PREVIEW / futures_5min / 2021-04-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-30.parquet
  size:    269 KB
  rows:    15,074

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
2021-04-30 00:00:00	ES	Futures	4711.57	4713.26	4711.29	4713.26	695.0
2021-04-30 00:05:00	ES	Futures	4712.98	4713.26	4712.7	4712.7	307.0
2021-04-30 00:10:00	ES	Futures	4712.7	4712.98	4711.57	4712.14	342.0
2021-04-30 00:15:00	ES	Futures	4712.14	4712.42	4710.45	4710.73	621.0
2021-04-30 00:20:00	ES	Futures	4710.45	4711.29	4709.33	4709.61	648.0
2021-04-30 00:25:00	ES	Futures	4709.89	4710.17	4709.33	4710.17	503.0
2021-04-30 00:30:00	ES	Futures	4710.17	4711.01	4709.89	4710.73	338.0
2021-04-30 00:35:00	ES	Futures	4710.73	4711.01	4710.17	4710.17	127.0
2021-04-30 00:40:00	ES	Futures	4710.17	4711.01	4710.17	4710.73	134.0
2021-04-30 00:45:00	ES	Futures	4711.01	4711.01	4709.61	4709.61	254.0
2021-04-30 00:50:00	ES	Futures	4709.61	4709.89	4709.61	4709.89	170.0
2021-04-30 00:55:00	ES	Futures	4709.89	4710.17	4709.33	4709.89	359.0
2021-04-30 01:00:00	ES	Futures	4710.17	4711.29	4709.89	4710.73	471.0
2021-04-30 01:05:00	ES	Futures	4710.73	4711.01	4710.45	4710.73	179.0
2021-04-30 01:10:00	ES	Futures	4710.73	4711.01	4708.76	4708.76	497.0
2021-04-30 01:15:00	ES	Futures	4708.76	4709.05	4707.36	4707.92	822.0
2021-04-30 01:20:00	ES	Futures	4707.92	4708.76	4707.36	4707.36	510.0
2021-04-30 01:25:00	ES	Futures	4707.36	4707.64	4705.67	4705.96	927.0
2021-04-30 01:30:00	ES	Futures	4705.96	4706.8	4704.83	4705.39	1069.0
2021-04-30 01:35:00	ES	Futures	4705.11	4705.96	4704.55	4705.67	781.0
2021-04-30 01:40:00	ES	Futures	4705.96	4706.8	4705.11	4705.67	1007.0
2021-04-30 01:45:00	ES	Futures	4705.67	4706.24	4705.11	4706.24	510.0
2021-04-30 01:50:00	ES	Futures	4706.24	4706.8	4705.96	4706.24	494.0
2021-04-30 01:55:00	ES	Futures	4706.24	4707.08	4705.67	4706.24	651.0
2021-04-30 02:00:00	ES	Futures	4706.24	4710.73	4705.96	4710.45	2116.0
2021-04-30 02:05:00	ES	Futures	4710.45	4710.73	4709.05	4709.61	784.0
2021-04-30 02:10:00	ES	Futures	4709.89	4710.17	4709.05	4710.17	603.0
2021-04-30 02:15:00	ES	Futures	4710.17	4712.14	4709.89	4711.57	789.0
2021-04-30 02:20:00	ES	Futures	4711.57	4712.14	4711.01	4711.86	837.0
2021-04-30 02:25:00	ES	Futures	4711.86	4712.14	4711.29	4711.57	353.0
2021-04-30 02:30:00	ES	Futures	4711.86	4712.42	4710.45	4711.86	883.0
2021-04-30 02:35:00	ES	Futures	4711.57	4712.14	4710.45	4710.73	675.0
2021-04-30 02:40:00	ES	Futures	4710.73	4711.29	4710.17	4710.45	344.0
2021-04-30 02:45:00	ES	Futures	4710.45	4711.57	4710.17	4711.29	505.0
2021-04-30 02:50:00	ES	Futures	4711.57	4712.98	4711.29	4712.98	1059.0
2021-04-30 02:55:00	ES	Futures	4712.7	4713.26	4712.14	4712.98	441.0
2021-04-30 03:00:00	ES	Futures	4712.7	4714.1	4712.14	4712.42	2615.0
2021-04-30 03:05:00	ES	Futures	4712.7	4714.67	4712.42	4713.82	1618.0
2021-04-30 03:10:00	ES	Futures	4713.82	4716.07	4713.82	4714.95	2120.0
2021-04-30 03:15:00	ES	Futures	4714.95	4715.23	4713.54	4713.54	1156.0
2021-04-30 03:20:00	ES	Futures	4713.82	4714.1	4712.98	4713.54	941.0
2021-04-30 03:25:00	ES	Futures	4713.82	4714.1	4711.29	4711.57	1035.0
2021-04-30 03:30:00	ES	Futures	4711.57	4713.82	4711.57	4712.98	906.0
2021-04-30 03:35:00	ES	Futures	4712.7	4713.54	4711.57	4711.86	534.0
2021-04-30 03:40:00	ES	Futures	4712.14	4713.54	4711.57	4712.7	482.0
2021-04-30 03:45:00	ES	Futures	4712.7	4714.67	4712.7	4714.67	1000.0
2021-04-30 03:50:00	ES	Futures	4714.38	4714.67	4712.98	4713.82	721.0
2021-04-30 03:55:00	ES	Futures	4713.54	4714.67	4712.7	4713.26	773.0
2021-04-30 04:00:00	ES	Futures	4713.26	4713.82	4711.29	4711.29	1274.0
2021-04-30 04:05:00	ES	Futures	4711.29	4711.86	4707.64	4707.64	2020.0

> showing 50 of 15,074 rows — these rows as CSV

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