PREVIEW / futures_5min / 2021-07-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-07-30.parquet
  size:    268 KB
  rows:    15,136

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
2021-07-30 00:00:00	ES	Futures	4932.19	4933.04	4931.91	4932.19	374.0
2021-07-30 00:05:00	ES	Futures	4932.19	4932.48	4931.63	4931.91	320.0
2021-07-30 00:10:00	ES	Futures	4932.19	4933.04	4931.63	4933.04	262.0
2021-07-30 00:15:00	ES	Futures	4933.04	4933.04	4931.91	4932.19	257.0
2021-07-30 00:20:00	ES	Futures	4932.19	4933.04	4931.91	4932.48	231.0
2021-07-30 00:25:00	ES	Futures	4932.48	4932.76	4931.07	4931.07	261.0
2021-07-30 00:30:00	ES	Futures	4931.07	4931.07	4930.22	4930.5	433.0
2021-07-30 00:35:00	ES	Futures	4930.22	4931.35	4929.94	4931.07	427.0
2021-07-30 00:40:00	ES	Futures	4931.35	4931.63	4930.79	4931.07	343.0
2021-07-30 00:45:00	ES	Futures	4931.07	4931.63	4930.5	4930.5	348.0
2021-07-30 00:50:00	ES	Futures	4930.79	4931.07	4930.22	4930.5	249.0
2021-07-30 00:55:00	ES	Futures	4930.79	4931.07	4929.94	4930.5	270.0
2021-07-30 01:00:00	ES	Futures	4930.22	4930.5	4925.44	4929.1	2839.0
2021-07-30 01:05:00	ES	Futures	4929.38	4930.22	4927.97	4928.53	768.0
2021-07-30 01:10:00	ES	Futures	4928.53	4928.53	4925.15	4926.0	1086.0
2021-07-30 01:15:00	ES	Futures	4926.0	4926.28	4924.03	4924.87	1339.0
2021-07-30 01:20:00	ES	Futures	4925.15	4925.15	4922.9	4924.03	1298.0
2021-07-30 01:25:00	ES	Futures	4924.03	4925.72	4923.47	4923.75	1021.0
2021-07-30 01:30:00	ES	Futures	4923.75	4927.13	4923.47	4926.84	1049.0
2021-07-30 01:35:00	ES	Futures	4926.84	4929.1	4925.15	4925.44	1597.0
2021-07-30 01:40:00	ES	Futures	4925.72	4926.28	4923.47	4926.0	1264.0
2021-07-30 01:45:00	ES	Futures	4926.0	4927.69	4925.44	4927.41	1224.0
2021-07-30 01:50:00	ES	Futures	4927.13	4927.69	4925.72	4925.72	823.0
2021-07-30 01:55:00	ES	Futures	4926.0	4926.84	4924.03	4924.03	1367.0
2021-07-30 02:00:00	ES	Futures	4924.03	4931.35	4924.03	4930.79	2757.0
2021-07-30 02:05:00	ES	Futures	4930.79	4931.63	4928.53	4928.53	1369.0
2021-07-30 02:10:00	ES	Futures	4928.82	4930.22	4928.25	4930.22	954.0
2021-07-30 02:15:00	ES	Futures	4929.94	4931.35	4929.1	4930.22	1264.0
2021-07-30 02:20:00	ES	Futures	4930.5	4931.35	4929.94	4930.22	688.0
2021-07-30 02:25:00	ES	Futures	4930.22	4930.5	4926.84	4927.13	1576.0
2021-07-30 02:30:00	ES	Futures	4927.13	4927.69	4922.9	4925.72	2815.0
2021-07-30 02:35:00	ES	Futures	4925.72	4926.28	4922.9	4923.18	1371.0
2021-07-30 02:40:00	ES	Futures	4922.9	4925.15	4922.9	4924.03	1401.0
2021-07-30 02:45:00	ES	Futures	4924.03	4924.59	4923.47	4924.31	967.0
2021-07-30 02:50:00	ES	Futures	4924.31	4924.87	4923.75	4924.31	981.0
2021-07-30 02:55:00	ES	Futures	4924.31	4927.41	4924.31	4926.0	1691.0
2021-07-30 03:00:00	ES	Futures	4926.28	4930.22	4924.59	4925.15	5317.0
2021-07-30 03:05:00	ES	Futures	4924.87	4927.13	4922.9	4925.44	2601.0
2021-07-30 03:10:00	ES	Futures	4925.44	4926.0	4923.18	4923.18	2441.0
2021-07-30 03:15:00	ES	Futures	4923.18	4930.79	4922.9	4929.66	4957.0
2021-07-30 03:20:00	ES	Futures	4929.66	4930.22	4926.28	4928.82	2936.0
2021-07-30 03:25:00	ES	Futures	4928.82	4928.82	4926.0	4926.0	2248.0
2021-07-30 03:30:00	ES	Futures	4926.0	4927.69	4924.59	4927.13	2614.0
2021-07-30 03:35:00	ES	Futures	4927.13	4927.69	4924.03	4926.84	2086.0
2021-07-30 03:40:00	ES	Futures	4927.13	4927.13	4924.31	4924.59	1265.0
2021-07-30 03:45:00	ES	Futures	4924.31	4925.15	4922.9	4924.59	1479.0
2021-07-30 03:50:00	ES	Futures	4924.87	4928.53	4924.03	4928.25	1615.0
2021-07-30 03:55:00	ES	Futures	4928.25	4929.1	4927.69	4928.82	1127.0
2021-07-30 04:00:00	ES	Futures	4928.82	4929.1	4925.72	4928.53	1533.0
2021-07-30 04:05:00	ES	Futures	4928.53	4931.35	4928.53	4930.79	2603.0

> showing 50 of 15,136 rows — these rows as CSV

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