PREVIEW / futures_5min / 2021-09-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-30.parquet
  size:    379 KB
  rows:    19,546

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
2021-09-30 00:00:00	ES	Futures	4936.18	4936.18	4935.33	4935.89	294.0
2021-09-30 00:05:00	ES	Futures	4935.89	4935.89	4934.77	4935.61	300.0
2021-09-30 00:10:00	ES	Futures	4935.61	4935.89	4934.77	4935.05	245.0
2021-09-30 00:15:00	ES	Futures	4935.33	4937.31	4935.33	4937.31	635.0
2021-09-30 00:20:00	ES	Futures	4937.02	4937.31	4935.61	4935.89	287.0
2021-09-30 00:25:00	ES	Futures	4935.89	4937.02	4935.89	4937.02	245.0
2021-09-30 00:30:00	ES	Futures	4937.02	4937.31	4935.33	4936.46	367.0
2021-09-30 00:35:00	ES	Futures	4936.18	4936.74	4935.61	4936.46	275.0
2021-09-30 00:40:00	ES	Futures	4936.46	4937.31	4936.18	4937.02	198.0
2021-09-30 00:45:00	ES	Futures	4937.02	4937.31	4936.18	4936.74	255.0
2021-09-30 00:50:00	ES	Futures	4936.74	4939.0	4936.74	4938.15	1237.0
2021-09-30 00:55:00	ES	Futures	4938.15	4938.43	4937.87	4938.15	384.0
2021-09-30 01:00:00	ES	Futures	4938.15	4950.29	4937.87	4948.31	7428.0
2021-09-30 01:05:00	ES	Futures	4948.59	4948.59	4945.49	4946.9	1334.0
2021-09-30 01:10:00	ES	Futures	4946.9	4948.59	4945.49	4945.49	1410.0
2021-09-30 01:15:00	ES	Futures	4945.77	4948.03	4945.21	4945.49	757.0
2021-09-30 01:20:00	ES	Futures	4945.49	4946.34	4944.36	4944.93	887.0
2021-09-30 01:25:00	ES	Futures	4944.64	4945.77	4943.23	4943.23	1067.0
2021-09-30 01:30:00	ES	Futures	4943.51	4946.34	4943.51	4945.49	712.0
2021-09-30 01:35:00	ES	Futures	4945.49	4946.62	4945.49	4946.05	397.0
2021-09-30 01:40:00	ES	Futures	4946.05	4946.34	4943.8	4944.36	612.0
2021-09-30 01:45:00	ES	Futures	4944.36	4944.36	4942.1	4942.39	755.0
2021-09-30 01:50:00	ES	Futures	4942.1	4944.64	4941.26	4941.54	1430.0
2021-09-30 01:55:00	ES	Futures	4941.26	4942.39	4939.85	4940.97	1365.0
2021-09-30 02:00:00	ES	Futures	4941.26	4946.9	4940.97	4945.49	2256.0
2021-09-30 02:05:00	ES	Futures	4945.77	4948.88	4944.36	4947.18	1597.0
2021-09-30 02:10:00	ES	Futures	4947.47	4949.16	4947.47	4948.31	952.0
2021-09-30 02:15:00	ES	Futures	4948.59	4952.26	4948.03	4951.7	1915.0
2021-09-30 02:20:00	ES	Futures	4951.7	4954.52	4950.01	4950.29	2300.0
2021-09-30 02:25:00	ES	Futures	4950.01	4950.01	4947.47	4947.47	2343.0
2021-09-30 02:30:00	ES	Futures	4947.75	4948.59	4946.9	4947.75	1175.0
2021-09-30 02:35:00	ES	Futures	4947.75	4950.01	4947.75	4949.16	775.0
2021-09-30 02:40:00	ES	Futures	4949.44	4952.26	4948.88	4950.57	851.0
2021-09-30 02:45:00	ES	Futures	4950.57	4953.39	4950.29	4952.26	1701.0
2021-09-30 02:50:00	ES	Futures	4952.26	4952.26	4948.88	4950.01	1068.0
2021-09-30 02:55:00	ES	Futures	4950.01	4950.57	4948.03	4948.88	1085.0
2021-09-30 03:00:00	ES	Futures	4948.59	4951.42	4946.9	4947.47	4997.0
2021-09-30 03:05:00	ES	Futures	4947.47	4948.31	4940.13	4942.39	4537.0
2021-09-30 03:10:00	ES	Futures	4942.39	4942.39	4937.31	4940.41	3741.0
2021-09-30 03:15:00	ES	Futures	4940.41	4947.47	4939.85	4947.18	3698.0
2021-09-30 03:20:00	ES	Futures	4947.75	4952.83	4946.34	4950.85	3506.0
2021-09-30 03:25:00	ES	Futures	4950.85	4952.26	4950.29	4950.85	2214.0
2021-09-30 03:30:00	ES	Futures	4950.85	4950.85	4949.44	4950.01	3096.0
2021-09-30 03:35:00	ES	Futures	4950.01	4952.26	4949.72	4951.13	1947.0
2021-09-30 03:40:00	ES	Futures	4951.13	4951.13	4950.01	4950.29	1439.0
2021-09-30 03:45:00	ES	Futures	4950.01	4953.39	4950.01	4951.42	2097.0
2021-09-30 03:50:00	ES	Futures	4951.42	4952.55	4948.88	4949.16	2051.0
2021-09-30 03:55:00	ES	Futures	4949.16	4949.44	4946.05	4947.18	1973.0
2021-09-30 04:00:00	ES	Futures	4946.9	4951.42	4946.9	4950.01	2516.0
2021-09-30 04:05:00	ES	Futures	4949.72	4950.85	4947.47	4948.03	4573.0

> showing 50 of 19,546 rows — these rows as CSV

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