PREVIEW / futures_5min / 2020-06-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-08.parquet
  size:    305 KB
  rows:    17,907

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
2020-06-08 00:00:00	ES	Futures	3505.37	3506.19	3504.0	3505.09	555.0
2020-06-08 00:05:00	ES	Futures	3505.37	3505.64	3504.0	3504.82	454.0
2020-06-08 00:10:00	ES	Futures	3504.82	3507.01	3504.55	3506.47	366.0
2020-06-08 00:15:00	ES	Futures	3506.47	3507.29	3505.37	3506.47	342.0
2020-06-08 00:20:00	ES	Futures	3506.47	3507.29	3506.19	3506.19	307.0
2020-06-08 00:25:00	ES	Futures	3506.19	3506.19	3504.55	3505.37	435.0
2020-06-08 00:30:00	ES	Futures	3505.09	3505.92	3504.27	3505.09	515.0
2020-06-08 00:35:00	ES	Futures	3505.37	3505.92	3504.55	3505.09	250.0
2020-06-08 00:40:00	ES	Futures	3505.37	3507.01	3504.82	3506.19	664.0
2020-06-08 00:45:00	ES	Futures	3506.19	3507.29	3505.92	3506.19	292.0
2020-06-08 00:50:00	ES	Futures	3505.92	3507.84	3504.55	3507.56	498.0
2020-06-08 00:55:00	ES	Futures	3507.29	3507.56	3506.74	3507.29	290.0
2020-06-08 01:00:00	ES	Futures	3507.29	3507.84	3506.19	3507.01	458.0
2020-06-08 01:05:00	ES	Futures	3507.29	3507.56	3504.27	3505.09	618.0
2020-06-08 01:10:00	ES	Futures	3505.09	3506.19	3504.55	3506.19	391.0
2020-06-08 01:15:00	ES	Futures	3505.92	3505.92	3504.27	3504.27	427.0
2020-06-08 01:20:00	ES	Futures	3504.27	3504.27	3502.08	3502.9	1030.0
2020-06-08 01:25:00	ES	Futures	3502.9	3504.27	3502.62	3502.9	505.0
2020-06-08 01:30:00	ES	Futures	3502.9	3504.0	3502.62	3503.72	805.0
2020-06-08 01:35:00	ES	Futures	3503.72	3504.0	3502.62	3502.9	636.0
2020-06-08 01:40:00	ES	Futures	3502.62	3504.82	3502.08	3504.55	644.0
2020-06-08 01:45:00	ES	Futures	3504.55	3504.55	3502.9	3504.0	603.0
2020-06-08 01:50:00	ES	Futures	3504.0	3506.47	3503.72	3506.19	943.0
2020-06-08 01:55:00	ES	Futures	3505.92	3508.39	3504.82	3508.39	1238.0
2020-06-08 02:00:00	ES	Futures	3508.39	3508.94	3499.88	3502.08	3702.0
2020-06-08 02:05:00	ES	Futures	3502.08	3504.55	3500.7	3504.27	1505.0
2020-06-08 02:10:00	ES	Futures	3504.27	3505.64	3502.9	3504.0	1376.0
2020-06-08 02:15:00	ES	Futures	3504.27	3505.09	3502.9	3504.82	915.0
2020-06-08 02:20:00	ES	Futures	3504.55	3507.01	3504.27	3505.64	1519.0
2020-06-08 02:25:00	ES	Futures	3505.37	3506.47	3503.72	3504.82	1087.0
2020-06-08 02:30:00	ES	Futures	3504.55	3504.82	3502.08	3502.35	1346.0
2020-06-08 02:35:00	ES	Futures	3502.08	3502.35	3501.25	3501.25	2028.0
2020-06-08 02:40:00	ES	Futures	3501.53	3502.62	3500.43	3501.53	1313.0
2020-06-08 02:45:00	ES	Futures	3501.53	3504.0	3500.7	3502.35	1225.0
2020-06-08 02:50:00	ES	Futures	3502.35	3504.0	3501.25	3502.62	991.0
2020-06-08 02:55:00	ES	Futures	3502.62	3502.62	3499.33	3500.15	1401.0
2020-06-08 03:00:00	ES	Futures	3500.15	3500.7	3494.94	3495.22	5955.0
2020-06-08 03:05:00	ES	Futures	3495.22	3500.15	3494.39	3499.06	4860.0
2020-06-08 03:10:00	ES	Futures	3499.06	3499.33	3494.39	3494.67	6519.0
2020-06-08 03:15:00	ES	Futures	3494.39	3496.59	3494.12	3496.04	2951.0
2020-06-08 03:20:00	ES	Futures	3496.04	3497.68	3494.94	3495.22	2226.0
2020-06-08 03:25:00	ES	Futures	3495.22	3496.86	3494.94	3496.31	1805.0
2020-06-08 03:30:00	ES	Futures	3496.31	3499.88	3496.31	3499.33	2574.0
2020-06-08 03:35:00	ES	Futures	3499.61	3503.17	3498.78	3500.98	3222.0
2020-06-08 03:40:00	ES	Futures	3501.25	3504.0	3500.7	3501.53	2708.0
2020-06-08 03:45:00	ES	Futures	3501.53	3502.35	3497.96	3498.23	2813.0
2020-06-08 03:50:00	ES	Futures	3498.23	3498.78	3497.14	3497.14	2202.0
2020-06-08 03:55:00	ES	Futures	3497.14	3498.51	3496.04	3497.14	4286.0
2020-06-08 04:00:00	ES	Futures	3497.14	3500.15	3496.86	3499.88	2335.0
2020-06-08 04:05:00	ES	Futures	3499.88	3500.98	3498.51	3500.98	1617.0

> showing 50 of 17,907 rows — these rows as CSV

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