PREVIEW / futures_5min / 2021-01-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-10.parquet
  size:    83 KB
  rows:    3,682

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
2021-01-10 18:00:00	ES	Futures	4283.53	4289.42	4279.6	4286.9	3962.0
2021-01-10 18:05:00	ES	Futures	4286.9	4289.14	4285.5	4286.9	1328.0
2021-01-10 18:10:00	ES	Futures	4286.62	4288.58	4283.53	4285.5	932.0
2021-01-10 18:15:00	ES	Futures	4284.93	4286.62	4284.09	4285.21	502.0
2021-01-10 18:20:00	ES	Futures	4285.21	4285.5	4282.41	4283.81	799.0
2021-01-10 18:25:00	ES	Futures	4283.81	4284.09	4280.72	4281.57	660.0
2021-01-10 18:30:00	ES	Futures	4281.85	4282.13	4278.2	4281.57	1280.0
2021-01-10 18:35:00	ES	Futures	4281.57	4281.85	4279.6	4279.88	618.0
2021-01-10 18:40:00	ES	Futures	4279.6	4280.44	4275.95	4275.95	1002.0
2021-01-10 18:45:00	ES	Futures	4275.95	4278.2	4275.11	4277.08	1159.0
2021-01-10 18:50:00	ES	Futures	4277.08	4277.36	4275.11	4275.67	799.0
2021-01-10 18:55:00	ES	Futures	4275.67	4277.08	4274.83	4277.08	838.0
2021-01-10 19:00:00	ES	Futures	4276.79	4281.57	4275.95	4281.0	1329.0
2021-01-10 19:05:00	ES	Futures	4280.44	4280.72	4276.23	4276.79	773.0
2021-01-10 19:10:00	ES	Futures	4277.08	4279.88	4275.95	4277.64	867.0
2021-01-10 19:15:00	ES	Futures	4277.64	4277.92	4272.87	4273.99	1692.0
2021-01-10 19:20:00	ES	Futures	4274.27	4275.67	4272.87	4275.11	948.0
2021-01-10 19:25:00	ES	Futures	4275.11	4275.39	4273.99	4274.83	582.0
2021-01-10 19:30:00	ES	Futures	4274.83	4275.11	4272.02	4272.3	812.0
2021-01-10 19:35:00	ES	Futures	4272.58	4273.99	4270.9	4272.87	1049.0
2021-01-10 19:40:00	ES	Futures	4272.87	4272.87	4270.62	4272.02	606.0
2021-01-10 19:45:00	ES	Futures	4272.02	4275.67	4271.74	4275.39	1251.0
2021-01-10 19:50:00	ES	Futures	4275.39	4276.23	4272.58	4275.39	1087.0
2021-01-10 19:55:00	ES	Futures	4275.67	4276.79	4275.11	4275.39	685.0
2021-01-10 20:00:00	ES	Futures	4275.11	4275.11	4271.74	4272.58	1364.0
2021-01-10 20:05:00	ES	Futures	4272.58	4273.15	4271.18	4272.87	958.0
2021-01-10 20:10:00	ES	Futures	4272.58	4274.27	4271.46	4272.3	709.0
2021-01-10 20:15:00	ES	Futures	4272.3	4273.15	4270.9	4271.74	1304.0
2021-01-10 20:20:00	ES	Futures	4271.74	4275.39	4271.18	4273.15	1331.0
2021-01-10 20:25:00	ES	Futures	4273.43	4275.67	4273.15	4273.99	837.0
2021-01-10 20:30:00	ES	Futures	4274.27	4274.27	4270.9	4271.74	1338.0
2021-01-10 20:35:00	ES	Futures	4271.74	4271.74	4264.73	4265.85	3049.0
2021-01-10 20:40:00	ES	Futures	4265.85	4269.22	4265.85	4266.41	1409.0
2021-01-10 20:45:00	ES	Futures	4266.41	4269.5	4265.01	4269.22	1343.0
2021-01-10 20:50:00	ES	Futures	4269.5	4270.34	4266.97	4268.37	793.0
2021-01-10 20:55:00	ES	Futures	4268.09	4269.22	4265.57	4265.85	867.0
2021-01-10 21:00:00	ES	Futures	4265.85	4267.25	4258.83	4259.67	2732.0
2021-01-10 21:05:00	ES	Futures	4259.67	4261.36	4257.43	4257.43	2760.0
2021-01-10 21:10:00	ES	Futures	4257.71	4260.52	4257.15	4259.39	1512.0
2021-01-10 21:15:00	ES	Futures	4259.39	4260.52	4257.43	4259.95	1102.0
2021-01-10 21:20:00	ES	Futures	4259.95	4262.76	4258.55	4262.76	1271.0
2021-01-10 21:25:00	ES	Futures	4262.76	4264.45	4262.2	4263.88	1163.0
2021-01-10 21:30:00	ES	Futures	4263.88	4264.73	4262.48	4263.6	707.0
2021-01-10 21:35:00	ES	Futures	4263.6	4264.16	4261.92	4261.92	597.0
2021-01-10 21:40:00	ES	Futures	4261.92	4263.04	4259.39	4262.2	1007.0
2021-01-10 21:45:00	ES	Futures	4262.2	4266.97	4261.64	4266.69	1102.0
2021-01-10 21:50:00	ES	Futures	4266.69	4267.25	4263.88	4265.01	885.0
2021-01-10 21:55:00	ES	Futures	4265.01	4266.97	4261.92	4266.69	1153.0
2021-01-10 22:00:00	ES	Futures	4266.41	4266.97	4263.88	4265.85	918.0
2021-01-10 22:05:00	ES	Futures	4265.85	4265.85	4262.48	4263.6	934.0

> showing 50 of 3,682 rows — these rows as CSV

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