PREVIEW / futures_5min / 2020-12-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-16.parquet
  size:    296 KB
  rows:    18,340

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
2020-12-16 00:00:00	ES	Futures	4137.58	4138.43	4136.74	4136.74	401.0
2020-12-16 00:05:00	ES	Futures	4137.02	4137.3	4135.62	4135.62	398.0
2020-12-16 00:10:00	ES	Futures	4135.62	4136.46	4135.34	4135.9	358.0
2020-12-16 00:15:00	ES	Futures	4135.9	4136.18	4135.34	4135.9	247.0
2020-12-16 00:20:00	ES	Futures	4135.62	4136.18	4135.34	4135.9	404.0
2020-12-16 00:25:00	ES	Futures	4135.9	4136.74	4135.62	4136.46	305.0
2020-12-16 00:30:00	ES	Futures	4136.46	4137.86	4136.18	4137.86	312.0
2020-12-16 00:35:00	ES	Futures	4137.58	4137.86	4137.58	4137.86	142.0
2020-12-16 00:40:00	ES	Futures	4137.86	4138.15	4136.74	4137.58	475.0
2020-12-16 00:45:00	ES	Futures	4137.58	4137.86	4137.3	4137.3	218.0
2020-12-16 00:50:00	ES	Futures	4137.58	4137.86	4137.3	4137.58	114.0
2020-12-16 00:55:00	ES	Futures	4137.58	4138.15	4137.3	4137.86	244.0
2020-12-16 01:00:00	ES	Futures	4137.58	4138.15	4137.3	4137.3	357.0
2020-12-16 01:05:00	ES	Futures	4137.02	4137.86	4136.46	4137.02	261.0
2020-12-16 01:10:00	ES	Futures	4137.02	4137.3	4135.9	4135.9	219.0
2020-12-16 01:15:00	ES	Futures	4135.9	4137.02	4135.9	4136.74	231.0
2020-12-16 01:20:00	ES	Futures	4136.74	4136.74	4135.62	4135.62	105.0
2020-12-16 01:25:00	ES	Futures	4135.62	4136.46	4135.62	4136.18	77.0
2020-12-16 01:30:00	ES	Futures	4136.18	4138.15	4136.18	4137.86	244.0
2020-12-16 01:35:00	ES	Futures	4138.15	4138.15	4137.3	4138.15	167.0
2020-12-16 01:40:00	ES	Futures	4137.86	4138.71	4137.58	4138.71	137.0
2020-12-16 01:45:00	ES	Futures	4138.43	4139.55	4138.43	4139.55	319.0
2020-12-16 01:50:00	ES	Futures	4139.55	4139.83	4139.27	4139.55	216.0
2020-12-16 01:55:00	ES	Futures	4139.83	4139.83	4138.99	4139.27	139.0
2020-12-16 02:00:00	ES	Futures	4139.27	4140.39	4138.15	4140.11	408.0
2020-12-16 02:05:00	ES	Futures	4140.11	4140.11	4139.27	4140.11	274.0
2020-12-16 02:10:00	ES	Futures	4140.11	4140.11	4139.55	4139.55	148.0
2020-12-16 02:15:00	ES	Futures	4139.55	4140.39	4138.99	4138.99	364.0
2020-12-16 02:20:00	ES	Futures	4138.99	4139.27	4137.86	4138.43	372.0
2020-12-16 02:25:00	ES	Futures	4138.43	4138.99	4138.15	4138.71	251.0
2020-12-16 02:30:00	ES	Futures	4138.71	4139.83	4138.43	4139.55	290.0
2020-12-16 02:35:00	ES	Futures	4139.55	4141.23	4138.71	4140.67	558.0
2020-12-16 02:40:00	ES	Futures	4140.95	4142.07	4140.67	4140.67	493.0
2020-12-16 02:45:00	ES	Futures	4140.67	4140.95	4139.83	4140.11	360.0
2020-12-16 02:50:00	ES	Futures	4140.11	4140.11	4138.71	4139.55	493.0
2020-12-16 02:55:00	ES	Futures	4139.55	4139.83	4138.15	4138.71	685.0
2020-12-16 03:00:00	ES	Futures	4138.43	4142.07	4138.15	4140.11	2352.0
2020-12-16 03:05:00	ES	Futures	4140.39	4145.72	4139.83	4145.16	2971.0
2020-12-16 03:10:00	ES	Futures	4144.88	4145.72	4144.88	4145.44	1223.0
2020-12-16 03:15:00	ES	Futures	4145.72	4149.65	4145.72	4148.25	3100.0
2020-12-16 03:20:00	ES	Futures	4148.25	4149.37	4147.41	4147.41	1639.0
2020-12-16 03:25:00	ES	Futures	4147.13	4148.53	4146.85	4147.69	1192.0
2020-12-16 03:30:00	ES	Futures	4147.69	4151.62	4147.69	4150.49	2332.0
2020-12-16 03:35:00	ES	Futures	4150.21	4150.49	4148.53	4150.21	1264.0
2020-12-16 03:40:00	ES	Futures	4150.21	4151.34	4148.53	4149.37	1024.0
2020-12-16 03:45:00	ES	Futures	4149.65	4152.18	4149.09	4150.78	1185.0
2020-12-16 03:50:00	ES	Futures	4150.78	4152.46	4149.65	4151.62	1376.0
2020-12-16 03:55:00	ES	Futures	4151.9	4152.46	4149.09	4149.37	1642.0
2020-12-16 04:00:00	ES	Futures	4149.37	4149.93	4147.13	4147.97	1863.0
2020-12-16 04:05:00	ES	Futures	4147.97	4149.93	4147.97	4149.93	1129.0

> showing 50 of 18,340 rows — these rows as CSV

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