PREVIEW / futures_5min / 2020-12-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-23.parquet
  size:    302 KB
  rows:    17,782

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
2020-12-23 00:00:00	ES	Futures	4122.15	4122.43	4121.02	4122.43	392.0
2020-12-23 00:05:00	ES	Futures	4122.15	4123.27	4121.87	4122.71	1273.0
2020-12-23 00:10:00	ES	Futures	4122.71	4123.55	4122.15	4122.99	499.0
2020-12-23 00:15:00	ES	Futures	4123.27	4123.27	4121.31	4121.59	324.0
2020-12-23 00:20:00	ES	Futures	4121.59	4122.43	4120.46	4122.43	307.0
2020-12-23 00:25:00	ES	Futures	4122.43	4123.27	4122.15	4122.43	261.0
2020-12-23 00:30:00	ES	Futures	4122.15	4122.71	4120.18	4120.18	400.0
2020-12-23 00:35:00	ES	Futures	4120.46	4121.02	4120.18	4120.18	193.0
2020-12-23 00:40:00	ES	Futures	4120.18	4120.74	4118.78	4118.78	422.0
2020-12-23 00:45:00	ES	Futures	4118.78	4120.18	4118.22	4119.62	616.0
2020-12-23 00:50:00	ES	Futures	4119.62	4120.18	4119.34	4119.62	397.0
2020-12-23 00:55:00	ES	Futures	4119.34	4122.43	4119.06	4121.59	840.0
2020-12-23 01:00:00	ES	Futures	4121.59	4124.11	4120.74	4123.55	1181.0
2020-12-23 01:05:00	ES	Futures	4123.55	4124.11	4122.99	4123.27	679.0
2020-12-23 01:10:00	ES	Futures	4123.27	4123.55	4121.87	4122.99	1041.0
2020-12-23 01:15:00	ES	Futures	4123.27	4125.52	4123.27	4125.23	1128.0
2020-12-23 01:20:00	ES	Futures	4125.23	4125.23	4124.11	4125.23	343.0
2020-12-23 01:25:00	ES	Futures	4125.23	4125.8	4124.11	4124.11	386.0
2020-12-23 01:30:00	ES	Futures	4124.39	4124.95	4123.83	4123.83	238.0
2020-12-23 01:35:00	ES	Futures	4123.83	4125.23	4123.83	4124.95	186.0
2020-12-23 01:40:00	ES	Futures	4125.23	4125.8	4124.67	4125.23	226.0
2020-12-23 01:45:00	ES	Futures	4124.95	4127.2	4124.95	4126.92	389.0
2020-12-23 01:50:00	ES	Futures	4126.92	4126.92	4126.36	4126.36	173.0
2020-12-23 01:55:00	ES	Futures	4126.64	4127.2	4126.36	4126.64	307.0
2020-12-23 02:00:00	ES	Futures	4126.64	4129.16	4126.36	4127.2	1863.0
2020-12-23 02:05:00	ES	Futures	4126.92	4127.48	4125.52	4126.64	657.0
2020-12-23 02:10:00	ES	Futures	4126.92	4132.53	4126.92	4130.85	1951.0
2020-12-23 02:15:00	ES	Futures	4131.13	4133.09	4130.29	4131.97	791.0
2020-12-23 02:20:00	ES	Futures	4131.97	4133.09	4131.69	4132.53	667.0
2020-12-23 02:25:00	ES	Futures	4132.25	4133.37	4131.69	4132.25	774.0
2020-12-23 02:30:00	ES	Futures	4132.25	4132.53	4131.69	4131.97	572.0
2020-12-23 02:35:00	ES	Futures	4131.97	4132.25	4131.69	4131.97	306.0
2020-12-23 02:40:00	ES	Futures	4131.69	4131.69	4130.57	4131.41	466.0
2020-12-23 02:45:00	ES	Futures	4131.13	4134.22	4130.85	4133.65	802.0
2020-12-23 02:50:00	ES	Futures	4133.65	4135.62	4131.97	4134.78	1061.0
2020-12-23 02:55:00	ES	Futures	4134.78	4135.06	4133.37	4133.37	696.0
2020-12-23 03:00:00	ES	Futures	4133.37	4136.46	4132.25	4134.5	2051.0
2020-12-23 03:05:00	ES	Futures	4134.5	4136.74	4134.22	4136.18	1476.0
2020-12-23 03:10:00	ES	Futures	4136.46	4137.86	4136.18	4136.74	1322.0
2020-12-23 03:15:00	ES	Futures	4136.74	4139.27	4136.46	4137.02	1409.0
2020-12-23 03:20:00	ES	Futures	4137.02	4138.15	4136.18	4136.74	1143.0
2020-12-23 03:25:00	ES	Futures	4136.74	4137.86	4136.46	4137.3	740.0
2020-12-23 03:30:00	ES	Futures	4137.02	4137.86	4135.9	4136.18	711.0
2020-12-23 03:35:00	ES	Futures	4135.9	4137.02	4135.62	4135.9	514.0
2020-12-23 03:40:00	ES	Futures	4135.62	4137.86	4135.34	4137.02	594.0
2020-12-23 03:45:00	ES	Futures	4137.02	4137.58	4135.9	4136.46	657.0
2020-12-23 03:50:00	ES	Futures	4136.74	4138.43	4136.74	4137.86	875.0
2020-12-23 03:55:00	ES	Futures	4137.86	4140.11	4137.58	4137.86	1597.0
2020-12-23 04:00:00	ES	Futures	4137.86	4139.55	4136.74	4138.99	1048.0
2020-12-23 04:05:00	ES	Futures	4139.27	4140.11	4138.43	4139.83	637.0

> showing 50 of 17,782 rows — these rows as CSV

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