PREVIEW / futures_5min / 2020-10-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-02.parquet
  size:    271 KB
  rows:    14,939

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
2020-10-02 00:00:00	ES	Futures	3767.55	3767.55	3766.15	3766.15	506.0
2020-10-02 00:05:00	ES	Futures	3766.15	3767.27	3765.59	3766.43	346.0
2020-10-02 00:10:00	ES	Futures	3766.43	3766.71	3764.47	3765.31	401.0
2020-10-02 00:15:00	ES	Futures	3765.31	3767.27	3765.31	3767.27	487.0
2020-10-02 00:20:00	ES	Futures	3767.27	3767.27	3763.91	3764.47	618.0
2020-10-02 00:25:00	ES	Futures	3764.75	3766.43	3764.19	3766.43	295.0
2020-10-02 00:30:00	ES	Futures	3766.15	3770.35	3765.59	3768.11	1267.0
2020-10-02 00:35:00	ES	Futures	3768.11	3768.11	3766.15	3766.99	413.0
2020-10-02 00:40:00	ES	Futures	3767.27	3767.27	3765.87	3766.71	198.0
2020-10-02 00:45:00	ES	Futures	3766.43	3767.55	3766.15	3767.27	155.0
2020-10-02 00:50:00	ES	Futures	3767.27	3767.55	3753.27	3754.11	3961.0
2020-10-02 00:55:00	ES	Futures	3754.11	3755.23	3734.22	3737.02	15607.0
2020-10-02 01:00:00	ES	Futures	3736.74	3737.86	3715.45	3720.78	19528.0
2020-10-02 01:05:00	ES	Futures	3721.06	3722.18	3708.45	3716.01	12911.0
2020-10-02 01:10:00	ES	Futures	3716.01	3725.26	3714.89	3723.02	7404.0
2020-10-02 01:15:00	ES	Futures	3722.74	3724.98	3714.61	3714.61	7489.0
2020-10-02 01:20:00	ES	Futures	3714.61	3718.81	3708.45	3710.13	6415.0
2020-10-02 01:25:00	ES	Futures	3710.13	3713.21	3705.65	3709.29	6781.0
2020-10-02 01:30:00	ES	Futures	3709.29	3709.57	3698.37	3698.37	7079.0
2020-10-02 01:35:00	ES	Futures	3698.37	3707.33	3697.53	3704.81	5858.0
2020-10-02 01:40:00	ES	Futures	3705.09	3714.89	3704.53	3714.89	5786.0
2020-10-02 01:45:00	ES	Futures	3715.17	3718.25	3710.69	3711.53	5678.0
2020-10-02 01:50:00	ES	Futures	3711.81	3713.77	3704.25	3709.01	6291.0
2020-10-02 01:55:00	ES	Futures	3709.29	3716.57	3705.37	3710.97	6103.0
2020-10-02 02:00:00	ES	Futures	3710.97	3715.45	3708.73	3711.25	3571.0
2020-10-02 02:05:00	ES	Futures	3710.97	3713.77	3706.49	3712.65	4291.0
2020-10-02 02:10:00	ES	Futures	3712.65	3717.41	3712.09	3714.05	2406.0
2020-10-02 02:15:00	ES	Futures	3714.05	3716.57	3712.09	3714.05	2394.0
2020-10-02 02:20:00	ES	Futures	3714.05	3721.34	3713.49	3721.34	2845.0
2020-10-02 02:25:00	ES	Futures	3721.34	3730.58	3720.22	3726.38	5960.0
2020-10-02 02:30:00	ES	Futures	3726.38	3728.34	3720.5	3721.34	5599.0
2020-10-02 02:35:00	ES	Futures	3721.34	3723.3	3719.94	3721.62	3643.0
2020-10-02 02:40:00	ES	Futures	3721.62	3724.14	3720.22	3721.9	4130.0
2020-10-02 02:45:00	ES	Futures	3722.18	3727.5	3720.78	3722.18	3402.0
2020-10-02 02:50:00	ES	Futures	3721.9	3729.74	3721.9	3729.18	3110.0
2020-10-02 02:55:00	ES	Futures	3728.9	3729.46	3723.58	3727.5	2779.0
2020-10-02 03:00:00	ES	Futures	3727.5	3728.06	3720.78	3725.54	4501.0
2020-10-02 03:05:00	ES	Futures	3725.54	3734.22	3725.26	3732.82	5748.0
2020-10-02 03:10:00	ES	Futures	3732.82	3735.06	3729.74	3733.1	3304.0
2020-10-02 03:15:00	ES	Futures	3733.38	3738.14	3733.38	3736.46	4579.0
2020-10-02 03:20:00	ES	Futures	3736.74	3741.5	3734.5	3736.74	4698.0
2020-10-02 03:25:00	ES	Futures	3736.46	3741.5	3734.78	3737.3	3680.0
2020-10-02 03:30:00	ES	Futures	3737.3	3740.66	3736.46	3739.82	2880.0
2020-10-02 03:35:00	ES	Futures	3740.1	3740.1	3732.26	3733.94	3687.0
2020-10-02 03:40:00	ES	Futures	3734.22	3737.3	3733.94	3734.78	2058.0
2020-10-02 03:45:00	ES	Futures	3734.5	3734.5	3725.82	3725.82	3699.0
2020-10-02 03:50:00	ES	Futures	3725.82	3728.34	3723.3	3725.54	3656.0
2020-10-02 03:55:00	ES	Futures	3725.54	3730.3	3724.7	3728.34	2774.0
2020-10-02 04:00:00	ES	Futures	3728.34	3730.86	3725.26	3730.3	3937.0
2020-10-02 04:05:00	ES	Futures	3730.3	3730.86	3725.82	3726.1	2506.0

> showing 50 of 14,939 rows — these rows as CSV

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