PREVIEW / futures_5min / 2020-10-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-07.parquet
  size:    290 KB
  rows:    17,834

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
2020-10-07 00:00:00	ES	Futures	3758.03	3759.43	3758.03	3758.59	228.0
2020-10-07 00:05:00	ES	Futures	3758.59	3758.87	3758.03	3758.31	155.0
2020-10-07 00:10:00	ES	Futures	3758.31	3758.59	3758.03	3758.59	195.0
2020-10-07 00:15:00	ES	Futures	3758.31	3760.83	3758.31	3760.27	342.0
2020-10-07 00:20:00	ES	Futures	3760.27	3761.11	3759.99	3760.55	232.0
2020-10-07 00:25:00	ES	Futures	3760.83	3760.83	3759.43	3760.27	243.0
2020-10-07 00:30:00	ES	Futures	3759.99	3759.99	3757.47	3758.03	513.0
2020-10-07 00:35:00	ES	Futures	3758.31	3759.99	3758.31	3758.59	215.0
2020-10-07 00:40:00	ES	Futures	3758.87	3760.55	3758.87	3759.99	307.0
2020-10-07 00:45:00	ES	Futures	3759.99	3761.11	3759.71	3760.27	267.0
2020-10-07 00:50:00	ES	Futures	3759.99	3760.55	3759.71	3760.27	247.0
2020-10-07 00:55:00	ES	Futures	3760.27	3761.67	3760.27	3761.39	585.0
2020-10-07 01:00:00	ES	Futures	3761.11	3761.67	3759.99	3760.27	236.0
2020-10-07 01:05:00	ES	Futures	3760.27	3763.63	3760.27	3763.07	845.0
2020-10-07 01:10:00	ES	Futures	3762.79	3763.35	3761.95	3763.07	371.0
2020-10-07 01:15:00	ES	Futures	3763.35	3764.47	3762.79	3763.63	731.0
2020-10-07 01:20:00	ES	Futures	3763.35	3763.35	3760.83	3761.11	378.0
2020-10-07 01:25:00	ES	Futures	3761.11	3762.51	3759.71	3762.51	1400.0
2020-10-07 01:30:00	ES	Futures	3762.51	3762.79	3760.83	3762.51	1498.0
2020-10-07 01:35:00	ES	Futures	3762.51	3768.11	3762.23	3768.11	3138.0
2020-10-07 01:40:00	ES	Futures	3767.83	3775.11	3767.83	3773.15	4021.0
2020-10-07 01:45:00	ES	Futures	3773.43	3773.43	3771.19	3772.59	1364.0
2020-10-07 01:50:00	ES	Futures	3772.31	3772.87	3771.19	3772.03	770.0
2020-10-07 01:55:00	ES	Futures	3772.03	3772.03	3768.11	3769.51	1378.0
2020-10-07 02:00:00	ES	Futures	3769.51	3770.63	3768.11	3769.51	1298.0
2020-10-07 02:05:00	ES	Futures	3769.51	3771.75	3767.83	3768.67	3337.0
2020-10-07 02:10:00	ES	Futures	3768.67	3770.63	3768.39	3770.07	906.0
2020-10-07 02:15:00	ES	Futures	3770.35	3773.43	3769.23	3772.59	988.0
2020-10-07 02:20:00	ES	Futures	3772.59	3772.87	3769.23	3769.79	1103.0
2020-10-07 02:25:00	ES	Futures	3769.51	3771.47	3767.55	3770.63	2331.0
2020-10-07 02:30:00	ES	Futures	3770.63	3771.75	3770.35	3771.75	705.0
2020-10-07 02:35:00	ES	Futures	3771.75	3772.87	3770.63	3772.59	1188.0
2020-10-07 02:40:00	ES	Futures	3772.59	3774.83	3772.03	3772.31	1406.0
2020-10-07 02:45:00	ES	Futures	3772.31	3773.99	3770.91	3771.75	1231.0
2020-10-07 02:50:00	ES	Futures	3771.75	3773.43	3771.47	3772.59	536.0
2020-10-07 02:55:00	ES	Futures	3772.59	3774.55	3771.75	3774.27	1034.0
2020-10-07 03:00:00	ES	Futures	3774.27	3776.51	3771.75	3772.59	4292.0
2020-10-07 03:05:00	ES	Futures	3772.59	3779.32	3772.03	3778.75	3766.0
2020-10-07 03:10:00	ES	Futures	3779.03	3784.92	3776.51	3781.56	5106.0
2020-10-07 03:15:00	ES	Futures	3781.28	3783.8	3779.6	3779.88	3129.0
2020-10-07 03:20:00	ES	Futures	3780.16	3781.0	3778.47	3778.75	2010.0
2020-10-07 03:25:00	ES	Futures	3779.03	3781.0	3777.91	3780.72	1934.0
2020-10-07 03:30:00	ES	Futures	3780.72	3782.96	3779.88	3780.72	2556.0
2020-10-07 03:35:00	ES	Futures	3780.72	3781.56	3777.63	3777.91	1674.0
2020-10-07 03:40:00	ES	Futures	3777.91	3779.32	3777.35	3777.63	1187.0
2020-10-07 03:45:00	ES	Futures	3777.63	3779.03	3777.07	3779.03	1213.0
2020-10-07 03:50:00	ES	Futures	3779.32	3780.16	3779.03	3780.16	1408.0
2020-10-07 03:55:00	ES	Futures	3780.16	3781.28	3779.32	3780.44	956.0
2020-10-07 04:00:00	ES	Futures	3780.44	3781.0	3778.47	3779.32	1087.0
2020-10-07 04:05:00	ES	Futures	3779.32	3780.72	3775.67	3776.79	1790.0

> showing 50 of 17,834 rows — these rows as CSV

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