PREVIEW / futures_5min / 2020-03-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-03.parquet
  size:    378 KB
  rows:    18,825

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
2020-03-03 00:00:00	ES	Futures	3322.9	3329.1	3322.3	3325.3	2785.0
2020-03-03 00:05:00	ES	Futures	3325.3	3325.3	3318.8	3319.6	3008.0
2020-03-03 00:10:00	ES	Futures	3319.6	3322.1	3318.3	3320.7	1948.0
2020-03-03 00:15:00	ES	Futures	3321.0	3321.3	3316.4	3318.0	1675.0
2020-03-03 00:20:00	ES	Futures	3318.3	3319.4	3315.8	3319.1	1370.0
2020-03-03 00:25:00	ES	Futures	3318.8	3320.4	3316.9	3318.8	1411.0
2020-03-03 00:30:00	ES	Futures	3318.8	3320.7	3313.7	3318.0	1801.0
2020-03-03 00:35:00	ES	Futures	3318.0	3321.8	3315.8	3318.8	1686.0
2020-03-03 00:40:00	ES	Futures	3318.5	3320.4	3316.9	3318.3	992.0
2020-03-03 00:45:00	ES	Futures	3317.7	3318.0	3313.7	3315.3	1541.0
2020-03-03 00:50:00	ES	Futures	3315.0	3316.1	3313.9	3315.6	726.0
2020-03-03 00:55:00	ES	Futures	3315.8	3317.7	3310.7	3311.0	2206.0
2020-03-03 01:00:00	ES	Futures	3311.2	3311.2	3303.4	3304.5	4884.0
2020-03-03 01:05:00	ES	Futures	3304.5	3307.2	3301.2	3301.7	3087.0
2020-03-03 01:10:00	ES	Futures	3301.7	3305.5	3301.5	3305.0	2062.0
2020-03-03 01:15:00	ES	Futures	3305.0	3305.3	3301.7	3303.4	1412.0
2020-03-03 01:20:00	ES	Futures	3303.4	3312.3	3303.1	3308.2	2212.0
2020-03-03 01:25:00	ES	Futures	3308.5	3314.5	3306.4	3313.9	2286.0
2020-03-03 01:30:00	ES	Futures	3314.2	3315.8	3309.9	3309.9	2020.0
2020-03-03 01:35:00	ES	Futures	3309.6	3310.7	3306.4	3309.9	2743.0
2020-03-03 01:40:00	ES	Futures	3309.6	3314.8	3309.1	3313.1	1686.0
2020-03-03 01:45:00	ES	Futures	3313.4	3313.9	3311.5	3312.9	719.0
2020-03-03 01:50:00	ES	Futures	3313.1	3315.3	3312.0	3314.2	895.0
2020-03-03 01:55:00	ES	Futures	3314.2	3328.8	3314.2	3327.8	4382.0
2020-03-03 02:00:00	ES	Futures	3327.5	3331.8	3324.0	3329.4	3951.0
2020-03-03 02:05:00	ES	Futures	3329.7	3330.5	3323.7	3327.2	2954.0
2020-03-03 02:10:00	ES	Futures	3327.2	3335.9	3326.4	3334.0	4172.0
2020-03-03 02:15:00	ES	Futures	3334.0	3334.0	3327.5	3329.7	2489.0
2020-03-03 02:20:00	ES	Futures	3329.9	3329.9	3325.6	3328.0	2534.0
2020-03-03 02:25:00	ES	Futures	3327.8	3331.3	3324.8	3328.3	3421.0
2020-03-03 02:30:00	ES	Futures	3328.3	3328.8	3320.4	3321.8	3735.0
2020-03-03 02:35:00	ES	Futures	3321.8	3323.4	3317.2	3319.9	2897.0
2020-03-03 02:40:00	ES	Futures	3320.2	3328.8	3319.6	3325.3	3901.0
2020-03-03 02:45:00	ES	Futures	3325.3	3326.1	3319.1	3319.9	2128.0
2020-03-03 02:50:00	ES	Futures	3319.9	3325.6	3319.6	3324.0	1730.0
2020-03-03 02:55:00	ES	Futures	3323.7	3332.6	3323.4	3332.1	3467.0
2020-03-03 03:00:00	ES	Futures	3331.8	3332.6	3326.9	3329.4	6224.0
2020-03-03 03:05:00	ES	Futures	3329.4	3329.9	3315.3	3321.8	6382.0
2020-03-03 03:10:00	ES	Futures	3321.8	3341.3	3320.7	3340.8	8075.0
2020-03-03 03:15:00	ES	Futures	3340.8	3348.6	3336.2	3347.5	9294.0
2020-03-03 03:20:00	ES	Futures	3347.5	3351.1	3344.3	3348.1	7225.0
2020-03-03 03:25:00	ES	Futures	3348.1	3348.4	3341.6	3341.6	5186.0
2020-03-03 03:30:00	ES	Futures	3341.9	3352.4	3341.3	3351.3	7002.0
2020-03-03 03:35:00	ES	Futures	3351.1	3358.9	3349.2	3355.4	7141.0
2020-03-03 03:40:00	ES	Futures	3355.7	3360.0	3354.6	3355.9	7954.0
2020-03-03 03:45:00	ES	Futures	3355.9	3356.2	3349.7	3350.3	7120.0
2020-03-03 03:50:00	ES	Futures	3350.3	3350.8	3342.9	3343.2	5981.0
2020-03-03 03:55:00	ES	Futures	3343.2	3348.4	3341.6	3345.1	3938.0
2020-03-03 04:00:00	ES	Futures	3345.1	3345.4	3338.6	3339.1	4637.0
2020-03-03 04:05:00	ES	Futures	3339.1	3344.3	3337.0	3342.4	5658.0

> showing 50 of 18,825 rows — these rows as CSV

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