PREVIEW / futures_5min / 2020-04-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-23.parquet
  size:    321 KB
  rows:    17,725

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
2020-04-23 00:00:00	ES	Futures	3048.19	3049.29	3047.1	3048.74	405.0
2020-04-23 00:05:00	ES	Futures	3049.29	3051.49	3048.74	3049.57	368.0
2020-04-23 00:10:00	ES	Futures	3049.84	3049.84	3047.65	3048.47	228.0
2020-04-23 00:15:00	ES	Futures	3048.74	3051.21	3048.74	3051.21	391.0
2020-04-23 00:20:00	ES	Futures	3051.21	3051.49	3050.39	3050.39	1445.0
2020-04-23 00:25:00	ES	Futures	3050.12	3055.33	3050.12	3053.68	2202.0
2020-04-23 00:30:00	ES	Futures	3053.96	3059.99	3053.41	3056.98	1519.0
2020-04-23 00:35:00	ES	Futures	3056.7	3059.17	3054.23	3057.25	2578.0
2020-04-23 00:40:00	ES	Futures	3056.98	3059.72	3055.33	3056.7	1556.0
2020-04-23 00:45:00	ES	Futures	3056.43	3056.7	3052.86	3053.41	1218.0
2020-04-23 00:50:00	ES	Futures	3053.41	3054.23	3052.31	3053.96	376.0
2020-04-23 00:55:00	ES	Futures	3054.23	3057.8	3054.23	3056.43	464.0
2020-04-23 01:00:00	ES	Futures	3056.43	3065.48	3055.6	3063.84	2646.0
2020-04-23 01:05:00	ES	Futures	3063.84	3067.4	3063.01	3064.66	1389.0
2020-04-23 01:10:00	ES	Futures	3064.93	3066.03	3061.37	3064.11	1285.0
2020-04-23 01:15:00	ES	Futures	3064.11	3064.66	3061.09	3063.01	654.0
2020-04-23 01:20:00	ES	Futures	3063.01	3067.95	3062.74	3067.68	891.0
2020-04-23 01:25:00	ES	Futures	3067.4	3067.95	3064.38	3065.48	1015.0
2020-04-23 01:30:00	ES	Futures	3065.76	3067.95	3064.93	3066.31	664.0
2020-04-23 01:35:00	ES	Futures	3066.03	3066.03	3063.01	3064.38	768.0
2020-04-23 01:40:00	ES	Futures	3064.66	3064.66	3059.45	3060.82	962.0
2020-04-23 01:45:00	ES	Futures	3060.54	3061.64	3057.52	3061.37	1191.0
2020-04-23 01:50:00	ES	Futures	3061.37	3064.93	3061.37	3062.19	624.0
2020-04-23 01:55:00	ES	Futures	3062.19	3063.01	3060.27	3060.54	663.0
2020-04-23 02:00:00	ES	Futures	3060.82	3066.85	3055.6	3065.48	1787.0
2020-04-23 02:05:00	ES	Futures	3065.48	3071.79	3064.66	3069.6	2722.0
2020-04-23 02:10:00	ES	Futures	3069.32	3072.34	3067.95	3068.5	1565.0
2020-04-23 02:15:00	ES	Futures	3068.23	3071.52	3067.68	3068.78	1189.0
2020-04-23 02:20:00	ES	Futures	3068.5	3070.42	3067.95	3070.15	754.0
2020-04-23 02:25:00	ES	Futures	3070.42	3072.89	3068.5	3072.62	1103.0
2020-04-23 02:30:00	ES	Futures	3072.89	3079.75	3070.97	3076.73	3688.0
2020-04-23 02:35:00	ES	Futures	3077.01	3077.28	3073.44	3076.73	1013.0
2020-04-23 02:40:00	ES	Futures	3077.01	3078.65	3075.64	3076.73	952.0
2020-04-23 02:45:00	ES	Futures	3076.73	3077.83	3074.54	3074.81	889.0
2020-04-23 02:50:00	ES	Futures	3074.81	3076.18	3073.17	3073.44	644.0
2020-04-23 02:55:00	ES	Futures	3073.71	3074.81	3072.89	3073.44	830.0
2020-04-23 03:00:00	ES	Futures	3073.71	3073.71	3069.32	3069.87	3032.0
2020-04-23 03:05:00	ES	Futures	3069.87	3072.89	3068.5	3071.24	1913.0
2020-04-23 03:10:00	ES	Futures	3071.52	3074.54	3071.24	3072.07	1828.0
2020-04-23 03:15:00	ES	Futures	3071.79	3071.79	3066.31	3066.31	2749.0
2020-04-23 03:20:00	ES	Futures	3066.31	3067.68	3059.17	3059.17	3282.0
2020-04-23 03:25:00	ES	Futures	3058.9	3062.46	3056.98	3061.64	2623.0
2020-04-23 03:30:00	ES	Futures	3061.64	3064.66	3060.54	3060.54	2703.0
2020-04-23 03:35:00	ES	Futures	3060.54	3061.91	3056.98	3059.72	1822.0
2020-04-23 03:40:00	ES	Futures	3059.45	3059.45	3055.05	3055.88	1782.0
2020-04-23 03:45:00	ES	Futures	3055.88	3055.88	3050.39	3053.96	2691.0
2020-04-23 03:50:00	ES	Futures	3053.96	3054.23	3049.29	3052.31	2224.0
2020-04-23 03:55:00	ES	Futures	3052.31	3054.23	3050.94	3051.49	1502.0
2020-04-23 04:00:00	ES	Futures	3051.49	3056.43	3049.84	3053.68	2331.0
2020-04-23 04:05:00	ES	Futures	3053.41	3053.41	3048.47	3050.94	2629.0

> showing 50 of 17,725 rows — these rows as CSV

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