.8	3338.34	3337.8	3338.34	602.0
2019-11-06 00:35:00	ES	Futures	3338.07	3338.07	3337.53	3337.53	296.0
2019-11-06 00:40:00	ES	Futures	3337.8	3338.07	3337.53	3338.07	443.0
2019-11-06 00:45:00	ES	Futures	3338.07	3338.34	3337.8	3337.8	339.0
2019-11-06 00:50:00	ES	Futures	3338.07	3338.34	3337.8	3338.34	443.0
2019-11-06 00:55:00	ES	Futures	3338.34	3338.62	3337.8	3338.34	346.0
2019-11-06 01:00:00	ES	Futures	3338.34	3338.62	3337.53	3338.07	710.0
2019-11-06 01:05:00	ES	Futures	3338.34	3338.89	3338.07	3338.62	590.0
2019-11-06 01:10:00	ES	Futures	3338.34	3338.89	3338.07	3338.07	497.0
2019-11-06 01:15:00	ES	Futures	3338.34	3338.34	3337.53	3338.07	318.0
2019-11-06 01:20:00	ES	Futures	3337.8	3338.07	3337.53	3337.53	224.0
2019-11-06 01:25:00	ES	Futures	3337.53	3338.07	3337.53	3337.53	170.0
2019-11-06 01:30:00	ES	Futures	3337.53	3337.8	3337.26	3337.53	257.0
2019-11-06 01:35:00	ES	Futures	3337.53	3337.53	3336.99	3336.99	144.0
2019-11-06 01:40:00	ES	Futures	3337.26	3337.26	3336.44	3336.71	538.0
2019-11-06 01:45:00	ES	Futures	3336.44	3337.53	3336.44	3337.26	261.0
2019-11-06 01:50:00	ES	Futures	3337.26	3337.26	3336.71	3336.99	157.0
2019-11-06 01:55:00	ES	Futures	3336.99	3337.53	3336.99	3337.26	320.0
2019-11-06 02:00:00	ES	Futures	3337.26	3338.07	3336.99	3337.26	483.0
2019-11-06 02:05:00	ES	Futures	3336.99	3337.26	3335.36	3335.36	866.0
2019-11-06 02:10:00	ES	Futures	3335.36	3335.63	3334.81	3335.63	731.0
2019-11-06 02:15:00	ES	Futures	3335.63	3336.71	3335.63	3336.71	345.0
2019-11-06 02:20:00	ES	Futures	3336.44	3336.71	3335.9	3336.44	440.0
2019-11-06 02:25:00	ES	Futures	3336.17	3337.26	3336.17	3337.26	205.0
2019-11-06 02:30:00	ES	Futures	3337.26	3337.53	3336.71	3337.26	749.0
2019-11-06 02:35:00	ES	Futures	3337.26	3337.26	3336.71	3336.99	498.0
2019-11-06 02:40:00	ES	Futures	3336.99	3336.99	3336.17	3336.44	396.0
2019-11-06 02:45:00	ES	Futures	3336.17	3337.26	3336.17	3336.99	291.0
2019-11-06 02:50:00	ES	Futures	3337.26	3337.53	3336.71	3336.99	782.0
2019-11-06 02:55:00	ES	Futures	3336.71	3337.53	3336.71	3337.26	404.0
2019-11-06 03:00:00	ES	Futures	3337.53	3338.07	3337.26	3337.26	1362.0
2019-11-06 03:05:00	ES	Futures	3336.99	3338.34	3336.99	3337.53	1219.0
2019-11-06 03:10:00	ES	Futures	3337.8	3339.7	3337.53	3339.43	1225.0
2019-11-06 03:15:00	ES	Futures	3339.43	3339.7	3338.07	3338.07	768.0
2019-11-06 03:20:00	ES	Futures	3338.07	3339.43	3337.53	3339.43	1110.0
2019-11-06 03:25:00	ES	Futures	3339.43	3340.25	3339.43	3339.97	895.0
2019-11-06 03:30:00	ES	Futures	3340.25	3341.6	3339.97	3341.06	2256.0
2019-11-06 03:35:00	ES	Futures	3340.79	3341.33	3340.52	3340.79	838.0
2019-11-06 03:40:00	ES	Futures	3340.79	3341.06	3340.25	3341.06	729.0
2019-11-06 03:45:00	ES	Futures	3341.33	3341.88	3340.79	3341.33	1050.0
2019-11-06 03:50:00	ES	Futures	3341.06	3341.6	3339.97	3340.52	785.0
2019-11-06 03:55:00	ES	Futures	3340.52	3341.33	3340.25	3340.52	1241.0
2019-11-06 04:00:00	ES	Futures	3340.52	3340.79	3338.89	3339.7	1977.0
2019-11-06 04:05:00	ES	Futures	3339.7	3340.25	3339.16	3339.97	655.0

> showing 50 of 18,045 rows — these rows as CSV

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