PREVIEW / futures_5min / 2021-09-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-24.parquet
  size:    272 KB
  rows:    15,250

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
2021-09-24 00:00:00	ES	Futures	5012.66	5013.22	5011.25	5012.66	256.0
2021-09-24 00:05:00	ES	Futures	5012.66	5012.66	5011.53	5012.09	149.0
2021-09-24 00:10:00	ES	Futures	5012.09	5012.37	5011.25	5011.25	115.0
2021-09-24 00:15:00	ES	Futures	5011.25	5011.81	5010.96	5011.81	202.0
2021-09-24 00:20:00	ES	Futures	5011.81	5012.37	5011.53	5012.09	87.0
2021-09-24 00:25:00	ES	Futures	5012.09	5012.37	5011.25	5011.25	128.0
2021-09-24 00:30:00	ES	Futures	5011.25	5011.81	5010.68	5011.53	183.0
2021-09-24 00:35:00	ES	Futures	5011.53	5011.81	5010.96	5011.53	114.0
2021-09-24 00:40:00	ES	Futures	5011.53	5011.53	5010.68	5011.25	106.0
2021-09-24 00:45:00	ES	Futures	5011.25	5011.81	5010.96	5011.25	88.0
2021-09-24 00:50:00	ES	Futures	5010.96	5011.81	5010.96	5010.96	117.0
2021-09-24 00:55:00	ES	Futures	5010.96	5010.96	5010.12	5010.68	212.0
2021-09-24 01:00:00	ES	Futures	5010.68	5013.5	5008.42	5009.27	1316.0
2021-09-24 01:05:00	ES	Futures	5009.27	5010.12	5008.14	5008.42	398.0
2021-09-24 01:10:00	ES	Futures	5008.42	5008.42	5006.45	5008.14	938.0
2021-09-24 01:15:00	ES	Futures	5007.86	5008.42	5007.01	5007.01	625.0
2021-09-24 01:20:00	ES	Futures	5007.01	5008.14	5005.6	5006.17	594.0
2021-09-24 01:25:00	ES	Futures	5006.17	5006.17	5003.34	5004.75	1383.0
2021-09-24 01:30:00	ES	Futures	5004.75	5005.88	5004.75	5005.6	526.0
2021-09-24 01:35:00	ES	Futures	5005.88	5006.45	5005.32	5006.17	606.0
2021-09-24 01:40:00	ES	Futures	5005.88	5006.45	5005.32	5005.32	301.0
2021-09-24 01:45:00	ES	Futures	5005.32	5006.73	5004.19	5006.73	466.0
2021-09-24 01:50:00	ES	Futures	5006.73	5008.99	5006.17	5008.42	781.0
2021-09-24 01:55:00	ES	Futures	5008.42	5008.42	5006.45	5006.73	451.0
2021-09-24 02:00:00	ES	Futures	5007.01	5008.14	5005.04	5007.01	987.0
2021-09-24 02:05:00	ES	Futures	5007.29	5009.55	5006.17	5008.42	893.0
2021-09-24 02:10:00	ES	Futures	5008.71	5008.71	5007.58	5008.42	400.0
2021-09-24 02:15:00	ES	Futures	5008.71	5008.71	5006.45	5006.73	363.0
2021-09-24 02:20:00	ES	Futures	5006.73	5007.01	5004.75	5004.75	845.0
2021-09-24 02:25:00	ES	Futures	5004.75	5005.04	5003.91	5004.75	514.0
2021-09-24 02:30:00	ES	Futures	5004.75	5005.32	5002.5	5002.78	870.0
2021-09-24 02:35:00	ES	Futures	5003.06	5003.63	5002.78	5003.34	355.0
2021-09-24 02:40:00	ES	Futures	5003.06	5004.47	5002.78	5004.47	482.0
2021-09-24 02:45:00	ES	Futures	5004.19	5004.47	5003.34	5003.91	557.0
2021-09-24 02:50:00	ES	Futures	5003.63	5003.91	5001.37	5001.37	1284.0
2021-09-24 02:55:00	ES	Futures	5001.37	5001.93	4999.39	5001.09	1563.0
2021-09-24 03:00:00	ES	Futures	5001.09	5001.65	4994.03	4994.6	7087.0
2021-09-24 03:05:00	ES	Futures	4994.6	4996.29	4991.21	4996.01	5112.0
2021-09-24 03:10:00	ES	Futures	4996.01	4999.11	4994.31	4998.83	3154.0
2021-09-24 03:15:00	ES	Futures	4998.83	5001.09	4997.13	5000.8	1826.0
2021-09-24 03:20:00	ES	Futures	5000.52	5000.52	4993.18	4993.75	2734.0
2021-09-24 03:25:00	ES	Futures	4993.75	4996.57	4990.93	4994.03	3608.0
2021-09-24 03:30:00	ES	Futures	4993.75	4994.03	4987.82	4990.08	4519.0
2021-09-24 03:35:00	ES	Futures	4989.8	4994.03	4989.8	4990.93	1769.0
2021-09-24 03:40:00	ES	Futures	4990.93	4993.47	4989.23	4992.9	1831.0
2021-09-24 03:45:00	ES	Futures	4992.9	4994.6	4991.21	4993.75	2079.0
2021-09-24 03:50:00	ES	Futures	4993.75	4996.57	4993.18	4996.01	2055.0
2021-09-24 03:55:00	ES	Futures	4995.72	4995.72	4990.36	4990.93	1856.0
2021-09-24 04:00:00	ES	Futures	4991.21	4995.72	4990.93	4993.47	3105.0
2021-09-24 04:05:00	ES	Futures	4993.47	4993.75	4988.1	4989.23	2480.0

> showing 50 of 15,250 rows — these rows as CSV

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