PREVIEW / futures_5min / 2021-02-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-17.parquet
  size:    321 KB
  rows:    18,805

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
2021-02-17 00:00:00	ES	Futures	4407.87	4410.95	4407.87	4410.67	735.0
2021-02-17 00:05:00	ES	Futures	4410.67	4411.23	4409.27	4409.27	460.0
2021-02-17 00:10:00	ES	Futures	4409.27	4409.27	4408.43	4408.43	358.0
2021-02-17 00:15:00	ES	Futures	4408.43	4409.83	4408.43	4409.55	565.0
2021-02-17 00:20:00	ES	Futures	4409.83	4411.23	4409.83	4410.39	530.0
2021-02-17 00:25:00	ES	Futures	4410.67	4411.51	4410.39	4410.95	354.0
2021-02-17 00:30:00	ES	Futures	4411.23	4413.2	4411.23	4412.64	750.0
2021-02-17 00:35:00	ES	Futures	4412.92	4414.04	4412.08	4412.08	653.0
2021-02-17 00:40:00	ES	Futures	4412.08	4412.64	4411.79	4412.08	358.0
2021-02-17 00:45:00	ES	Futures	4412.08	4412.08	4410.95	4412.08	405.0
2021-02-17 00:50:00	ES	Futures	4411.79	4412.08	4410.67	4410.95	365.0
2021-02-17 00:55:00	ES	Futures	4410.95	4411.23	4409.27	4409.55	619.0
2021-02-17 01:00:00	ES	Futures	4409.55	4409.83	4408.43	4408.99	764.0
2021-02-17 01:05:00	ES	Futures	4409.27	4409.55	4408.15	4408.43	359.0
2021-02-17 01:10:00	ES	Futures	4408.43	4411.51	4408.43	4410.95	681.0
2021-02-17 01:15:00	ES	Futures	4411.23	4412.64	4411.23	4411.51	648.0
2021-02-17 01:20:00	ES	Futures	4411.51	4412.36	4410.95	4411.23	230.0
2021-02-17 01:25:00	ES	Futures	4411.51	4413.2	4411.51	4413.2	450.0
2021-02-17 01:30:00	ES	Futures	4412.92	4414.6	4412.92	4413.2	1010.0
2021-02-17 01:35:00	ES	Futures	4413.2	4413.76	4412.64	4413.48	383.0
2021-02-17 01:40:00	ES	Futures	4413.2	4413.48	4412.64	4413.2	214.0
2021-02-17 01:45:00	ES	Futures	4412.92	4413.48	4412.36	4412.64	133.0
2021-02-17 01:50:00	ES	Futures	4412.92	4413.2	4412.08	4412.92	197.0
2021-02-17 01:55:00	ES	Futures	4413.2	4414.04	4412.64	4413.2	237.0
2021-02-17 02:00:00	ES	Futures	4413.2	4413.48	4411.51	4412.36	692.0
2021-02-17 02:05:00	ES	Futures	4412.36	4414.04	4412.08	4412.64	403.0
2021-02-17 02:10:00	ES	Futures	4412.64	4413.2	4411.51	4412.64	338.0
2021-02-17 02:15:00	ES	Futures	4412.36	4412.64	4410.39	4411.23	681.0
2021-02-17 02:20:00	ES	Futures	4411.23	4411.79	4410.95	4411.23	357.0
2021-02-17 02:25:00	ES	Futures	4411.23	4411.23	4408.99	4409.27	753.0
2021-02-17 02:30:00	ES	Futures	4409.27	4409.83	4406.18	4406.74	1995.0
2021-02-17 02:35:00	ES	Futures	4407.02	4408.43	4407.02	4407.87	659.0
2021-02-17 02:40:00	ES	Futures	4407.58	4409.27	4407.58	4408.43	632.0
2021-02-17 02:45:00	ES	Futures	4408.43	4410.39	4407.58	4409.83	1132.0
2021-02-17 02:50:00	ES	Futures	4409.83	4410.39	4408.99	4409.55	428.0
2021-02-17 02:55:00	ES	Futures	4409.27	4410.67	4407.02	4407.3	1012.0
2021-02-17 03:00:00	ES	Futures	4407.3	4408.99	4402.53	4403.09	3455.0
2021-02-17 03:05:00	ES	Futures	4402.81	4403.66	4397.2	4398.6	5989.0
2021-02-17 03:10:00	ES	Futures	4398.6	4403.37	4396.92	4402.81	4677.0
2021-02-17 03:15:00	ES	Futures	4402.81	4403.09	4400.85	4401.41	2953.0
2021-02-17 03:20:00	ES	Futures	4401.41	4404.78	4400.85	4403.37	2433.0
2021-02-17 03:25:00	ES	Futures	4403.37	4407.3	4403.37	4406.74	1953.0
2021-02-17 03:30:00	ES	Futures	4406.46	4407.87	4406.18	4407.3	1457.0
2021-02-17 03:35:00	ES	Futures	4407.3	4409.27	4407.02	4408.99	1288.0
2021-02-17 03:40:00	ES	Futures	4408.99	4411.51	4408.99	4409.83	1921.0
2021-02-17 03:45:00	ES	Futures	4410.11	4411.23	4408.99	4409.83	1017.0
2021-02-17 03:50:00	ES	Futures	4409.55	4412.64	4408.15	4412.64	1723.0
2021-02-17 03:55:00	ES	Futures	4412.64	4414.6	4411.51	4412.08	2237.0
2021-02-17 04:00:00	ES	Futures	4412.36	4412.64	4410.95	4411.23	1842.0
2021-02-17 04:05:00	ES	Futures	4411.51	4412.08	4409.55	4410.11	936.0

> showing 50 of 18,805 rows — these rows as CSV

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