PREVIEW / futures_5min / 2021-01-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-03.parquet
  size:    82 KB
  rows:    3,898

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
2021-01-03 18:00:00	ES	Futures	4208.59	4216.17	4201.58	4205.51	7713.0
2021-01-03 18:05:00	ES	Futures	4205.79	4210.0	4204.94	4209.72	1746.0
2021-01-03 18:10:00	ES	Futures	4210.0	4212.8	4208.03	4211.12	2736.0
2021-01-03 18:15:00	ES	Futures	4211.12	4212.24	4209.43	4210.28	1717.0
2021-01-03 18:20:00	ES	Futures	4210.28	4212.24	4209.43	4210.28	837.0
2021-01-03 18:25:00	ES	Futures	4210.56	4212.24	4210.0	4211.4	520.0
2021-01-03 18:30:00	ES	Futures	4211.4	4212.52	4211.12	4211.4	613.0
2021-01-03 18:35:00	ES	Futures	4211.4	4211.96	4210.28	4210.84	474.0
2021-01-03 18:40:00	ES	Futures	4210.84	4211.96	4210.0	4211.96	623.0
2021-01-03 18:45:00	ES	Futures	4211.96	4213.08	4209.15	4209.43	1410.0
2021-01-03 18:50:00	ES	Futures	4209.72	4209.72	4207.75	4209.15	933.0
2021-01-03 18:55:00	ES	Futures	4209.15	4209.15	4208.03	4208.87	419.0
2021-01-03 19:00:00	ES	Futures	4209.15	4209.43	4201.01	4206.35	3793.0
2021-01-03 19:05:00	ES	Futures	4206.35	4206.91	4203.26	4204.38	1397.0
2021-01-03 19:10:00	ES	Futures	4204.38	4206.91	4204.1	4205.22	1151.0
2021-01-03 19:15:00	ES	Futures	4205.51	4206.63	4203.26	4204.94	1351.0
2021-01-03 19:20:00	ES	Futures	4204.94	4206.07	4203.54	4204.66	858.0
2021-01-03 19:25:00	ES	Futures	4204.66	4206.91	4204.38	4206.07	672.0
2021-01-03 19:30:00	ES	Futures	4206.07	4206.35	4203.26	4203.54	1298.0
2021-01-03 19:35:00	ES	Futures	4203.82	4204.38	4200.17	4202.14	1788.0
2021-01-03 19:40:00	ES	Futures	4202.14	4202.98	4200.17	4202.42	1100.0
2021-01-03 19:45:00	ES	Futures	4202.14	4202.7	4199.33	4200.73	1077.0
2021-01-03 19:50:00	ES	Futures	4201.01	4202.42	4200.45	4200.73	525.0
2021-01-03 19:55:00	ES	Futures	4200.73	4201.01	4196.8	4199.61	2486.0
2021-01-03 20:00:00	ES	Futures	4199.61	4201.58	4198.77	4200.73	1246.0
2021-01-03 20:05:00	ES	Futures	4200.45	4205.22	4200.45	4204.66	1907.0
2021-01-03 20:10:00	ES	Futures	4204.94	4205.22	4202.98	4203.82	824.0
2021-01-03 20:15:00	ES	Futures	4203.54	4203.82	4201.58	4202.42	1021.0
2021-01-03 20:20:00	ES	Futures	4202.42	4205.22	4201.86	4204.94	903.0
2021-01-03 20:25:00	ES	Futures	4204.94	4205.22	4203.54	4204.38	531.0
2021-01-03 20:30:00	ES	Futures	4204.66	4204.94	4202.14	4202.7	836.0
2021-01-03 20:35:00	ES	Futures	4202.7	4204.94	4202.42	4204.66	724.0
2021-01-03 20:40:00	ES	Futures	4204.94	4206.91	4204.94	4206.63	1454.0
2021-01-03 20:45:00	ES	Futures	4206.63	4208.31	4205.22	4208.31	1016.0
2021-01-03 20:50:00	ES	Futures	4208.03	4209.43	4208.03	4208.31	1312.0
2021-01-03 20:55:00	ES	Futures	4208.59	4208.87	4206.63	4207.19	879.0
2021-01-03 21:00:00	ES	Futures	4207.47	4209.15	4206.91	4208.31	867.0
2021-01-03 21:05:00	ES	Futures	4208.31	4209.72	4208.31	4209.15	536.0
2021-01-03 21:10:00	ES	Futures	4209.15	4210.0	4208.31	4209.43	549.0
2021-01-03 21:15:00	ES	Futures	4209.43	4211.4	4209.43	4210.84	849.0
2021-01-03 21:20:00	ES	Futures	4210.84	4210.84	4209.43	4209.43	666.0
2021-01-03 21:25:00	ES	Futures	4209.72	4211.12	4209.15	4210.28	613.0
2021-01-03 21:30:00	ES	Futures	4210.28	4211.12	4210.28	4210.56	303.0
2021-01-03 21:35:00	ES	Futures	4210.28	4210.28	4205.79	4205.79	1216.0
2021-01-03 21:40:00	ES	Futures	4205.79	4207.19	4205.79	4207.19	491.0
2021-01-03 21:45:00	ES	Futures	4206.91	4206.91	4206.07	4206.63	343.0
2021-01-03 21:50:00	ES	Futures	4206.91	4207.19	4206.07	4206.63	245.0
2021-01-03 21:55:00	ES	Futures	4206.63	4207.19	4206.07	4206.91	456.0
2021-01-03 22:00:00	ES	Futures	4206.63	4206.91	4206.07	4206.63	255.0
2021-01-03 22:05:00	ES	Futures	4206.63	4208.31	4206.63	4208.31	692.0

> showing 50 of 3,898 rows — these rows as CSV

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