PREVIEW / futures_5min / 2020-05-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-10.parquet
  size:    72 KB
  rows:    3,517

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
2020-05-10 18:00:00	ES	Futures	3205.98	3206.26	3200.77	3202.14	5576.0
2020-05-10 18:05:00	ES	Futures	3202.14	3202.69	3200.77	3201.32	1511.0
2020-05-10 18:10:00	ES	Futures	3201.32	3211.47	3201.04	3208.73	2037.0
2020-05-10 18:15:00	ES	Futures	3208.45	3209.55	3206.26	3207.9	1565.0
2020-05-10 18:20:00	ES	Futures	3207.9	3212.29	3207.08	3211.47	1280.0
2020-05-10 18:25:00	ES	Futures	3211.47	3214.21	3210.1	3211.2	1890.0
2020-05-10 18:30:00	ES	Futures	3211.2	3212.29	3206.81	3207.08	1763.0
2020-05-10 18:35:00	ES	Futures	3207.08	3210.1	3205.71	3208.18	795.0
2020-05-10 18:40:00	ES	Futures	3208.45	3210.1	3208.18	3208.73	267.0
2020-05-10 18:45:00	ES	Futures	3209.28	3210.92	3208.45	3210.92	322.0
2020-05-10 18:50:00	ES	Futures	3210.92	3212.57	3209.28	3211.2	1061.0
2020-05-10 18:55:00	ES	Futures	3210.92	3213.12	3210.37	3212.29	552.0
2020-05-10 19:00:00	ES	Futures	3212.29	3215.86	3212.29	3213.12	2701.0
2020-05-10 19:05:00	ES	Futures	3213.12	3213.94	3212.84	3213.12	325.0
2020-05-10 19:10:00	ES	Futures	3213.12	3214.21	3210.1	3210.65	1271.0
2020-05-10 19:15:00	ES	Futures	3210.37	3214.49	3209.82	3213.12	2796.0
2020-05-10 19:20:00	ES	Futures	3213.39	3214.76	3212.02	3213.94	5070.0
2020-05-10 19:25:00	ES	Futures	3213.67	3217.51	3213.39	3216.41	1258.0
2020-05-10 19:30:00	ES	Futures	3216.68	3222.72	3216.68	3221.08	2453.0
2020-05-10 19:35:00	ES	Futures	3221.35	3224.64	3220.25	3223.54	1636.0
2020-05-10 19:40:00	ES	Futures	3223.54	3226.01	3222.17	3224.37	2223.0
2020-05-10 19:45:00	ES	Futures	3224.37	3225.19	3220.53	3222.17	1808.0
2020-05-10 19:50:00	ES	Futures	3222.45	3223.54	3221.62	3222.45	1607.0
2020-05-10 19:55:00	ES	Futures	3222.72	3225.47	3222.45	3224.92	2411.0
2020-05-10 20:00:00	ES	Futures	3224.92	3226.01	3222.17	3223.27	1996.0
2020-05-10 20:05:00	ES	Futures	3223.27	3226.56	3223.27	3225.19	1500.0
2020-05-10 20:10:00	ES	Futures	3225.19	3228.21	3225.19	3226.01	4124.0
2020-05-10 20:15:00	ES	Futures	3226.29	3228.76	3224.64	3228.48	1982.0
2020-05-10 20:20:00	ES	Futures	3228.48	3229.31	3226.01	3226.56	1552.0
2020-05-10 20:25:00	ES	Futures	3226.56	3227.94	3225.74	3226.84	1239.0
2020-05-10 20:30:00	ES	Futures	3226.84	3227.39	3225.74	3226.01	649.0
2020-05-10 20:35:00	ES	Futures	3226.29	3226.56	3223.54	3224.09	2031.0
2020-05-10 20:40:00	ES	Futures	3224.09	3224.92	3223.27	3224.64	537.0
2020-05-10 20:45:00	ES	Futures	3224.64	3224.92	3222.72	3224.37	1211.0
2020-05-10 20:50:00	ES	Futures	3224.37	3227.66	3224.37	3226.84	962.0
2020-05-10 20:55:00	ES	Futures	3227.11	3228.76	3226.84	3228.21	734.0
2020-05-10 21:00:00	ES	Futures	3228.21	3229.31	3223.82	3226.84	1681.0
2020-05-10 21:05:00	ES	Futures	3226.84	3227.11	3224.09	3225.74	603.0
2020-05-10 21:10:00	ES	Futures	3225.47	3227.11	3225.47	3227.11	2513.0
2020-05-10 21:15:00	ES	Futures	3227.11	3228.21	3224.92	3227.11	2386.0
2020-05-10 21:20:00	ES	Futures	3226.84	3229.03	3226.29	3227.94	3438.0
2020-05-10 21:25:00	ES	Futures	3227.94	3228.21	3225.74	3227.66	2264.0
2020-05-10 21:30:00	ES	Futures	3227.66	3232.33	3226.84	3231.78	2155.0
2020-05-10 21:35:00	ES	Futures	3231.78	3233.97	3230.95	3233.15	1902.0
2020-05-10 21:40:00	ES	Futures	3232.87	3234.8	3231.23	3231.5	1635.0
2020-05-10 21:45:00	ES	Futures	3231.5	3233.97	3231.5	3232.87	3109.0
2020-05-10 21:50:00	ES	Futures	3232.87	3234.25	3231.78	3233.15	1465.0
2020-05-10 21:55:00	ES	Futures	3233.42	3234.25	3231.23	3232.33	1310.0
2020-05-10 22:00:00	ES	Futures	3232.33	3233.42	3231.23	3231.78	647.0
2020-05-10 22:05:00	ES	Futures	3232.05	3232.87	3232.05	3232.6	430.0

> showing 50 of 3,517 rows — these rows as CSV

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