PREVIEW / futures_5min / 2021-08-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-17.parquet
  size:    325 KB
  rows:    18,706

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
2021-08-17 00:00:00	ES	Futures	5027.65	5028.21	5027.37	5027.93	357.0
2021-08-17 00:05:00	ES	Futures	5027.93	5028.5	5027.65	5027.93	232.0
2021-08-17 00:10:00	ES	Futures	5027.93	5029.06	5027.93	5028.78	309.0
2021-08-17 00:15:00	ES	Futures	5028.78	5029.06	5028.21	5028.21	240.0
2021-08-17 00:20:00	ES	Futures	5028.21	5028.78	5028.21	5028.78	127.0
2021-08-17 00:25:00	ES	Futures	5028.5	5028.78	5028.5	5028.78	208.0
2021-08-17 00:30:00	ES	Futures	5028.78	5029.06	5028.21	5028.21	284.0
2021-08-17 00:35:00	ES	Futures	5028.21	5028.5	5027.65	5027.93	175.0
2021-08-17 00:40:00	ES	Futures	5027.93	5028.5	5027.93	5028.21	178.0
2021-08-17 00:45:00	ES	Futures	5028.21	5028.5	5027.93	5028.5	316.0
2021-08-17 00:50:00	ES	Futures	5028.5	5028.78	5027.93	5028.21	185.0
2021-08-17 00:55:00	ES	Futures	5028.5	5028.5	5028.21	5028.5	104.0
2021-08-17 01:00:00	ES	Futures	5028.21	5028.21	5026.24	5026.52	939.0
2021-08-17 01:05:00	ES	Futures	5026.81	5026.81	5025.68	5025.96	709.0
2021-08-17 01:10:00	ES	Futures	5025.96	5026.52	5025.12	5025.12	1369.0
2021-08-17 01:15:00	ES	Futures	5025.12	5026.81	5025.12	5026.24	703.0
2021-08-17 01:20:00	ES	Futures	5026.24	5026.24	5025.12	5025.4	385.0
2021-08-17 01:25:00	ES	Futures	5025.68	5026.52	5025.68	5026.24	410.0
2021-08-17 01:30:00	ES	Futures	5026.24	5026.24	5025.4	5025.4	557.0
2021-08-17 01:35:00	ES	Futures	5025.4	5025.96	5025.4	5025.96	410.0
2021-08-17 01:40:00	ES	Futures	5025.68	5025.96	5024.55	5024.83	682.0
2021-08-17 01:45:00	ES	Futures	5024.55	5025.4	5024.27	5025.4	533.0
2021-08-17 01:50:00	ES	Futures	5025.4	5025.68	5024.83	5025.12	520.0
2021-08-17 01:55:00	ES	Futures	5025.12	5025.4	5024.55	5024.55	630.0
2021-08-17 02:00:00	ES	Futures	5024.83	5024.83	5021.74	5023.15	2834.0
2021-08-17 02:05:00	ES	Futures	5022.86	5023.99	5022.58	5023.99	1616.0
2021-08-17 02:10:00	ES	Futures	5023.71	5023.71	5022.3	5023.15	1209.0
2021-08-17 02:15:00	ES	Futures	5023.15	5023.71	5022.3	5023.15	1019.0
2021-08-17 02:20:00	ES	Futures	5023.15	5025.4	5023.15	5024.55	1515.0
2021-08-17 02:25:00	ES	Futures	5024.55	5024.83	5023.99	5024.83	934.0
2021-08-17 02:30:00	ES	Futures	5025.12	5025.12	5022.3	5022.58	1436.0
2021-08-17 02:35:00	ES	Futures	5022.58	5023.15	5020.61	5021.17	1883.0
2021-08-17 02:40:00	ES	Futures	5021.17	5021.17	5019.48	5020.05	1847.0
2021-08-17 02:45:00	ES	Futures	5020.05	5020.61	5016.95	5017.8	2934.0
2021-08-17 02:50:00	ES	Futures	5017.8	5019.48	5017.51	5018.92	1520.0
2021-08-17 02:55:00	ES	Futures	5018.92	5020.61	5018.36	5020.61	1094.0
2021-08-17 03:00:00	ES	Futures	5020.61	5021.17	5017.51	5018.08	3061.0
2021-08-17 03:05:00	ES	Futures	5017.8	5018.08	5013.57	5014.98	4125.0
2021-08-17 03:10:00	ES	Futures	5014.7	5014.7	5009.35	5011.04	5311.0
2021-08-17 03:15:00	ES	Futures	5011.04	5014.98	5008.78	5013.85	4067.0
2021-08-17 03:20:00	ES	Futures	5014.13	5014.13	5011.32	5011.32	2118.0
2021-08-17 03:25:00	ES	Futures	5011.6	5014.7	5010.19	5014.13	2211.0
2021-08-17 03:30:00	ES	Futures	5014.13	5015.82	5012.45	5014.98	1669.0
2021-08-17 03:35:00	ES	Futures	5014.98	5016.39	5014.7	5016.11	1453.0
2021-08-17 03:40:00	ES	Futures	5016.11	5018.08	5016.11	5017.51	2349.0
2021-08-17 03:45:00	ES	Futures	5017.51	5018.36	5016.67	5016.95	1631.0
2021-08-17 03:50:00	ES	Futures	5016.95	5017.8	5014.98	5014.98	941.0
2021-08-17 03:55:00	ES	Futures	5015.26	5018.08	5013.57	5016.11	1937.0
2021-08-17 04:00:00	ES	Futures	5016.11	5020.61	5016.11	5018.92	4143.0
2021-08-17 04:05:00	ES	Futures	5018.92	5020.33	5016.95	5018.08	1536.0

> showing 50 of 18,706 rows — these rows as CSV

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