PREVIEW / futures_5min / 2021-02-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-11.parquet
  size:    285 KB
  rows:    18,048

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
2021-02-11 00:00:00	ES	Futures	4386.53	4387.38	4386.25	4386.53	206.0
2021-02-11 00:05:00	ES	Futures	4386.53	4387.38	4386.25	4386.25	164.0
2021-02-11 00:10:00	ES	Futures	4386.25	4386.53	4385.41	4385.69	170.0
2021-02-11 00:15:00	ES	Futures	4385.69	4385.69	4383.45	4384.29	559.0
2021-02-11 00:20:00	ES	Futures	4384.29	4384.29	4383.45	4383.73	193.0
2021-02-11 00:25:00	ES	Futures	4383.73	4384.57	4383.45	4384.29	186.0
2021-02-11 00:30:00	ES	Futures	4384.29	4384.57	4383.17	4383.73	250.0
2021-02-11 00:35:00	ES	Futures	4383.73	4384.29	4383.73	4384.01	97.0
2021-02-11 00:40:00	ES	Futures	4384.29	4384.29	4383.45	4383.73	164.0
2021-02-11 00:45:00	ES	Futures	4383.45	4384.01	4383.45	4384.01	105.0
2021-02-11 00:50:00	ES	Futures	4383.73	4384.85	4383.73	4384.29	235.0
2021-02-11 00:55:00	ES	Futures	4384.29	4384.29	4383.73	4384.29	108.0
2021-02-11 01:00:00	ES	Futures	4384.29	4385.69	4384.29	4385.13	335.0
2021-02-11 01:05:00	ES	Futures	4385.41	4386.25	4385.13	4385.69	241.0
2021-02-11 01:10:00	ES	Futures	4385.97	4386.82	4385.69	4386.53	141.0
2021-02-11 01:15:00	ES	Futures	4386.53	4387.1	4386.25	4386.82	217.0
2021-02-11 01:20:00	ES	Futures	4386.53	4387.1	4386.25	4386.82	124.0
2021-02-11 01:25:00	ES	Futures	4386.53	4387.1	4386.53	4387.1	97.0
2021-02-11 01:30:00	ES	Futures	4387.1	4387.38	4386.53	4387.1	168.0
2021-02-11 01:35:00	ES	Futures	4387.1	4388.22	4387.1	4387.66	312.0
2021-02-11 01:40:00	ES	Futures	4387.66	4387.94	4387.1	4387.94	177.0
2021-02-11 01:45:00	ES	Futures	4387.94	4388.22	4387.38	4387.94	130.0
2021-02-11 01:50:00	ES	Futures	4387.94	4388.22	4386.82	4387.94	305.0
2021-02-11 01:55:00	ES	Futures	4387.94	4388.22	4387.66	4387.66	192.0
2021-02-11 02:00:00	ES	Futures	4387.94	4389.34	4387.94	4388.22	762.0
2021-02-11 02:05:00	ES	Futures	4388.5	4390.46	4388.22	4389.62	716.0
2021-02-11 02:10:00	ES	Futures	4389.62	4389.9	4388.78	4389.62	409.0
2021-02-11 02:15:00	ES	Futures	4389.62	4389.9	4388.5	4389.34	230.0
2021-02-11 02:20:00	ES	Futures	4389.34	4389.62	4388.5	4388.5	196.0
2021-02-11 02:25:00	ES	Futures	4388.5	4388.5	4387.66	4388.22	280.0
2021-02-11 02:30:00	ES	Futures	4387.94	4388.5	4386.82	4386.82	737.0
2021-02-11 02:35:00	ES	Futures	4387.1	4388.22	4386.82	4387.66	287.0
2021-02-11 02:40:00	ES	Futures	4387.66	4388.78	4387.38	4388.5	212.0
2021-02-11 02:45:00	ES	Futures	4388.5	4388.78	4385.97	4386.53	549.0
2021-02-11 02:50:00	ES	Futures	4386.53	4387.94	4386.25	4387.94	492.0
2021-02-11 02:55:00	ES	Futures	4387.94	4389.34	4387.94	4389.06	764.0
2021-02-11 03:00:00	ES	Futures	4389.06	4391.31	4388.22	4389.06	2184.0
2021-02-11 03:05:00	ES	Futures	4389.06	4391.59	4387.94	4389.34	1631.0
2021-02-11 03:10:00	ES	Futures	4389.34	4390.18	4385.13	4385.69	1933.0
2021-02-11 03:15:00	ES	Futures	4385.69	4388.78	4385.69	4388.5	1204.0
2021-02-11 03:20:00	ES	Futures	4388.5	4388.78	4385.97	4387.38	1223.0
2021-02-11 03:25:00	ES	Futures	4387.38	4390.74	4387.38	4389.9	939.0
2021-02-11 03:30:00	ES	Futures	4389.62	4391.03	4388.5	4388.78	1101.0
2021-02-11 03:35:00	ES	Futures	4388.5	4390.18	4388.22	4389.34	591.0
2021-02-11 03:40:00	ES	Futures	4389.06	4392.43	4388.78	4391.59	1381.0
2021-02-11 03:45:00	ES	Futures	4391.59	4392.99	4391.31	4391.87	1279.0
2021-02-11 03:50:00	ES	Futures	4392.15	4396.92	4391.87	4396.08	3210.0
2021-02-11 03:55:00	ES	Futures	4396.36	4396.64	4394.67	4394.95	834.0
2021-02-11 04:00:00	ES	Futures	4394.67	4394.95	4392.71	4392.99	1216.0
2021-02-11 04:05:00	ES	Futures	4392.99	4393.83	4392.43	4393.55	913.0

> showing 50 of 18,048 rows — these rows as CSV

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