PREVIEW / futures_5min / 2020-09-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-21.parquet
  size:    344 KB
  rows:    18,084

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
2020-09-21 00:00:00	ES	Futures	3707.61	3709.01	3706.77	3707.33	463.0
2020-09-21 00:05:00	ES	Futures	3707.33	3709.01	3706.21	3708.45	383.0
2020-09-21 00:10:00	ES	Futures	3708.17	3708.45	3707.61	3707.89	171.0
2020-09-21 00:15:00	ES	Futures	3707.61	3708.73	3706.77	3707.61	281.0
2020-09-21 00:20:00	ES	Futures	3707.89	3708.45	3707.05	3707.61	157.0
2020-09-21 00:25:00	ES	Futures	3707.61	3707.61	3705.65	3706.77	284.0
2020-09-21 00:30:00	ES	Futures	3706.49	3707.89	3705.93	3707.61	285.0
2020-09-21 00:35:00	ES	Futures	3707.61	3708.17	3706.77	3707.61	127.0
2020-09-21 00:40:00	ES	Futures	3707.61	3708.17	3706.77	3707.61	164.0
2020-09-21 00:45:00	ES	Futures	3707.61	3707.89	3704.81	3704.81	331.0
2020-09-21 00:50:00	ES	Futures	3705.09	3705.37	3701.17	3702.01	1555.0
2020-09-21 00:55:00	ES	Futures	3702.01	3702.85	3700.61	3701.45	629.0
2020-09-21 01:00:00	ES	Futures	3701.45	3703.69	3700.61	3702.57	652.0
2020-09-21 01:05:00	ES	Futures	3702.29	3704.53	3702.01	3704.53	368.0
2020-09-21 01:10:00	ES	Futures	3703.97	3704.53	3702.57	3702.85	477.0
2020-09-21 01:15:00	ES	Futures	3703.13	3704.25	3701.73	3701.73	371.0
2020-09-21 01:20:00	ES	Futures	3701.73	3702.85	3696.69	3697.81	1706.0
2020-09-21 01:25:00	ES	Futures	3697.53	3698.93	3696.69	3696.69	875.0
2020-09-21 01:30:00	ES	Futures	3696.69	3697.81	3690.81	3691.65	2572.0
2020-09-21 01:35:00	ES	Futures	3691.37	3693.33	3688.56	3691.37	1717.0
2020-09-21 01:40:00	ES	Futures	3691.37	3693.89	3690.81	3692.49	985.0
2020-09-21 01:45:00	ES	Futures	3692.49	3695.29	3692.49	3694.45	777.0
2020-09-21 01:50:00	ES	Futures	3694.73	3695.57	3694.17	3695.29	505.0
2020-09-21 01:55:00	ES	Futures	3695.01	3696.41	3694.17	3695.57	590.0
2020-09-21 02:00:00	ES	Futures	3695.29	3697.25	3693.89	3695.29	994.0
2020-09-21 02:05:00	ES	Futures	3695.57	3695.85	3691.65	3695.01	1309.0
2020-09-21 02:10:00	ES	Futures	3695.01	3697.53	3695.01	3697.25	1016.0
2020-09-21 02:15:00	ES	Futures	3696.97	3697.81	3694.45	3695.29	902.0
2020-09-21 02:20:00	ES	Futures	3695.29	3695.57	3691.65	3692.49	822.0
2020-09-21 02:25:00	ES	Futures	3692.21	3695.29	3689.96	3694.73	2176.0
2020-09-21 02:30:00	ES	Futures	3694.73	3696.97	3694.45	3695.57	1453.0
2020-09-21 02:35:00	ES	Futures	3695.85	3696.41	3693.33	3696.13	1079.0
2020-09-21 02:40:00	ES	Futures	3696.13	3697.25	3695.29	3696.97	736.0
2020-09-21 02:45:00	ES	Futures	3696.97	3697.81	3696.13	3697.25	780.0
2020-09-21 02:50:00	ES	Futures	3697.25	3700.05	3696.97	3698.09	1246.0
2020-09-21 02:55:00	ES	Futures	3698.09	3700.05	3697.81	3699.77	663.0
2020-09-21 03:00:00	ES	Futures	3700.05	3703.97	3697.81	3699.21	4754.0
2020-09-21 03:05:00	ES	Futures	3699.21	3700.33	3697.25	3697.81	3045.0
2020-09-21 03:10:00	ES	Futures	3697.53	3698.65	3688.0	3691.37	4379.0
2020-09-21 03:15:00	ES	Futures	3691.37	3691.37	3686.88	3688.0	4415.0
2020-09-21 03:20:00	ES	Futures	3688.28	3688.28	3679.6	3680.16	5668.0
2020-09-21 03:25:00	ES	Futures	3680.16	3682.68	3677.64	3682.4	5102.0
2020-09-21 03:30:00	ES	Futures	3682.4	3682.96	3672.88	3675.96	5084.0
2020-09-21 03:35:00	ES	Futures	3675.96	3677.92	3673.44	3674.56	4832.0
2020-09-21 03:40:00	ES	Futures	3674.28	3680.16	3673.16	3679.32	3903.0
2020-09-21 03:45:00	ES	Futures	3679.6	3680.72	3675.68	3677.92	3195.0
2020-09-21 03:50:00	ES	Futures	3677.64	3678.2	3664.48	3671.76	11385.0
2020-09-21 03:55:00	ES	Futures	3671.76	3677.08	3671.76	3676.8	3774.0
2020-09-21 04:00:00	ES	Futures	3676.8	3677.64	3671.48	3674.56	3470.0
2020-09-21 04:05:00	ES	Futures	3674.84	3675.68	3671.48	3671.48	2117.0

> showing 50 of 18,084 rows — these rows as CSV

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