PREVIEW / futures_5min / 2020-12-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-06.parquet
  size:    66 KB
  rows:    3,355

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
2020-12-06 18:00:00	ES	Futures	4139.52	4151.0	4137.56	4147.64	5604.0
2020-12-06 18:05:00	ES	Futures	4147.64	4148.76	4145.4	4148.48	1346.0
2020-12-06 18:10:00	ES	Futures	4148.48	4149.04	4142.6	4143.16	2140.0
2020-12-06 18:15:00	ES	Futures	4143.16	4144.0	4141.2	4142.6	1050.0
2020-12-06 18:20:00	ES	Futures	4142.88	4144.84	4142.04	4144.56	766.0
2020-12-06 18:25:00	ES	Futures	4144.56	4145.68	4142.6	4145.68	662.0
2020-12-06 18:30:00	ES	Futures	4145.68	4147.92	4144.56	4145.12	1146.0
2020-12-06 18:35:00	ES	Futures	4144.84	4146.24	4143.72	4145.96	375.0
2020-12-06 18:40:00	ES	Futures	4145.96	4147.64	4145.68	4147.08	419.0
2020-12-06 18:45:00	ES	Futures	4146.8	4148.2	4146.24	4147.08	541.0
2020-12-06 18:50:00	ES	Futures	4146.8	4147.36	4145.68	4146.8	416.0
2020-12-06 18:55:00	ES	Futures	4146.52	4146.8	4143.44	4144.56	711.0
2020-12-06 19:00:00	ES	Futures	4144.28	4144.56	4141.48	4142.88	1456.0
2020-12-06 19:05:00	ES	Futures	4142.88	4143.44	4137.0	4138.4	2900.0
2020-12-06 19:10:00	ES	Futures	4138.68	4140.64	4138.12	4140.08	1952.0
2020-12-06 19:15:00	ES	Futures	4140.08	4140.08	4138.12	4138.68	894.0
2020-12-06 19:20:00	ES	Futures	4138.68	4140.36	4138.68	4139.24	857.0
2020-12-06 19:25:00	ES	Futures	4139.24	4140.64	4138.68	4140.36	670.0
2020-12-06 19:30:00	ES	Futures	4140.36	4142.6	4139.52	4141.76	807.0
2020-12-06 19:35:00	ES	Futures	4142.04	4142.04	4140.36	4141.48	504.0
2020-12-06 19:40:00	ES	Futures	4141.48	4141.76	4140.36	4141.48	347.0
2020-12-06 19:45:00	ES	Futures	4141.48	4142.6	4141.2	4141.76	403.0
2020-12-06 19:50:00	ES	Futures	4141.76	4144.56	4140.92	4144.56	896.0
2020-12-06 19:55:00	ES	Futures	4144.28	4145.4	4142.6	4143.16	1108.0
2020-12-06 20:00:00	ES	Futures	4143.16	4145.4	4142.32	4144.28	825.0
2020-12-06 20:05:00	ES	Futures	4144.28	4144.56	4141.76	4142.04	702.0
2020-12-06 20:10:00	ES	Futures	4142.04	4143.44	4139.8	4142.6	1878.0
2020-12-06 20:15:00	ES	Futures	4142.6	4144.84	4141.48	4144.0	1719.0
2020-12-06 20:20:00	ES	Futures	4143.72	4144.0	4142.04	4142.32	590.0
2020-12-06 20:25:00	ES	Futures	4142.32	4143.16	4141.76	4142.6	693.0
2020-12-06 20:30:00	ES	Futures	4142.6	4143.44	4140.92	4141.48	863.0
2020-12-06 20:35:00	ES	Futures	4141.48	4141.48	4139.8	4140.08	1220.0
2020-12-06 20:40:00	ES	Futures	4140.08	4140.64	4138.68	4140.36	1322.0
2020-12-06 20:45:00	ES	Futures	4140.08	4140.36	4138.12	4138.68	883.0
2020-12-06 20:50:00	ES	Futures	4138.68	4140.36	4138.4	4139.8	715.0
2020-12-06 20:55:00	ES	Futures	4140.08	4140.08	4138.96	4139.24	470.0
2020-12-06 21:00:00	ES	Futures	4139.24	4139.52	4138.12	4138.68	528.0
2020-12-06 21:05:00	ES	Futures	4138.68	4139.24	4138.12	4138.4	531.0
2020-12-06 21:10:00	ES	Futures	4138.4	4138.68	4137.84	4138.4	210.0
2020-12-06 21:15:00	ES	Futures	4138.4	4138.68	4137.56	4138.12	472.0
2020-12-06 21:20:00	ES	Futures	4138.12	4138.96	4137.84	4138.68	317.0
2020-12-06 21:25:00	ES	Futures	4138.4	4138.4	4135.04	4135.32	1222.0
2020-12-06 21:30:00	ES	Futures	4135.32	4135.32	4132.23	4132.23	2245.0
2020-12-06 21:35:00	ES	Futures	4131.95	4134.47	4131.95	4133.91	929.0
2020-12-06 21:40:00	ES	Futures	4133.63	4133.63	4132.23	4133.35	659.0
2020-12-06 21:45:00	ES	Futures	4133.35	4135.04	4132.79	4135.04	621.0
2020-12-06 21:50:00	ES	Futures	4135.04	4135.6	4134.47	4135.32	635.0
2020-12-06 21:55:00	ES	Futures	4135.32	4136.44	4134.47	4134.76	610.0
2020-12-06 22:00:00	ES	Futures	4134.76	4136.16	4134.76	4135.32	429.0
2020-12-06 22:05:00	ES	Futures	4135.04	4135.32	4132.79	4133.35	827.0

> showing 50 of 3,355 rows — these rows as CSV

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