PREVIEW / futures_5min / 2020-04-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-26.parquet
  size:    75 KB
  rows:    3,471

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
2020-04-26 18:00:00	ES	Futures	3105.27	3125.03	3105.27	3111.86	6176.0
2020-04-26 18:05:00	ES	Futures	3111.86	3112.41	3095.94	3096.77	4319.0
2020-04-26 18:10:00	ES	Futures	3096.49	3100.88	3094.57	3100.88	1816.0
2020-04-26 18:15:00	ES	Futures	3100.88	3100.88	3099.51	3100.33	878.0
2020-04-26 18:20:00	ES	Futures	3100.61	3100.88	3099.51	3100.06	886.0
2020-04-26 18:25:00	ES	Futures	3100.06	3100.88	3095.39	3098.14	1176.0
2020-04-26 18:30:00	ES	Futures	3098.14	3099.51	3089.91	3092.65	3312.0
2020-04-26 18:35:00	ES	Futures	3092.65	3093.2	3087.44	3090.45	1580.0
2020-04-26 18:40:00	ES	Futures	3090.45	3092.92	3090.18	3090.73	911.0
2020-04-26 18:45:00	ES	Futures	3090.45	3093.2	3090.45	3092.65	733.0
2020-04-26 18:50:00	ES	Futures	3092.65	3096.77	3091.0	3092.1	1137.0
2020-04-26 18:55:00	ES	Futures	3092.1	3093.2	3088.81	3090.18	851.0
2020-04-26 19:00:00	ES	Futures	3090.45	3095.39	3090.45	3094.57	1117.0
2020-04-26 19:05:00	ES	Futures	3094.84	3096.22	3091.28	3092.92	644.0
2020-04-26 19:10:00	ES	Futures	3093.2	3096.49	3093.2	3095.94	732.0
2020-04-26 19:15:00	ES	Futures	3095.67	3096.22	3092.37	3092.92	516.0
2020-04-26 19:20:00	ES	Futures	3092.65	3098.41	3092.37	3097.86	938.0
2020-04-26 19:25:00	ES	Futures	3097.86	3100.33	3097.59	3099.24	1145.0
2020-04-26 19:30:00	ES	Futures	3098.96	3100.88	3096.49	3097.59	921.0
2020-04-26 19:35:00	ES	Futures	3097.59	3098.69	3093.47	3093.75	712.0
2020-04-26 19:40:00	ES	Futures	3093.75	3094.84	3092.1	3094.57	708.0
2020-04-26 19:45:00	ES	Futures	3094.3	3096.49	3092.1	3093.75	731.0
2020-04-26 19:50:00	ES	Futures	3093.47	3095.39	3091.55	3093.2	738.0
2020-04-26 19:55:00	ES	Futures	3093.47	3095.12	3092.92	3094.57	611.0
2020-04-26 20:00:00	ES	Futures	3094.57	3095.39	3089.08	3091.83	1692.0
2020-04-26 20:05:00	ES	Futures	3091.83	3097.04	3091.28	3095.94	1577.0
2020-04-26 20:10:00	ES	Futures	3095.94	3097.59	3092.1	3092.92	1225.0
2020-04-26 20:15:00	ES	Futures	3093.2	3097.86	3092.65	3094.84	932.0
2020-04-26 20:20:00	ES	Futures	3094.84	3098.41	3094.02	3094.84	569.0
2020-04-26 20:25:00	ES	Futures	3095.12	3099.78	3095.12	3098.69	1281.0
2020-04-26 20:30:00	ES	Futures	3098.69	3098.96	3096.49	3096.49	657.0
2020-04-26 20:35:00	ES	Futures	3096.77	3097.86	3093.75	3093.75	639.0
2020-04-26 20:40:00	ES	Futures	3094.02	3095.39	3092.65	3094.02	796.0
2020-04-26 20:45:00	ES	Futures	3094.02	3098.41	3093.75	3098.41	595.0
2020-04-26 20:50:00	ES	Futures	3098.41	3099.51	3096.22	3098.69	606.0
2020-04-26 20:55:00	ES	Futures	3098.96	3105.0	3098.69	3103.63	1639.0
2020-04-26 21:00:00	ES	Futures	3103.9	3104.72	3100.33	3100.61	1018.0
2020-04-26 21:05:00	ES	Futures	3100.61	3101.98	3098.14	3099.51	921.0
2020-04-26 21:10:00	ES	Futures	3099.51	3099.78	3097.31	3099.51	495.0
2020-04-26 21:15:00	ES	Futures	3099.78	3103.35	3098.41	3100.33	1328.0
2020-04-26 21:20:00	ES	Futures	3100.61	3104.45	3100.06	3102.53	956.0
2020-04-26 21:25:00	ES	Futures	3102.25	3104.72	3101.16	3104.45	797.0
2020-04-26 21:30:00	ES	Futures	3104.45	3109.11	3103.9	3106.64	2058.0
2020-04-26 21:35:00	ES	Futures	3106.64	3111.04	3105.82	3109.39	1742.0
2020-04-26 21:40:00	ES	Futures	3109.39	3109.94	3107.19	3108.84	746.0
2020-04-26 21:45:00	ES	Futures	3109.11	3113.5	3108.57	3111.31	1517.0
2020-04-26 21:50:00	ES	Futures	3111.31	3112.96	3110.21	3111.04	1208.0
2020-04-26 21:55:00	ES	Futures	3111.31	3112.96	3109.94	3111.31	828.0
2020-04-26 22:00:00	ES	Futures	3111.31	3112.13	3110.49	3111.31	760.0
2020-04-26 22:05:00	ES	Futures	3111.31	3116.52	3110.49	3115.97	2161.0

> showing 50 of 3,471 rows — these rows as CSV

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