PREVIEW / futures_5min / 2021-06-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-06-27.parquet
  size:    64 KB
  rows:    3,378

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
2021-06-27 18:00:00	ES	Futures	4815.06	4818.43	4815.06	4815.62	1790.0
2021-06-27 18:05:00	ES	Futures	4815.62	4816.46	4815.06	4816.18	452.0
2021-06-27 18:10:00	ES	Futures	4816.46	4816.75	4815.62	4816.18	412.0
2021-06-27 18:15:00	ES	Futures	4816.46	4817.59	4816.46	4816.75	609.0
2021-06-27 18:20:00	ES	Futures	4816.75	4818.43	4816.75	4817.87	513.0
2021-06-27 18:25:00	ES	Futures	4817.59	4819.0	4817.59	4818.15	669.0
2021-06-27 18:30:00	ES	Futures	4818.43	4818.43	4817.87	4818.15	226.0
2021-06-27 18:35:00	ES	Futures	4818.43	4818.43	4816.46	4816.75	373.0
2021-06-27 18:40:00	ES	Futures	4816.75	4817.31	4816.18	4816.18	298.0
2021-06-27 18:45:00	ES	Futures	4816.46	4817.03	4815.9	4816.46	318.0
2021-06-27 18:50:00	ES	Futures	4816.46	4817.87	4816.18	4817.59	238.0
2021-06-27 18:55:00	ES	Futures	4817.87	4818.15	4817.59	4817.59	224.0
2021-06-27 19:00:00	ES	Futures	4817.87	4818.15	4817.03	4817.03	286.0
2021-06-27 19:05:00	ES	Futures	4817.03	4817.87	4817.03	4817.31	182.0
2021-06-27 19:10:00	ES	Futures	4817.31	4818.43	4817.03	4818.15	290.0
2021-06-27 19:15:00	ES	Futures	4818.15	4818.43	4817.59	4817.59	267.0
2021-06-27 19:20:00	ES	Futures	4817.87	4818.15	4817.59	4817.87	182.0
2021-06-27 19:25:00	ES	Futures	4818.15	4818.15	4817.31	4817.31	192.0
2021-06-27 19:30:00	ES	Futures	4817.59	4817.87	4816.46	4816.75	589.0
2021-06-27 19:35:00	ES	Futures	4817.03	4817.03	4815.06	4815.9	621.0
2021-06-27 19:40:00	ES	Futures	4815.9	4816.75	4815.62	4816.18	237.0
2021-06-27 19:45:00	ES	Futures	4816.18	4817.31	4816.18	4816.75	387.0
2021-06-27 19:50:00	ES	Futures	4816.75	4817.59	4816.46	4817.03	403.0
2021-06-27 19:55:00	ES	Futures	4817.03	4817.87	4817.03	4817.31	225.0
2021-06-27 20:00:00	ES	Futures	4817.59	4818.15	4815.34	4815.62	906.0
2021-06-27 20:05:00	ES	Futures	4815.62	4815.9	4815.06	4815.34	936.0
2021-06-27 20:10:00	ES	Futures	4815.62	4815.9	4814.77	4814.77	501.0
2021-06-27 20:15:00	ES	Futures	4814.77	4815.62	4814.49	4814.77	849.0
2021-06-27 20:20:00	ES	Futures	4814.77	4814.77	4813.65	4813.65	690.0
2021-06-27 20:25:00	ES	Futures	4813.65	4814.77	4813.65	4813.93	376.0
2021-06-27 20:30:00	ES	Futures	4813.93	4814.21	4813.65	4813.93	416.0
2021-06-27 20:35:00	ES	Futures	4814.21	4815.62	4814.21	4815.06	509.0
2021-06-27 20:40:00	ES	Futures	4815.34	4815.34	4813.37	4813.37	541.0
2021-06-27 20:45:00	ES	Futures	4813.37	4814.49	4813.08	4814.49	563.0
2021-06-27 20:50:00	ES	Futures	4814.21	4814.49	4813.65	4814.49	432.0
2021-06-27 20:55:00	ES	Futures	4814.49	4815.06	4814.21	4814.77	239.0
2021-06-27 21:00:00	ES	Futures	4814.77	4815.62	4813.93	4814.49	427.0
2021-06-27 21:05:00	ES	Futures	4814.77	4814.77	4813.65	4814.21	322.0
2021-06-27 21:10:00	ES	Futures	4814.21	4814.49	4813.65	4813.93	148.0
2021-06-27 21:15:00	ES	Futures	4813.93	4814.49	4813.37	4813.65	228.0
2021-06-27 21:20:00	ES	Futures	4813.65	4813.93	4812.52	4812.52	456.0
2021-06-27 21:25:00	ES	Futures	4812.52	4813.08	4812.24	4812.52	390.0
2021-06-27 21:30:00	ES	Futures	4812.24	4812.8	4811.96	4812.24	427.0
2021-06-27 21:35:00	ES	Futures	4812.52	4813.37	4812.24	4812.24	484.0
2021-06-27 21:40:00	ES	Futures	4812.52	4813.65	4812.52	4813.65	365.0
2021-06-27 21:45:00	ES	Futures	4813.65	4815.06	4813.37	4813.93	535.0
2021-06-27 21:50:00	ES	Futures	4813.65	4814.49	4813.37	4814.21	269.0
2021-06-27 21:55:00	ES	Futures	4814.49	4814.77	4813.65	4814.21	212.0
2021-06-27 22:00:00	ES	Futures	4814.21	4814.49	4813.08	4813.37	228.0
2021-06-27 22:05:00	ES	Futures	4813.08	4813.37	4812.24	4812.24	299.0

> showing 50 of 3,378 rows — these rows as CSV

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