PREVIEW / futures_5min / 2020-02-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-03.parquet
  size:    307 KB
  rows:    18,906

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
2020-02-03 00:00:00	ES	Futures	3517.5	3520.2	3516.9	3519.9	1532.0
2020-02-03 00:05:00	ES	Futures	3519.6	3520.2	3519.4	3519.9	1531.0
2020-02-03 00:10:00	ES	Futures	3519.6	3520.2	3518.3	3519.9	1084.0
2020-02-03 00:15:00	ES	Futures	3519.9	3521.8	3519.9	3520.7	1772.0
2020-02-03 00:20:00	ES	Futures	3521.0	3522.6	3521.0	3522.3	1588.0
2020-02-03 00:25:00	ES	Futures	3522.3	3522.6	3519.9	3521.8	2140.0
2020-02-03 00:30:00	ES	Futures	3521.8	3522.9	3520.2	3521.0	1822.0
2020-02-03 00:35:00	ES	Futures	3521.0	3521.8	3520.2	3521.5	1430.0
2020-02-03 00:40:00	ES	Futures	3521.5	3521.5	3519.4	3520.2	1159.0
2020-02-03 00:45:00	ES	Futures	3520.2	3520.2	3518.3	3518.8	1720.0
2020-02-03 00:50:00	ES	Futures	3518.8	3519.4	3518.0	3519.1	1687.0
2020-02-03 00:55:00	ES	Futures	3519.1	3520.7	3518.8	3520.2	1269.0
2020-02-03 01:00:00	ES	Futures	3520.2	3520.7	3516.9	3517.5	2089.0
2020-02-03 01:05:00	ES	Futures	3517.2	3518.3	3516.4	3516.4	2061.0
2020-02-03 01:10:00	ES	Futures	3516.6	3516.6	3513.1	3513.4	2628.0
2020-02-03 01:15:00	ES	Futures	3513.7	3515.6	3513.7	3514.7	927.0
2020-02-03 01:20:00	ES	Futures	3514.7	3515.6	3514.5	3515.0	486.0
2020-02-03 01:25:00	ES	Futures	3515.0	3515.6	3514.5	3515.0	348.0
2020-02-03 01:30:00	ES	Futures	3515.0	3516.6	3515.0	3515.6	687.0
2020-02-03 01:35:00	ES	Futures	3515.6	3516.1	3513.9	3513.9	938.0
2020-02-03 01:40:00	ES	Futures	3513.9	3514.2	3512.8	3513.7	1018.0
2020-02-03 01:45:00	ES	Futures	3513.4	3514.2	3512.6	3513.9	1494.0
2020-02-03 01:50:00	ES	Futures	3513.7	3514.7	3513.7	3514.5	848.0
2020-02-03 01:55:00	ES	Futures	3514.7	3515.3	3514.2	3514.5	1208.0
2020-02-03 02:00:00	ES	Futures	3514.5	3516.6	3512.6	3515.3	2936.0
2020-02-03 02:05:00	ES	Futures	3515.3	3515.6	3512.8	3513.7	1355.0
2020-02-03 02:10:00	ES	Futures	3513.7	3515.0	3513.1	3514.7	1450.0
2020-02-03 02:15:00	ES	Futures	3514.7	3517.2	3514.7	3517.2	2095.0
2020-02-03 02:20:00	ES	Futures	3517.2	3517.2	3515.0	3515.8	1337.0
2020-02-03 02:25:00	ES	Futures	3516.1	3518.3	3515.8	3517.5	2267.0
2020-02-03 02:30:00	ES	Futures	3517.7	3519.6	3517.5	3518.5	3041.0
2020-02-03 02:35:00	ES	Futures	3518.5	3520.2	3518.5	3519.1	1915.0
2020-02-03 02:40:00	ES	Futures	3519.4	3520.4	3518.8	3519.9	1383.0
2020-02-03 02:45:00	ES	Futures	3520.2	3520.2	3518.5	3518.5	1252.0
2020-02-03 02:50:00	ES	Futures	3518.5	3519.6	3516.4	3516.9	2486.0
2020-02-03 02:55:00	ES	Futures	3516.9	3518.0	3516.1	3516.1	2208.0
2020-02-03 03:00:00	ES	Futures	3516.1	3519.4	3516.1	3517.7	5920.0
2020-02-03 03:05:00	ES	Futures	3517.7	3517.7	3513.1	3513.7	5499.0
2020-02-03 03:10:00	ES	Futures	3513.7	3514.2	3509.6	3510.7	8569.0
2020-02-03 03:15:00	ES	Futures	3510.4	3510.9	3508.8	3509.1	6498.0
2020-02-03 03:20:00	ES	Futures	3509.3	3509.9	3505.0	3506.6	5894.0
2020-02-03 03:25:00	ES	Futures	3506.3	3508.8	3504.7	3507.7	4621.0
2020-02-03 03:30:00	ES	Futures	3507.7	3508.2	3505.8	3506.9	3585.0
2020-02-03 03:35:00	ES	Futures	3506.9	3512.3	3506.9	3511.8	5757.0
2020-02-03 03:40:00	ES	Futures	3512.0	3513.1	3510.4	3511.2	4061.0
2020-02-03 03:45:00	ES	Futures	3511.2	3512.6	3508.5	3512.3	2678.0
2020-02-03 03:50:00	ES	Futures	3512.3	3516.1	3512.0	3513.7	4228.0
2020-02-03 03:55:00	ES	Futures	3513.9	3514.7	3513.1	3513.1	2613.0
2020-02-03 04:00:00	ES	Futures	3513.1	3513.7	3509.9	3510.9	3159.0
2020-02-03 04:05:00	ES	Futures	3511.2	3511.5	3508.0	3509.3	3294.0

> showing 50 of 18,906 rows — these rows as CSV

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