PREVIEW / futures_5min / 2021-09-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-01.parquet
  size:    309 KB
  rows:    18,101

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
2021-09-01 00:00:00	ES	Futures	5104.8	5105.37	5104.52	5105.09	307.0
2021-09-01 00:05:00	ES	Futures	5105.09	5105.93	5104.8	5105.09	296.0
2021-09-01 00:10:00	ES	Futures	5105.09	5105.09	5104.52	5104.8	291.0
2021-09-01 00:15:00	ES	Futures	5105.09	5106.21	5104.8	5106.21	340.0
2021-09-01 00:20:00	ES	Futures	5106.21	5106.49	5105.93	5105.93	204.0
2021-09-01 00:25:00	ES	Futures	5105.93	5105.93	5105.09	5105.65	242.0
2021-09-01 00:30:00	ES	Futures	5105.65	5105.93	5105.37	5105.93	166.0
2021-09-01 00:35:00	ES	Futures	5106.21	5106.21	5105.65	5105.65	124.0
2021-09-01 00:40:00	ES	Futures	5105.65	5105.93	5105.09	5105.37	195.0
2021-09-01 00:45:00	ES	Futures	5105.37	5105.65	5104.8	5105.09	248.0
2021-09-01 00:50:00	ES	Futures	5104.8	5105.09	5104.52	5104.8	243.0
2021-09-01 00:55:00	ES	Futures	5104.8	5104.8	5104.24	5104.52	342.0
2021-09-01 01:00:00	ES	Futures	5104.8	5105.65	5104.8	5104.8	582.0
2021-09-01 01:05:00	ES	Futures	5104.8	5105.37	5104.52	5104.8	296.0
2021-09-01 01:10:00	ES	Futures	5104.8	5105.65	5104.8	5104.8	336.0
2021-09-01 01:15:00	ES	Futures	5104.8	5105.37	5104.52	5104.8	464.0
2021-09-01 01:20:00	ES	Futures	5104.8	5105.37	5104.52	5104.8	269.0
2021-09-01 01:25:00	ES	Futures	5105.09	5105.37	5104.52	5104.8	315.0
2021-09-01 01:30:00	ES	Futures	5105.09	5105.65	5105.09	5105.37	319.0
2021-09-01 01:35:00	ES	Futures	5105.37	5106.49	5105.09	5106.21	748.0
2021-09-01 01:40:00	ES	Futures	5106.49	5109.59	5106.21	5108.46	2132.0
2021-09-01 01:45:00	ES	Futures	5108.46	5108.75	5107.9	5108.18	490.0
2021-09-01 01:50:00	ES	Futures	5108.18	5108.46	5107.06	5107.34	601.0
2021-09-01 01:55:00	ES	Futures	5107.34	5107.9	5107.06	5107.34	504.0
2021-09-01 02:00:00	ES	Futures	5107.62	5109.31	5107.34	5109.03	1299.0
2021-09-01 02:05:00	ES	Futures	5109.03	5109.87	5108.18	5109.31	979.0
2021-09-01 02:10:00	ES	Futures	5109.31	5110.44	5109.31	5109.59	1059.0
2021-09-01 02:15:00	ES	Futures	5109.59	5109.59	5108.46	5108.46	634.0
2021-09-01 02:20:00	ES	Futures	5108.46	5109.03	5108.18	5108.75	513.0
2021-09-01 02:25:00	ES	Futures	5108.75	5109.03	5108.18	5108.75	550.0
2021-09-01 02:30:00	ES	Futures	5108.75	5109.59	5108.46	5109.59	478.0
2021-09-01 02:35:00	ES	Futures	5109.59	5109.87	5109.03	5109.59	535.0
2021-09-01 02:40:00	ES	Futures	5109.59	5110.15	5109.59	5109.87	595.0
2021-09-01 02:45:00	ES	Futures	5109.87	5110.44	5109.59	5109.59	919.0
2021-09-01 02:50:00	ES	Futures	5109.59	5110.44	5109.59	5110.15	430.0
2021-09-01 02:55:00	ES	Futures	5110.15	5112.13	5109.87	5111.28	2115.0
2021-09-01 03:00:00	ES	Futures	5111.28	5112.41	5111.0	5112.13	4872.0
2021-09-01 03:05:00	ES	Futures	5112.13	5112.69	5111.0	5111.56	3002.0
2021-09-01 03:10:00	ES	Futures	5111.56	5112.97	5111.0	5111.84	3605.0
2021-09-01 03:15:00	ES	Futures	5111.84	5112.69	5111.28	5112.41	1954.0
2021-09-01 03:20:00	ES	Futures	5112.41	5113.25	5111.84	5112.13	2694.0
2021-09-01 03:25:00	ES	Futures	5112.13	5112.41	5110.72	5111.0	1455.0
2021-09-01 03:30:00	ES	Futures	5111.28	5112.13	5110.44	5110.72	1695.0
2021-09-01 03:35:00	ES	Futures	5110.72	5112.13	5110.72	5111.56	1570.0
2021-09-01 03:40:00	ES	Futures	5111.84	5112.69	5111.28	5112.13	1073.0
2021-09-01 03:45:00	ES	Futures	5112.13	5112.69	5111.84	5112.41	819.0
2021-09-01 03:50:00	ES	Futures	5112.41	5113.53	5111.84	5111.84	2230.0
2021-09-01 03:55:00	ES	Futures	5111.84	5112.97	5111.28	5111.84	1842.0
2021-09-01 04:00:00	ES	Futures	5111.84	5112.97	5111.84	5111.84	1667.0
2021-09-01 04:05:00	ES	Futures	5111.56	5111.84	5110.15	5111.0	2344.0

> showing 50 of 18,101 rows — these rows as CSV

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