PREVIEW / futures_5min / 2020-09-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-16.parquet
  size:    306 KB
  rows:    17,829

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
2020-09-16 00:00:00	ES	Futures	3812.09	3812.37	3810.13	3810.69	441.0
2020-09-16 00:05:00	ES	Futures	3810.69	3810.97	3810.41	3810.69	168.0
2020-09-16 00:10:00	ES	Futures	3810.69	3811.25	3810.69	3810.97	116.0
2020-09-16 00:15:00	ES	Futures	3810.69	3812.09	3810.69	3811.53	264.0
2020-09-16 00:20:00	ES	Futures	3811.53	3811.53	3810.69	3811.25	120.0
2020-09-16 00:25:00	ES	Futures	3810.97	3811.53	3810.13	3810.41	224.0
2020-09-16 00:30:00	ES	Futures	3810.13	3810.13	3809.29	3809.57	486.0
2020-09-16 00:35:00	ES	Futures	3809.29	3809.29	3808.16	3808.44	606.0
2020-09-16 00:40:00	ES	Futures	3808.44	3808.73	3807.88	3808.73	330.0
2020-09-16 00:45:00	ES	Futures	3808.73	3809.85	3808.44	3809.85	417.0
2020-09-16 00:50:00	ES	Futures	3809.85	3809.85	3808.44	3809.01	149.0
2020-09-16 00:55:00	ES	Futures	3809.01	3809.29	3808.44	3808.73	90.0
2020-09-16 01:00:00	ES	Futures	3808.73	3808.73	3807.04	3807.88	534.0
2020-09-16 01:05:00	ES	Futures	3807.88	3807.88	3806.2	3807.04	516.0
2020-09-16 01:10:00	ES	Futures	3807.04	3808.44	3806.2	3806.48	351.0
2020-09-16 01:15:00	ES	Futures	3806.76	3807.32	3806.2	3806.48	267.0
2020-09-16 01:20:00	ES	Futures	3806.48	3807.04	3806.48	3806.48	206.0
2020-09-16 01:25:00	ES	Futures	3806.48	3806.76	3805.36	3806.2	441.0
2020-09-16 01:30:00	ES	Futures	3806.48	3808.44	3806.2	3807.32	683.0
2020-09-16 01:35:00	ES	Futures	3807.6	3808.44	3807.32	3808.16	249.0
2020-09-16 01:40:00	ES	Futures	3808.16	3808.73	3804.8	3805.36	719.0
2020-09-16 01:45:00	ES	Futures	3805.36	3805.64	3803.68	3805.36	667.0
2020-09-16 01:50:00	ES	Futures	3805.36	3805.92	3803.68	3804.24	307.0
2020-09-16 01:55:00	ES	Futures	3804.52	3804.8	3803.96	3804.8	269.0
2020-09-16 02:00:00	ES	Futures	3804.52	3806.48	3803.96	3805.92	613.0
2020-09-16 02:05:00	ES	Futures	3805.64	3806.48	3803.96	3804.24	452.0
2020-09-16 02:10:00	ES	Futures	3804.24	3804.24	3801.44	3802.84	944.0
2020-09-16 02:15:00	ES	Futures	3802.56	3804.52	3802.56	3804.24	328.0
2020-09-16 02:20:00	ES	Futures	3804.24	3805.92	3803.4	3805.92	474.0
2020-09-16 02:25:00	ES	Futures	3805.92	3806.48	3805.36	3805.92	337.0
2020-09-16 02:30:00	ES	Futures	3806.2	3808.44	3805.64	3807.88	936.0
2020-09-16 02:35:00	ES	Futures	3807.88	3808.73	3807.04	3808.44	399.0
2020-09-16 02:40:00	ES	Futures	3808.16	3809.29	3807.32	3808.16	570.0
2020-09-16 02:45:00	ES	Futures	3807.88	3809.01	3807.88	3808.16	270.0
2020-09-16 02:50:00	ES	Futures	3807.88	3808.16	3807.04	3807.6	379.0
2020-09-16 02:55:00	ES	Futures	3807.6	3810.69	3807.6	3809.57	866.0
2020-09-16 03:00:00	ES	Futures	3809.57	3812.93	3807.04	3812.65	2338.0
2020-09-16 03:05:00	ES	Futures	3812.65	3812.93	3810.13	3811.53	1125.0
2020-09-16 03:10:00	ES	Futures	3811.25	3814.61	3811.25	3814.05	1126.0
2020-09-16 03:15:00	ES	Futures	3813.77	3814.89	3813.49	3814.61	971.0
2020-09-16 03:20:00	ES	Futures	3814.89	3814.89	3813.49	3814.33	980.0
2020-09-16 03:25:00	ES	Futures	3814.61	3814.61	3812.93	3813.77	717.0
2020-09-16 03:30:00	ES	Futures	3813.77	3815.45	3813.21	3813.21	1065.0
2020-09-16 03:35:00	ES	Futures	3813.21	3813.49	3811.25	3811.25	1436.0
2020-09-16 03:40:00	ES	Futures	3811.25	3811.53	3810.69	3810.69	891.0
2020-09-16 03:45:00	ES	Futures	3810.97	3811.25	3809.57	3810.13	1191.0
2020-09-16 03:50:00	ES	Futures	3810.13	3812.93	3809.01	3811.53	1417.0
2020-09-16 03:55:00	ES	Futures	3811.25	3812.93	3810.97	3812.09	791.0
2020-09-16 04:00:00	ES	Futures	3812.09	3812.65	3810.41	3812.37	1152.0
2020-09-16 04:05:00	ES	Futures	3812.65	3816.57	3812.09	3815.45	2392.0

> showing 50 of 17,829 rows — these rows as CSV

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