PREVIEW / futures_5min / 2020-09-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-20.parquet
  size:    68 KB
  rows:    3,299

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
2020-09-20 18:00:00	ES	Futures	3713.49	3715.17	3701.17	3702.57	6077.0
2020-09-20 18:05:00	ES	Futures	3702.57	3704.53	3695.29	3695.57	3476.0
2020-09-20 18:10:00	ES	Futures	3695.57	3697.25	3693.05	3695.01	2147.0
2020-09-20 18:15:00	ES	Futures	3695.01	3700.61	3693.33	3698.37	1733.0
2020-09-20 18:20:00	ES	Futures	3698.09	3699.21	3692.77	3695.85	1367.0
2020-09-20 18:25:00	ES	Futures	3695.85	3696.97	3693.33	3696.97	1183.0
2020-09-20 18:30:00	ES	Futures	3697.25	3702.85	3697.25	3702.57	4910.0
2020-09-20 18:35:00	ES	Futures	3702.57	3702.85	3700.89	3701.45	621.0
2020-09-20 18:40:00	ES	Futures	3701.73	3703.41	3700.05	3700.05	790.0
2020-09-20 18:45:00	ES	Futures	3699.77	3707.33	3699.77	3705.65	4320.0
2020-09-20 18:50:00	ES	Futures	3705.65	3707.89	3704.81	3706.77	1819.0
2020-09-20 18:55:00	ES	Futures	3706.77	3708.45	3706.21	3707.89	1223.0
2020-09-20 19:00:00	ES	Futures	3708.17	3710.97	3707.89	3709.57	998.0
2020-09-20 19:05:00	ES	Futures	3709.57	3709.85	3707.05	3707.89	523.0
2020-09-20 19:10:00	ES	Futures	3707.61	3709.85	3705.93	3709.01	702.0
2020-09-20 19:15:00	ES	Futures	3709.57	3711.25	3708.45	3709.01	616.0
2020-09-20 19:20:00	ES	Futures	3709.29	3709.57	3706.77	3707.05	608.0
2020-09-20 19:25:00	ES	Futures	3707.05	3707.33	3705.93	3707.05	286.0
2020-09-20 19:30:00	ES	Futures	3707.05	3709.29	3705.65	3709.29	829.0
2020-09-20 19:35:00	ES	Futures	3709.57	3716.57	3709.29	3715.17	2301.0
2020-09-20 19:40:00	ES	Futures	3715.17	3716.85	3714.61	3714.89	667.0
2020-09-20 19:45:00	ES	Futures	3714.89	3720.22	3714.89	3719.09	2023.0
2020-09-20 19:50:00	ES	Futures	3719.09	3719.09	3716.01	3716.01	1112.0
2020-09-20 19:55:00	ES	Futures	3716.29	3716.57	3713.49	3713.49	775.0
2020-09-20 20:00:00	ES	Futures	3713.21	3716.29	3712.65	3715.17	722.0
2020-09-20 20:05:00	ES	Futures	3715.17	3715.17	3711.25	3713.49	921.0
2020-09-20 20:10:00	ES	Futures	3713.21	3717.41	3713.21	3716.57	782.0
2020-09-20 20:15:00	ES	Futures	3716.85	3722.46	3716.85	3721.62	2262.0
2020-09-20 20:20:00	ES	Futures	3721.62	3722.18	3720.22	3720.78	641.0
2020-09-20 20:25:00	ES	Futures	3720.78	3723.02	3720.78	3721.62	600.0
2020-09-20 20:30:00	ES	Futures	3721.62	3722.18	3719.37	3720.78	780.0
2020-09-20 20:35:00	ES	Futures	3720.78	3722.74	3719.94	3721.62	463.0
2020-09-20 20:40:00	ES	Futures	3721.62	3721.9	3719.09	3719.94	588.0
2020-09-20 20:45:00	ES	Futures	3719.65	3722.46	3718.53	3719.09	792.0
2020-09-20 20:50:00	ES	Futures	3719.09	3722.18	3718.53	3719.65	800.0
2020-09-20 20:55:00	ES	Futures	3719.65	3721.9	3719.65	3720.22	397.0
2020-09-20 21:00:00	ES	Futures	3720.5	3721.9	3717.41	3720.22	1232.0
2020-09-20 21:05:00	ES	Futures	3720.22	3721.34	3718.25	3718.81	554.0
2020-09-20 21:10:00	ES	Futures	3719.09	3719.65	3713.21	3716.01	1797.0
2020-09-20 21:15:00	ES	Futures	3716.01	3720.78	3716.01	3720.5	1258.0
2020-09-20 21:20:00	ES	Futures	3720.22	3726.66	3719.65	3724.14	3103.0
2020-09-20 21:25:00	ES	Futures	3724.42	3724.98	3723.02	3724.7	1057.0
2020-09-20 21:30:00	ES	Futures	3724.7	3726.66	3722.74	3723.02	1387.0
2020-09-20 21:35:00	ES	Futures	3723.3	3724.42	3721.9	3722.18	567.0
2020-09-20 21:40:00	ES	Futures	3722.18	3723.86	3721.34	3722.18	631.0
2020-09-20 21:45:00	ES	Futures	3721.9	3722.74	3720.22	3720.22	648.0
2020-09-20 21:50:00	ES	Futures	3720.22	3720.22	3714.05	3716.57	2054.0
2020-09-20 21:55:00	ES	Futures	3716.57	3717.13	3708.73	3710.69	3040.0
2020-09-20 22:00:00	ES	Futures	3710.69	3713.77	3709.29	3713.21	1599.0
2020-09-20 22:05:00	ES	Futures	3712.93	3714.61	3711.81	3713.77	1055.0

> showing 50 of 3,299 rows — these rows as CSV

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