PREVIEW / futures_5min / 2020-07-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-16.parquet
  size:    274 KB
  rows:    17,331

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
2020-07-16 00:00:00	ES	Futures	3580.46	3582.42	3579.62	3581.86	679.0
2020-07-16 00:05:00	ES	Futures	3582.14	3582.97	3579.9	3582.42	918.0
2020-07-16 00:10:00	ES	Futures	3582.42	3582.69	3580.46	3580.74	546.0
2020-07-16 00:15:00	ES	Futures	3581.02	3581.58	3580.46	3581.02	311.0
2020-07-16 00:20:00	ES	Futures	3580.74	3581.3	3580.46	3581.02	299.0
2020-07-16 00:25:00	ES	Futures	3581.02	3582.97	3581.02	3581.58	512.0
2020-07-16 00:30:00	ES	Futures	3581.3	3581.3	3579.34	3580.46	455.0
2020-07-16 00:35:00	ES	Futures	3580.46	3581.02	3580.18	3580.46	239.0
2020-07-16 00:40:00	ES	Futures	3580.46	3580.74	3579.06	3579.9	484.0
2020-07-16 00:45:00	ES	Futures	3579.9	3583.25	3579.9	3582.97	579.0
2020-07-16 00:50:00	ES	Futures	3582.97	3584.09	3581.86	3582.14	839.0
2020-07-16 00:55:00	ES	Futures	3582.14	3582.14	3580.74	3581.02	513.0
2020-07-16 01:00:00	ES	Futures	3581.02	3581.86	3578.78	3579.62	801.0
2020-07-16 01:05:00	ES	Futures	3579.62	3580.46	3579.06	3580.46	361.0
2020-07-16 01:10:00	ES	Futures	3580.46	3581.02	3579.34	3580.46	496.0
2020-07-16 01:15:00	ES	Futures	3580.18	3581.02	3577.67	3577.95	1982.0
2020-07-16 01:20:00	ES	Futures	3577.95	3578.78	3576.83	3577.95	1306.0
2020-07-16 01:25:00	ES	Futures	3577.67	3578.51	3577.39	3577.95	1364.0
2020-07-16 01:30:00	ES	Futures	3577.67	3578.51	3571.25	3571.8	3608.0
2020-07-16 01:35:00	ES	Futures	3571.8	3576.55	3571.25	3575.99	2835.0
2020-07-16 01:40:00	ES	Futures	3575.99	3579.34	3575.99	3578.78	1174.0
2020-07-16 01:45:00	ES	Futures	3579.06	3580.46	3578.51	3579.9	1014.0
2020-07-16 01:50:00	ES	Futures	3579.9	3580.46	3578.51	3579.62	2003.0
2020-07-16 01:55:00	ES	Futures	3579.62	3580.46	3577.67	3579.62	2260.0
2020-07-16 02:00:00	ES	Futures	3579.34	3583.53	3577.67	3582.14	2893.0
2020-07-16 02:05:00	ES	Futures	3582.14	3582.97	3580.18	3581.3	1130.0
2020-07-16 02:10:00	ES	Futures	3581.3	3581.86	3579.9	3580.74	793.0
2020-07-16 02:15:00	ES	Futures	3580.74	3580.74	3577.95	3578.23	885.0
2020-07-16 02:20:00	ES	Futures	3577.95	3581.3	3577.95	3581.02	778.0
2020-07-16 02:25:00	ES	Futures	3581.02	3581.86	3578.51	3578.78	776.0
2020-07-16 02:30:00	ES	Futures	3578.78	3578.78	3576.83	3577.39	1480.0
2020-07-16 02:35:00	ES	Futures	3577.39	3578.23	3574.6	3574.88	1238.0
2020-07-16 02:40:00	ES	Futures	3574.88	3577.95	3574.32	3576.27	934.0
2020-07-16 02:45:00	ES	Futures	3576.27	3579.62	3576.27	3579.06	3791.0
2020-07-16 02:50:00	ES	Futures	3578.78	3579.9	3576.83	3577.39	1382.0
2020-07-16 02:55:00	ES	Futures	3577.11	3577.95	3574.88	3575.71	2848.0
2020-07-16 03:00:00	ES	Futures	3575.71	3580.18	3571.8	3575.15	6464.0
2020-07-16 03:05:00	ES	Futures	3575.43	3577.95	3572.08	3577.39	4919.0
2020-07-16 03:10:00	ES	Futures	3577.67	3578.78	3574.88	3576.83	3843.0
2020-07-16 03:15:00	ES	Futures	3576.55	3579.9	3575.43	3576.27	4774.0
2020-07-16 03:20:00	ES	Futures	3576.27	3581.02	3574.88	3578.23	4432.0
2020-07-16 03:25:00	ES	Futures	3578.23	3579.06	3573.48	3573.48	3262.0
2020-07-16 03:30:00	ES	Futures	3573.48	3573.76	3569.29	3572.08	6017.0
2020-07-16 03:35:00	ES	Futures	3572.08	3574.6	3570.97	3571.8	3871.0
2020-07-16 03:40:00	ES	Futures	3571.52	3575.71	3571.52	3575.43	3477.0
2020-07-16 03:45:00	ES	Futures	3575.43	3577.11	3574.32	3577.11	4065.0
2020-07-16 03:50:00	ES	Futures	3576.83	3579.34	3574.32	3576.83	6095.0
2020-07-16 03:55:00	ES	Futures	3577.11	3577.39	3574.04	3574.32	3815.0
2020-07-16 04:00:00	ES	Futures	3574.04	3577.11	3572.08	3576.27	4187.0
2020-07-16 04:05:00	ES	Futures	3576.27	3577.67	3572.92	3572.92	1941.0

> showing 50 of 17,331 rows — these rows as CSV

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