PREVIEW / futures_5min / 2021-11-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-09.parquet
  size:    336 KB
  rows:    19,488

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
2021-11-09 00:00:00	ES	Futures	5285.27	5286.4	5285.27	5285.56	395.0
2021-11-09 00:05:00	ES	Futures	5285.56	5286.12	5285.56	5286.12	163.0
2021-11-09 00:10:00	ES	Futures	5286.12	5286.12	5285.56	5285.84	237.0
2021-11-09 00:15:00	ES	Futures	5285.84	5286.97	5285.84	5286.4	349.0
2021-11-09 00:20:00	ES	Futures	5286.68	5287.25	5286.68	5286.97	316.0
2021-11-09 00:25:00	ES	Futures	5287.25	5288.66	5286.97	5287.81	701.0
2021-11-09 00:30:00	ES	Futures	5287.81	5288.1	5287.25	5287.25	370.0
2021-11-09 00:35:00	ES	Futures	5287.25	5289.22	5287.25	5288.94	575.0
2021-11-09 00:40:00	ES	Futures	5288.94	5290.35	5288.94	5290.35	1009.0
2021-11-09 00:45:00	ES	Futures	5290.35	5292.05	5290.35	5291.48	582.0
2021-11-09 00:50:00	ES	Futures	5291.48	5291.76	5290.92	5291.2	272.0
2021-11-09 00:55:00	ES	Futures	5291.2	5291.76	5290.64	5291.2	282.0
2021-11-09 01:00:00	ES	Futures	5291.48	5293.18	5291.48	5292.61	648.0
2021-11-09 01:05:00	ES	Futures	5292.61	5292.61	5292.05	5292.61	201.0
2021-11-09 01:10:00	ES	Futures	5292.33	5292.61	5291.76	5292.05	317.0
2021-11-09 01:15:00	ES	Futures	5292.05	5292.33	5291.2	5291.76	170.0
2021-11-09 01:20:00	ES	Futures	5292.05	5292.61	5290.64	5290.64	281.0
2021-11-09 01:25:00	ES	Futures	5290.35	5291.2	5290.35	5290.92	229.0
2021-11-09 01:30:00	ES	Futures	5291.2	5292.33	5290.92	5292.33	286.0
2021-11-09 01:35:00	ES	Futures	5292.33	5292.89	5291.48	5291.76	271.0
2021-11-09 01:40:00	ES	Futures	5291.76	5292.05	5290.92	5291.2	161.0
2021-11-09 01:45:00	ES	Futures	5291.2	5291.48	5290.92	5291.48	128.0
2021-11-09 01:50:00	ES	Futures	5291.2	5291.76	5291.2	5291.76	190.0
2021-11-09 01:55:00	ES	Futures	5291.76	5292.33	5291.2	5291.76	200.0
2021-11-09 02:00:00	ES	Futures	5291.76	5292.05	5290.92	5291.2	282.0
2021-11-09 02:05:00	ES	Futures	5290.92	5291.76	5290.35	5291.2	313.0
2021-11-09 02:10:00	ES	Futures	5291.2	5291.76	5290.92	5291.48	191.0
2021-11-09 02:15:00	ES	Futures	5291.48	5292.61	5291.2	5292.05	374.0
2021-11-09 02:20:00	ES	Futures	5292.33	5293.74	5292.05	5293.18	603.0
2021-11-09 02:25:00	ES	Futures	5293.46	5293.46	5291.76	5292.89	495.0
2021-11-09 02:30:00	ES	Futures	5292.61	5292.89	5291.76	5292.61	321.0
2021-11-09 02:35:00	ES	Futures	5292.61	5292.61	5291.2	5291.48	386.0
2021-11-09 02:40:00	ES	Futures	5291.48	5291.76	5290.64	5290.92	792.0
2021-11-09 02:45:00	ES	Futures	5290.92	5291.2	5289.51	5289.51	589.0
2021-11-09 02:50:00	ES	Futures	5289.79	5290.35	5289.22	5290.07	621.0
2021-11-09 02:55:00	ES	Futures	5290.07	5290.35	5289.51	5290.35	309.0
2021-11-09 03:00:00	ES	Futures	5290.35	5291.2	5288.66	5288.94	2301.0
2021-11-09 03:05:00	ES	Futures	5288.94	5292.89	5288.94	5292.61	2043.0
2021-11-09 03:10:00	ES	Futures	5292.89	5296.0	5291.76	5295.72	2119.0
2021-11-09 03:15:00	ES	Futures	5295.72	5296.56	5294.87	5295.72	1534.0
2021-11-09 03:20:00	ES	Futures	5295.72	5298.54	5295.72	5297.13	2012.0
2021-11-09 03:25:00	ES	Futures	5296.84	5296.84	5294.87	5295.43	1385.0
2021-11-09 03:30:00	ES	Futures	5295.15	5299.1	5295.15	5299.1	1427.0
2021-11-09 03:35:00	ES	Futures	5299.1	5299.95	5297.69	5297.97	953.0
2021-11-09 03:40:00	ES	Futures	5298.26	5299.95	5297.69	5299.38	961.0
2021-11-09 03:45:00	ES	Futures	5299.1	5300.23	5298.54	5299.95	831.0
2021-11-09 03:50:00	ES	Futures	5300.23	5300.51	5299.67	5300.23	741.0
2021-11-09 03:55:00	ES	Futures	5300.23	5300.8	5299.1	5299.38	796.0
2021-11-09 04:00:00	ES	Futures	5299.1	5299.67	5297.69	5298.26	1399.0
2021-11-09 04:05:00	ES	Futures	5298.26	5298.26	5296.84	5297.69	737.0

> showing 50 of 19,488 rows — these rows as CSV

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