PREVIEW / futures_5min / 2020-10-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-13.parquet
  size:    286 KB
  rows:    17,751

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
2020-10-13 00:00:00	ES	Futures	3942.89	3943.45	3941.77	3942.33	375.0
2020-10-13 00:05:00	ES	Futures	3942.33	3942.33	3939.81	3940.09	578.0
2020-10-13 00:10:00	ES	Futures	3940.09	3942.05	3940.09	3941.77	565.0
2020-10-13 00:15:00	ES	Futures	3942.05	3942.05	3940.93	3941.21	221.0
2020-10-13 00:20:00	ES	Futures	3941.21	3941.49	3940.09	3940.37	295.0
2020-10-13 00:25:00	ES	Futures	3940.37	3943.45	3940.09	3942.61	477.0
2020-10-13 00:30:00	ES	Futures	3942.61	3943.73	3941.21	3942.61	665.0
2020-10-13 00:35:00	ES	Futures	3942.61	3942.89	3942.05	3942.33	288.0
2020-10-13 00:40:00	ES	Futures	3942.61	3942.61	3941.21	3941.49	334.0
2020-10-13 00:45:00	ES	Futures	3941.49	3942.05	3941.21	3941.21	172.0
2020-10-13 00:50:00	ES	Futures	3941.49	3942.05	3941.21	3942.05	250.0
2020-10-13 00:55:00	ES	Futures	3942.05	3942.89	3941.77	3942.33	446.0
2020-10-13 01:00:00	ES	Futures	3942.61	3944.29	3942.33	3943.73	2352.0
2020-10-13 01:05:00	ES	Futures	3944.01	3945.97	3942.61	3944.57	2424.0
2020-10-13 01:10:00	ES	Futures	3944.29	3946.81	3944.01	3946.53	2853.0
2020-10-13 01:15:00	ES	Futures	3946.53	3948.21	3945.97	3947.93	1796.0
2020-10-13 01:20:00	ES	Futures	3947.93	3951.85	3947.65	3950.17	3725.0
2020-10-13 01:25:00	ES	Futures	3950.45	3953.53	3949.89	3953.25	1833.0
2020-10-13 01:30:00	ES	Futures	3953.25	3953.53	3949.89	3949.89	873.0
2020-10-13 01:35:00	ES	Futures	3950.17	3953.53	3949.89	3952.41	659.0
2020-10-13 01:40:00	ES	Futures	3952.41	3954.65	3951.85	3952.97	1052.0
2020-10-13 01:45:00	ES	Futures	3952.97	3952.97	3950.45	3950.73	966.0
2020-10-13 01:50:00	ES	Futures	3950.73	3951.29	3950.17	3950.17	1658.0
2020-10-13 01:55:00	ES	Futures	3950.17	3952.69	3949.89	3952.41	677.0
2020-10-13 02:00:00	ES	Futures	3952.41	3953.25	3949.61	3950.17	1358.0
2020-10-13 02:05:00	ES	Futures	3950.17	3951.57	3949.61	3951.29	721.0
2020-10-13 02:10:00	ES	Futures	3951.29	3952.13	3950.17	3951.57	510.0
2020-10-13 02:15:00	ES	Futures	3951.29	3954.09	3950.45	3954.09	779.0
2020-10-13 02:20:00	ES	Futures	3954.09	3954.65	3952.41	3952.41	1104.0
2020-10-13 02:25:00	ES	Futures	3952.41	3953.81	3951.85	3952.13	621.0
2020-10-13 02:30:00	ES	Futures	3952.13	3952.13	3949.05	3949.33	1330.0
2020-10-13 02:35:00	ES	Futures	3949.33	3949.33	3936.73	3940.37	4584.0
2020-10-13 02:40:00	ES	Futures	3940.37	3943.45	3940.37	3942.89	1853.0
2020-10-13 02:45:00	ES	Futures	3942.89	3942.89	3939.25	3940.93	1884.0
2020-10-13 02:50:00	ES	Futures	3941.21	3943.45	3940.65	3942.89	1203.0
2020-10-13 02:55:00	ES	Futures	3942.89	3943.17	3941.77	3942.05	854.0
2020-10-13 03:00:00	ES	Futures	3942.33	3942.89	3938.41	3940.93	3661.0
2020-10-13 03:05:00	ES	Futures	3940.93	3942.05	3938.13	3940.09	2433.0
2020-10-13 03:10:00	ES	Futures	3940.09	3941.21	3938.41	3939.53	2243.0
2020-10-13 03:15:00	ES	Futures	3939.53	3939.81	3932.53	3933.65	4134.0
2020-10-13 03:20:00	ES	Futures	3933.93	3935.05	3932.81	3934.21	2974.0
2020-10-13 03:25:00	ES	Futures	3933.93	3937.29	3933.37	3937.01	1946.0
2020-10-13 03:30:00	ES	Futures	3936.73	3937.01	3934.77	3935.05	1972.0
2020-10-13 03:35:00	ES	Futures	3934.77	3937.57	3933.93	3937.29	1426.0
2020-10-13 03:40:00	ES	Futures	3937.29	3939.25	3936.45	3937.29	1593.0
2020-10-13 03:45:00	ES	Futures	3937.29	3938.13	3935.61	3937.57	1094.0
2020-10-13 03:50:00	ES	Futures	3937.29	3938.97	3935.05	3935.61	1578.0
2020-10-13 03:55:00	ES	Futures	3935.61	3937.29	3934.77	3936.17	1470.0
2020-10-13 04:00:00	ES	Futures	3936.17	3944.01	3936.17	3941.49	3004.0
2020-10-13 04:05:00	ES	Futures	3941.77	3943.73	3940.65	3943.45	1556.0

> showing 50 of 17,751 rows — these rows as CSV

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