PREVIEW / futures_5min / 2019-11-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-12.parquet
  size:    271 KB
  rows:    17,990

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
2019-11-12 00:00:00	ES	Futures	3352.2	3352.2	3351.65	3351.93	534.0
2019-11-12 00:05:00	ES	Futures	3352.2	3352.2	3351.38	3351.93	311.0
2019-11-12 00:10:00	ES	Futures	3351.93	3352.74	3351.65	3352.47	353.0
2019-11-12 00:15:00	ES	Futures	3352.47	3354.37	3352.47	3354.1	1107.0
2019-11-12 00:20:00	ES	Futures	3354.37	3354.64	3353.83	3354.37	514.0
2019-11-12 00:25:00	ES	Futures	3354.1	3354.37	3353.56	3353.56	679.0
2019-11-12 00:30:00	ES	Futures	3353.56	3354.37	3353.56	3354.1	499.0
2019-11-12 00:35:00	ES	Futures	3353.83	3355.19	3353.83	3355.19	556.0
2019-11-12 00:40:00	ES	Futures	3355.19	3356.0	3354.64	3355.73	987.0
2019-11-12 00:45:00	ES	Futures	3355.46	3356.82	3355.46	3356.27	1412.0
2019-11-12 00:50:00	ES	Futures	3356.27	3357.09	3356.0	3356.82	895.0
2019-11-12 00:55:00	ES	Futures	3356.82	3358.99	3356.82	3358.17	2501.0
2019-11-12 01:00:00	ES	Futures	3358.17	3358.45	3356.54	3357.9	1330.0
2019-11-12 01:05:00	ES	Futures	3357.9	3357.9	3357.09	3357.36	772.0
2019-11-12 01:10:00	ES	Futures	3357.63	3360.08	3357.63	3359.26	2307.0
2019-11-12 01:15:00	ES	Futures	3359.26	3360.89	3358.99	3360.89	1274.0
2019-11-12 01:20:00	ES	Futures	3360.89	3361.7	3360.35	3361.16	1365.0
2019-11-12 01:25:00	ES	Futures	3360.89	3361.7	3360.08	3360.89	1150.0
2019-11-12 01:30:00	ES	Futures	3360.89	3361.43	3360.62	3361.16	717.0
2019-11-12 01:35:00	ES	Futures	3361.16	3361.43	3360.35	3360.35	497.0
2019-11-12 01:40:00	ES	Futures	3360.35	3360.62	3360.08	3360.35	799.0
2019-11-12 01:45:00	ES	Futures	3360.35	3360.35	3359.26	3359.8	805.0
2019-11-12 01:50:00	ES	Futures	3359.53	3359.8	3359.26	3359.8	563.0
2019-11-12 01:55:00	ES	Futures	3359.8	3360.08	3358.99	3358.99	514.0
2019-11-12 02:00:00	ES	Futures	3358.99	3360.35	3358.72	3359.26	1346.0
2019-11-12 02:05:00	ES	Futures	3359.26	3359.26	3358.72	3358.99	797.0
2019-11-12 02:10:00	ES	Futures	3358.99	3359.53	3358.45	3358.99	761.0
2019-11-12 02:15:00	ES	Futures	3358.72	3359.8	3358.45	3358.72	1190.0
2019-11-12 02:20:00	ES	Futures	3358.72	3359.26	3358.45	3358.72	932.0
2019-11-12 02:25:00	ES	Futures	3358.45	3359.53	3358.45	3358.99	687.0
2019-11-12 02:30:00	ES	Futures	3358.99	3359.26	3357.63	3358.45	1573.0
2019-11-12 02:35:00	ES	Futures	3358.72	3359.53	3358.72	3359.53	1134.0
2019-11-12 02:40:00	ES	Futures	3359.26	3360.08	3358.99	3359.26	663.0
2019-11-12 02:45:00	ES	Futures	3359.26	3359.53	3358.99	3359.53	522.0
2019-11-12 02:50:00	ES	Futures	3359.8	3360.08	3358.45	3358.99	1015.0
2019-11-12 02:55:00	ES	Futures	3358.72	3358.99	3358.17	3358.17	623.0
2019-11-12 03:00:00	ES	Futures	3357.9	3358.45	3356.54	3357.63	2614.0
2019-11-12 03:05:00	ES	Futures	3357.63	3358.99	3356.82	3358.45	2272.0
2019-11-12 03:10:00	ES	Futures	3358.17	3358.99	3357.63	3358.17	1488.0
2019-11-12 03:15:00	ES	Futures	3358.17	3358.45	3356.54	3357.36	1916.0
2019-11-12 03:20:00	ES	Futures	3357.36	3357.36	3354.91	3355.73	2712.0
2019-11-12 03:25:00	ES	Futures	3355.46	3355.73	3354.91	3355.46	930.0
2019-11-12 03:30:00	ES	Futures	3355.46	3355.73	3354.64	3355.46	1402.0
2019-11-12 03:35:00	ES	Futures	3355.19	3355.46	3354.91	3355.19	909.0
2019-11-12 03:40:00	ES	Futures	3355.46	3355.73	3354.91	3355.73	960.0
2019-11-12 03:45:00	ES	Futures	3355.73	3356.54	3355.46	3356.0	1110.0
2019-11-12 03:50:00	ES	Futures	3356.0	3356.0	3355.19	3355.46	727.0
2019-11-12 03:55:00	ES	Futures	3355.46	3356.0	3354.37	3355.73	1139.0
2019-11-12 04:00:00	ES	Futures	3355.73	3356.0	3354.64	3354.91	782.0
2019-11-12 04:05:00	ES	Futures	3354.91	3355.46	3354.64	3355.46	534.0

> showing 50 of 17,990 rows — these rows as CSV

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