PREVIEW / futures_5min / 2020-06-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-29.parquet
  size:    290 KB
  rows:    17,239

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
2020-06-29 00:00:00	ES	Futures	3355.39	3358.74	3354.83	3357.9	952.0
2020-06-29 00:05:00	ES	Futures	3357.9	3361.53	3355.39	3357.07	1871.0
2020-06-29 00:10:00	ES	Futures	3357.34	3357.62	3354.27	3354.27	836.0
2020-06-29 00:15:00	ES	Futures	3354.27	3356.23	3352.32	3355.11	953.0
2020-06-29 00:20:00	ES	Futures	3355.11	3357.34	3353.71	3354.27	600.0
2020-06-29 00:25:00	ES	Futures	3353.99	3356.51	3353.71	3356.51	418.0
2020-06-29 00:30:00	ES	Futures	3356.51	3358.46	3355.11	3355.39	863.0
2020-06-29 00:35:00	ES	Futures	3355.67	3355.67	3348.13	3348.97	2635.0
2020-06-29 00:40:00	ES	Futures	3348.97	3351.2	3347.01	3350.36	1708.0
2020-06-29 00:45:00	ES	Futures	3350.36	3351.76	3349.81	3350.64	869.0
2020-06-29 00:50:00	ES	Futures	3350.36	3351.2	3347.85	3351.2	1003.0
2020-06-29 00:55:00	ES	Futures	3350.92	3353.44	3348.13	3349.53	1269.0
2020-06-29 01:00:00	ES	Futures	3349.53	3352.88	3349.25	3351.76	848.0
2020-06-29 01:05:00	ES	Futures	3351.76	3357.62	3351.48	3356.51	1911.0
2020-06-29 01:10:00	ES	Futures	3356.79	3360.42	3356.79	3359.02	1247.0
2020-06-29 01:15:00	ES	Futures	3359.02	3360.14	3357.9	3358.46	496.0
2020-06-29 01:20:00	ES	Futures	3358.46	3360.7	3357.9	3358.46	688.0
2020-06-29 01:25:00	ES	Futures	3358.18	3364.05	3357.9	3362.37	1404.0
2020-06-29 01:30:00	ES	Futures	3362.37	3363.21	3359.86	3361.25	1089.0
2020-06-29 01:35:00	ES	Futures	3361.53	3361.81	3357.62	3358.46	1080.0
2020-06-29 01:40:00	ES	Futures	3358.18	3359.3	3355.95	3357.34	907.0
2020-06-29 01:45:00	ES	Futures	3357.34	3358.46	3352.6	3353.16	1584.0
2020-06-29 01:50:00	ES	Futures	3353.16	3354.83	3349.53	3350.08	1691.0
2020-06-29 01:55:00	ES	Futures	3349.81	3352.6	3349.53	3349.81	1438.0
2020-06-29 02:00:00	ES	Futures	3349.81	3352.88	3348.97	3350.92	2310.0
2020-06-29 02:05:00	ES	Futures	3350.64	3356.51	3346.18	3355.11	3777.0
2020-06-29 02:10:00	ES	Futures	3355.11	3357.07	3349.53	3352.88	2471.0
2020-06-29 02:15:00	ES	Futures	3353.16	3357.9	3350.36	3357.34	1705.0
2020-06-29 02:20:00	ES	Futures	3357.34	3361.25	3354.55	3359.58	1674.0
2020-06-29 02:25:00	ES	Futures	3359.86	3360.97	3359.3	3360.42	1372.0
2020-06-29 02:30:00	ES	Futures	3360.7	3363.77	3359.02	3360.14	1606.0
2020-06-29 02:35:00	ES	Futures	3360.14	3362.65	3357.07	3361.81	1783.0
2020-06-29 02:40:00	ES	Futures	3361.81	3362.93	3356.79	3356.79	1201.0
2020-06-29 02:45:00	ES	Futures	3357.07	3359.02	3355.39	3355.67	890.0
2020-06-29 02:50:00	ES	Futures	3355.67	3358.74	3353.44	3357.9	1424.0
2020-06-29 02:55:00	ES	Futures	3357.9	3363.21	3357.9	3358.74	1904.0
2020-06-29 03:00:00	ES	Futures	3359.02	3366.0	3358.46	3360.7	4776.0
2020-06-29 03:05:00	ES	Futures	3360.97	3369.63	3360.14	3367.96	4811.0
2020-06-29 03:10:00	ES	Futures	3368.24	3372.42	3367.4	3371.31	3925.0
2020-06-29 03:15:00	ES	Futures	3371.31	3372.14	3366.56	3366.84	2702.0
2020-06-29 03:20:00	ES	Futures	3367.12	3372.14	3367.12	3370.19	2829.0
2020-06-29 03:25:00	ES	Futures	3370.19	3371.59	3367.12	3368.24	2534.0
2020-06-29 03:30:00	ES	Futures	3368.24	3369.35	3365.44	3366.84	2389.0
2020-06-29 03:35:00	ES	Futures	3366.84	3368.51	3366.0	3366.56	1286.0
2020-06-29 03:40:00	ES	Futures	3366.28	3367.96	3364.05	3364.88	1466.0
2020-06-29 03:45:00	ES	Futures	3365.16	3366.56	3357.62	3359.58	2727.0
2020-06-29 03:50:00	ES	Futures	3359.58	3362.65	3359.3	3362.09	2350.0
2020-06-29 03:55:00	ES	Futures	3361.81	3364.61	3361.53	3363.77	1364.0
2020-06-29 04:00:00	ES	Futures	3363.77	3364.05	3358.74	3359.58	2132.0
2020-06-29 04:05:00	ES	Futures	3359.86	3361.53	3357.07	3359.3	1666.0

> showing 50 of 17,239 rows — these rows as CSV

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