PREVIEW / futures_5min / 2021-12-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-28.parquet
  size:    293 KB
  rows:    17,989

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
2021-12-28 00:00:00	ES	Futures	5404.07	5404.07	5403.22	5403.78	145.0
2021-12-28 00:05:00	ES	Futures	5403.78	5404.07	5403.78	5404.07	207.0
2021-12-28 00:10:00	ES	Futures	5404.07	5405.48	5403.78	5404.91	275.0
2021-12-28 00:15:00	ES	Futures	5405.2	5405.2	5404.63	5404.63	207.0
2021-12-28 00:20:00	ES	Futures	5404.91	5405.2	5404.07	5404.35	130.0
2021-12-28 00:25:00	ES	Futures	5404.35	5404.63	5403.78	5404.35	149.0
2021-12-28 00:30:00	ES	Futures	5404.35	5404.91	5404.07	5404.63	154.0
2021-12-28 00:35:00	ES	Futures	5404.63	5406.61	5404.63	5406.61	405.0
2021-12-28 00:40:00	ES	Futures	5406.89	5406.89	5406.04	5406.33	224.0
2021-12-28 00:45:00	ES	Futures	5406.33	5407.18	5406.33	5406.89	263.0
2021-12-28 00:50:00	ES	Futures	5406.89	5408.02	5406.89	5408.02	377.0
2021-12-28 00:55:00	ES	Futures	5408.02	5408.59	5407.74	5408.59	543.0
2021-12-28 01:00:00	ES	Futures	5408.87	5409.72	5407.46	5408.87	1092.0
2021-12-28 01:05:00	ES	Futures	5408.59	5408.59	5405.76	5405.76	542.0
2021-12-28 01:10:00	ES	Futures	5405.76	5406.33	5405.2	5405.2	263.0
2021-12-28 01:15:00	ES	Futures	5405.2	5407.18	5404.91	5406.04	312.0
2021-12-28 01:20:00	ES	Futures	5405.76	5406.61	5405.48	5406.33	227.0
2021-12-28 01:25:00	ES	Futures	5406.33	5408.02	5406.04	5407.74	155.0
2021-12-28 01:30:00	ES	Futures	5408.02	5408.31	5406.89	5407.74	190.0
2021-12-28 01:35:00	ES	Futures	5407.74	5408.31	5407.18	5407.46	181.0
2021-12-28 01:40:00	ES	Futures	5407.74	5408.31	5407.46	5408.02	232.0
2021-12-28 01:45:00	ES	Futures	5408.31	5408.31	5407.18	5407.18	272.0
2021-12-28 01:50:00	ES	Futures	5407.46	5408.02	5406.61	5407.18	214.0
2021-12-28 01:55:00	ES	Futures	5407.18	5409.16	5406.89	5408.59	229.0
2021-12-28 02:00:00	ES	Futures	5408.59	5409.16	5406.04	5406.33	408.0
2021-12-28 02:05:00	ES	Futures	5406.33	5407.74	5406.04	5407.46	300.0
2021-12-28 02:10:00	ES	Futures	5407.18	5408.31	5406.61	5407.18	277.0
2021-12-28 02:15:00	ES	Futures	5407.18	5407.46	5406.61	5407.18	126.0
2021-12-28 02:20:00	ES	Futures	5406.89	5407.18	5406.04	5406.33	161.0
2021-12-28 02:25:00	ES	Futures	5406.33	5406.33	5405.48	5405.76	162.0
2021-12-28 02:30:00	ES	Futures	5405.76	5405.76	5403.78	5404.07	314.0
2021-12-28 02:35:00	ES	Futures	5404.07	5404.35	5403.5	5403.5	370.0
2021-12-28 02:40:00	ES	Futures	5403.22	5403.78	5402.09	5402.09	365.0
2021-12-28 02:45:00	ES	Futures	5402.09	5403.78	5401.8	5403.78	284.0
2021-12-28 02:50:00	ES	Futures	5403.78	5404.91	5402.37	5402.93	410.0
2021-12-28 02:55:00	ES	Futures	5403.22	5404.63	5402.93	5404.07	235.0
2021-12-28 03:00:00	ES	Futures	5403.78	5405.48	5403.5	5404.35	808.0
2021-12-28 03:05:00	ES	Futures	5404.07	5407.46	5403.78	5407.46	687.0
2021-12-28 03:10:00	ES	Futures	5407.18	5407.46	5406.33	5406.61	367.0
2021-12-28 03:15:00	ES	Futures	5406.61	5408.59	5406.33	5407.46	817.0
2021-12-28 03:20:00	ES	Futures	5407.74	5408.31	5407.18	5407.46	336.0
2021-12-28 03:25:00	ES	Futures	5407.74	5415.94	5407.74	5413.4	2625.0
2021-12-28 03:30:00	ES	Futures	5413.96	5413.96	5411.14	5412.27	816.0
2021-12-28 03:35:00	ES	Futures	5412.27	5412.27	5409.44	5410.29	463.0
2021-12-28 03:40:00	ES	Futures	5410.29	5412.83	5409.72	5411.42	758.0
2021-12-28 03:45:00	ES	Futures	5411.7	5414.81	5411.7	5413.68	962.0
2021-12-28 03:50:00	ES	Futures	5413.68	5416.23	5413.11	5415.66	1146.0
2021-12-28 03:55:00	ES	Futures	5415.66	5417.92	5414.81	5416.79	1261.0
2021-12-28 04:00:00	ES	Futures	5416.79	5418.21	5415.09	5418.21	993.0
2021-12-28 04:05:00	ES	Futures	5417.92	5419.62	5417.07	5418.77	1374.0

> showing 50 of 17,989 rows — these rows as CSV

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