PREVIEW / futures_5min / 2021-03-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-05.parquet
  size:    287 KB
  rows:    14,575

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
2021-03-05 00:00:00	ES	Futures	4213.64	4218.14	4213.36	4217.85	1350.0
2021-03-05 00:05:00	ES	Futures	4217.85	4218.14	4212.52	4215.61	956.0
2021-03-05 00:10:00	ES	Futures	4215.33	4215.61	4212.24	4213.08	933.0
2021-03-05 00:15:00	ES	Futures	4213.36	4215.05	4212.24	4214.49	905.0
2021-03-05 00:20:00	ES	Futures	4214.49	4216.17	4213.08	4216.17	780.0
2021-03-05 00:25:00	ES	Futures	4215.89	4216.73	4213.08	4213.64	883.0
2021-03-05 00:30:00	ES	Futures	4213.64	4221.22	4212.52	4220.1	2009.0
2021-03-05 00:35:00	ES	Futures	4220.66	4223.19	4219.26	4221.5	1052.0
2021-03-05 00:40:00	ES	Futures	4221.5	4224.87	4221.5	4224.87	959.0
2021-03-05 00:45:00	ES	Futures	4224.87	4227.96	4223.75	4227.12	1182.0
2021-03-05 00:50:00	ES	Futures	4227.4	4231.05	4226.56	4230.77	1654.0
2021-03-05 00:55:00	ES	Futures	4230.77	4232.17	4229.08	4231.33	1018.0
2021-03-05 01:00:00	ES	Futures	4231.61	4232.45	4227.96	4228.52	1620.0
2021-03-05 01:05:00	ES	Futures	4228.52	4231.05	4224.31	4225.99	1319.0
2021-03-05 01:10:00	ES	Futures	4225.99	4227.4	4223.75	4225.43	949.0
2021-03-05 01:15:00	ES	Futures	4225.15	4228.24	4225.15	4227.68	673.0
2021-03-05 01:20:00	ES	Futures	4227.68	4228.52	4223.47	4223.75	681.0
2021-03-05 01:25:00	ES	Futures	4223.75	4225.99	4222.63	4224.31	582.0
2021-03-05 01:30:00	ES	Futures	4224.31	4224.59	4222.35	4222.91	489.0
2021-03-05 01:35:00	ES	Futures	4222.91	4223.19	4218.98	4221.5	967.0
2021-03-05 01:40:00	ES	Futures	4221.22	4224.03	4220.94	4222.63	611.0
2021-03-05 01:45:00	ES	Futures	4222.91	4222.91	4220.1	4222.35	531.0
2021-03-05 01:50:00	ES	Futures	4222.63	4224.59	4222.63	4224.03	649.0
2021-03-05 01:55:00	ES	Futures	4224.31	4226.56	4223.75	4226.27	828.0
2021-03-05 02:00:00	ES	Futures	4226.27	4230.48	4225.15	4226.56	1876.0
2021-03-05 02:05:00	ES	Futures	4226.27	4226.56	4219.26	4221.22	2078.0
2021-03-05 02:10:00	ES	Futures	4221.5	4221.78	4217.01	4220.38	1614.0
2021-03-05 02:15:00	ES	Futures	4220.1	4222.91	4219.54	4222.06	1082.0
2021-03-05 02:20:00	ES	Futures	4222.06	4222.06	4215.05	4215.61	1699.0
2021-03-05 02:25:00	ES	Futures	4215.33	4217.85	4214.49	4216.45	1256.0
2021-03-05 02:30:00	ES	Futures	4216.73	4217.85	4213.36	4213.93	1671.0
2021-03-05 02:35:00	ES	Futures	4214.21	4216.73	4210.84	4216.17	1934.0
2021-03-05 02:40:00	ES	Futures	4215.89	4216.17	4210.56	4211.12	1502.0
2021-03-05 02:45:00	ES	Futures	4211.12	4212.24	4208.87	4211.68	1588.0
2021-03-05 02:50:00	ES	Futures	4211.68	4217.01	4210.84	4216.73	2009.0
2021-03-05 02:55:00	ES	Futures	4216.45	4218.98	4215.61	4218.98	2036.0
2021-03-05 03:00:00	ES	Futures	4218.98	4219.82	4213.64	4214.77	4303.0
2021-03-05 03:05:00	ES	Futures	4214.77	4216.45	4205.22	4206.91	4404.0
2021-03-05 03:10:00	ES	Futures	4206.91	4213.64	4205.22	4206.91	4359.0
2021-03-05 03:15:00	ES	Futures	4206.63	4209.72	4202.98	4207.19	4281.0
2021-03-05 03:20:00	ES	Futures	4207.19	4207.19	4201.01	4202.42	3383.0
2021-03-05 03:25:00	ES	Futures	4202.14	4208.59	4197.65	4207.47	6363.0
2021-03-05 03:30:00	ES	Futures	4207.47	4207.75	4201.86	4202.98	2888.0
2021-03-05 03:35:00	ES	Futures	4202.98	4209.15	4199.89	4206.91	3373.0
2021-03-05 03:40:00	ES	Futures	4207.19	4214.77	4204.94	4214.21	3270.0
2021-03-05 03:45:00	ES	Futures	4213.93	4216.73	4212.24	4215.61	2369.0
2021-03-05 03:50:00	ES	Futures	4215.89	4218.98	4213.36	4215.61	2314.0
2021-03-05 03:55:00	ES	Futures	4215.89	4217.85	4212.52	4214.49	2427.0
2021-03-05 04:00:00	ES	Futures	4214.77	4217.29	4210.56	4216.73	2858.0
2021-03-05 04:05:00	ES	Futures	4217.01	4219.82	4215.61	4216.45	1682.0

> showing 50 of 14,575 rows — these rows as CSV

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