PREVIEW / futures_5min / 2020-08-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-16.parquet
  size:    64 KB
  rows:    3,384

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
2020-08-16 18:00:00	ES	Futures	3759.73	3763.09	3759.18	3760.57	2609.0
2020-08-16 18:05:00	ES	Futures	3760.29	3760.85	3759.46	3760.85	433.0
2020-08-16 18:10:00	ES	Futures	3760.57	3761.69	3760.01	3761.13	424.0
2020-08-16 18:15:00	ES	Futures	3761.13	3761.97	3760.85	3761.41	346.0
2020-08-16 18:20:00	ES	Futures	3761.13	3761.41	3760.29	3760.29	133.0
2020-08-16 18:25:00	ES	Futures	3760.29	3760.85	3760.29	3760.29	275.0
2020-08-16 18:30:00	ES	Futures	3760.57	3762.53	3760.57	3761.41	841.0
2020-08-16 18:35:00	ES	Futures	3761.41	3762.53	3761.41	3761.41	566.0
2020-08-16 18:40:00	ES	Futures	3761.41	3761.97	3760.85	3761.69	446.0
2020-08-16 18:45:00	ES	Futures	3761.97	3762.25	3761.41	3761.69	90.0
2020-08-16 18:50:00	ES	Futures	3761.69	3761.97	3760.57	3761.13	212.0
2020-08-16 18:55:00	ES	Futures	3760.85	3761.41	3760.57	3761.13	249.0
2020-08-16 19:00:00	ES	Futures	3761.13	3761.41	3760.01	3760.57	263.0
2020-08-16 19:05:00	ES	Futures	3760.57	3760.85	3760.29	3760.57	119.0
2020-08-16 19:10:00	ES	Futures	3760.85	3761.41	3760.57	3761.13	129.0
2020-08-16 19:15:00	ES	Futures	3761.13	3761.69	3760.85	3761.69	141.0
2020-08-16 19:20:00	ES	Futures	3761.41	3761.97	3761.41	3761.41	128.0
2020-08-16 19:25:00	ES	Futures	3761.41	3761.97	3761.13	3761.69	167.0
2020-08-16 19:30:00	ES	Futures	3761.69	3762.81	3761.41	3762.81	312.0
2020-08-16 19:35:00	ES	Futures	3762.53	3763.09	3762.25	3762.81	250.0
2020-08-16 19:40:00	ES	Futures	3762.81	3762.81	3761.97	3762.25	219.0
2020-08-16 19:45:00	ES	Futures	3762.25	3763.09	3762.25	3762.25	257.0
2020-08-16 19:50:00	ES	Futures	3762.53	3763.64	3761.41	3763.09	627.0
2020-08-16 19:55:00	ES	Futures	3762.81	3765.32	3762.81	3764.76	1156.0
2020-08-16 20:00:00	ES	Futures	3764.48	3764.76	3762.25	3764.48	791.0
2020-08-16 20:05:00	ES	Futures	3764.48	3765.32	3764.2	3764.76	652.0
2020-08-16 20:10:00	ES	Futures	3764.76	3765.04	3763.92	3765.04	651.0
2020-08-16 20:15:00	ES	Futures	3765.04	3765.32	3763.92	3763.92	527.0
2020-08-16 20:20:00	ES	Futures	3763.92	3765.6	3763.36	3765.04	668.0
2020-08-16 20:25:00	ES	Futures	3765.04	3765.88	3764.76	3765.04	409.0
2020-08-16 20:30:00	ES	Futures	3765.04	3765.88	3764.76	3764.76	520.0
2020-08-16 20:35:00	ES	Futures	3764.76	3765.6	3764.76	3764.76	386.0
2020-08-16 20:40:00	ES	Futures	3764.76	3764.76	3762.81	3763.36	745.0
2020-08-16 20:45:00	ES	Futures	3763.09	3763.92	3762.81	3763.36	528.0
2020-08-16 20:50:00	ES	Futures	3763.36	3763.64	3762.25	3762.53	559.0
2020-08-16 20:55:00	ES	Futures	3762.25	3763.36	3761.69	3763.09	542.0
2020-08-16 21:00:00	ES	Futures	3762.81	3763.64	3761.69	3761.97	512.0
2020-08-16 21:05:00	ES	Futures	3761.97	3763.92	3761.97	3763.64	483.0
2020-08-16 21:10:00	ES	Futures	3763.92	3764.48	3763.64	3764.2	307.0
2020-08-16 21:15:00	ES	Futures	3763.92	3764.48	3762.53	3764.48	802.0
2020-08-16 21:20:00	ES	Futures	3764.48	3765.32	3764.2	3764.48	543.0
2020-08-16 21:25:00	ES	Futures	3764.48	3765.6	3763.92	3765.32	626.0
2020-08-16 21:30:00	ES	Futures	3765.6	3766.16	3763.36	3763.64	1047.0
2020-08-16 21:35:00	ES	Futures	3763.92	3764.76	3763.09	3763.92	666.0
2020-08-16 21:40:00	ES	Futures	3763.92	3766.16	3763.92	3764.76	851.0
2020-08-16 21:45:00	ES	Futures	3765.04	3765.88	3765.04	3765.32	385.0
2020-08-16 21:50:00	ES	Futures	3765.6	3766.44	3765.32	3765.88	786.0
2020-08-16 21:55:00	ES	Futures	3765.88	3766.16	3765.04	3765.6	427.0
2020-08-16 22:00:00	ES	Futures	3765.88	3768.11	3765.6	3767.55	1890.0
2020-08-16 22:05:00	ES	Futures	3767.27	3769.23	3767.0	3768.39	1335.0

> showing 50 of 3,384 rows — these rows as CSV

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