PREVIEW / futures_5min / 2021-02-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-18.parquet
  size:    324 KB
  rows:    18,697

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
2021-02-18 00:00:00	ES	Futures	4399.73	4400.85	4397.76	4400.57	889.0
2021-02-18 00:05:00	ES	Futures	4400.57	4401.97	4400.01	4401.69	679.0
2021-02-18 00:10:00	ES	Futures	4401.69	4403.66	4401.69	4402.25	884.0
2021-02-18 00:15:00	ES	Futures	4402.53	4404.78	4401.69	4404.5	767.0
2021-02-18 00:20:00	ES	Futures	4404.5	4405.62	4402.53	4403.09	877.0
2021-02-18 00:25:00	ES	Futures	4403.09	4404.22	4402.53	4402.53	565.0
2021-02-18 00:30:00	ES	Futures	4402.81	4404.78	4402.81	4403.66	759.0
2021-02-18 00:35:00	ES	Futures	4403.66	4403.94	4401.41	4401.69	653.0
2021-02-18 00:40:00	ES	Futures	4401.69	4402.81	4400.57	4402.53	749.0
2021-02-18 00:45:00	ES	Futures	4402.53	4403.66	4401.41	4401.41	650.0
2021-02-18 00:50:00	ES	Futures	4401.41	4402.25	4399.45	4399.73	765.0
2021-02-18 00:55:00	ES	Futures	4399.73	4401.41	4399.45	4400.85	598.0
2021-02-18 01:00:00	ES	Futures	4401.13	4403.94	4399.73	4403.37	1060.0
2021-02-18 01:05:00	ES	Futures	4403.09	4403.37	4401.13	4402.25	728.0
2021-02-18 01:10:00	ES	Futures	4402.25	4402.25	4401.13	4401.41	342.0
2021-02-18 01:15:00	ES	Futures	4401.41	4402.81	4401.41	4401.97	479.0
2021-02-18 01:20:00	ES	Futures	4401.69	4402.53	4401.69	4402.25	258.0
2021-02-18 01:25:00	ES	Futures	4402.25	4405.34	4402.25	4405.34	723.0
2021-02-18 01:30:00	ES	Futures	4405.06	4405.34	4403.94	4404.5	394.0
2021-02-18 01:35:00	ES	Futures	4404.5	4405.34	4402.25	4402.53	481.0
2021-02-18 01:40:00	ES	Futures	4402.53	4403.37	4402.25	4402.81	332.0
2021-02-18 01:45:00	ES	Futures	4403.09	4403.09	4400.01	4401.41	872.0
2021-02-18 01:50:00	ES	Futures	4401.41	4401.41	4399.45	4399.73	337.0
2021-02-18 01:55:00	ES	Futures	4400.01	4400.01	4398.88	4399.45	751.0
2021-02-18 02:00:00	ES	Futures	4399.45	4399.45	4397.2	4398.6	1364.0
2021-02-18 02:05:00	ES	Futures	4398.88	4398.88	4396.36	4396.64	520.0
2021-02-18 02:10:00	ES	Futures	4396.64	4397.48	4394.39	4394.39	1025.0
2021-02-18 02:15:00	ES	Futures	4394.39	4396.36	4392.99	4396.36	1365.0
2021-02-18 02:20:00	ES	Futures	4396.08	4396.92	4394.67	4396.92	661.0
2021-02-18 02:25:00	ES	Futures	4396.64	4396.92	4395.24	4396.36	819.0
2021-02-18 02:30:00	ES	Futures	4396.64	4396.64	4393.83	4394.11	1080.0
2021-02-18 02:35:00	ES	Futures	4393.83	4396.64	4393.27	4396.08	888.0
2021-02-18 02:40:00	ES	Futures	4395.8	4397.76	4395.52	4397.48	844.0
2021-02-18 02:45:00	ES	Futures	4397.76	4397.76	4394.95	4394.95	549.0
2021-02-18 02:50:00	ES	Futures	4394.95	4398.04	4394.67	4397.48	772.0
2021-02-18 02:55:00	ES	Futures	4397.48	4397.48	4394.39	4394.67	788.0
2021-02-18 03:00:00	ES	Futures	4394.67	4398.88	4393.27	4398.32	3253.0
2021-02-18 03:05:00	ES	Futures	4398.6	4400.85	4398.32	4398.88	2606.0
2021-02-18 03:10:00	ES	Futures	4398.88	4400.85	4398.32	4400.29	2153.0
2021-02-18 03:15:00	ES	Futures	4400.29	4400.57	4394.95	4395.24	1577.0
2021-02-18 03:20:00	ES	Futures	4394.95	4395.8	4390.74	4392.43	3882.0
2021-02-18 03:25:00	ES	Futures	4392.43	4394.95	4389.9	4390.46	2097.0
2021-02-18 03:30:00	ES	Futures	4390.46	4398.04	4390.46	4397.76	2889.0
2021-02-18 03:35:00	ES	Futures	4398.04	4398.32	4396.08	4397.48	956.0
2021-02-18 03:40:00	ES	Futures	4397.76	4400.85	4397.76	4400.57	1699.0
2021-02-18 03:45:00	ES	Futures	4400.85	4403.66	4400.85	4403.09	1707.0
2021-02-18 03:50:00	ES	Futures	4403.37	4405.06	4402.25	4404.5	1314.0
2021-02-18 03:55:00	ES	Futures	4404.5	4406.18	4403.66	4406.18	1336.0
2021-02-18 04:00:00	ES	Futures	4405.9	4406.18	4403.09	4403.37	2218.0
2021-02-18 04:05:00	ES	Futures	4403.37	4403.66	4401.41	4401.69	937.0

> showing 50 of 18,697 rows — these rows as CSV

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