PREVIEW / futures_5min / 2021-09-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-06.parquet
  size:    193 KB
  rows:    12,673

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
2021-09-06 00:00:00	ES	Futures	5105.93	5106.21	5105.09	5105.37	408.0
2021-09-06 00:05:00	ES	Futures	5105.37	5105.93	5105.37	5105.65	211.0
2021-09-06 00:10:00	ES	Futures	5105.93	5106.21	5105.65	5106.21	268.0
2021-09-06 00:15:00	ES	Futures	5106.21	5106.21	5105.37	5106.21	275.0
2021-09-06 00:20:00	ES	Futures	5105.93	5106.21	5105.65	5106.21	174.0
2021-09-06 00:25:00	ES	Futures	5106.21	5106.21	5105.65	5106.21	183.0
2021-09-06 00:30:00	ES	Futures	5105.93	5106.78	5105.93	5106.78	450.0
2021-09-06 00:35:00	ES	Futures	5106.78	5107.34	5106.49	5107.06	402.0
2021-09-06 00:40:00	ES	Futures	5107.06	5107.34	5106.49	5106.49	181.0
2021-09-06 00:45:00	ES	Futures	5106.49	5106.78	5106.21	5106.49	258.0
2021-09-06 00:50:00	ES	Futures	5106.49	5106.49	5105.37	5105.37	260.0
2021-09-06 00:55:00	ES	Futures	5105.65	5105.93	5105.37	5105.65	168.0
2021-09-06 01:00:00	ES	Futures	5105.93	5106.21	5104.24	5104.24	598.0
2021-09-06 01:05:00	ES	Futures	5104.24	5105.37	5104.24	5105.37	282.0
2021-09-06 01:10:00	ES	Futures	5105.37	5106.21	5105.09	5106.21	327.0
2021-09-06 01:15:00	ES	Futures	5106.21	5106.78	5105.93	5106.78	340.0
2021-09-06 01:20:00	ES	Futures	5106.78	5107.34	5105.65	5106.21	340.0
2021-09-06 01:25:00	ES	Futures	5106.21	5106.78	5105.65	5106.78	151.0
2021-09-06 01:30:00	ES	Futures	5106.78	5107.62	5106.78	5107.06	269.0
2021-09-06 01:35:00	ES	Futures	5107.06	5108.46	5107.06	5108.18	555.0
2021-09-06 01:40:00	ES	Futures	5108.18	5108.75	5107.9	5108.18	346.0
2021-09-06 01:45:00	ES	Futures	5108.18	5108.75	5108.18	5108.75	217.0
2021-09-06 01:50:00	ES	Futures	5108.75	5109.59	5107.9	5109.59	626.0
2021-09-06 01:55:00	ES	Futures	5109.59	5109.59	5108.75	5109.31	403.0
2021-09-06 02:00:00	ES	Futures	5109.03	5111.56	5109.03	5111.0	989.0
2021-09-06 02:05:00	ES	Futures	5111.0	5112.97	5110.72	5112.97	719.0
2021-09-06 02:10:00	ES	Futures	5112.69	5112.97	5112.13	5112.41	574.0
2021-09-06 02:15:00	ES	Futures	5112.13	5113.53	5111.84	5112.97	561.0
2021-09-06 02:20:00	ES	Futures	5112.97	5113.53	5112.69	5112.97	718.0
2021-09-06 02:25:00	ES	Futures	5112.97	5113.81	5112.69	5113.81	354.0
2021-09-06 02:30:00	ES	Futures	5113.81	5114.66	5113.25	5113.53	865.0
2021-09-06 02:35:00	ES	Futures	5113.53	5114.1	5113.53	5114.1	291.0
2021-09-06 02:40:00	ES	Futures	5114.1	5114.38	5113.53	5113.53	287.0
2021-09-06 02:45:00	ES	Futures	5113.81	5114.38	5113.53	5114.38	361.0
2021-09-06 02:50:00	ES	Futures	5114.38	5114.66	5113.53	5113.81	562.0
2021-09-06 02:55:00	ES	Futures	5113.81	5113.81	5112.41	5112.41	692.0
2021-09-06 03:00:00	ES	Futures	5112.41	5112.97	5111.56	5112.41	1544.0
2021-09-06 03:05:00	ES	Futures	5112.13	5113.25	5112.13	5112.69	1112.0
2021-09-06 03:10:00	ES	Futures	5112.69	5114.1	5112.69	5113.81	945.0
2021-09-06 03:15:00	ES	Futures	5114.1	5116.91	5114.1	5116.35	2301.0
2021-09-06 03:20:00	ES	Futures	5116.63	5118.04	5116.07	5116.07	2127.0
2021-09-06 03:25:00	ES	Futures	5115.79	5116.63	5114.94	5116.07	955.0
2021-09-06 03:30:00	ES	Futures	5116.07	5117.48	5116.07	5116.63	1137.0
2021-09-06 03:35:00	ES	Futures	5116.35	5117.48	5116.07	5116.91	811.0
2021-09-06 03:40:00	ES	Futures	5117.19	5117.76	5116.63	5116.91	870.0
2021-09-06 03:45:00	ES	Futures	5116.91	5117.19	5115.79	5116.07	644.0
2021-09-06 03:50:00	ES	Futures	5116.07	5116.63	5116.07	5116.07	364.0
2021-09-06 03:55:00	ES	Futures	5115.79	5116.07	5115.5	5115.79	428.0
2021-09-06 04:00:00	ES	Futures	5115.79	5116.91	5115.79	5116.07	423.0
2021-09-06 04:05:00	ES	Futures	5116.07	5116.35	5115.79	5115.79	475.0

> showing 50 of 12,673 rows — these rows as CSV

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