PREVIEW / futures_5min / 2021-06-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-22.parquet
  size:    318 KB
  rows:    18,496

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
2021-06-22 00:00:00	ES	Futures	4753.11	4753.95	4752.83	4753.67	236.0
2021-06-22 00:05:00	ES	Futures	4753.95	4755.64	4753.67	4755.08	707.0
2021-06-22 00:10:00	ES	Futures	4754.8	4755.08	4754.23	4754.52	247.0
2021-06-22 00:15:00	ES	Futures	4754.8	4755.08	4754.52	4754.52	174.0
2021-06-22 00:20:00	ES	Futures	4754.8	4755.08	4754.23	4755.08	257.0
2021-06-22 00:25:00	ES	Futures	4755.08	4755.64	4754.8	4755.08	277.0
2021-06-22 00:30:00	ES	Futures	4754.8	4755.08	4754.52	4754.52	236.0
2021-06-22 00:35:00	ES	Futures	4754.8	4754.8	4754.23	4754.52	168.0
2021-06-22 00:40:00	ES	Futures	4754.8	4756.49	4754.52	4756.49	581.0
2021-06-22 00:45:00	ES	Futures	4756.49	4760.15	4756.21	4758.18	2023.0
2021-06-22 00:50:00	ES	Futures	4758.18	4758.18	4757.05	4757.61	465.0
2021-06-22 00:55:00	ES	Futures	4757.33	4757.61	4756.49	4756.49	376.0
2021-06-22 01:00:00	ES	Futures	4756.49	4756.49	4754.8	4755.64	676.0
2021-06-22 01:05:00	ES	Futures	4755.36	4755.92	4754.8	4755.36	326.0
2021-06-22 01:10:00	ES	Futures	4755.36	4755.36	4753.95	4754.23	380.0
2021-06-22 01:15:00	ES	Futures	4754.23	4754.52	4753.67	4753.67	321.0
2021-06-22 01:20:00	ES	Futures	4753.39	4753.95	4752.83	4753.11	497.0
2021-06-22 01:25:00	ES	Futures	4752.83	4753.39	4752.26	4753.11	354.0
2021-06-22 01:30:00	ES	Futures	4753.39	4753.39	4751.98	4753.11	596.0
2021-06-22 01:35:00	ES	Futures	4753.11	4753.95	4752.83	4753.11	513.0
2021-06-22 01:40:00	ES	Futures	4753.39	4753.95	4753.11	4753.67	662.0
2021-06-22 01:45:00	ES	Futures	4753.95	4755.64	4753.67	4755.08	514.0
2021-06-22 01:50:00	ES	Futures	4755.08	4755.36	4753.95	4754.23	359.0
2021-06-22 01:55:00	ES	Futures	4754.52	4754.52	4751.98	4753.95	981.0
2021-06-22 02:00:00	ES	Futures	4753.95	4754.8	4751.7	4753.67	1414.0
2021-06-22 02:05:00	ES	Futures	4753.67	4753.67	4751.98	4752.26	897.0
2021-06-22 02:10:00	ES	Futures	4751.98	4752.83	4750.86	4752.26	1014.0
2021-06-22 02:15:00	ES	Futures	4752.26	4756.21	4751.98	4756.21	991.0
2021-06-22 02:20:00	ES	Futures	4756.49	4757.05	4755.08	4756.21	939.0
2021-06-22 02:25:00	ES	Futures	4756.21	4756.77	4754.52	4755.08	724.0
2021-06-22 02:30:00	ES	Futures	4755.08	4755.08	4753.11	4753.11	771.0
2021-06-22 02:35:00	ES	Futures	4753.11	4753.95	4752.54	4752.54	721.0
2021-06-22 02:40:00	ES	Futures	4752.83	4753.95	4751.98	4751.98	556.0
2021-06-22 02:45:00	ES	Futures	4752.26	4752.26	4750.29	4751.14	958.0
2021-06-22 02:50:00	ES	Futures	4751.14	4753.39	4751.14	4752.54	1188.0
2021-06-22 02:55:00	ES	Futures	4752.54	4752.54	4751.14	4751.7	600.0
2021-06-22 03:00:00	ES	Futures	4751.7	4751.98	4749.45	4749.45	2350.0
2021-06-22 03:05:00	ES	Futures	4749.45	4749.73	4747.48	4749.17	2428.0
2021-06-22 03:10:00	ES	Futures	4748.88	4748.88	4745.51	4745.79	2715.0
2021-06-22 03:15:00	ES	Futures	4745.79	4747.19	4744.38	4746.91	1914.0
2021-06-22 03:20:00	ES	Futures	4746.63	4747.76	4744.66	4747.48	1270.0
2021-06-22 03:25:00	ES	Futures	4747.48	4747.76	4746.35	4747.19	978.0
2021-06-22 03:30:00	ES	Futures	4747.19	4750.01	4746.35	4749.45	1943.0
2021-06-22 03:35:00	ES	Futures	4749.17	4749.45	4747.19	4747.76	1015.0
2021-06-22 03:40:00	ES	Futures	4747.76	4747.76	4745.22	4745.51	1824.0
2021-06-22 03:45:00	ES	Futures	4745.51	4746.91	4743.53	4743.53	1884.0
2021-06-22 03:50:00	ES	Futures	4743.53	4744.1	4738.75	4740.16	4128.0
2021-06-22 03:55:00	ES	Futures	4740.44	4740.72	4737.9	4739.87	2234.0
2021-06-22 04:00:00	ES	Futures	4739.59	4744.1	4739.03	4743.25	3621.0
2021-06-22 04:05:00	ES	Futures	4743.53	4743.82	4741.0	4741.56	1743.0

> showing 50 of 18,496 rows — these rows as CSV

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