PREVIEW / futures_5min / 2021-01-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-11.parquet
  size:    309 KB
  rows:    18,404

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
2021-01-11 00:00:00	ES	Futures	4258.27	4259.11	4257.71	4257.99	729.0
2021-01-11 00:05:00	ES	Futures	4257.99	4263.04	4257.99	4263.04	921.0
2021-01-11 00:10:00	ES	Futures	4262.76	4263.6	4260.8	4262.76	1186.0
2021-01-11 00:15:00	ES	Futures	4262.48	4262.76	4261.64	4261.92	272.0
2021-01-11 00:20:00	ES	Futures	4261.92	4261.92	4259.95	4261.36	441.0
2021-01-11 00:25:00	ES	Futures	4261.36	4261.36	4260.24	4261.08	417.0
2021-01-11 00:30:00	ES	Futures	4260.8	4262.76	4260.24	4262.48	510.0
2021-01-11 00:35:00	ES	Futures	4262.76	4262.76	4260.52	4262.2	476.0
2021-01-11 00:40:00	ES	Futures	4262.2	4262.76	4258.83	4258.83	527.0
2021-01-11 00:45:00	ES	Futures	4258.83	4259.11	4256.87	4258.55	873.0
2021-01-11 00:50:00	ES	Futures	4258.55	4260.8	4257.99	4259.11	495.0
2021-01-11 00:55:00	ES	Futures	4258.83	4259.67	4258.27	4259.11	333.0
2021-01-11 01:00:00	ES	Futures	4259.11	4259.39	4256.87	4256.87	618.0
2021-01-11 01:05:00	ES	Futures	4256.87	4258.83	4256.31	4256.87	926.0
2021-01-11 01:10:00	ES	Futures	4256.59	4257.99	4254.9	4257.71	1897.0
2021-01-11 01:15:00	ES	Futures	4257.99	4258.83	4256.59	4258.55	799.0
2021-01-11 01:20:00	ES	Futures	4258.55	4258.83	4257.15	4257.71	632.0
2021-01-11 01:25:00	ES	Futures	4257.99	4258.55	4257.15	4258.27	724.0
2021-01-11 01:30:00	ES	Futures	4258.27	4259.39	4256.59	4259.11	680.0
2021-01-11 01:35:00	ES	Futures	4259.39	4259.39	4257.99	4257.99	400.0
2021-01-11 01:40:00	ES	Futures	4257.99	4258.55	4256.87	4257.43	408.0
2021-01-11 01:45:00	ES	Futures	4257.43	4259.11	4257.43	4257.43	397.0
2021-01-11 01:50:00	ES	Futures	4257.15	4258.83	4256.87	4257.15	470.0
2021-01-11 01:55:00	ES	Futures	4257.15	4257.71	4256.03	4256.59	711.0
2021-01-11 02:00:00	ES	Futures	4256.59	4259.95	4255.46	4259.67	1198.0
2021-01-11 02:05:00	ES	Futures	4259.67	4263.6	4259.67	4262.2	1284.0
2021-01-11 02:10:00	ES	Futures	4261.92	4263.32	4261.64	4262.48	733.0
2021-01-11 02:15:00	ES	Futures	4262.48	4263.6	4259.95	4260.52	881.0
2021-01-11 02:20:00	ES	Futures	4260.52	4262.2	4260.24	4262.2	658.0
2021-01-11 02:25:00	ES	Futures	4262.2	4263.6	4261.92	4262.76	705.0
2021-01-11 02:30:00	ES	Futures	4262.48	4262.76	4260.24	4260.8	625.0
2021-01-11 02:35:00	ES	Futures	4260.8	4260.8	4257.43	4257.99	863.0
2021-01-11 02:40:00	ES	Futures	4257.99	4259.67	4257.43	4258.83	696.0
2021-01-11 02:45:00	ES	Futures	4258.55	4262.48	4258.27	4261.64	964.0
2021-01-11 02:50:00	ES	Futures	4261.36	4263.6	4260.8	4262.48	774.0
2021-01-11 02:55:00	ES	Futures	4262.48	4263.04	4260.8	4261.08	809.0
2021-01-11 03:00:00	ES	Futures	4261.08	4269.5	4260.8	4265.57	4122.0
2021-01-11 03:05:00	ES	Futures	4265.57	4269.5	4264.73	4268.37	1799.0
2021-01-11 03:10:00	ES	Futures	4268.37	4269.5	4266.41	4268.37	1232.0
2021-01-11 03:15:00	ES	Futures	4268.37	4270.9	4268.09	4269.78	1385.0
2021-01-11 03:20:00	ES	Futures	4269.78	4271.18	4265.29	4265.57	1596.0
2021-01-11 03:25:00	ES	Futures	4265.85	4266.13	4261.64	4263.32	1704.0
2021-01-11 03:30:00	ES	Futures	4263.32	4263.32	4256.31	4257.99	2674.0
2021-01-11 03:35:00	ES	Futures	4258.27	4263.32	4257.15	4262.48	1625.0
2021-01-11 03:40:00	ES	Futures	4262.76	4263.88	4260.24	4260.24	1347.0
2021-01-11 03:45:00	ES	Futures	4260.24	4260.8	4259.11	4259.11	870.0
2021-01-11 03:50:00	ES	Futures	4258.83	4260.52	4257.43	4259.11	1061.0
2021-01-11 03:55:00	ES	Futures	4259.11	4262.76	4257.71	4262.76	1282.0
2021-01-11 04:00:00	ES	Futures	4262.48	4267.25	4262.2	4265.01	2340.0
2021-01-11 04:05:00	ES	Futures	4265.29	4266.41	4265.29	4266.13	686.0

> showing 50 of 18,404 rows — these rows as CSV

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