PREVIEW / futures_5min / 2020-02-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-26.parquet
  size:    347 KB
  rows:    19,207

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
2020-02-26 00:00:00	ES	Futures	3414.2	3415.0	3410.7	3411.2	4086.0
2020-02-26 00:05:00	ES	Futures	3411.2	3414.2	3411.0	3414.2	1350.0
2020-02-26 00:10:00	ES	Futures	3414.2	3414.5	3413.1	3413.4	1322.0
2020-02-26 00:15:00	ES	Futures	3413.1	3414.2	3411.2	3411.8	1179.0
2020-02-26 00:20:00	ES	Futures	3411.5	3411.8	3408.8	3411.0	1541.0
2020-02-26 00:25:00	ES	Futures	3410.7	3413.9	3409.3	3412.6	2248.0
2020-02-26 00:30:00	ES	Futures	3412.6	3415.3	3412.0	3413.7	1682.0
2020-02-26 00:35:00	ES	Futures	3413.4	3414.5	3410.7	3411.2	1642.0
2020-02-26 00:40:00	ES	Futures	3411.0	3414.2	3410.7	3413.4	1344.0
2020-02-26 00:45:00	ES	Futures	3413.1	3415.0	3411.0	3414.5	1392.0
2020-02-26 00:50:00	ES	Futures	3414.5	3415.3	3413.1	3414.2	1249.0
2020-02-26 00:55:00	ES	Futures	3414.5	3416.4	3413.9	3414.7	1540.0
2020-02-26 01:00:00	ES	Futures	3414.7	3415.3	3411.5	3411.8	2191.0
2020-02-26 01:05:00	ES	Futures	3411.8	3412.3	3408.2	3409.6	5358.0
2020-02-26 01:10:00	ES	Futures	3409.6	3410.1	3405.3	3405.8	2650.0
2020-02-26 01:15:00	ES	Futures	3405.8	3408.8	3402.8	3408.0	4539.0
2020-02-26 01:20:00	ES	Futures	3408.0	3408.2	3405.0	3406.1	1344.0
2020-02-26 01:25:00	ES	Futures	3406.3	3407.2	3404.7	3405.0	2351.0
2020-02-26 01:30:00	ES	Futures	3405.0	3407.2	3403.9	3405.5	1435.0
2020-02-26 01:35:00	ES	Futures	3405.5	3407.4	3405.0	3405.5	2752.0
2020-02-26 01:40:00	ES	Futures	3405.3	3405.3	3403.1	3405.0	1216.0
2020-02-26 01:45:00	ES	Futures	3405.0	3405.8	3404.2	3405.8	913.0
2020-02-26 01:50:00	ES	Futures	3405.5	3405.5	3403.1	3403.6	978.0
2020-02-26 01:55:00	ES	Futures	3403.9	3403.9	3393.9	3397.9	4803.0
2020-02-26 02:00:00	ES	Futures	3397.9	3401.5	3395.2	3397.1	3590.0
2020-02-26 02:05:00	ES	Futures	3397.4	3403.6	3397.4	3402.6	3825.0
2020-02-26 02:10:00	ES	Futures	3402.6	3404.5	3400.1	3400.7	3405.0
2020-02-26 02:15:00	ES	Futures	3400.7	3402.6	3398.2	3400.9	3446.0
2020-02-26 02:20:00	ES	Futures	3400.9	3400.9	3397.1	3399.0	5017.0
2020-02-26 02:25:00	ES	Futures	3399.3	3404.2	3399.0	3401.7	3849.0
2020-02-26 02:30:00	ES	Futures	3401.5	3402.3	3397.7	3398.5	3553.0
2020-02-26 02:35:00	ES	Futures	3398.8	3401.2	3397.7	3401.2	4604.0
2020-02-26 02:40:00	ES	Futures	3401.2	3401.7	3397.9	3400.9	3688.0
2020-02-26 02:45:00	ES	Futures	3400.7	3408.0	3400.4	3407.4	3465.0
2020-02-26 02:50:00	ES	Futures	3407.4	3408.8	3404.2	3406.6	4113.0
2020-02-26 02:55:00	ES	Futures	3406.6	3413.7	3406.1	3413.1	4965.0
2020-02-26 03:00:00	ES	Futures	3412.9	3416.4	3410.4	3412.3	10090.0
2020-02-26 03:05:00	ES	Futures	3412.3	3416.6	3412.0	3413.7	7250.0
2020-02-26 03:10:00	ES	Futures	3413.7	3414.5	3409.6	3411.2	6082.0
2020-02-26 03:15:00	ES	Futures	3411.5	3414.2	3405.8	3409.1	8115.0
2020-02-26 03:20:00	ES	Futures	3409.1	3411.0	3405.8	3409.9	6012.0
2020-02-26 03:25:00	ES	Futures	3410.1	3411.0	3403.6	3404.2	5967.0
2020-02-26 03:30:00	ES	Futures	3404.2	3408.0	3402.3	3403.1	6786.0
2020-02-26 03:35:00	ES	Futures	3403.1	3404.7	3399.3	3399.6	7475.0
2020-02-26 03:40:00	ES	Futures	3399.8	3400.4	3390.4	3392.0	12453.0
2020-02-26 03:45:00	ES	Futures	3391.7	3392.8	3380.1	3382.5	14480.0
2020-02-26 03:50:00	ES	Futures	3382.5	3386.8	3377.6	3379.0	17591.0
2020-02-26 03:55:00	ES	Futures	3379.2	3381.4	3377.1	3379.8	10065.0
2020-02-26 04:00:00	ES	Futures	3379.8	3379.8	3367.9	3368.4	17126.0
2020-02-26 04:05:00	ES	Futures	3368.1	3368.4	3356.5	3358.9	20499.0

> showing 50 of 19,207 rows — these rows as CSV

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