PREVIEW / futures_5min / 2020-11-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-04.parquet
  size:    376 KB
  rows:    19,119

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
2020-11-04 00:00:00	ES	Futures	3798.36	3802.28	3788.84	3800.88	5479.0
2020-11-04 00:05:00	ES	Futures	3800.88	3812.93	3797.24	3807.04	6161.0
2020-11-04 00:10:00	ES	Futures	3807.32	3816.85	3805.64	3811.25	5321.0
2020-11-04 00:15:00	ES	Futures	3811.25	3813.77	3804.8	3812.37	3876.0
2020-11-04 00:20:00	ES	Futures	3812.65	3813.21	3796.4	3800.04	4907.0
2020-11-04 00:25:00	ES	Futures	3800.32	3807.32	3800.04	3801.72	2505.0
2020-11-04 00:30:00	ES	Futures	3801.44	3803.68	3798.08	3800.04	1900.0
2020-11-04 00:35:00	ES	Futures	3800.32	3804.8	3795.56	3801.44	2815.0
2020-11-04 00:40:00	ES	Futures	3801.16	3803.68	3791.64	3794.72	3508.0
2020-11-04 00:45:00	ES	Futures	3794.72	3799.76	3784.64	3784.92	6126.0
2020-11-04 00:50:00	ES	Futures	3785.2	3799.2	3782.4	3798.08	5164.0
2020-11-04 00:55:00	ES	Futures	3798.64	3799.2	3791.08	3792.48	2388.0
2020-11-04 01:00:00	ES	Futures	3792.76	3795.28	3783.24	3783.24	4514.0
2020-11-04 01:05:00	ES	Futures	3783.8	3792.76	3781.84	3790.52	5278.0
2020-11-04 01:10:00	ES	Futures	3790.24	3799.76	3786.88	3795.0	4500.0
2020-11-04 01:15:00	ES	Futures	3795.28	3796.4	3781.84	3789.12	3572.0
2020-11-04 01:20:00	ES	Futures	3789.4	3794.72	3788.0	3791.92	2435.0
2020-11-04 01:25:00	ES	Futures	3792.2	3792.2	3784.64	3788.0	1740.0
2020-11-04 01:30:00	ES	Futures	3788.0	3791.92	3786.88	3788.28	2354.0
2020-11-04 01:35:00	ES	Futures	3787.72	3798.08	3786.88	3790.8	1874.0
2020-11-04 01:40:00	ES	Futures	3790.52	3791.08	3777.35	3778.19	3483.0
2020-11-04 01:45:00	ES	Futures	3777.91	3780.72	3773.99	3775.11	3535.0
2020-11-04 01:50:00	ES	Futures	3775.11	3779.03	3770.07	3773.99	3270.0
2020-11-04 01:55:00	ES	Futures	3773.99	3780.72	3773.71	3779.6	2505.0
2020-11-04 02:00:00	ES	Futures	3779.6	3786.6	3776.23	3777.63	3655.0
2020-11-04 02:05:00	ES	Futures	3777.63	3784.08	3775.39	3782.4	1545.0
2020-11-04 02:10:00	ES	Futures	3782.12	3783.52	3777.35	3779.88	2485.0
2020-11-04 02:15:00	ES	Futures	3779.88	3781.0	3770.35	3771.19	3241.0
2020-11-04 02:20:00	ES	Futures	3771.47	3775.39	3756.35	3772.03	9259.0
2020-11-04 02:25:00	ES	Futures	3772.03	3778.75	3755.51	3763.63	8735.0
2020-11-04 02:30:00	ES	Futures	3763.07	3771.75	3747.66	3750.47	9448.0
2020-11-04 02:35:00	ES	Futures	3751.03	3754.67	3736.46	3746.54	9082.0
2020-11-04 02:40:00	ES	Futures	3746.54	3746.82	3725.26	3744.02	10581.0
2020-11-04 02:45:00	ES	Futures	3744.02	3744.86	3718.53	3726.38	9038.0
2020-11-04 02:50:00	ES	Futures	3726.38	3745.14	3724.14	3740.38	6517.0
2020-11-04 02:55:00	ES	Futures	3740.1	3750.75	3731.98	3747.66	7234.0
2020-11-04 03:00:00	ES	Futures	3747.94	3752.15	3742.9	3747.38	7157.0
2020-11-04 03:05:00	ES	Futures	3747.66	3751.31	3737.86	3750.75	5848.0
2020-11-04 03:10:00	ES	Futures	3750.47	3760.55	3744.3	3755.51	8626.0
2020-11-04 03:15:00	ES	Futures	3755.51	3773.71	3752.71	3769.23	7452.0
2020-11-04 03:20:00	ES	Futures	3769.51	3777.35	3760.55	3774.27	7339.0
2020-11-04 03:25:00	ES	Futures	3774.55	3798.92	3763.91	3789.12	13434.0
2020-11-04 03:30:00	ES	Futures	3789.12	3796.12	3780.72	3790.8	7684.0
2020-11-04 03:35:00	ES	Futures	3791.08	3792.48	3783.24	3788.56	4899.0
2020-11-04 03:40:00	ES	Futures	3788.84	3792.2	3780.16	3781.28	3330.0
2020-11-04 03:45:00	ES	Futures	3781.28	3793.32	3781.28	3785.2	4240.0
2020-11-04 03:50:00	ES	Futures	3785.48	3787.44	3780.44	3784.08	2519.0
2020-11-04 03:55:00	ES	Futures	3784.36	3793.6	3783.24	3784.92	4637.0
2020-11-04 04:00:00	ES	Futures	3784.92	3788.84	3779.88	3784.08	7224.0
2020-11-04 04:05:00	ES	Futures	3784.08	3788.0	3782.4	3784.08	3475.0

> showing 50 of 19,119 rows — these rows as CSV

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