PREVIEW / futures_5min / 2020-06-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-14.parquet
  size:    70 KB
  rows:    3,417

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
2020-06-14 18:00:00	ES	Futures	3332.21	3346.45	3323.28	3338.08	11620.0
2020-06-14 18:05:00	ES	Futures	3338.08	3339.19	3316.85	3320.48	5578.0
2020-06-14 18:10:00	ES	Futures	3320.48	3329.7	3319.93	3324.95	2936.0
2020-06-14 18:15:00	ES	Futures	3325.23	3333.61	3324.11	3332.21	2031.0
2020-06-14 18:20:00	ES	Futures	3332.21	3332.77	3326.91	3329.42	2086.0
2020-06-14 18:25:00	ES	Futures	3329.42	3338.36	3329.14	3336.12	1604.0
2020-06-14 18:30:00	ES	Futures	3336.4	3338.64	3331.93	3337.24	1357.0
2020-06-14 18:35:00	ES	Futures	3337.24	3339.75	3335.84	3338.36	1095.0
2020-06-14 18:40:00	ES	Futures	3338.64	3339.19	3331.93	3335.56	1810.0
2020-06-14 18:45:00	ES	Futures	3335.28	3343.94	3334.17	3342.82	1605.0
2020-06-14 18:50:00	ES	Futures	3342.82	3345.34	3341.43	3343.38	1037.0
2020-06-14 18:55:00	ES	Futures	3343.1	3348.41	3342.54	3345.62	1327.0
2020-06-14 19:00:00	ES	Futures	3345.9	3347.29	3338.91	3339.47	1365.0
2020-06-14 19:05:00	ES	Futures	3339.47	3341.71	3336.96	3337.8	951.0
2020-06-14 19:10:00	ES	Futures	3337.8	3341.99	3334.17	3341.43	1610.0
2020-06-14 19:15:00	ES	Futures	3341.43	3342.82	3330.54	3331.93	1612.0
2020-06-14 19:20:00	ES	Futures	3331.93	3336.12	3329.7	3333.05	1824.0
2020-06-14 19:25:00	ES	Futures	3332.77	3333.33	3327.19	3331.1	2586.0
2020-06-14 19:30:00	ES	Futures	3331.1	3337.52	3331.1	3336.96	1476.0
2020-06-14 19:35:00	ES	Futures	3336.68	3340.59	3334.73	3340.03	1085.0
2020-06-14 19:40:00	ES	Futures	3340.03	3341.71	3335.28	3337.8	1035.0
2020-06-14 19:45:00	ES	Futures	3337.8	3341.15	3328.86	3329.98	3126.0
2020-06-14 19:50:00	ES	Futures	3330.26	3335.84	3328.86	3330.82	2298.0
2020-06-14 19:55:00	ES	Futures	3330.54	3336.12	3324.95	3334.45	3557.0
2020-06-14 20:00:00	ES	Futures	3334.17	3338.91	3329.42	3332.21	2606.0
2020-06-14 20:05:00	ES	Futures	3332.49	3339.19	3332.21	3336.68	2097.0
2020-06-14 20:10:00	ES	Futures	3336.68	3340.59	3333.05	3334.17	2410.0
2020-06-14 20:15:00	ES	Futures	3334.45	3339.47	3331.1	3335.01	2214.0
2020-06-14 20:20:00	ES	Futures	3335.01	3339.75	3331.93	3338.08	3035.0
2020-06-14 20:25:00	ES	Futures	3338.08	3339.19	3333.05	3336.96	2718.0
2020-06-14 20:30:00	ES	Futures	3336.96	3340.31	3336.68	3337.8	2579.0
2020-06-14 20:35:00	ES	Futures	3337.52	3340.31	3336.12	3336.96	1573.0
2020-06-14 20:40:00	ES	Futures	3336.68	3338.64	3330.54	3330.54	2823.0
2020-06-14 20:45:00	ES	Futures	3330.54	3335.84	3329.98	3334.73	1482.0
2020-06-14 20:50:00	ES	Futures	3334.73	3337.24	3330.82	3332.49	1100.0
2020-06-14 20:55:00	ES	Futures	3332.49	3333.33	3327.19	3327.47	2211.0
2020-06-14 21:00:00	ES	Futures	3327.19	3330.82	3325.51	3330.54	2500.0
2020-06-14 21:05:00	ES	Futures	3330.26	3331.65	3328.02	3328.86	1116.0
2020-06-14 21:10:00	ES	Futures	3328.86	3331.65	3326.35	3327.47	1385.0
2020-06-14 21:15:00	ES	Futures	3327.19	3332.49	3325.79	3331.65	2324.0
2020-06-14 21:20:00	ES	Futures	3331.65	3335.84	3330.82	3334.17	1359.0
2020-06-14 21:25:00	ES	Futures	3334.45	3336.4	3332.77	3334.45	993.0
2020-06-14 21:30:00	ES	Futures	3334.17	3337.52	3333.61	3336.4	1605.0
2020-06-14 21:35:00	ES	Futures	3336.68	3338.64	3334.73	3336.68	1278.0
2020-06-14 21:40:00	ES	Futures	3336.68	3338.64	3335.56	3338.36	1419.0
2020-06-14 21:45:00	ES	Futures	3338.64	3340.31	3337.8	3340.31	1801.0
2020-06-14 21:50:00	ES	Futures	3340.31	3340.31	3335.28	3336.96	1344.0
2020-06-14 21:55:00	ES	Futures	3337.24	3339.75	3335.56	3338.91	838.0
2020-06-14 22:00:00	ES	Futures	3338.91	3340.31	3336.12	3336.4	1452.0
2020-06-14 22:05:00	ES	Futures	3336.4	3338.91	3333.61	3338.08	1348.0

> showing 50 of 3,417 rows — these rows as CSV

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