PREVIEW / futures_5min / 2021-08-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-08-20.parquet
  size:    277 KB
  rows:    14,945

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
2021-08-20 00:00:00	ES	Futures	4951.62	4952.47	4951.06	4951.62	417.0
2021-08-20 00:05:00	ES	Futures	4951.62	4951.9	4950.5	4951.34	331.0
2021-08-20 00:10:00	ES	Futures	4951.62	4951.62	4950.78	4951.06	251.0
2021-08-20 00:15:00	ES	Futures	4951.34	4952.75	4951.34	4952.47	304.0
2021-08-20 00:20:00	ES	Futures	4952.47	4952.47	4950.22	4950.5	263.0
2021-08-20 00:25:00	ES	Futures	4950.22	4950.78	4949.37	4950.78	338.0
2021-08-20 00:30:00	ES	Futures	4950.5	4950.5	4949.37	4950.22	263.0
2021-08-20 00:35:00	ES	Futures	4950.22	4950.78	4949.37	4949.93	262.0
2021-08-20 00:40:00	ES	Futures	4949.93	4949.93	4949.09	4949.37	264.0
2021-08-20 00:45:00	ES	Futures	4949.37	4950.22	4948.24	4949.93	632.0
2021-08-20 00:50:00	ES	Futures	4949.93	4950.78	4949.93	4950.22	335.0
2021-08-20 00:55:00	ES	Futures	4950.22	4951.06	4949.93	4950.78	204.0
2021-08-20 01:00:00	ES	Futures	4950.5	4950.78	4945.43	4945.43	872.0
2021-08-20 01:05:00	ES	Futures	4945.71	4948.24	4942.61	4947.96	1528.0
2021-08-20 01:10:00	ES	Futures	4947.96	4949.65	4946.84	4946.84	1002.0
2021-08-20 01:15:00	ES	Futures	4946.55	4946.55	4943.74	4944.02	1125.0
2021-08-20 01:20:00	ES	Futures	4943.74	4945.15	4943.74	4944.87	556.0
2021-08-20 01:25:00	ES	Futures	4944.58	4944.58	4940.36	4941.77	1567.0
2021-08-20 01:30:00	ES	Futures	4941.49	4944.58	4941.49	4943.46	883.0
2021-08-20 01:35:00	ES	Futures	4943.46	4945.71	4942.05	4945.15	901.0
2021-08-20 01:40:00	ES	Futures	4945.15	4945.43	4940.92	4941.49	1073.0
2021-08-20 01:45:00	ES	Futures	4941.49	4944.58	4941.49	4943.46	806.0
2021-08-20 01:50:00	ES	Futures	4943.46	4947.68	4943.46	4946.55	2274.0
2021-08-20 01:55:00	ES	Futures	4946.84	4948.81	4946.55	4947.68	857.0
2021-08-20 02:00:00	ES	Futures	4947.96	4948.53	4943.74	4947.4	1194.0
2021-08-20 02:05:00	ES	Futures	4947.4	4947.96	4944.87	4947.68	1065.0
2021-08-20 02:10:00	ES	Futures	4947.68	4950.22	4946.84	4949.93	923.0
2021-08-20 02:15:00	ES	Futures	4949.93	4951.06	4947.68	4949.09	1010.0
2021-08-20 02:20:00	ES	Futures	4948.81	4948.81	4946.27	4946.84	780.0
2021-08-20 02:25:00	ES	Futures	4947.12	4949.93	4946.55	4949.93	621.0
2021-08-20 02:30:00	ES	Futures	4949.93	4950.22	4945.99	4946.27	865.0
2021-08-20 02:35:00	ES	Futures	4946.27	4947.96	4944.58	4947.12	758.0
2021-08-20 02:40:00	ES	Futures	4947.4	4947.4	4945.71	4945.71	565.0
2021-08-20 02:45:00	ES	Futures	4945.71	4945.99	4941.77	4941.77	1741.0
2021-08-20 02:50:00	ES	Futures	4941.77	4945.43	4941.49	4944.87	1088.0
2021-08-20 02:55:00	ES	Futures	4944.87	4946.27	4944.58	4944.87	1046.0
2021-08-20 03:00:00	ES	Futures	4944.87	4946.55	4940.92	4944.87	3796.0
2021-08-20 03:05:00	ES	Futures	4944.58	4945.43	4939.8	4943.18	3269.0
2021-08-20 03:10:00	ES	Futures	4943.18	4944.87	4940.64	4943.74	2433.0
2021-08-20 03:15:00	ES	Futures	4943.74	4945.15	4940.64	4941.2	1348.0
2021-08-20 03:20:00	ES	Futures	4940.92	4941.2	4935.29	4935.57	3479.0
2021-08-20 03:25:00	ES	Futures	4935.29	4935.29	4925.15	4926.0	9872.0
2021-08-20 03:30:00	ES	Futures	4926.0	4929.94	4924.31	4927.41	4762.0
2021-08-20 03:35:00	ES	Futures	4927.41	4927.69	4924.03	4926.84	2538.0
2021-08-20 03:40:00	ES	Futures	4926.84	4927.97	4924.59	4927.97	1763.0
2021-08-20 03:45:00	ES	Futures	4927.41	4927.69	4925.44	4926.84	1000.0
2021-08-20 03:50:00	ES	Futures	4926.56	4930.5	4925.44	4927.97	2319.0
2021-08-20 03:55:00	ES	Futures	4927.97	4931.91	4927.41	4930.5	2542.0
2021-08-20 04:00:00	ES	Futures	4930.5	4937.83	4930.5	4936.7	3883.0
2021-08-20 04:05:00	ES	Futures	4936.42	4937.83	4934.17	4934.45	2445.0

> showing 50 of 14,945 rows — these rows as CSV

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