PREVIEW / futures_5min / 2021-09-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-02.parquet
  size:    287 KB
  rows:    17,411

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
2021-09-02 00:00:00	ES	Futures	5089.6	5090.44	5089.6	5090.16	217.0
2021-09-02 00:05:00	ES	Futures	5090.16	5090.44	5090.16	5090.44	136.0
2021-09-02 00:10:00	ES	Futures	5090.16	5090.72	5089.88	5089.88	358.0
2021-09-02 00:15:00	ES	Futures	5089.88	5090.16	5089.6	5089.6	132.0
2021-09-02 00:20:00	ES	Futures	5089.88	5089.88	5089.6	5089.6	127.0
2021-09-02 00:25:00	ES	Futures	5089.88	5089.88	5089.32	5089.6	110.0
2021-09-02 00:30:00	ES	Futures	5089.32	5089.88	5089.04	5089.88	245.0
2021-09-02 00:35:00	ES	Futures	5089.88	5089.88	5089.32	5089.32	65.0
2021-09-02 00:40:00	ES	Futures	5089.6	5090.72	5089.32	5090.44	183.0
2021-09-02 00:45:00	ES	Futures	5090.44	5090.72	5090.16	5090.72	148.0
2021-09-02 00:50:00	ES	Futures	5090.44	5090.72	5090.16	5090.16	150.0
2021-09-02 00:55:00	ES	Futures	5090.44	5090.72	5090.16	5090.72	113.0
2021-09-02 01:00:00	ES	Futures	5090.72	5090.72	5089.88	5089.88	419.0
2021-09-02 01:05:00	ES	Futures	5090.16	5090.44	5090.16	5090.44	258.0
2021-09-02 01:10:00	ES	Futures	5090.44	5091.01	5090.16	5090.44	242.0
2021-09-02 01:15:00	ES	Futures	5090.44	5090.44	5089.32	5089.6	524.0
2021-09-02 01:20:00	ES	Futures	5089.6	5090.72	5089.04	5090.44	532.0
2021-09-02 01:25:00	ES	Futures	5090.44	5090.44	5089.88	5090.16	239.0
2021-09-02 01:30:00	ES	Futures	5090.16	5090.44	5089.6	5090.16	170.0
2021-09-02 01:35:00	ES	Futures	5090.44	5092.98	5090.44	5092.98	1038.0
2021-09-02 01:40:00	ES	Futures	5092.98	5093.26	5091.85	5091.85	475.0
2021-09-02 01:45:00	ES	Futures	5092.13	5092.13	5091.01	5091.85	305.0
2021-09-02 01:50:00	ES	Futures	5091.57	5091.57	5090.44	5090.44	434.0
2021-09-02 01:55:00	ES	Futures	5090.44	5092.41	5090.44	5092.13	665.0
2021-09-02 02:00:00	ES	Futures	5092.13	5092.41	5091.01	5092.13	545.0
2021-09-02 02:05:00	ES	Futures	5091.85	5092.98	5091.01	5092.41	776.0
2021-09-02 02:10:00	ES	Futures	5092.41	5093.26	5091.29	5091.29	980.0
2021-09-02 02:15:00	ES	Futures	5091.57	5091.85	5091.29	5091.85	323.0
2021-09-02 02:20:00	ES	Futures	5091.85	5092.13	5091.01	5091.85	344.0
2021-09-02 02:25:00	ES	Futures	5091.85	5091.85	5091.01	5091.29	312.0
2021-09-02 02:30:00	ES	Futures	5091.29	5092.13	5091.01	5091.85	271.0
2021-09-02 02:35:00	ES	Futures	5091.85	5093.54	5091.85	5093.54	658.0
2021-09-02 02:40:00	ES	Futures	5093.54	5094.1	5093.54	5093.82	613.0
2021-09-02 02:45:00	ES	Futures	5093.82	5095.23	5093.82	5095.23	644.0
2021-09-02 02:50:00	ES	Futures	5095.23	5096.07	5094.95	5095.51	966.0
2021-09-02 02:55:00	ES	Futures	5095.51	5096.36	5095.23	5096.36	752.0
2021-09-02 03:00:00	ES	Futures	5096.64	5096.92	5094.39	5096.64	1990.0
2021-09-02 03:05:00	ES	Futures	5096.64	5097.76	5095.79	5096.07	1664.0
2021-09-02 03:10:00	ES	Futures	5096.07	5097.2	5094.95	5096.92	1575.0
2021-09-02 03:15:00	ES	Futures	5096.92	5097.2	5095.79	5096.07	1251.0
2021-09-02 03:20:00	ES	Futures	5096.07	5097.48	5095.79	5097.2	1287.0
2021-09-02 03:25:00	ES	Futures	5097.2	5099.74	5096.92	5098.33	2252.0
2021-09-02 03:30:00	ES	Futures	5098.05	5098.33	5096.92	5097.48	875.0
2021-09-02 03:35:00	ES	Futures	5097.48	5097.76	5096.92	5097.2	743.0
2021-09-02 03:40:00	ES	Futures	5097.2	5098.05	5096.64	5097.2	791.0
2021-09-02 03:45:00	ES	Futures	5097.2	5098.89	5096.64	5098.33	1193.0
2021-09-02 03:50:00	ES	Futures	5098.61	5099.45	5098.61	5098.89	722.0
2021-09-02 03:55:00	ES	Futures	5099.17	5100.3	5098.61	5100.02	771.0
2021-09-02 04:00:00	ES	Futures	5100.02	5102.55	5100.02	5101.14	2759.0
2021-09-02 04:05:00	ES	Futures	5101.43	5103.68	5101.14	5103.4	2870.0

> showing 50 of 17,411 rows — these rows as CSV

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