PREVIEW / futures_5min / 2021-05-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-16.parquet
  size:    77 KB
  rows:    3,612

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
2021-05-16 18:00:00	ES	Futures	4685.44	4688.82	4684.88	4688.54	2318.0
2021-05-16 18:05:00	ES	Futures	4688.82	4692.75	4688.25	4692.47	1527.0
2021-05-16 18:10:00	ES	Futures	4692.47	4695.0	4691.34	4695.0	1184.0
2021-05-16 18:15:00	ES	Futures	4694.72	4696.4	4691.91	4693.31	1102.0
2021-05-16 18:20:00	ES	Futures	4693.31	4694.44	4690.5	4692.19	986.0
2021-05-16 18:25:00	ES	Futures	4692.47	4692.75	4691.63	4692.19	178.0
2021-05-16 18:30:00	ES	Futures	4692.19	4693.31	4690.78	4691.06	331.0
2021-05-16 18:35:00	ES	Futures	4691.34	4692.47	4690.5	4690.5	236.0
2021-05-16 18:40:00	ES	Futures	4690.78	4691.91	4690.22	4691.63	396.0
2021-05-16 18:45:00	ES	Futures	4691.63	4691.91	4690.78	4691.34	289.0
2021-05-16 18:50:00	ES	Futures	4691.06	4691.34	4690.22	4691.34	182.0
2021-05-16 18:55:00	ES	Futures	4691.34	4691.34	4687.69	4689.38	605.0
2021-05-16 19:00:00	ES	Futures	4689.38	4691.63	4687.69	4690.5	848.0
2021-05-16 19:05:00	ES	Futures	4690.5	4692.19	4689.94	4690.78	344.0
2021-05-16 19:10:00	ES	Futures	4690.78	4692.19	4690.78	4691.06	305.0
2021-05-16 19:15:00	ES	Futures	4691.06	4691.06	4686.85	4687.97	1056.0
2021-05-16 19:20:00	ES	Futures	4687.97	4689.38	4686.57	4687.97	570.0
2021-05-16 19:25:00	ES	Futures	4688.25	4689.1	4687.13	4687.97	367.0
2021-05-16 19:30:00	ES	Futures	4687.97	4688.25	4685.73	4686.57	768.0
2021-05-16 19:35:00	ES	Futures	4686.29	4687.97	4686.01	4687.97	344.0
2021-05-16 19:40:00	ES	Futures	4687.69	4689.38	4687.41	4687.97	464.0
2021-05-16 19:45:00	ES	Futures	4687.97	4688.25	4686.01	4686.29	422.0
2021-05-16 19:50:00	ES	Futures	4686.57	4689.38	4685.73	4687.97	627.0
2021-05-16 19:55:00	ES	Futures	4687.97	4688.25	4685.73	4687.13	706.0
2021-05-16 20:00:00	ES	Futures	4687.13	4687.97	4682.63	4683.48	1857.0
2021-05-16 20:05:00	ES	Futures	4683.48	4684.88	4683.2	4684.6	983.0
2021-05-16 20:10:00	ES	Futures	4684.6	4684.6	4678.98	4681.23	2108.0
2021-05-16 20:15:00	ES	Futures	4681.23	4682.07	4676.73	4679.26	3106.0
2021-05-16 20:20:00	ES	Futures	4679.26	4680.67	4677.86	4679.54	1989.0
2021-05-16 20:25:00	ES	Futures	4679.54	4679.83	4675.89	4675.89	1982.0
2021-05-16 20:30:00	ES	Futures	4676.17	4678.7	4675.33	4677.58	1653.0
2021-05-16 20:35:00	ES	Futures	4677.3	4678.14	4674.21	4674.77	1620.0
2021-05-16 20:40:00	ES	Futures	4675.05	4675.89	4673.64	4675.61	1284.0
2021-05-16 20:45:00	ES	Futures	4675.61	4678.14	4674.49	4677.58	2086.0
2021-05-16 20:50:00	ES	Futures	4677.86	4678.7	4677.02	4677.58	1201.0
2021-05-16 20:55:00	ES	Futures	4677.3	4678.7	4677.02	4677.86	800.0
2021-05-16 21:00:00	ES	Futures	4677.86	4680.39	4675.33	4679.54	1885.0
2021-05-16 21:05:00	ES	Futures	4679.54	4681.51	4678.98	4680.67	1373.0
2021-05-16 21:10:00	ES	Futures	4680.39	4682.07	4680.39	4681.79	964.0
2021-05-16 21:15:00	ES	Futures	4681.79	4681.79	4678.98	4680.67	1889.0
2021-05-16 21:20:00	ES	Futures	4680.67	4682.07	4679.83	4680.39	1375.0
2021-05-16 21:25:00	ES	Futures	4680.95	4681.79	4680.67	4680.95	590.0
2021-05-16 21:30:00	ES	Futures	4681.23	4684.04	4680.67	4683.76	1391.0
2021-05-16 21:35:00	ES	Futures	4684.04	4686.01	4682.07	4685.73	1570.0
2021-05-16 21:40:00	ES	Futures	4685.73	4685.73	4682.07	4682.35	1275.0
2021-05-16 21:45:00	ES	Futures	4682.63	4683.48	4681.79	4682.92	1089.0
2021-05-16 21:50:00	ES	Futures	4682.92	4684.04	4681.79	4683.2	726.0
2021-05-16 21:55:00	ES	Futures	4683.2	4683.48	4679.83	4680.11	730.0
2021-05-16 22:00:00	ES	Futures	4680.39	4680.95	4677.02	4680.11	1555.0
2021-05-16 22:05:00	ES	Futures	4680.11	4681.79	4679.54	4681.23	686.0

> showing 50 of 3,612 rows — these rows as CSV

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