PREVIEW / futures_5min / 2020-01-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-07.parquet
  size:    312 KB
  rows:    18,522

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
2020-01-07 00:00:00	ES	Futures	3524.8	3525.0	3524.2	3524.5	540.0
2020-01-07 00:05:00	ES	Futures	3524.2	3524.5	3524.0	3524.2	201.0
2020-01-07 00:10:00	ES	Futures	3524.5	3525.3	3524.2	3525.3	505.0
2020-01-07 00:15:00	ES	Futures	3525.3	3525.3	3524.5	3525.0	296.0
2020-01-07 00:20:00	ES	Futures	3524.8	3525.0	3524.2	3524.2	457.0
2020-01-07 00:25:00	ES	Futures	3524.5	3524.8	3523.7	3524.0	1075.0
2020-01-07 00:30:00	ES	Futures	3523.7	3523.7	3522.3	3522.3	1072.0
2020-01-07 00:35:00	ES	Futures	3522.6	3522.6	3522.1	3522.1	404.0
2020-01-07 00:40:00	ES	Futures	3522.1	3523.4	3522.1	3523.4	536.0
2020-01-07 00:45:00	ES	Futures	3523.4	3523.4	3522.9	3523.1	436.0
2020-01-07 00:50:00	ES	Futures	3523.1	3523.7	3522.6	3523.7	581.0
2020-01-07 00:55:00	ES	Futures	3523.4	3523.7	3522.9	3522.9	584.0
2020-01-07 01:00:00	ES	Futures	3522.9	3524.0	3521.0	3522.3	2348.0
2020-01-07 01:05:00	ES	Futures	3522.3	3522.9	3521.8	3522.3	910.0
2020-01-07 01:10:00	ES	Futures	3522.3	3522.3	3521.2	3521.5	959.0
2020-01-07 01:15:00	ES	Futures	3521.5	3521.5	3520.4	3520.4	959.0
2020-01-07 01:20:00	ES	Futures	3520.4	3520.4	3518.5	3519.1	1598.0
2020-01-07 01:25:00	ES	Futures	3519.1	3519.4	3518.8	3519.1	418.0
2020-01-07 01:30:00	ES	Futures	3519.1	3521.0	3519.1	3521.0	1261.0
2020-01-07 01:35:00	ES	Futures	3521.0	3521.2	3519.4	3520.2	814.0
2020-01-07 01:40:00	ES	Futures	3520.2	3520.7	3519.6	3520.4	576.0
2020-01-07 01:45:00	ES	Futures	3520.4	3521.5	3520.4	3521.0	881.0
2020-01-07 01:50:00	ES	Futures	3521.2	3521.8	3520.7	3521.2	557.0
2020-01-07 01:55:00	ES	Futures	3521.2	3521.8	3520.7	3521.5	510.0
2020-01-07 02:00:00	ES	Futures	3521.2	3522.3	3520.4	3522.3	1648.0
2020-01-07 02:05:00	ES	Futures	3522.1	3524.5	3521.8	3524.0	2208.0
2020-01-07 02:10:00	ES	Futures	3524.0	3525.0	3523.7	3524.5	1410.0
2020-01-07 02:15:00	ES	Futures	3524.5	3524.5	3523.4	3523.4	912.0
2020-01-07 02:20:00	ES	Futures	3523.4	3523.7	3522.6	3522.9	1026.0
2020-01-07 02:25:00	ES	Futures	3522.9	3522.9	3518.0	3519.4	5246.0
2020-01-07 02:30:00	ES	Futures	3519.4	3519.6	3515.3	3517.7	7734.0
2020-01-07 02:35:00	ES	Futures	3517.7	3518.0	3515.8	3516.9	2636.0
2020-01-07 02:40:00	ES	Futures	3516.6	3517.5	3515.8	3517.2	2145.0
2020-01-07 02:45:00	ES	Futures	3517.2	3520.2	3516.9	3519.1	2999.0
2020-01-07 02:50:00	ES	Futures	3519.1	3519.9	3518.8	3519.4	867.0
2020-01-07 02:55:00	ES	Futures	3519.4	3519.4	3517.5	3518.3	1434.0
2020-01-07 03:00:00	ES	Futures	3518.0	3520.2	3516.6	3518.3	6581.0
2020-01-07 03:05:00	ES	Futures	3518.3	3521.5	3518.0	3520.4	4171.0
2020-01-07 03:10:00	ES	Futures	3520.4	3524.8	3520.4	3522.3	4850.0
2020-01-07 03:15:00	ES	Futures	3522.3	3523.7	3522.3	3523.1	2415.0
2020-01-07 03:20:00	ES	Futures	3522.9	3523.7	3522.1	3523.1	2076.0
2020-01-07 03:25:00	ES	Futures	3522.9	3524.0	3522.1	3524.0	1830.0
2020-01-07 03:30:00	ES	Futures	3524.0	3524.8	3523.4	3524.2	1983.0
2020-01-07 03:35:00	ES	Futures	3524.0	3525.0	3522.9	3522.9	1966.0
2020-01-07 03:40:00	ES	Futures	3523.1	3523.4	3522.3	3523.1	1650.0
2020-01-07 03:45:00	ES	Futures	3523.1	3526.1	3523.1	3525.9	3047.0
2020-01-07 03:50:00	ES	Futures	3525.6	3527.8	3524.8	3525.3	3262.0
2020-01-07 03:55:00	ES	Futures	3525.3	3525.3	3523.4	3523.4	1709.0
2020-01-07 04:00:00	ES	Futures	3523.7	3524.2	3523.1	3524.0	1246.0
2020-01-07 04:05:00	ES	Futures	3523.7	3524.2	3520.7	3521.5	2702.0

> showing 50 of 18,522 rows — these rows as CSV

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