PREVIEW / futures_5min / 2020-05-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-25.parquet
  size:    189 KB
  rows:    11,928

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
2020-05-25 00:00:00	ES	Futures	3251.81	3253.46	3251.54	3252.63	215.0
2020-05-25 00:05:00	ES	Futures	3252.63	3254.55	3252.63	3254.28	304.0
2020-05-25 00:10:00	ES	Futures	3254.0	3254.55	3253.73	3254.0	207.0
2020-05-25 00:15:00	ES	Futures	3254.0	3254.55	3253.46	3254.0	179.0
2020-05-25 00:20:00	ES	Futures	3254.0	3254.28	3253.73	3254.28	147.0
2020-05-25 00:25:00	ES	Futures	3254.28	3255.38	3254.28	3254.83	436.0
2020-05-25 00:30:00	ES	Futures	3254.83	3255.1	3254.55	3254.55	200.0
2020-05-25 00:35:00	ES	Futures	3254.55	3254.55	3253.73	3254.0	237.0
2020-05-25 00:40:00	ES	Futures	3254.28	3254.28	3252.63	3253.73	273.0
2020-05-25 00:45:00	ES	Futures	3254.0	3254.28	3253.18	3254.0	111.0
2020-05-25 00:50:00	ES	Futures	3254.0	3254.55	3252.91	3252.91	154.0
2020-05-25 00:55:00	ES	Futures	3253.18	3254.0	3252.63	3252.91	384.0
2020-05-25 01:00:00	ES	Futures	3253.18	3256.2	3252.91	3255.1	721.0
2020-05-25 01:05:00	ES	Futures	3255.1	3255.1	3254.28	3254.55	248.0
2020-05-25 01:10:00	ES	Futures	3254.55	3255.93	3254.28	3255.1	323.0
2020-05-25 01:15:00	ES	Futures	3255.1	3256.75	3254.83	3255.65	368.0
2020-05-25 01:20:00	ES	Futures	3255.65	3256.2	3255.38	3255.93	194.0
2020-05-25 01:25:00	ES	Futures	3256.2	3256.47	3255.38	3256.2	273.0
2020-05-25 01:30:00	ES	Futures	3256.47	3257.3	3255.38	3256.2	649.0
2020-05-25 01:35:00	ES	Futures	3256.2	3256.47	3253.73	3253.73	472.0
2020-05-25 01:40:00	ES	Futures	3253.73	3254.28	3252.63	3254.28	523.0
2020-05-25 01:45:00	ES	Futures	3254.0	3254.55	3253.18	3253.46	308.0
2020-05-25 01:50:00	ES	Futures	3253.46	3254.0	3253.18	3253.73	659.0
2020-05-25 01:55:00	ES	Futures	3253.73	3255.38	3253.46	3254.83	532.0
2020-05-25 02:00:00	ES	Futures	3254.83	3258.12	3254.83	3257.85	1200.0
2020-05-25 02:05:00	ES	Futures	3257.85	3258.4	3256.2	3257.3	1042.0
2020-05-25 02:10:00	ES	Futures	3257.3	3259.22	3256.2	3258.67	1096.0
2020-05-25 02:15:00	ES	Futures	3258.94	3260.04	3258.4	3259.22	1059.0
2020-05-25 02:20:00	ES	Futures	3259.22	3260.04	3257.02	3257.3	1520.0
2020-05-25 02:25:00	ES	Futures	3257.57	3257.85	3256.75	3257.85	436.0
2020-05-25 02:30:00	ES	Futures	3257.85	3258.67	3257.3	3258.4	384.0
2020-05-25 02:35:00	ES	Futures	3258.67	3259.77	3258.67	3259.77	491.0
2020-05-25 02:40:00	ES	Futures	3259.77	3259.77	3258.12	3258.12	404.0
2020-05-25 02:45:00	ES	Futures	3258.12	3258.67	3257.57	3257.85	403.0
2020-05-25 02:50:00	ES	Futures	3257.85	3258.4	3257.02	3257.85	418.0
2020-05-25 02:55:00	ES	Futures	3258.12	3258.12	3256.75	3256.75	432.0
2020-05-25 03:00:00	ES	Futures	3257.02	3257.3	3252.63	3253.73	1349.0
2020-05-25 03:05:00	ES	Futures	3253.73	3254.55	3252.08	3252.63	989.0
2020-05-25 03:10:00	ES	Futures	3252.63	3254.55	3252.08	3254.0	800.0
2020-05-25 03:15:00	ES	Futures	3254.28	3254.55	3249.61	3251.54	1233.0
2020-05-25 03:20:00	ES	Futures	3251.26	3252.91	3250.99	3252.36	698.0
2020-05-25 03:25:00	ES	Futures	3252.36	3253.18	3250.99	3252.63	580.0
2020-05-25 03:30:00	ES	Futures	3252.36	3252.91	3248.24	3249.61	1191.0
2020-05-25 03:35:00	ES	Futures	3249.61	3252.08	3248.79	3251.81	735.0
2020-05-25 03:40:00	ES	Futures	3251.81	3252.91	3251.54	3252.08	444.0
2020-05-25 03:45:00	ES	Futures	3252.08	3253.18	3250.71	3250.99	618.0
2020-05-25 03:50:00	ES	Futures	3250.71	3253.73	3250.71	3252.63	840.0
2020-05-25 03:55:00	ES	Futures	3252.91	3253.18	3251.81	3252.36	476.0
2020-05-25 04:00:00	ES	Futures	3252.36	3252.91	3249.61	3249.61	530.0
2020-05-25 04:05:00	ES	Futures	3249.61	3251.26	3249.07	3251.26	706.0

> showing 50 of 11,928 rows — these rows as CSV

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