PREVIEW / futures_5min / 2021-08-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-04.parquet
  size:    313 KB
  rows:    18,703

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
2021-08-04 00:00:00	ES	Futures	4967.67	4967.96	4967.39	4967.67	216.0
2021-08-04 00:05:00	ES	Futures	4967.67	4968.24	4967.39	4968.24	120.0
2021-08-04 00:10:00	ES	Futures	4967.96	4968.52	4967.96	4968.24	156.0
2021-08-04 00:15:00	ES	Futures	4968.24	4968.8	4967.96	4968.24	128.0
2021-08-04 00:20:00	ES	Futures	4968.24	4968.52	4967.67	4967.96	111.0
2021-08-04 00:25:00	ES	Futures	4967.67	4967.96	4967.39	4967.96	220.0
2021-08-04 00:30:00	ES	Futures	4967.67	4968.52	4967.67	4968.24	185.0
2021-08-04 00:35:00	ES	Futures	4967.96	4969.36	4967.96	4969.08	222.0
2021-08-04 00:40:00	ES	Futures	4969.08	4969.36	4968.52	4968.52	209.0
2021-08-04 00:45:00	ES	Futures	4968.52	4969.08	4968.52	4969.08	87.0
2021-08-04 00:50:00	ES	Futures	4968.8	4969.36	4968.52	4968.8	132.0
2021-08-04 00:55:00	ES	Futures	4968.8	4969.08	4968.52	4968.8	153.0
2021-08-04 01:00:00	ES	Futures	4969.08	4969.36	4968.24	4968.8	336.0
2021-08-04 01:05:00	ES	Futures	4968.8	4968.8	4967.11	4967.39	252.0
2021-08-04 01:10:00	ES	Futures	4967.39	4968.52	4967.11	4968.24	203.0
2021-08-04 01:15:00	ES	Futures	4968.24	4968.24	4967.67	4968.24	210.0
2021-08-04 01:20:00	ES	Futures	4968.24	4968.24	4967.39	4968.24	327.0
2021-08-04 01:25:00	ES	Futures	4968.24	4969.08	4967.96	4968.52	499.0
2021-08-04 01:30:00	ES	Futures	4968.8	4969.36	4968.52	4969.36	174.0
2021-08-04 01:35:00	ES	Futures	4969.36	4969.36	4968.52	4968.8	306.0
2021-08-04 01:40:00	ES	Futures	4968.8	4970.21	4967.96	4968.8	732.0
2021-08-04 01:45:00	ES	Futures	4968.52	4969.93	4968.24	4969.36	259.0
2021-08-04 01:50:00	ES	Futures	4969.36	4969.93	4968.52	4969.93	334.0
2021-08-04 01:55:00	ES	Futures	4969.93	4971.05	4969.93	4970.49	988.0
2021-08-04 02:00:00	ES	Futures	4970.49	4970.77	4968.8	4970.49	634.0
2021-08-04 02:05:00	ES	Futures	4970.49	4971.62	4970.21	4971.05	606.0
2021-08-04 02:10:00	ES	Futures	4971.05	4972.46	4970.77	4971.62	767.0
2021-08-04 02:15:00	ES	Futures	4971.62	4971.9	4969.93	4971.05	633.0
2021-08-04 02:20:00	ES	Futures	4971.05	4972.18	4971.05	4972.18	479.0
2021-08-04 02:25:00	ES	Futures	4972.18	4972.18	4971.33	4972.18	473.0
2021-08-04 02:30:00	ES	Futures	4972.18	4972.74	4971.9	4972.18	617.0
2021-08-04 02:35:00	ES	Futures	4972.18	4972.74	4971.62	4972.46	496.0
2021-08-04 02:40:00	ES	Futures	4972.18	4972.18	4971.62	4971.9	326.0
2021-08-04 02:45:00	ES	Futures	4972.18	4972.74	4971.62	4972.46	411.0
2021-08-04 02:50:00	ES	Futures	4972.46	4972.74	4972.18	4972.46	551.0
2021-08-04 02:55:00	ES	Futures	4972.46	4972.74	4970.77	4971.05	906.0
2021-08-04 03:00:00	ES	Futures	4971.33	4971.9	4969.93	4970.77	2428.0
2021-08-04 03:05:00	ES	Futures	4970.77	4972.18	4970.21	4970.49	1461.0
2021-08-04 03:10:00	ES	Futures	4970.49	4971.05	4969.36	4970.49	1068.0
2021-08-04 03:15:00	ES	Futures	4970.77	4971.33	4969.93	4970.77	865.0
2021-08-04 03:20:00	ES	Futures	4971.05	4972.74	4970.77	4972.74	1604.0
2021-08-04 03:25:00	ES	Futures	4972.46	4972.74	4969.64	4970.49	1403.0
2021-08-04 03:30:00	ES	Futures	4970.49	4971.05	4969.93	4970.77	922.0
2021-08-04 03:35:00	ES	Futures	4970.77	4971.62	4970.49	4971.33	683.0
2021-08-04 03:40:00	ES	Futures	4971.33	4971.33	4970.21	4970.49	629.0
2021-08-04 03:45:00	ES	Futures	4970.77	4970.77	4969.64	4969.64	665.0
2021-08-04 03:50:00	ES	Futures	4969.93	4969.93	4967.96	4967.96	1013.0
2021-08-04 03:55:00	ES	Futures	4968.24	4969.36	4965.42	4965.98	1457.0
2021-08-04 04:00:00	ES	Futures	4965.7	4968.24	4965.14	4965.98	2482.0
2021-08-04 04:05:00	ES	Futures	4965.98	4965.98	4964.58	4965.14	1491.0

> showing 50 of 18,703 rows — these rows as CSV

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