PREVIEW / futures_5min / 2020-01-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-30.parquet
  size:    311 KB
  rows:    18,813

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
2020-01-30 00:00:00	ES	Futures	3526.7	3527.5	3524.8	3525.3	2012.0
2020-01-30 00:05:00	ES	Futures	3525.6	3526.7	3523.7	3524.8	1907.0
2020-01-30 00:10:00	ES	Futures	3524.8	3525.6	3524.0	3524.2	1511.0
2020-01-30 00:15:00	ES	Futures	3524.0	3524.8	3522.9	3523.1	2121.0
2020-01-30 00:20:00	ES	Futures	3523.4	3525.9	3523.1	3525.6	1744.0
2020-01-30 00:25:00	ES	Futures	3525.6	3526.4	3525.3	3525.6	1129.0
2020-01-30 00:30:00	ES	Futures	3525.6	3527.2	3525.0	3525.0	1828.0
2020-01-30 00:35:00	ES	Futures	3525.3	3525.6	3523.7	3524.0	1322.0
2020-01-30 00:40:00	ES	Futures	3524.0	3525.3	3523.7	3524.8	980.0
2020-01-30 00:45:00	ES	Futures	3524.5	3528.8	3524.0	3528.3	2246.0
2020-01-30 00:50:00	ES	Futures	3528.3	3530.5	3527.8	3528.3	2514.0
2020-01-30 00:55:00	ES	Futures	3528.3	3528.3	3526.1	3527.5	1627.0
2020-01-30 01:00:00	ES	Futures	3527.8	3527.8	3526.1	3526.9	1376.0
2020-01-30 01:05:00	ES	Futures	3526.9	3528.8	3525.9	3527.2	1449.0
2020-01-30 01:10:00	ES	Futures	3527.5	3529.1	3526.7	3528.8	1751.0
2020-01-30 01:15:00	ES	Futures	3529.1	3529.4	3528.6	3529.1	716.0
2020-01-30 01:20:00	ES	Futures	3529.4	3529.4	3526.9	3527.5	877.0
2020-01-30 01:25:00	ES	Futures	3527.5	3528.3	3526.9	3527.5	770.0
2020-01-30 01:30:00	ES	Futures	3527.2	3527.5	3525.0	3526.4	1606.0
2020-01-30 01:35:00	ES	Futures	3526.1	3527.5	3525.9	3527.2	856.0
2020-01-30 01:40:00	ES	Futures	3526.9	3527.2	3526.4	3526.9	551.0
2020-01-30 01:45:00	ES	Futures	3526.9	3527.2	3524.5	3524.5	1593.0
2020-01-30 01:50:00	ES	Futures	3524.5	3525.0	3524.0	3525.0	784.0
2020-01-30 01:55:00	ES	Futures	3525.0	3525.3	3524.5	3524.5	1074.0
2020-01-30 02:00:00	ES	Futures	3524.2	3526.4	3519.6	3519.9	7198.0
2020-01-30 02:05:00	ES	Futures	3519.6	3521.0	3515.6	3517.2	10271.0
2020-01-30 02:10:00	ES	Futures	3517.5	3519.1	3517.2	3518.3	3851.0
2020-01-30 02:15:00	ES	Futures	3518.3	3519.4	3514.5	3515.6	5770.0
2020-01-30 02:20:00	ES	Futures	3515.8	3517.5	3515.0	3517.5	3323.0
2020-01-30 02:25:00	ES	Futures	3517.5	3517.5	3514.5	3515.8	3564.0
2020-01-30 02:30:00	ES	Futures	3515.8	3518.3	3515.3	3515.8	4317.0
2020-01-30 02:35:00	ES	Futures	3516.1	3516.6	3511.8	3512.0	5352.0
2020-01-30 02:40:00	ES	Futures	3512.0	3515.8	3512.0	3515.3	4379.0
2020-01-30 02:45:00	ES	Futures	3515.3	3520.2	3515.0	3519.6	4866.0
2020-01-30 02:50:00	ES	Futures	3519.4	3519.4	3516.9	3517.7	2756.0
2020-01-30 02:55:00	ES	Futures	3517.7	3518.5	3516.6	3517.2	2166.0
2020-01-30 03:00:00	ES	Futures	3517.5	3518.3	3513.4	3515.8	7120.0
2020-01-30 03:05:00	ES	Futures	3515.8	3522.9	3515.8	3522.1	8882.0
2020-01-30 03:10:00	ES	Futures	3522.1	3522.3	3519.6	3522.1	4366.0
2020-01-30 03:15:00	ES	Futures	3522.1	3522.1	3517.2	3517.2	4481.0
2020-01-30 03:20:00	ES	Futures	3517.2	3520.2	3515.6	3520.2	5919.0
2020-01-30 03:25:00	ES	Futures	3520.4	3522.1	3518.8	3519.9	3171.0
2020-01-30 03:30:00	ES	Futures	3519.9	3520.7	3517.5	3517.7	4100.0
2020-01-30 03:35:00	ES	Futures	3517.5	3521.2	3517.2	3521.0	3324.0
2020-01-30 03:40:00	ES	Futures	3521.0	3522.3	3519.4	3522.3	3447.0
2020-01-30 03:45:00	ES	Futures	3522.3	3522.6	3520.4	3521.0	3654.0
2020-01-30 03:50:00	ES	Futures	3520.7	3523.1	3520.7	3521.5	2716.0
2020-01-30 03:55:00	ES	Futures	3521.5	3523.4	3521.5	3522.9	2496.0
2020-01-30 04:00:00	ES	Futures	3522.6	3523.1	3520.7	3522.1	2982.0
2020-01-30 04:05:00	ES	Futures	3522.3	3527.5	3522.1	3526.1	9968.0

> showing 50 of 18,813 rows — these rows as CSV

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