PREVIEW / futures_5min / 2020-01-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-24.parquet
  size:    257 KB
  rows:    14,536

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
2020-01-24 00:00:00	ES	Futures	3609.3	3609.6	3609.3	3609.6	80.0
2020-01-24 00:05:00	ES	Futures	3609.3	3609.6	3609.0	3609.0	335.0
2020-01-24 00:10:00	ES	Futures	3608.8	3609.0	3608.5	3609.0	479.0
2020-01-24 00:15:00	ES	Futures	3608.8	3609.3	3608.8	3608.8	273.0
2020-01-24 00:20:00	ES	Futures	3609.0	3609.3	3608.5	3608.8	291.0
2020-01-24 00:25:00	ES	Futures	3608.8	3609.0	3608.8	3609.0	90.0
2020-01-24 00:30:00	ES	Futures	3609.3	3609.6	3609.0	3609.0	327.0
2020-01-24 00:35:00	ES	Futures	3609.0	3609.0	3608.5	3608.8	85.0
2020-01-24 00:40:00	ES	Futures	3608.8	3609.0	3608.5	3608.8	149.0
2020-01-24 00:45:00	ES	Futures	3608.5	3608.5	3608.2	3608.2	231.0
2020-01-24 00:50:00	ES	Futures	3608.2	3609.0	3608.2	3609.0	405.0
2020-01-24 00:55:00	ES	Futures	3609.0	3609.6	3608.8	3609.6	178.0
2020-01-24 01:00:00	ES	Futures	3609.6	3609.9	3608.8	3609.0	635.0
2020-01-24 01:05:00	ES	Futures	3609.0	3609.3	3608.8	3609.0	188.0
2020-01-24 01:10:00	ES	Futures	3609.0	3609.0	3608.5	3609.0	189.0
2020-01-24 01:15:00	ES	Futures	3609.0	3609.3	3608.8	3609.3	210.0
2020-01-24 01:20:00	ES	Futures	3609.3	3609.6	3609.0	3609.0	67.0
2020-01-24 01:25:00	ES	Futures	3609.3	3609.3	3609.0	3609.3	100.0
2020-01-24 01:30:00	ES	Futures	3609.3	3609.9	3609.3	3609.6	150.0
2020-01-24 01:35:00	ES	Futures	3609.9	3609.9	3609.3	3609.3	133.0
2020-01-24 01:40:00	ES	Futures	3609.3	3609.3	3608.8	3609.3	208.0
2020-01-24 01:45:00	ES	Futures	3609.3	3609.6	3609.0	3609.0	118.0
2020-01-24 01:50:00	ES	Futures	3609.3	3609.3	3609.0	3609.3	34.0
2020-01-24 01:55:00	ES	Futures	3609.3	3609.3	3608.8	3609.0	119.0
2020-01-24 02:00:00	ES	Futures	3608.8	3608.8	3607.7	3608.0	940.0
2020-01-24 02:05:00	ES	Futures	3608.2	3608.2	3606.6	3607.2	1017.0
2020-01-24 02:10:00	ES	Futures	3606.9	3607.7	3606.9	3607.4	639.0
2020-01-24 02:15:00	ES	Futures	3607.4	3607.4	3607.2	3607.4	319.0
2020-01-24 02:20:00	ES	Futures	3607.4	3607.7	3606.6	3606.9	1034.0
2020-01-24 02:25:00	ES	Futures	3607.2	3607.2	3606.6	3606.9	372.0
2020-01-24 02:30:00	ES	Futures	3606.9	3608.0	3606.9	3608.0	781.0
2020-01-24 02:35:00	ES	Futures	3608.0	3608.2	3607.7	3608.0	397.0
2020-01-24 02:40:00	ES	Futures	3608.0	3608.5	3608.0	3608.2	476.0
2020-01-24 02:45:00	ES	Futures	3608.2	3608.5	3608.0	3608.2	639.0
2020-01-24 02:50:00	ES	Futures	3608.2	3608.2	3607.7	3607.7	725.0
2020-01-24 02:55:00	ES	Futures	3607.4	3608.2	3607.4	3608.0	771.0
2020-01-24 03:00:00	ES	Futures	3607.7	3611.5	3607.2	3611.2	5762.0
2020-01-24 03:05:00	ES	Futures	3611.5	3613.4	3610.7	3612.3	5762.0
2020-01-24 03:10:00	ES	Futures	3612.6	3613.1	3611.8	3612.0	2183.0
2020-01-24 03:15:00	ES	Futures	3612.3	3612.8	3612.0	3612.6	2405.0
2020-01-24 03:20:00	ES	Futures	3612.6	3612.6	3612.0	3612.3	843.0
2020-01-24 03:25:00	ES	Futures	3612.3	3612.8	3612.0	3612.3	1260.0
2020-01-24 03:30:00	ES	Futures	3612.6	3615.3	3612.6	3614.5	7552.0
2020-01-24 03:35:00	ES	Futures	3614.2	3616.9	3614.2	3615.8	4023.0
2020-01-24 03:40:00	ES	Futures	3616.1	3616.6	3615.8	3616.1	2927.0
2020-01-24 03:45:00	ES	Futures	3616.1	3616.6	3615.8	3615.8	1346.0
2020-01-24 03:50:00	ES	Futures	3616.1	3617.2	3615.8	3616.1	2154.0
2020-01-24 03:55:00	ES	Futures	3615.8	3616.1	3615.0	3615.6	1429.0
2020-01-24 04:00:00	ES	Futures	3615.6	3615.6	3614.2	3614.7	2086.0
2020-01-24 04:05:00	ES	Futures	3614.7	3616.4	3614.5	3615.3	2138.0

> showing 50 of 14,536 rows — these rows as CSV

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