PREVIEW / futures_5min / 2021-03-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-12.parquet
  size:    255 KB
  rows:    14,029

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
2021-03-12 00:00:00	ES	Futures	4429.76	4430.6	4428.35	4430.32	571.0
2021-03-12 00:05:00	ES	Futures	4430.32	4430.6	4427.79	4427.79	331.0
2021-03-12 00:10:00	ES	Futures	4427.51	4428.07	4426.39	4427.79	473.0
2021-03-12 00:15:00	ES	Futures	4427.79	4427.79	4425.55	4426.67	395.0
2021-03-12 00:20:00	ES	Futures	4426.67	4426.67	4425.27	4426.11	373.0
2021-03-12 00:25:00	ES	Futures	4426.39	4426.67	4424.99	4425.27	296.0
2021-03-12 00:30:00	ES	Futures	4425.27	4426.11	4424.71	4425.83	291.0
2021-03-12 00:35:00	ES	Futures	4425.27	4426.11	4424.71	4425.27	239.0
2021-03-12 00:40:00	ES	Futures	4425.27	4425.55	4423.86	4424.14	312.0
2021-03-12 00:45:00	ES	Futures	4423.86	4426.39	4423.3	4424.14	272.0
2021-03-12 00:50:00	ES	Futures	4424.14	4425.55	4421.9	4422.46	491.0
2021-03-12 00:55:00	ES	Futures	4422.46	4422.46	4420.21	4421.34	884.0
2021-03-12 01:00:00	ES	Futures	4421.62	4422.74	4420.78	4422.18	659.0
2021-03-12 01:05:00	ES	Futures	4422.18	4423.3	4421.62	4422.18	493.0
2021-03-12 01:10:00	ES	Futures	4422.18	4422.46	4417.97	4419.09	881.0
2021-03-12 01:15:00	ES	Futures	4419.09	4421.34	4417.97	4419.93	970.0
2021-03-12 01:20:00	ES	Futures	4419.93	4419.93	4417.41	4418.53	893.0
2021-03-12 01:25:00	ES	Futures	4418.53	4420.21	4417.69	4418.81	468.0
2021-03-12 01:30:00	ES	Futures	4418.81	4421.06	4418.25	4420.5	403.0
2021-03-12 01:35:00	ES	Futures	4420.78	4422.46	4420.21	4421.34	528.0
2021-03-12 01:40:00	ES	Futures	4421.34	4422.18	4421.34	4421.62	398.0
2021-03-12 01:45:00	ES	Futures	4421.9	4422.18	4419.65	4419.65	421.0
2021-03-12 01:50:00	ES	Futures	4419.65	4419.93	4416.85	4417.69	1350.0
2021-03-12 01:55:00	ES	Futures	4417.69	4418.25	4416.85	4417.13	500.0
2021-03-12 02:00:00	ES	Futures	4417.41	4418.25	4416.0	4416.29	1003.0
2021-03-12 02:05:00	ES	Futures	4416.57	4417.13	4413.48	4414.04	1207.0
2021-03-12 02:10:00	ES	Futures	4413.76	4414.6	4410.39	4410.95	1384.0
2021-03-12 02:15:00	ES	Futures	4410.95	4411.79	4409.55	4410.11	1292.0
2021-03-12 02:20:00	ES	Futures	4409.83	4410.11	4407.87	4409.55	1563.0
2021-03-12 02:25:00	ES	Futures	4409.27	4409.55	4407.58	4407.58	1386.0
2021-03-12 02:30:00	ES	Futures	4407.87	4407.87	4404.78	4406.46	2356.0
2021-03-12 02:35:00	ES	Futures	4406.18	4407.02	4402.53	4404.22	2144.0
2021-03-12 02:40:00	ES	Futures	4404.22	4407.3	4404.22	4405.06	1705.0
2021-03-12 02:45:00	ES	Futures	4405.06	4410.11	4404.78	4407.58	1918.0
2021-03-12 02:50:00	ES	Futures	4407.58	4408.71	4405.34	4407.3	873.0
2021-03-12 02:55:00	ES	Futures	4407.02	4407.87	4405.06	4406.46	1398.0
2021-03-12 03:00:00	ES	Futures	4406.46	4408.43	4400.85	4401.13	3170.0
2021-03-12 03:05:00	ES	Futures	4401.13	4403.94	4398.32	4403.37	3250.0
2021-03-12 03:10:00	ES	Futures	4403.09	4404.78	4399.45	4402.53	2208.0
2021-03-12 03:15:00	ES	Futures	4402.53	4405.62	4400.85	4402.53	2156.0
2021-03-12 03:20:00	ES	Futures	4402.53	4405.06	4401.97	4404.5	1345.0
2021-03-12 03:25:00	ES	Futures	4404.78	4406.46	4402.25	4404.78	1451.0
2021-03-12 03:30:00	ES	Futures	4404.5	4404.5	4398.6	4399.16	1568.0
2021-03-12 03:35:00	ES	Futures	4398.88	4402.53	4397.48	4397.48	1839.0
2021-03-12 03:40:00	ES	Futures	4397.48	4399.45	4397.48	4399.45	1885.0
2021-03-12 03:45:00	ES	Futures	4399.45	4401.97	4394.11	4394.95	2253.0
2021-03-12 03:50:00	ES	Futures	4394.95	4398.04	4391.31	4397.76	2397.0
2021-03-12 03:55:00	ES	Futures	4397.48	4399.16	4392.99	4394.39	1614.0
2021-03-12 04:00:00	ES	Futures	4394.39	4396.08	4392.15	4394.39	2136.0
2021-03-12 04:05:00	ES	Futures	4394.67	4399.73	4394.67	4399.45	1049.0

> showing 50 of 14,029 rows — these rows as CSV

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