PREVIEW / futures_5min / 2020-10-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-14.parquet
  size:    292 KB
  rows:    17,872

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
2020-10-14 00:00:00	ES	Futures	3940.37	3941.77	3940.37	3941.49	522.0
2020-10-14 00:05:00	ES	Futures	3941.77	3944.85	3941.77	3942.61	1684.0
2020-10-14 00:10:00	ES	Futures	3942.89	3943.45	3942.61	3942.89	264.0
2020-10-14 00:15:00	ES	Futures	3942.89	3944.57	3942.61	3943.73	651.0
2020-10-14 00:20:00	ES	Futures	3943.73	3944.01	3943.45	3943.45	245.0
2020-10-14 00:25:00	ES	Futures	3943.73	3943.73	3942.61	3942.61	372.0
2020-10-14 00:30:00	ES	Futures	3942.61	3942.89	3940.37	3941.49	1219.0
2020-10-14 00:35:00	ES	Futures	3941.49	3941.77	3940.65	3940.93	656.0
2020-10-14 00:40:00	ES	Futures	3940.93	3940.93	3938.41	3938.69	1437.0
2020-10-14 00:45:00	ES	Futures	3938.69	3939.81	3937.01	3937.29	816.0
2020-10-14 00:50:00	ES	Futures	3937.01	3938.13	3935.33	3937.01	897.0
2020-10-14 00:55:00	ES	Futures	3937.29	3938.13	3936.45	3937.85	607.0
2020-10-14 01:00:00	ES	Futures	3937.85	3938.13	3936.45	3937.01	902.0
2020-10-14 01:05:00	ES	Futures	3936.73	3938.69	3936.45	3937.29	725.0
2020-10-14 01:10:00	ES	Futures	3937.01	3938.13	3936.45	3937.01	647.0
2020-10-14 01:15:00	ES	Futures	3937.29	3937.57	3935.89	3936.17	689.0
2020-10-14 01:20:00	ES	Futures	3936.17	3936.17	3933.65	3935.33	1052.0
2020-10-14 01:25:00	ES	Futures	3935.33	3936.45	3933.09	3933.65	1166.0
2020-10-14 01:30:00	ES	Futures	3933.93	3935.05	3933.37	3935.05	507.0
2020-10-14 01:35:00	ES	Futures	3935.33	3935.33	3933.37	3933.65	347.0
2020-10-14 01:40:00	ES	Futures	3933.65	3934.49	3933.37	3934.49	452.0
2020-10-14 01:45:00	ES	Futures	3934.49	3935.05	3933.65	3934.49	629.0
2020-10-14 01:50:00	ES	Futures	3934.49	3935.33	3934.21	3934.77	443.0
2020-10-14 01:55:00	ES	Futures	3934.77	3935.33	3933.93	3933.93	656.0
2020-10-14 02:00:00	ES	Futures	3933.93	3934.21	3930.57	3931.13	1320.0
2020-10-14 02:05:00	ES	Futures	3931.41	3933.37	3931.41	3933.09	883.0
2020-10-14 02:10:00	ES	Futures	3933.37	3933.93	3932.25	3933.65	724.0
2020-10-14 02:15:00	ES	Futures	3933.65	3935.33	3933.37	3934.77	921.0
2020-10-14 02:20:00	ES	Futures	3935.05	3937.57	3934.49	3937.01	1200.0
2020-10-14 02:25:00	ES	Futures	3936.73	3937.29	3935.05	3935.33	665.0
2020-10-14 02:30:00	ES	Futures	3935.33	3937.57	3935.05	3936.73	723.0
2020-10-14 02:35:00	ES	Futures	3936.73	3937.85	3935.89	3937.29	1037.0
2020-10-14 02:40:00	ES	Futures	3937.01	3941.77	3937.01	3941.49	1724.0
2020-10-14 02:45:00	ES	Futures	3941.77	3942.61	3939.25	3940.09	838.0
2020-10-14 02:50:00	ES	Futures	3939.81	3941.49	3939.81	3940.65	547.0
2020-10-14 02:55:00	ES	Futures	3940.65	3942.89	3940.37	3940.93	889.0
2020-10-14 03:00:00	ES	Futures	3940.93	3942.33	3935.89	3937.29	2340.0
2020-10-14 03:05:00	ES	Futures	3937.57	3937.57	3933.93	3935.05	2064.0
2020-10-14 03:10:00	ES	Futures	3935.05	3938.13	3933.93	3936.17	1855.0
2020-10-14 03:15:00	ES	Futures	3935.89	3936.45	3932.53	3933.65	1476.0
2020-10-14 03:20:00	ES	Futures	3933.65	3935.05	3931.41	3934.49	1922.0
2020-10-14 03:25:00	ES	Futures	3934.49	3936.17	3934.49	3935.33	1284.0
2020-10-14 03:30:00	ES	Futures	3935.33	3936.17	3933.37	3935.61	1333.0
2020-10-14 03:35:00	ES	Futures	3935.61	3938.13	3935.33	3936.73	1159.0
2020-10-14 03:40:00	ES	Futures	3936.73	3938.41	3936.45	3937.57	830.0
2020-10-14 03:45:00	ES	Futures	3937.85	3939.25	3936.45	3938.13	772.0
2020-10-14 03:50:00	ES	Futures	3938.41	3938.69	3935.05	3937.57	990.0
2020-10-14 03:55:00	ES	Futures	3937.85	3940.93	3937.01	3940.65	1521.0
2020-10-14 04:00:00	ES	Futures	3940.65	3943.45	3939.25	3942.61	1634.0
2020-10-14 04:05:00	ES	Futures	3942.61	3942.89	3941.49	3941.49	807.0

> showing 50 of 17,872 rows — these rows as CSV

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