PREVIEW / futures_5min / 2020-04-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-29.parquet
  size:    317 KB
  rows:    17,945

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
2020-04-29 00:00:00	ES	Futures	3181.29	3188.69	3181.01	3186.5	2482.0
2020-04-29 00:05:00	ES	Futures	3186.77	3188.69	3185.68	3188.15	884.0
2020-04-29 00:10:00	ES	Futures	3188.42	3188.42	3185.13	3185.95	495.0
2020-04-29 00:15:00	ES	Futures	3185.95	3187.32	3185.4	3185.68	2262.0
2020-04-29 00:20:00	ES	Futures	3185.68	3186.5	3182.66	3183.48	1070.0
2020-04-29 00:25:00	ES	Futures	3183.48	3184.58	3181.56	3182.66	2554.0
2020-04-29 00:30:00	ES	Futures	3182.38	3182.93	3178.54	3180.19	2400.0
2020-04-29 00:35:00	ES	Futures	3180.46	3180.46	3177.44	3177.72	4517.0
2020-04-29 00:40:00	ES	Futures	3177.72	3181.83	3176.35	3180.74	1905.0
2020-04-29 00:45:00	ES	Futures	3180.74	3182.66	3180.74	3182.38	2116.0
2020-04-29 00:50:00	ES	Futures	3182.38	3184.3	3181.01	3183.48	791.0
2020-04-29 00:55:00	ES	Futures	3183.75	3186.22	3183.21	3185.13	1198.0
2020-04-29 01:00:00	ES	Futures	3185.13	3185.4	3181.01	3182.11	1641.0
2020-04-29 01:05:00	ES	Futures	3182.38	3182.38	3179.36	3180.74	753.0
2020-04-29 01:10:00	ES	Futures	3180.46	3185.4	3180.46	3185.4	1942.0
2020-04-29 01:15:00	ES	Futures	3185.13	3185.4	3184.03	3184.3	370.0
2020-04-29 01:20:00	ES	Futures	3184.58	3186.5	3184.3	3185.95	523.0
2020-04-29 01:25:00	ES	Futures	3185.95	3187.05	3181.29	3181.29	913.0
2020-04-29 01:30:00	ES	Futures	3181.29	3182.11	3177.17	3177.99	995.0
2020-04-29 01:35:00	ES	Futures	3177.99	3180.46	3177.72	3179.09	594.0
2020-04-29 01:40:00	ES	Futures	3178.82	3180.46	3178.27	3179.91	361.0
2020-04-29 01:45:00	ES	Futures	3179.91	3181.29	3178.82	3180.46	447.0
2020-04-29 01:50:00	ES	Futures	3179.91	3180.46	3177.17	3179.09	722.0
2020-04-29 01:55:00	ES	Futures	3179.09	3184.3	3179.09	3183.21	1086.0
2020-04-29 02:00:00	ES	Futures	3183.21	3185.13	3179.91	3180.19	1356.0
2020-04-29 02:05:00	ES	Futures	3180.19	3180.19	3176.62	3177.17	1225.0
2020-04-29 02:10:00	ES	Futures	3177.17	3178.82	3171.13	3173.33	2250.0
2020-04-29 02:15:00	ES	Futures	3173.33	3173.6	3171.13	3173.33	1099.0
2020-04-29 02:20:00	ES	Futures	3173.05	3175.52	3168.11	3168.11	1664.0
2020-04-29 02:25:00	ES	Futures	3168.39	3170.31	3167.56	3167.84	1000.0
2020-04-29 02:30:00	ES	Futures	3167.84	3171.68	3167.56	3170.58	1203.0
2020-04-29 02:35:00	ES	Futures	3171.13	3172.5	3169.21	3169.49	819.0
2020-04-29 02:40:00	ES	Futures	3169.76	3171.95	3167.84	3168.66	680.0
2020-04-29 02:45:00	ES	Futures	3168.66	3172.78	3168.66	3172.5	698.0
2020-04-29 02:50:00	ES	Futures	3172.78	3174.7	3172.5	3173.33	1069.0
2020-04-29 02:55:00	ES	Futures	3173.05	3173.6	3170.86	3171.68	686.0
2020-04-29 03:00:00	ES	Futures	3171.68	3175.52	3165.92	3174.42	4111.0
2020-04-29 03:05:00	ES	Futures	3174.42	3176.35	3173.05	3174.97	2318.0
2020-04-29 03:10:00	ES	Futures	3174.7	3178.54	3173.88	3174.7	2008.0
2020-04-29 03:15:00	ES	Futures	3174.97	3175.25	3169.21	3169.76	2161.0
2020-04-29 03:20:00	ES	Futures	3169.76	3171.13	3167.02	3167.56	2050.0
2020-04-29 03:25:00	ES	Futures	3167.29	3170.86	3165.92	3166.74	1786.0
2020-04-29 03:30:00	ES	Futures	3167.02	3169.21	3164.55	3165.09	1989.0
2020-04-29 03:35:00	ES	Futures	3165.37	3169.76	3165.09	3167.02	1753.0
2020-04-29 03:40:00	ES	Futures	3167.29	3170.03	3165.92	3169.49	1308.0
2020-04-29 03:45:00	ES	Futures	3169.49	3172.23	3168.11	3171.41	1515.0
2020-04-29 03:50:00	ES	Futures	3171.41	3174.15	3169.21	3173.05	2418.0
2020-04-29 03:55:00	ES	Futures	3173.05	3176.89	3172.78	3176.35	2303.0
2020-04-29 04:00:00	ES	Futures	3176.07	3176.07	3172.23	3173.05	1548.0
2020-04-29 04:05:00	ES	Futures	3173.05	3173.6	3170.31	3170.58	1155.0

> showing 50 of 17,945 rows — these rows as CSV

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