PREVIEW / futures_5min / 2021-04-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-15.parquet
  size:    300 KB
  rows:    17,883

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
2021-04-15 00:00:00	ES	Futures	4633.47	4634.31	4633.18	4634.03	433.0
2021-04-15 00:05:00	ES	Futures	4634.03	4634.03	4633.47	4634.03	219.0
2021-04-15 00:10:00	ES	Futures	4634.03	4634.31	4633.75	4633.75	162.0
2021-04-15 00:15:00	ES	Futures	4633.75	4634.03	4633.47	4634.03	102.0
2021-04-15 00:20:00	ES	Futures	4633.75	4634.31	4633.47	4634.03	111.0
2021-04-15 00:25:00	ES	Futures	4633.75	4635.99	4633.75	4635.99	538.0
2021-04-15 00:30:00	ES	Futures	4635.71	4636.27	4635.71	4636.27	313.0
2021-04-15 00:35:00	ES	Futures	4635.99	4635.99	4635.43	4635.71	199.0
2021-04-15 00:40:00	ES	Futures	4635.71	4635.71	4635.15	4635.43	113.0
2021-04-15 00:45:00	ES	Futures	4635.15	4635.43	4634.87	4634.87	174.0
2021-04-15 00:50:00	ES	Futures	4635.15	4635.43	4634.87	4635.15	163.0
2021-04-15 00:55:00	ES	Futures	4635.15	4635.43	4634.87	4634.87	200.0
2021-04-15 01:00:00	ES	Futures	4634.87	4635.43	4634.31	4634.87	495.0
2021-04-15 01:05:00	ES	Futures	4634.87	4637.12	4634.87	4636.84	759.0
2021-04-15 01:10:00	ES	Futures	4636.84	4638.8	4636.84	4637.96	1231.0
2021-04-15 01:15:00	ES	Futures	4637.96	4638.24	4636.27	4636.27	362.0
2021-04-15 01:20:00	ES	Futures	4636.56	4636.56	4635.71	4635.99	270.0
2021-04-15 01:25:00	ES	Futures	4635.99	4636.56	4635.43	4635.99	356.0
2021-04-15 01:30:00	ES	Futures	4635.99	4636.84	4635.43	4635.71	377.0
2021-04-15 01:35:00	ES	Futures	4635.71	4637.4	4635.15	4636.56	393.0
2021-04-15 01:40:00	ES	Futures	4636.27	4637.4	4635.99	4635.99	332.0
2021-04-15 01:45:00	ES	Futures	4635.99	4637.68	4635.99	4637.4	309.0
2021-04-15 01:50:00	ES	Futures	4637.4	4638.8	4637.4	4637.96	405.0
2021-04-15 01:55:00	ES	Futures	4637.96	4637.96	4636.84	4637.68	419.0
2021-04-15 02:00:00	ES	Futures	4637.4	4638.24	4636.84	4637.68	717.0
2021-04-15 02:05:00	ES	Futures	4637.96	4637.96	4637.12	4637.68	430.0
2021-04-15 02:10:00	ES	Futures	4637.68	4638.52	4637.68	4637.68	310.0
2021-04-15 02:15:00	ES	Futures	4637.68	4640.49	4637.68	4640.21	1047.0
2021-04-15 02:20:00	ES	Futures	4640.21	4641.61	4639.93	4639.93	944.0
2021-04-15 02:25:00	ES	Futures	4639.93	4640.77	4639.08	4639.37	981.0
2021-04-15 02:30:00	ES	Futures	4639.08	4639.93	4638.8	4639.37	767.0
2021-04-15 02:35:00	ES	Futures	4639.37	4640.77	4638.8	4640.77	491.0
2021-04-15 02:40:00	ES	Futures	4641.05	4641.61	4640.77	4641.33	669.0
2021-04-15 02:45:00	ES	Futures	4641.61	4642.46	4640.77	4641.05	662.0
2021-04-15 02:50:00	ES	Futures	4641.05	4643.02	4640.77	4641.89	1146.0
2021-04-15 02:55:00	ES	Futures	4641.89	4643.3	4641.61	4643.02	629.0
2021-04-15 03:00:00	ES	Futures	4643.02	4644.42	4641.61	4643.58	2614.0
2021-04-15 03:05:00	ES	Futures	4643.58	4646.39	4643.58	4646.11	2658.0
2021-04-15 03:10:00	ES	Futures	4646.11	4646.39	4644.98	4646.11	2019.0
2021-04-15 03:15:00	ES	Futures	4646.39	4648.08	4645.83	4646.95	2508.0
2021-04-15 03:20:00	ES	Futures	4646.95	4647.23	4645.55	4646.67	1181.0
2021-04-15 03:25:00	ES	Futures	4646.67	4648.36	4646.67	4647.51	1397.0
2021-04-15 03:30:00	ES	Futures	4647.51	4649.48	4647.51	4648.64	1915.0
2021-04-15 03:35:00	ES	Futures	4648.64	4649.76	4648.08	4648.36	1834.0
2021-04-15 03:40:00	ES	Futures	4648.36	4649.48	4648.36	4648.64	1530.0
2021-04-15 03:45:00	ES	Futures	4648.92	4650.6	4648.64	4649.76	1821.0
2021-04-15 03:50:00	ES	Futures	4649.76	4650.04	4648.08	4648.64	1179.0
2021-04-15 03:55:00	ES	Futures	4648.64	4649.48	4648.64	4648.92	925.0
2021-04-15 04:00:00	ES	Futures	4648.92	4650.04	4648.64	4649.48	1541.0
2021-04-15 04:05:00	ES	Futures	4649.2	4650.6	4648.92	4650.6	1141.0

> showing 50 of 17,883 rows — these rows as CSV

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