PREVIEW / futures_5min / 2021-01-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-20.parquet
  size:    310 KB
  rows:    18,539

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
2021-01-20 00:00:00	ES	Futures	4259.39	4259.67	4257.43	4257.43	447.0
2021-01-20 00:05:00	ES	Futures	4257.43	4259.67	4257.15	4259.11	402.0
2021-01-20 00:10:00	ES	Futures	4259.11	4260.24	4258.83	4259.95	419.0
2021-01-20 00:15:00	ES	Futures	4259.95	4261.08	4259.39	4260.8	327.0
2021-01-20 00:20:00	ES	Futures	4260.52	4261.64	4258.55	4258.83	627.0
2021-01-20 00:25:00	ES	Futures	4258.55	4261.08	4258.55	4260.52	462.0
2021-01-20 00:30:00	ES	Futures	4260.52	4260.8	4257.71	4258.27	804.0
2021-01-20 00:35:00	ES	Futures	4258.27	4260.24	4258.27	4259.39	298.0
2021-01-20 00:40:00	ES	Futures	4259.39	4259.95	4259.11	4259.67	148.0
2021-01-20 00:45:00	ES	Futures	4259.67	4261.08	4259.39	4261.08	596.0
2021-01-20 00:50:00	ES	Futures	4260.8	4262.48	4260.52	4261.36	602.0
2021-01-20 00:55:00	ES	Futures	4261.36	4262.48	4260.24	4260.24	588.0
2021-01-20 01:00:00	ES	Futures	4260.24	4261.08	4259.11	4259.39	592.0
2021-01-20 01:05:00	ES	Futures	4259.39	4259.67	4258.27	4258.55	337.0
2021-01-20 01:10:00	ES	Futures	4258.83	4259.39	4258.27	4259.39	162.0
2021-01-20 01:15:00	ES	Futures	4259.39	4260.8	4259.39	4260.24	233.0
2021-01-20 01:20:00	ES	Futures	4260.52	4261.36	4260.52	4260.8	198.0
2021-01-20 01:25:00	ES	Futures	4261.08	4262.2	4260.52	4262.2	481.0
2021-01-20 01:30:00	ES	Futures	4261.92	4262.2	4261.36	4262.2	232.0
2021-01-20 01:35:00	ES	Futures	4262.2	4262.76	4261.92	4261.92	390.0
2021-01-20 01:40:00	ES	Futures	4262.2	4262.76	4261.64	4262.48	318.0
2021-01-20 01:45:00	ES	Futures	4262.76	4264.45	4262.76	4264.45	624.0
2021-01-20 01:50:00	ES	Futures	4264.73	4266.97	4264.16	4266.13	919.0
2021-01-20 01:55:00	ES	Futures	4265.57	4266.13	4264.16	4264.45	564.0
2021-01-20 02:00:00	ES	Futures	4264.45	4266.13	4263.6	4265.01	832.0
2021-01-20 02:05:00	ES	Futures	4265.01	4265.85	4264.45	4265.57	291.0
2021-01-20 02:10:00	ES	Futures	4265.57	4266.41	4265.01	4266.13	307.0
2021-01-20 02:15:00	ES	Futures	4266.13	4266.97	4265.29	4266.13	422.0
2021-01-20 02:20:00	ES	Futures	4266.13	4266.13	4265.29	4266.13	403.0
2021-01-20 02:25:00	ES	Futures	4265.85	4266.69	4265.29	4265.57	304.0
2021-01-20 02:30:00	ES	Futures	4265.85	4266.97	4265.85	4266.97	326.0
2021-01-20 02:35:00	ES	Futures	4266.97	4267.53	4265.29	4266.13	681.0
2021-01-20 02:40:00	ES	Futures	4265.85	4267.81	4265.85	4266.69	346.0
2021-01-20 02:45:00	ES	Futures	4266.69	4267.53	4266.13	4266.13	306.0
2021-01-20 02:50:00	ES	Futures	4266.13	4266.97	4265.29	4265.29	382.0
2021-01-20 02:55:00	ES	Futures	4265.29	4265.85	4263.88	4264.45	702.0
2021-01-20 03:00:00	ES	Futures	4264.16	4265.29	4261.64	4261.92	2854.0
2021-01-20 03:05:00	ES	Futures	4261.92	4264.16	4261.64	4262.76	1583.0
2021-01-20 03:10:00	ES	Futures	4262.48	4263.32	4261.36	4261.64	1079.0
2021-01-20 03:15:00	ES	Futures	4261.36	4261.92	4260.24	4261.92	1283.0
2021-01-20 03:20:00	ES	Futures	4261.92	4264.73	4261.92	4264.45	1010.0
2021-01-20 03:25:00	ES	Futures	4264.45	4264.45	4263.32	4263.32	763.0
2021-01-20 03:30:00	ES	Futures	4263.6	4264.73	4261.36	4263.6	1555.0
2021-01-20 03:35:00	ES	Futures	4263.88	4266.41	4263.32	4266.13	946.0
2021-01-20 03:40:00	ES	Futures	4266.13	4274.27	4265.85	4271.18	4852.0
2021-01-20 03:45:00	ES	Futures	4270.9	4273.99	4268.66	4268.66	3924.0
2021-01-20 03:50:00	ES	Futures	4268.66	4268.94	4263.88	4264.16	2609.0
2021-01-20 03:55:00	ES	Futures	4264.16	4266.41	4264.16	4266.13	1898.0
2021-01-20 04:00:00	ES	Futures	4266.41	4267.53	4265.85	4266.69	1467.0
2021-01-20 04:05:00	ES	Futures	4266.69	4267.25	4263.32	4263.6	1422.0

> showing 50 of 18,539 rows — these rows as CSV

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