PREVIEW / futures_5min / 2020-08-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-05.parquet
  size:    297 KB
  rows:    17,894

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
2020-08-05 00:00:00	ES	Futures	3688.25	3688.53	3687.69	3687.97	322.0
2020-08-05 00:05:00	ES	Futures	3687.97	3688.25	3687.69	3687.97	280.0
2020-08-05 00:10:00	ES	Futures	3687.97	3687.97	3687.13	3687.69	219.0
2020-08-05 00:15:00	ES	Futures	3687.69	3687.69	3687.13	3687.69	234.0
2020-08-05 00:20:00	ES	Futures	3687.69	3687.69	3687.13	3687.41	120.0
2020-08-05 00:25:00	ES	Futures	3687.69	3687.69	3686.85	3687.41	171.0
2020-08-05 00:30:00	ES	Futures	3687.69	3687.69	3686.29	3686.57	430.0
2020-08-05 00:35:00	ES	Futures	3686.57	3687.41	3686.29	3687.41	244.0
2020-08-05 00:40:00	ES	Futures	3687.41	3687.97	3687.13	3687.69	281.0
2020-08-05 00:45:00	ES	Futures	3687.97	3688.81	3687.41	3688.81	370.0
2020-08-05 00:50:00	ES	Futures	3688.81	3688.81	3686.85	3687.13	465.0
2020-08-05 00:55:00	ES	Futures	3687.13	3687.13	3685.46	3686.29	778.0
2020-08-05 01:00:00	ES	Futures	3686.57	3687.13	3685.74	3686.57	540.0
2020-08-05 01:05:00	ES	Futures	3686.29	3687.69	3685.74	3687.13	525.0
2020-08-05 01:10:00	ES	Futures	3687.41	3688.53	3687.41	3688.25	540.0
2020-08-05 01:15:00	ES	Futures	3688.53	3689.09	3687.97	3689.09	325.0
2020-08-05 01:20:00	ES	Futures	3688.81	3689.09	3688.53	3688.81	320.0
2020-08-05 01:25:00	ES	Futures	3688.53	3689.37	3688.25	3689.09	317.0
2020-08-05 01:30:00	ES	Futures	3688.81	3689.09	3687.69	3688.53	336.0
2020-08-05 01:35:00	ES	Futures	3688.53	3689.09	3688.25	3689.09	362.0
2020-08-05 01:40:00	ES	Futures	3689.09	3693.27	3689.09	3692.72	1919.0
2020-08-05 01:45:00	ES	Futures	3692.72	3693.27	3691.88	3692.72	970.0
2020-08-05 01:50:00	ES	Futures	3692.44	3693.0	3692.16	3692.44	490.0
2020-08-05 01:55:00	ES	Futures	3692.44	3693.0	3691.04	3691.32	582.0
2020-08-05 02:00:00	ES	Futures	3691.6	3692.72	3690.2	3692.44	960.0
2020-08-05 02:05:00	ES	Futures	3692.16	3694.67	3692.16	3693.27	1136.0
2020-08-05 02:10:00	ES	Futures	3693.27	3693.83	3690.76	3691.88	815.0
2020-08-05 02:15:00	ES	Futures	3691.88	3692.72	3691.32	3691.88	566.0
2020-08-05 02:20:00	ES	Futures	3691.88	3694.11	3691.6	3694.11	453.0
2020-08-05 02:25:00	ES	Futures	3694.11	3694.11	3692.44	3692.72	770.0
2020-08-05 02:30:00	ES	Futures	3693.0	3694.67	3693.0	3694.67	1046.0
2020-08-05 02:35:00	ES	Futures	3694.67	3694.67	3693.27	3694.39	447.0
2020-08-05 02:40:00	ES	Futures	3694.67	3695.51	3693.55	3695.23	1166.0
2020-08-05 02:45:00	ES	Futures	3695.51	3698.86	3695.51	3696.35	3186.0
2020-08-05 02:50:00	ES	Futures	3696.35	3699.42	3696.35	3699.14	1804.0
2020-08-05 02:55:00	ES	Futures	3699.14	3699.42	3698.3	3699.14	736.0
2020-08-05 03:00:00	ES	Futures	3699.14	3700.54	3698.02	3698.58	3103.0
2020-08-05 03:05:00	ES	Futures	3698.58	3700.26	3696.63	3698.58	2503.0
2020-08-05 03:10:00	ES	Futures	3698.86	3702.21	3698.3	3698.86	3354.0
2020-08-05 03:15:00	ES	Futures	3698.86	3700.54	3698.58	3699.7	2242.0
2020-08-05 03:20:00	ES	Futures	3699.7	3701.37	3699.42	3700.26	1975.0
2020-08-05 03:25:00	ES	Futures	3700.54	3700.54	3699.14	3699.7	1384.0
2020-08-05 03:30:00	ES	Futures	3699.42	3703.61	3699.42	3703.05	2308.0
2020-08-05 03:35:00	ES	Futures	3703.33	3705.0	3702.77	3704.72	3258.0
2020-08-05 03:40:00	ES	Futures	3704.72	3705.84	3703.33	3704.72	1844.0
2020-08-05 03:45:00	ES	Futures	3704.72	3706.96	3704.72	3706.68	3060.0
2020-08-05 03:50:00	ES	Futures	3706.96	3707.52	3705.84	3706.4	1997.0
2020-08-05 03:55:00	ES	Futures	3706.12	3707.24	3705.0	3706.4	1913.0
2020-08-05 04:00:00	ES	Futures	3706.12	3706.96	3703.89	3704.44	1776.0
2020-08-05 04:05:00	ES	Futures	3704.17	3705.28	3703.05	3703.33	1777.0

> showing 50 of 17,894 rows — these rows as CSV

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