PREVIEW / futures_5min / 2021-12-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-03.parquet
  size:    312 KB
  rows:    15,308

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
2021-12-03 00:00:00	ES	Futures	5163.92	5165.33	5163.36	5163.64	401.0
2021-12-03 00:05:00	ES	Futures	5163.64	5163.92	5160.54	5161.1	542.0
2021-12-03 00:10:00	ES	Futures	5160.82	5163.36	5159.97	5163.36	535.0
2021-12-03 00:15:00	ES	Futures	5163.64	5166.18	5163.36	5164.77	417.0
2021-12-03 00:20:00	ES	Futures	5164.49	5166.18	5163.92	5165.9	466.0
2021-12-03 00:25:00	ES	Futures	5166.18	5167.87	5164.77	5165.9	496.0
2021-12-03 00:30:00	ES	Futures	5166.18	5168.72	5163.64	5165.05	894.0
2021-12-03 00:35:00	ES	Futures	5164.77	5170.13	5164.49	5169.57	638.0
2021-12-03 00:40:00	ES	Futures	5169.57	5170.7	5167.87	5168.44	758.0
2021-12-03 00:45:00	ES	Futures	5168.44	5170.41	5168.16	5169.0	364.0
2021-12-03 00:50:00	ES	Futures	5168.72	5170.7	5168.16	5170.41	387.0
2021-12-03 00:55:00	ES	Futures	5170.41	5170.7	5166.46	5168.44	670.0
2021-12-03 01:00:00	ES	Futures	5168.72	5170.7	5165.05	5165.62	975.0
2021-12-03 01:05:00	ES	Futures	5165.62	5170.7	5165.62	5170.7	914.0
2021-12-03 01:10:00	ES	Futures	5170.7	5172.39	5169.85	5172.39	1065.0
2021-12-03 01:15:00	ES	Futures	5172.39	5172.67	5170.7	5170.7	690.0
2021-12-03 01:20:00	ES	Futures	5170.98	5173.24	5170.98	5172.67	486.0
2021-12-03 01:25:00	ES	Futures	5172.67	5173.52	5171.26	5172.11	650.0
2021-12-03 01:30:00	ES	Futures	5172.11	5173.52	5170.7	5172.39	470.0
2021-12-03 01:35:00	ES	Futures	5172.67	5172.67	5167.87	5168.16	725.0
2021-12-03 01:40:00	ES	Futures	5168.44	5169.85	5165.62	5167.03	523.0
2021-12-03 01:45:00	ES	Futures	5167.31	5172.11	5165.62	5171.26	681.0
2021-12-03 01:50:00	ES	Futures	5171.54	5171.82	5168.44	5170.98	568.0
2021-12-03 01:55:00	ES	Futures	5170.98	5170.98	5165.05	5167.59	612.0
2021-12-03 02:00:00	ES	Futures	5168.16	5168.72	5162.79	5165.05	983.0
2021-12-03 02:05:00	ES	Futures	5164.77	5165.33	5163.08	5163.64	740.0
2021-12-03 02:10:00	ES	Futures	5163.92	5164.77	5160.54	5161.95	748.0
2021-12-03 02:15:00	ES	Futures	5161.95	5164.2	5160.54	5160.82	641.0
2021-12-03 02:20:00	ES	Futures	5160.54	5161.95	5159.12	5159.69	780.0
2021-12-03 02:25:00	ES	Futures	5159.41	5165.33	5159.12	5165.05	841.0
2021-12-03 02:30:00	ES	Futures	5165.05	5167.03	5163.08	5165.33	823.0
2021-12-03 02:35:00	ES	Futures	5165.05	5167.31	5164.49	5165.33	608.0
2021-12-03 02:40:00	ES	Futures	5165.05	5167.31	5163.08	5164.49	409.0
2021-12-03 02:45:00	ES	Futures	5164.2	5167.87	5162.51	5167.31	612.0
2021-12-03 02:50:00	ES	Futures	5167.03	5171.54	5167.03	5170.13	993.0
2021-12-03 02:55:00	ES	Futures	5170.13	5173.52	5169.0	5172.39	1311.0
2021-12-03 03:00:00	ES	Futures	5172.39	5174.36	5167.31	5167.87	3597.0
2021-12-03 03:05:00	ES	Futures	5167.87	5171.54	5167.59	5170.7	1225.0
2021-12-03 03:10:00	ES	Futures	5170.98	5171.54	5167.03	5169.0	1539.0
2021-12-03 03:15:00	ES	Futures	5169.0	5170.7	5166.18	5168.72	1231.0
2021-12-03 03:20:00	ES	Futures	5168.72	5169.0	5163.92	5167.59	1528.0
2021-12-03 03:25:00	ES	Futures	5167.59	5168.72	5165.33	5165.62	875.0
2021-12-03 03:30:00	ES	Futures	5165.62	5165.62	5158.0	5159.12	3162.0
2021-12-03 03:35:00	ES	Futures	5159.12	5161.38	5156.87	5159.69	1683.0
2021-12-03 03:40:00	ES	Futures	5159.41	5165.05	5158.28	5161.66	1614.0
2021-12-03 03:45:00	ES	Futures	5161.38	5163.36	5160.54	5161.95	1023.0
2021-12-03 03:50:00	ES	Futures	5161.95	5162.79	5158.84	5159.97	721.0
2021-12-03 03:55:00	ES	Futures	5160.25	5162.79	5159.41	5162.23	741.0
2021-12-03 04:00:00	ES	Futures	5161.95	5163.64	5160.25	5162.79	815.0
2021-12-03 04:05:00	ES	Futures	5162.23	5162.23	5157.43	5158.28	1196.0

> showing 50 of 15,308 rows — these rows as CSV

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