PREVIEW / futures_5min / 2020-03-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-25.parquet
  size:    379 KB
  rows:    18,153

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
2020-03-25 00:00:00	ES	Futures	2641.51	2643.71	2638.49	2639.59	1535.0
2020-03-25 00:05:00	ES	Futures	2639.59	2645.08	2638.77	2644.26	1627.0
2020-03-25 00:10:00	ES	Futures	2644.26	2646.18	2640.14	2642.06	1482.0
2020-03-25 00:15:00	ES	Futures	2642.06	2642.34	2638.49	2640.41	1273.0
2020-03-25 00:20:00	ES	Futures	2639.87	2640.96	2633.01	2634.93	1599.0
2020-03-25 00:25:00	ES	Futures	2635.2	2635.48	2623.4	2624.5	2741.0
2020-03-25 00:30:00	ES	Futures	2624.22	2628.34	2620.66	2622.85	2214.0
2020-03-25 00:35:00	ES	Futures	2622.85	2629.44	2622.85	2628.61	1751.0
2020-03-25 00:40:00	ES	Futures	2628.34	2631.08	2619.83	2620.93	1571.0
2020-03-25 00:45:00	ES	Futures	2620.93	2625.05	2619.01	2625.05	1628.0
2020-03-25 00:50:00	ES	Futures	2625.32	2629.99	2621.48	2627.52	2013.0
2020-03-25 00:55:00	ES	Futures	2627.52	2675.27	2624.77	2665.11	5555.0
2020-03-25 01:00:00	ES	Futures	2665.39	2675.54	2647.82	2653.59	5648.0
2020-03-25 01:05:00	ES	Futures	2653.04	2680.48	2651.67	2662.92	4743.0
2020-03-25 01:10:00	ES	Futures	2662.92	2671.15	2648.1	2654.41	2820.0
2020-03-25 01:15:00	ES	Futures	2653.59	2655.23	2624.5	2625.05	3753.0
2020-03-25 01:20:00	ES	Futures	2624.77	2647.55	2624.22	2638.22	3967.0
2020-03-25 01:25:00	ES	Futures	2638.77	2659.9	2630.81	2657.15	3368.0
2020-03-25 01:30:00	ES	Futures	2656.6	2658.53	2641.79	2645.63	1718.0
2020-03-25 01:35:00	ES	Futures	2645.63	2661.82	2642.88	2656.88	2704.0
2020-03-25 01:40:00	ES	Futures	2656.33	2669.78	2653.86	2661.82	2764.0
2020-03-25 01:45:00	ES	Futures	2661.82	2668.4	2658.25	2664.29	2005.0
2020-03-25 01:50:00	ES	Futures	2664.29	2677.73	2662.09	2670.6	2736.0
2020-03-25 01:55:00	ES	Futures	2670.05	2682.67	2668.68	2680.2	2096.0
2020-03-25 02:00:00	ES	Futures	2680.75	2688.71	2667.58	2675.27	4466.0
2020-03-25 02:05:00	ES	Futures	2675.81	2677.19	2663.19	2667.86	2433.0
2020-03-25 02:10:00	ES	Futures	2668.13	2672.8	2660.45	2664.29	2374.0
2020-03-25 02:15:00	ES	Futures	2663.74	2669.23	2651.39	2658.25	2814.0
2020-03-25 02:20:00	ES	Futures	2658.25	2663.47	2655.51	2663.47	2039.0
2020-03-25 02:25:00	ES	Futures	2663.47	2672.52	2659.9	2671.97	1280.0
2020-03-25 02:30:00	ES	Futures	2672.52	2678.56	2670.33	2673.07	1738.0
2020-03-25 02:35:00	ES	Futures	2672.8	2673.62	2666.76	2673.07	1142.0
2020-03-25 02:40:00	ES	Futures	2673.07	2691.18	2672.8	2685.97	3276.0
2020-03-25 02:45:00	ES	Futures	2686.24	2692.83	2684.32	2690.91	2404.0
2020-03-25 02:50:00	ES	Futures	2691.46	2691.46	2684.87	2685.69	1457.0
2020-03-25 02:55:00	ES	Futures	2685.97	2689.26	2679.38	2685.14	1417.0
2020-03-25 03:00:00	ES	Futures	2685.42	2688.44	2679.38	2687.89	1539.0
2020-03-25 03:05:00	ES	Futures	2688.16	2695.3	2687.34	2687.89	2354.0
2020-03-25 03:10:00	ES	Futures	2687.89	2690.63	2681.58	2690.08	1542.0
2020-03-25 03:15:00	ES	Futures	2690.08	2690.63	2684.05	2684.6	2384.0
2020-03-25 03:20:00	ES	Futures	2685.14	2688.71	2679.66	2688.44	1792.0
2020-03-25 03:25:00	ES	Futures	2688.71	2696.94	2687.06	2690.91	3905.0
2020-03-25 03:30:00	ES	Futures	2691.18	2695.57	2686.24	2688.99	3150.0
2020-03-25 03:35:00	ES	Futures	2688.71	2698.59	2687.34	2694.47	4277.0
2020-03-25 03:40:00	ES	Futures	2695.02	2705.45	2693.1	2702.98	3811.0
2020-03-25 03:45:00	ES	Futures	2703.26	2704.35	2699.41	2701.33	3513.0
2020-03-25 03:50:00	ES	Futures	2701.33	2706.27	2699.14	2703.8	4091.0
2020-03-25 03:55:00	ES	Futures	2703.8	2709.02	2701.88	2708.74	4021.0
2020-03-25 04:00:00	ES	Futures	2708.74	2709.02	2689.53	2691.18	6536.0
2020-03-25 04:05:00	ES	Futures	2691.46	2699.41	2687.61	2697.49	6166.0

> showing 50 of 18,153 rows — these rows as CSV

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