PREVIEW / futures_5min / 2020-10-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-12.parquet
  size:    280 KB
  rows:    17,605

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
2020-10-12 00:00:00	ES	Futures	3895.55	3895.83	3894.99	3895.27	270.0
2020-10-12 00:05:00	ES	Futures	3895.27	3896.39	3895.27	3896.39	244.0
2020-10-12 00:10:00	ES	Futures	3896.67	3897.51	3896.39	3896.67	390.0
2020-10-12 00:15:00	ES	Futures	3896.67	3896.95	3896.39	3896.95	141.0
2020-10-12 00:20:00	ES	Futures	3896.67	3897.23	3896.39	3896.95	223.0
2020-10-12 00:25:00	ES	Futures	3896.95	3897.23	3896.39	3896.39	1703.0
2020-10-12 00:30:00	ES	Futures	3896.67	3896.67	3895.83	3896.11	664.0
2020-10-12 00:35:00	ES	Futures	3896.11	3897.51	3896.11	3897.51	765.0
2020-10-12 00:40:00	ES	Futures	3897.51	3897.8	3896.95	3897.23	354.0
2020-10-12 00:45:00	ES	Futures	3897.23	3898.08	3897.23	3897.51	224.0
2020-10-12 00:50:00	ES	Futures	3897.51	3898.36	3897.51	3898.08	244.0
2020-10-12 00:55:00	ES	Futures	3897.8	3898.08	3897.51	3897.8	131.0
2020-10-12 01:00:00	ES	Futures	3897.51	3902.84	3896.95	3902.0	2712.0
2020-10-12 01:05:00	ES	Futures	3902.0	3903.12	3901.72	3902.0	865.0
2020-10-12 01:10:00	ES	Futures	3902.28	3905.08	3902.0	3903.68	1416.0
2020-10-12 01:15:00	ES	Futures	3903.96	3904.8	3903.12	3903.68	1687.0
2020-10-12 01:20:00	ES	Futures	3903.96	3904.24	3902.56	3903.96	930.0
2020-10-12 01:25:00	ES	Futures	3904.24	3904.8	3903.12	3903.12	753.0
2020-10-12 01:30:00	ES	Futures	3903.12	3903.68	3902.28	3903.4	638.0
2020-10-12 01:35:00	ES	Futures	3903.4	3904.24	3902.84	3904.24	336.0
2020-10-12 01:40:00	ES	Futures	3904.52	3906.76	3904.24	3905.36	987.0
2020-10-12 01:45:00	ES	Futures	3905.36	3905.36	3903.96	3904.8	263.0
2020-10-12 01:50:00	ES	Futures	3905.08	3905.64	3904.52	3904.8	395.0
2020-10-12 01:55:00	ES	Futures	3904.8	3905.36	3903.96	3905.08	411.0
2020-10-12 02:00:00	ES	Futures	3905.08	3906.76	3904.24	3904.52	791.0
2020-10-12 02:05:00	ES	Futures	3904.52	3904.52	3901.72	3902.28	958.0
2020-10-12 02:10:00	ES	Futures	3902.28	3903.12	3901.16	3901.72	500.0
2020-10-12 02:15:00	ES	Futures	3901.72	3902.0	3901.16	3901.44	638.0
2020-10-12 02:20:00	ES	Futures	3900.88	3902.0	3900.6	3900.88	454.0
2020-10-12 02:25:00	ES	Futures	3900.88	3901.16	3900.04	3900.32	434.0
2020-10-12 02:30:00	ES	Futures	3900.6	3900.88	3900.04	3900.32	486.0
2020-10-12 02:35:00	ES	Futures	3900.6	3901.44	3900.32	3900.32	1246.0
2020-10-12 02:40:00	ES	Futures	3900.32	3902.0	3900.32	3901.44	1748.0
2020-10-12 02:45:00	ES	Futures	3901.44	3901.72	3899.48	3900.32	1652.0
2020-10-12 02:50:00	ES	Futures	3900.32	3901.16	3900.04	3900.88	1252.0
2020-10-12 02:55:00	ES	Futures	3900.6	3900.6	3898.92	3899.2	1358.0
2020-10-12 03:00:00	ES	Futures	3899.48	3899.48	3896.95	3897.8	3163.0
2020-10-12 03:05:00	ES	Futures	3897.51	3898.08	3896.39	3897.8	3726.0
2020-10-12 03:10:00	ES	Futures	3897.8	3898.36	3896.95	3897.8	2320.0
2020-10-12 03:15:00	ES	Futures	3897.51	3901.16	3896.95	3900.88	1627.0
2020-10-12 03:20:00	ES	Futures	3901.16	3902.0	3900.04	3901.16	2122.0
2020-10-12 03:25:00	ES	Futures	3900.88	3900.88	3898.92	3900.04	3359.0
2020-10-12 03:30:00	ES	Futures	3900.04	3900.6	3898.36	3899.76	1192.0
2020-10-12 03:35:00	ES	Futures	3899.76	3900.32	3898.08	3898.92	808.0
2020-10-12 03:40:00	ES	Futures	3898.92	3898.92	3897.51	3898.08	1001.0
2020-10-12 03:45:00	ES	Futures	3898.36	3898.92	3897.23	3898.08	1875.0
2020-10-12 03:50:00	ES	Futures	3898.36	3899.76	3897.23	3897.8	995.0
2020-10-12 03:55:00	ES	Futures	3897.8	3900.32	3896.11	3900.04	1603.0
2020-10-12 04:00:00	ES	Futures	3900.04	3900.88	3898.92	3900.6	1152.0
2020-10-12 04:05:00	ES	Futures	3900.6	3900.88	3900.04	3900.32	824.0

> showing 50 of 17,605 rows — these rows as CSV

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