PREVIEW / futures_5min / 2023-09-21

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-09-21.parquet
  size:    351 KB
  rows:    19,896

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
2023-09-21 00:00:00	ES	Futures	4817.99	4818.53	4817.17	4817.45	476.0
2023-09-21 00:05:00	ES	Futures	4817.45	4818.26	4817.17	4817.72	291.0
2023-09-21 00:10:00	ES	Futures	4817.45	4817.72	4816.9	4817.17	722.0
2023-09-21 00:15:00	ES	Futures	4817.17	4817.45	4816.63	4817.17	289.0
2023-09-21 00:20:00	ES	Futures	4817.17	4817.45	4816.09	4816.63	1202.0
2023-09-21 00:25:00	ES	Futures	4816.63	4817.72	4816.63	4817.45	386.0
2023-09-21 00:30:00	ES	Futures	4817.45	4818.53	4817.17	4817.45	509.0
2023-09-21 00:35:00	ES	Futures	4817.45	4818.26	4817.45	4817.72	261.0
2023-09-21 00:40:00	ES	Futures	4817.72	4817.99	4817.17	4817.17	489.0
2023-09-21 00:45:00	ES	Futures	4817.45	4817.72	4815.82	4816.36	589.0
2023-09-21 00:50:00	ES	Futures	4816.36	4816.36	4815.82	4816.09	239.0
2023-09-21 00:55:00	ES	Futures	4816.09	4816.9	4815.27	4816.63	588.0
2023-09-21 01:00:00	ES	Futures	4816.63	4816.9	4814.73	4815.27	838.0
2023-09-21 01:05:00	ES	Futures	4815.0	4815.54	4814.19	4815.54	430.0
2023-09-21 01:10:00	ES	Futures	4815.54	4817.45	4815.54	4817.17	522.0
2023-09-21 01:15:00	ES	Futures	4816.9	4816.9	4815.27	4815.54	1200.0
2023-09-21 01:20:00	ES	Futures	4815.54	4815.82	4813.92	4814.19	699.0
2023-09-21 01:25:00	ES	Futures	4814.19	4814.46	4813.1	4813.1	839.0
2023-09-21 01:30:00	ES	Futures	4813.1	4814.73	4813.1	4814.46	629.0
2023-09-21 01:35:00	ES	Futures	4814.46	4816.36	4814.46	4815.82	630.0
2023-09-21 01:40:00	ES	Futures	4815.82	4816.36	4815.82	4816.36	630.0
2023-09-21 01:45:00	ES	Futures	4816.36	4817.45	4816.36	4817.17	527.0
2023-09-21 01:50:00	ES	Futures	4817.45	4817.45	4815.0	4815.27	888.0
2023-09-21 01:55:00	ES	Futures	4815.27	4815.54	4814.73	4815.27	488.0
2023-09-21 02:00:00	ES	Futures	4815.54	4817.17	4815.0	4815.82	1465.0
2023-09-21 02:05:00	ES	Futures	4815.54	4816.63	4815.27	4815.82	888.0
2023-09-21 02:10:00	ES	Futures	4815.82	4817.99	4815.54	4817.72	816.0
2023-09-21 02:15:00	ES	Futures	4817.72	4818.26	4816.63	4816.9	891.0
2023-09-21 02:20:00	ES	Futures	4816.9	4817.72	4815.82	4817.45	623.0
2023-09-21 02:25:00	ES	Futures	4817.17	4817.72	4816.9	4817.72	785.0
2023-09-21 02:30:00	ES	Futures	4817.72	4818.8	4817.45	4818.53	882.0
2023-09-21 02:35:00	ES	Futures	4818.53	4819.89	4817.99	4819.35	1039.0
2023-09-21 02:40:00	ES	Futures	4819.35	4820.43	4819.07	4820.16	810.0
2023-09-21 02:45:00	ES	Futures	4820.16	4820.98	4819.62	4820.7	1223.0
2023-09-21 02:50:00	ES	Futures	4820.43	4821.79	4820.43	4821.25	938.0
2023-09-21 02:55:00	ES	Futures	4821.25	4822.06	4820.7	4820.7	880.0
2023-09-21 03:00:00	ES	Futures	4820.98	4822.06	4819.07	4821.79	2850.0
2023-09-21 03:05:00	ES	Futures	4821.79	4822.06	4819.89	4820.98	1801.0
2023-09-21 03:10:00	ES	Futures	4820.98	4821.25	4818.8	4819.89	1406.0
2023-09-21 03:15:00	ES	Futures	4819.89	4821.52	4818.53	4819.07	1582.0
2023-09-21 03:20:00	ES	Futures	4819.07	4819.62	4817.45	4817.72	1325.0
2023-09-21 03:25:00	ES	Futures	4817.72	4817.72	4815.27	4815.54	2664.0
2023-09-21 03:30:00	ES	Futures	4815.54	4818.26	4808.76	4817.45	9911.0
2023-09-21 03:35:00	ES	Futures	4817.45	4819.35	4815.0	4817.45	3000.0
2023-09-21 03:40:00	ES	Futures	4817.45	4818.26	4815.27	4816.36	1952.0
2023-09-21 03:45:00	ES	Futures	4816.09	4818.8	4816.09	4817.45	1277.0
2023-09-21 03:50:00	ES	Futures	4817.45	4820.16	4817.17	4818.8	2005.0
2023-09-21 03:55:00	ES	Futures	4819.07	4819.35	4817.99	4818.53	873.0
2023-09-21 04:00:00	ES	Futures	4818.8	4821.25	4817.99	4817.99	2441.0
2023-09-21 04:05:00	ES	Futures	4817.72	4819.62	4817.45	4818.8	1226.0

> showing 50 of 19,896 rows — these rows as CSV

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