PREVIEW / futures_5min / 2020-01-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-12.parquet
  size:    57 KB
  rows:    3,285

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
2020-01-12 18:00:00	ES	Futures	3539.9	3546.2	3539.7	3544.3	4893.0
2020-01-12 18:05:00	ES	Futures	3544.3	3544.6	3542.9	3542.9	776.0
2020-01-12 18:10:00	ES	Futures	3542.9	3544.0	3542.7	3543.7	416.0
2020-01-12 18:15:00	ES	Futures	3543.7	3545.1	3543.7	3545.1	633.0
2020-01-12 18:20:00	ES	Futures	3544.8	3545.1	3544.0	3544.8	688.0
2020-01-12 18:25:00	ES	Futures	3544.8	3544.8	3544.3	3544.3	83.0
2020-01-12 18:30:00	ES	Futures	3544.6	3545.1	3543.7	3545.1	584.0
2020-01-12 18:35:00	ES	Futures	3545.1	3545.9	3544.6	3545.9	374.0
2020-01-12 18:40:00	ES	Futures	3545.9	3545.9	3544.6	3544.8	757.0
2020-01-12 18:45:00	ES	Futures	3544.6	3544.8	3543.7	3544.0	473.0
2020-01-12 18:50:00	ES	Futures	3544.0	3544.3	3543.2	3543.5	454.0
2020-01-12 18:55:00	ES	Futures	3543.5	3543.5	3541.3	3541.6	1659.0
2020-01-12 19:00:00	ES	Futures	3541.6	3543.2	3541.0	3542.9	1101.0
2020-01-12 19:05:00	ES	Futures	3542.9	3543.5	3542.4	3542.4	455.0
2020-01-12 19:10:00	ES	Futures	3542.4	3542.9	3541.6	3542.7	538.0
2020-01-12 19:15:00	ES	Futures	3542.9	3543.5	3542.4	3542.7	557.0
2020-01-12 19:20:00	ES	Futures	3542.7	3542.7	3541.6	3541.8	602.0
2020-01-12 19:25:00	ES	Futures	3541.8	3541.8	3541.3	3541.3	427.0
2020-01-12 19:30:00	ES	Futures	3541.6	3542.4	3541.0	3541.8	337.0
2020-01-12 19:35:00	ES	Futures	3542.1	3542.1	3541.6	3542.1	147.0
2020-01-12 19:40:00	ES	Futures	3541.8	3543.5	3541.8	3543.5	446.0
2020-01-12 19:45:00	ES	Futures	3543.5	3544.0	3543.2	3544.0	366.0
2020-01-12 19:50:00	ES	Futures	3543.7	3544.8	3543.7	3544.0	634.0
2020-01-12 19:55:00	ES	Futures	3544.0	3544.8	3543.7	3544.3	258.0
2020-01-12 20:00:00	ES	Futures	3544.3	3545.9	3544.3	3545.6	797.0
2020-01-12 20:05:00	ES	Futures	3545.9	3545.9	3544.8	3545.1	409.0
2020-01-12 20:10:00	ES	Futures	3545.4	3546.7	3545.1	3546.4	1267.0
2020-01-12 20:15:00	ES	Futures	3546.7	3547.5	3546.2	3547.5	1201.0
2020-01-12 20:20:00	ES	Futures	3547.5	3548.3	3547.5	3547.8	1514.0
2020-01-12 20:25:00	ES	Futures	3548.1	3548.9	3547.5	3547.8	1089.0
2020-01-12 20:30:00	ES	Futures	3547.8	3548.1	3546.2	3546.4	900.0
2020-01-12 20:35:00	ES	Futures	3546.4	3547.0	3545.6	3546.2	877.0
2020-01-12 20:40:00	ES	Futures	3546.2	3547.5	3546.2	3547.5	789.0
2020-01-12 20:45:00	ES	Futures	3547.5	3547.5	3546.7	3547.5	712.0
2020-01-12 20:50:00	ES	Futures	3547.5	3547.8	3547.0	3547.5	358.0
2020-01-12 20:55:00	ES	Futures	3547.3	3547.8	3545.4	3545.9	1004.0
2020-01-12 21:00:00	ES	Futures	3545.6	3545.9	3544.8	3545.4	847.0
2020-01-12 21:05:00	ES	Futures	3545.4	3546.2	3545.1	3545.9	363.0
2020-01-12 21:10:00	ES	Futures	3545.9	3547.0	3545.9	3547.0	383.0
2020-01-12 21:15:00	ES	Futures	3547.0	3547.3	3545.9	3546.4	611.0
2020-01-12 21:20:00	ES	Futures	3546.7	3547.0	3546.2	3547.0	289.0
2020-01-12 21:25:00	ES	Futures	3547.0	3547.3	3546.7	3547.0	325.0
2020-01-12 21:30:00	ES	Futures	3547.0	3547.3	3546.4	3547.0	323.0
2020-01-12 21:35:00	ES	Futures	3547.0	3547.5	3546.7	3547.3	323.0
2020-01-12 21:40:00	ES	Futures	3547.3	3547.5	3547.0	3547.5	150.0
2020-01-12 21:45:00	ES	Futures	3547.5	3547.8	3547.0	3547.5	308.0
2020-01-12 21:50:00	ES	Futures	3547.8	3548.3	3547.3	3548.1	479.0
2020-01-12 21:55:00	ES	Futures	3548.3	3548.6	3548.1	3548.3	384.0
2020-01-12 22:00:00	ES	Futures	3548.3	3548.9	3548.1	3548.3	588.0
2020-01-12 22:05:00	ES	Futures	3548.6	3549.2	3548.3	3548.9	624.0

> showing 50 of 3,285 rows — these rows as CSV

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