PREVIEW / futures_5min / 2020-09-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-28.parquet
  size:    297 KB
  rows:    17,770

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
2020-09-28 00:00:00	ES	Futures	3696.97	3697.81	3696.97	3697.53	279.0
2020-09-28 00:05:00	ES	Futures	3697.53	3698.37	3697.53	3697.81	260.0
2020-09-28 00:10:00	ES	Futures	3697.81	3698.37	3697.81	3698.09	169.0
2020-09-28 00:15:00	ES	Futures	3698.09	3698.93	3697.53	3698.37	655.0
2020-09-28 00:20:00	ES	Futures	3698.37	3699.21	3698.09	3699.21	459.0
2020-09-28 00:25:00	ES	Futures	3699.21	3699.49	3698.65	3699.49	540.0
2020-09-28 00:30:00	ES	Futures	3699.49	3699.49	3696.69	3697.25	810.0
2020-09-28 00:35:00	ES	Futures	3697.25	3697.25	3696.13	3696.69	662.0
2020-09-28 00:40:00	ES	Futures	3696.69	3697.53	3696.41	3697.53	259.0
2020-09-28 00:45:00	ES	Futures	3697.53	3698.93	3697.53	3698.65	356.0
2020-09-28 00:50:00	ES	Futures	3698.37	3699.21	3697.53	3698.65	416.0
2020-09-28 00:55:00	ES	Futures	3698.65	3699.21	3698.37	3698.65	385.0
2020-09-28 01:00:00	ES	Futures	3698.65	3699.77	3698.65	3698.93	774.0
2020-09-28 01:05:00	ES	Futures	3698.93	3700.05	3698.93	3699.49	863.0
2020-09-28 01:10:00	ES	Futures	3699.77	3700.61	3699.49	3700.61	864.0
2020-09-28 01:15:00	ES	Futures	3700.61	3701.17	3699.77	3700.05	914.0
2020-09-28 01:20:00	ES	Futures	3700.05	3702.85	3700.05	3702.57	1711.0
2020-09-28 01:25:00	ES	Futures	3702.57	3703.13	3702.01	3703.13	526.0
2020-09-28 01:30:00	ES	Futures	3702.85	3703.13	3701.45	3702.85	805.0
2020-09-28 01:35:00	ES	Futures	3702.57	3702.85	3702.01	3702.01	626.0
2020-09-28 01:40:00	ES	Futures	3702.29	3704.25	3701.45	3703.97	1024.0
2020-09-28 01:45:00	ES	Futures	3703.97	3705.37	3703.41	3704.81	1287.0
2020-09-28 01:50:00	ES	Futures	3704.81	3706.21	3704.81	3706.21	1119.0
2020-09-28 01:55:00	ES	Futures	3705.93	3709.57	3705.93	3709.29	2108.0
2020-09-28 02:00:00	ES	Futures	3709.29	3709.85	3707.61	3708.73	2216.0
2020-09-28 02:05:00	ES	Futures	3708.73	3708.73	3706.77	3707.89	1544.0
2020-09-28 02:10:00	ES	Futures	3707.89	3709.01	3707.33	3708.73	652.0
2020-09-28 02:15:00	ES	Futures	3708.73	3710.41	3708.45	3709.85	751.0
2020-09-28 02:20:00	ES	Futures	3709.85	3712.37	3709.85	3712.09	963.0
2020-09-28 02:25:00	ES	Futures	3712.09	3713.49	3711.53	3713.21	1390.0
2020-09-28 02:30:00	ES	Futures	3713.21	3713.49	3708.45	3709.01	1472.0
2020-09-28 02:35:00	ES	Futures	3708.73	3709.01	3707.33	3708.17	1161.0
2020-09-28 02:40:00	ES	Futures	3708.17	3708.45	3707.61	3708.45	300.0
2020-09-28 02:45:00	ES	Futures	3708.17	3710.97	3707.33	3710.41	681.0
2020-09-28 02:50:00	ES	Futures	3710.41	3711.25	3709.57	3709.85	714.0
2020-09-28 02:55:00	ES	Futures	3710.13	3710.41	3706.77	3707.05	1000.0
2020-09-28 03:00:00	ES	Futures	3706.77	3708.73	3706.77	3708.17	2622.0
2020-09-28 03:05:00	ES	Futures	3708.17	3708.45	3703.69	3703.97	3536.0
2020-09-28 03:10:00	ES	Futures	3703.97	3708.17	3703.97	3707.33	2244.0
2020-09-28 03:15:00	ES	Futures	3707.05	3708.73	3705.65	3707.05	2237.0
2020-09-28 03:20:00	ES	Futures	3707.05	3709.57	3705.37	3709.01	1768.0
2020-09-28 03:25:00	ES	Futures	3709.29	3711.53	3708.73	3710.41	1749.0
2020-09-28 03:30:00	ES	Futures	3710.41	3711.53	3709.57	3710.41	1495.0
2020-09-28 03:35:00	ES	Futures	3710.41	3712.37	3710.41	3711.81	1185.0
2020-09-28 03:40:00	ES	Futures	3711.81	3712.93	3710.97	3711.53	1463.0
2020-09-28 03:45:00	ES	Futures	3711.53	3712.37	3711.25	3712.09	1035.0
2020-09-28 03:50:00	ES	Futures	3712.09	3715.45	3711.53	3714.89	2178.0
2020-09-28 03:55:00	ES	Futures	3714.61	3715.17	3710.69	3712.09	1440.0
2020-09-28 04:00:00	ES	Futures	3711.81	3711.81	3707.05	3707.33	2030.0
2020-09-28 04:05:00	ES	Futures	3707.33	3716.01	3707.33	3715.73	2608.0

> showing 50 of 17,770 rows — these rows as CSV

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