PREVIEW / futures_5min / 2021-07-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-28.parquet
  size:    317 KB
  rows:    18,932

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
2021-07-28 00:00:00	ES	Futures	4943.74	4944.3	4941.49	4942.33	727.0
2021-07-28 00:05:00	ES	Futures	4942.61	4943.46	4941.49	4942.89	539.0
2021-07-28 00:10:00	ES	Futures	4942.89	4943.46	4942.05	4943.46	282.0
2021-07-28 00:15:00	ES	Futures	4943.74	4943.74	4941.77	4941.77	272.0
2021-07-28 00:20:00	ES	Futures	4941.77	4942.89	4941.49	4942.33	251.0
2021-07-28 00:25:00	ES	Futures	4942.61	4942.89	4942.05	4942.61	176.0
2021-07-28 00:30:00	ES	Futures	4942.61	4943.18	4941.49	4942.89	299.0
2021-07-28 00:35:00	ES	Futures	4942.61	4942.89	4941.2	4941.77	246.0
2021-07-28 00:40:00	ES	Futures	4941.77	4941.77	4940.36	4940.36	421.0
2021-07-28 00:45:00	ES	Futures	4940.36	4942.61	4939.52	4942.05	469.0
2021-07-28 00:50:00	ES	Futures	4942.05	4942.33	4940.92	4940.92	401.0
2021-07-28 00:55:00	ES	Futures	4940.92	4940.92	4939.23	4939.8	523.0
2021-07-28 01:00:00	ES	Futures	4939.8	4940.36	4935.29	4936.7	1739.0
2021-07-28 01:05:00	ES	Futures	4936.7	4939.52	4936.7	4938.67	1272.0
2021-07-28 01:10:00	ES	Futures	4938.95	4942.05	4937.26	4939.52	1248.0
2021-07-28 01:15:00	ES	Futures	4939.52	4940.08	4936.98	4936.98	535.0
2021-07-28 01:20:00	ES	Futures	4936.98	4938.11	4936.14	4936.14	714.0
2021-07-28 01:25:00	ES	Futures	4936.42	4938.95	4935.85	4938.11	512.0
2021-07-28 01:30:00	ES	Futures	4937.83	4941.2	4936.98	4936.98	843.0
2021-07-28 01:35:00	ES	Futures	4936.98	4941.2	4936.98	4940.92	536.0
2021-07-28 01:40:00	ES	Futures	4940.92	4944.3	4939.8	4944.02	1377.0
2021-07-28 01:45:00	ES	Futures	4944.3	4947.4	4943.74	4946.84	1393.0
2021-07-28 01:50:00	ES	Futures	4946.84	4947.96	4945.71	4947.12	1012.0
2021-07-28 01:55:00	ES	Futures	4947.12	4950.22	4946.84	4949.93	1102.0
2021-07-28 02:00:00	ES	Futures	4949.65	4950.78	4946.84	4947.12	1656.0
2021-07-28 02:05:00	ES	Futures	4947.12	4947.12	4944.87	4945.71	1130.0
2021-07-28 02:10:00	ES	Futures	4945.43	4945.99	4942.61	4945.43	1142.0
2021-07-28 02:15:00	ES	Futures	4945.71	4947.96	4944.58	4947.4	811.0
2021-07-28 02:20:00	ES	Futures	4947.12	4947.96	4945.71	4947.68	804.0
2021-07-28 02:25:00	ES	Futures	4947.68	4949.65	4947.12	4949.09	1252.0
2021-07-28 02:30:00	ES	Futures	4949.09	4950.5	4947.12	4947.4	914.0
2021-07-28 02:35:00	ES	Futures	4947.68	4947.68	4945.15	4945.15	696.0
2021-07-28 02:40:00	ES	Futures	4945.15	4945.43	4941.77	4945.15	1133.0
2021-07-28 02:45:00	ES	Futures	4945.15	4947.96	4944.87	4946.84	1114.0
2021-07-28 02:50:00	ES	Futures	4947.12	4949.65	4947.12	4949.09	968.0
2021-07-28 02:55:00	ES	Futures	4948.81	4949.09	4945.15	4945.15	1046.0
2021-07-28 03:00:00	ES	Futures	4945.15	4948.81	4942.89	4944.58	3127.0
2021-07-28 03:05:00	ES	Futures	4944.87	4947.96	4944.3	4945.15	1696.0
2021-07-28 03:10:00	ES	Futures	4945.43	4946.55	4943.46	4943.74	1616.0
2021-07-28 03:15:00	ES	Futures	4944.02	4945.15	4939.8	4942.89	2202.0
2021-07-28 03:20:00	ES	Futures	4942.89	4947.12	4942.61	4946.84	2250.0
2021-07-28 03:25:00	ES	Futures	4946.84	4947.12	4944.3	4944.87	1841.0
2021-07-28 03:30:00	ES	Futures	4944.87	4945.71	4942.89	4944.02	1246.0
2021-07-28 03:35:00	ES	Futures	4944.02	4945.71	4942.05	4943.74	891.0
2021-07-28 03:40:00	ES	Futures	4943.74	4944.58	4941.49	4944.58	1640.0
2021-07-28 03:45:00	ES	Futures	4944.58	4945.15	4943.74	4944.58	762.0
2021-07-28 03:50:00	ES	Futures	4944.3	4948.53	4944.02	4947.96	1273.0
2021-07-28 03:55:00	ES	Futures	4947.96	4949.65	4947.12	4949.37	1099.0
2021-07-28 04:00:00	ES	Futures	4949.37	4950.78	4946.84	4950.5	1551.0
2021-07-28 04:05:00	ES	Futures	4950.5	4952.75	4949.65	4951.34	1597.0

> showing 50 of 18,932 rows — these rows as CSV

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