PREVIEW / futures_5min / 2021-02-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-25.parquet
  size:    397 KB
  rows:    19,327

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
2021-02-25 00:00:00	ES	Futures	4413.2	4416.57	4413.2	4415.44	1244.0
2021-02-25 00:05:00	ES	Futures	4415.44	4416.0	4413.48	4413.76	851.0
2021-02-25 00:10:00	ES	Futures	4413.76	4414.32	4412.64	4413.48	536.0
2021-02-25 00:15:00	ES	Futures	4413.2	4415.44	4413.2	4415.44	393.0
2021-02-25 00:20:00	ES	Futures	4415.44	4416.29	4414.88	4414.88	616.0
2021-02-25 00:25:00	ES	Futures	4414.88	4415.16	4413.76	4414.04	502.0
2021-02-25 00:30:00	ES	Futures	4414.04	4415.72	4412.92	4415.16	795.0
2021-02-25 00:35:00	ES	Futures	4415.16	4415.72	4414.32	4415.44	409.0
2021-02-25 00:40:00	ES	Futures	4415.44	4416.0	4414.88	4415.72	514.0
2021-02-25 00:45:00	ES	Futures	4416.0	4416.29	4414.6	4415.16	360.0
2021-02-25 00:50:00	ES	Futures	4415.16	4415.44	4413.48	4413.76	369.0
2021-02-25 00:55:00	ES	Futures	4413.76	4414.6	4412.64	4412.92	622.0
2021-02-25 01:00:00	ES	Futures	4412.92	4414.6	4412.64	4412.64	835.0
2021-02-25 01:05:00	ES	Futures	4412.92	4413.48	4410.95	4412.08	934.0
2021-02-25 01:10:00	ES	Futures	4411.79	4412.08	4410.39	4411.23	660.0
2021-02-25 01:15:00	ES	Futures	4411.51	4411.79	4410.39	4411.79	439.0
2021-02-25 01:20:00	ES	Futures	4411.79	4413.48	4411.51	4413.2	451.0
2021-02-25 01:25:00	ES	Futures	4413.48	4413.48	4412.08	4412.36	275.0
2021-02-25 01:30:00	ES	Futures	4412.36	4413.76	4412.08	4412.36	428.0
2021-02-25 01:35:00	ES	Futures	4412.36	4412.92	4411.23	4412.64	349.0
2021-02-25 01:40:00	ES	Futures	4412.92	4412.92	4411.51	4412.36	290.0
2021-02-25 01:45:00	ES	Futures	4412.36	4412.36	4410.95	4411.79	334.0
2021-02-25 01:50:00	ES	Futures	4411.79	4414.32	4411.23	4414.04	607.0
2021-02-25 01:55:00	ES	Futures	4414.04	4416.0	4413.48	4415.44	732.0
2021-02-25 02:00:00	ES	Futures	4415.16	4415.72	4413.48	4414.04	1168.0
2021-02-25 02:05:00	ES	Futures	4414.04	4414.6	4411.23	4412.08	957.0
2021-02-25 02:10:00	ES	Futures	4412.08	4412.36	4411.23	4412.08	713.0
2021-02-25 02:15:00	ES	Futures	4412.08	4413.2	4410.95	4412.36	936.0
2021-02-25 02:20:00	ES	Futures	4412.64	4412.92	4409.55	4409.83	844.0
2021-02-25 02:25:00	ES	Futures	4409.83	4410.11	4407.3	4407.58	1064.0
2021-02-25 02:30:00	ES	Futures	4407.58	4408.71	4406.46	4406.46	1337.0
2021-02-25 02:35:00	ES	Futures	4406.46	4407.02	4405.06	4406.46	1301.0
2021-02-25 02:40:00	ES	Futures	4406.74	4408.15	4405.9	4407.3	1235.0
2021-02-25 02:45:00	ES	Futures	4407.3	4408.15	4406.18	4407.3	864.0
2021-02-25 02:50:00	ES	Futures	4407.3	4407.3	4405.06	4406.46	1030.0
2021-02-25 02:55:00	ES	Futures	4406.18	4408.71	4406.18	4408.43	1680.0
2021-02-25 03:00:00	ES	Futures	4408.43	4410.11	4407.02	4409.27	2650.0
2021-02-25 03:05:00	ES	Futures	4409.55	4410.11	4403.66	4405.06	3427.0
2021-02-25 03:10:00	ES	Futures	4405.34	4405.62	4401.13	4403.09	3555.0
2021-02-25 03:15:00	ES	Futures	4402.81	4405.34	4401.13	4401.41	2315.0
2021-02-25 03:20:00	ES	Futures	4401.41	4404.5	4399.73	4403.66	3117.0
2021-02-25 03:25:00	ES	Futures	4403.37	4408.43	4403.09	4406.18	2596.0
2021-02-25 03:30:00	ES	Futures	4405.9	4405.9	4399.16	4399.73	3698.0
2021-02-25 03:35:00	ES	Futures	4399.73	4401.69	4398.6	4400.85	2585.0
2021-02-25 03:40:00	ES	Futures	4401.13	4404.5	4400.57	4400.85	1788.0
2021-02-25 03:45:00	ES	Futures	4400.85	4403.94	4399.73	4400.29	1310.0
2021-02-25 03:50:00	ES	Futures	4400.57	4403.09	4400.01	4402.53	1837.0
2021-02-25 03:55:00	ES	Futures	4402.53	4402.53	4400.01	4401.69	1457.0
2021-02-25 04:00:00	ES	Futures	4401.69	4401.97	4397.2	4398.32	3226.0
2021-02-25 04:05:00	ES	Futures	4398.32	4398.88	4395.24	4397.2	3964.0

> showing 50 of 19,327 rows — these rows as CSV

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