PREVIEW / futures_5min / 2024-07-21

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-07-21.parquet
  size:    85 KB
  rows:    4,118

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
2024-07-21 18:00:00	ES	Futures	5835.25	5835.51	5827.64	5832.1	4357.0
2024-07-21 18:05:00	ES	Futures	5832.1	5833.41	5827.9	5831.05	2340.0
2024-07-21 18:10:00	ES	Futures	5831.05	5831.57	5827.9	5829.48	661.0
2024-07-21 18:15:00	ES	Futures	5829.74	5832.89	5829.74	5831.57	1021.0
2024-07-21 18:20:00	ES	Futures	5831.84	5834.72	5831.57	5834.46	973.0
2024-07-21 18:25:00	ES	Futures	5834.46	5836.29	5834.46	5834.98	1158.0
2024-07-21 18:30:00	ES	Futures	5835.25	5835.77	5833.67	5834.98	746.0
2024-07-21 18:35:00	ES	Futures	5834.72	5835.25	5833.93	5834.72	549.0
2024-07-21 18:40:00	ES	Futures	5834.72	5835.51	5833.41	5834.2	745.0
2024-07-21 18:45:00	ES	Futures	5834.2	5835.51	5833.41	5833.67	610.0
2024-07-21 18:50:00	ES	Futures	5833.41	5834.98	5833.15	5834.46	500.0
2024-07-21 18:55:00	ES	Futures	5834.72	5836.03	5834.72	5835.25	558.0
2024-07-21 19:00:00	ES	Futures	5835.25	5838.92	5835.25	5838.39	1576.0
2024-07-21 19:05:00	ES	Futures	5838.39	5843.9	5838.39	5841.27	2299.0
2024-07-21 19:10:00	ES	Futures	5841.54	5842.85	5839.96	5840.49	555.0
2024-07-21 19:15:00	ES	Futures	5840.49	5845.21	5838.92	5844.16	1315.0
2024-07-21 19:20:00	ES	Futures	5843.9	5844.42	5841.8	5842.85	715.0
2024-07-21 19:25:00	ES	Futures	5842.59	5844.16	5842.59	5843.9	407.0
2024-07-21 19:30:00	ES	Futures	5843.9	5844.16	5841.54	5842.59	697.0
2024-07-21 19:35:00	ES	Futures	5842.59	5843.9	5842.06	5843.9	638.0
2024-07-21 19:40:00	ES	Futures	5843.63	5844.16	5842.06	5842.85	894.0
2024-07-21 19:45:00	ES	Futures	5842.59	5843.37	5841.8	5842.59	819.0
2024-07-21 19:50:00	ES	Futures	5842.85	5843.9	5842.85	5843.11	441.0
2024-07-21 19:55:00	ES	Futures	5842.85	5843.63	5842.59	5843.11	274.0
2024-07-21 20:00:00	ES	Futures	5843.37	5844.16	5841.01	5842.59	1267.0
2024-07-21 20:05:00	ES	Futures	5842.59	5843.37	5842.06	5842.32	647.0
2024-07-21 20:10:00	ES	Futures	5842.06	5843.11	5841.27	5843.11	622.0
2024-07-21 20:15:00	ES	Futures	5843.11	5843.37	5842.06	5842.32	661.0
2024-07-21 20:20:00	ES	Futures	5842.32	5842.32	5835.51	5838.13	2407.0
2024-07-21 20:25:00	ES	Futures	5838.39	5841.54	5837.87	5840.75	856.0
2024-07-21 20:30:00	ES	Futures	5841.01	5841.27	5838.13	5838.65	915.0
2024-07-21 20:35:00	ES	Futures	5838.65	5840.49	5837.34	5839.96	858.0
2024-07-21 20:40:00	ES	Futures	5839.7	5839.96	5838.65	5839.44	350.0
2024-07-21 20:45:00	ES	Futures	5839.44	5841.01	5839.44	5840.23	332.0
2024-07-21 20:50:00	ES	Futures	5839.96	5841.27	5839.18	5841.27	396.0
2024-07-21 20:55:00	ES	Futures	5841.01	5842.85	5840.49	5842.32	702.0
2024-07-21 21:00:00	ES	Futures	5842.32	5842.85	5840.23	5841.27	527.0
2024-07-21 21:05:00	ES	Futures	5841.27	5841.54	5834.98	5836.56	1192.0
2024-07-21 21:10:00	ES	Futures	5836.82	5838.13	5835.51	5837.6	887.0
2024-07-21 21:15:00	ES	Futures	5837.6	5838.13	5831.84	5834.46	1678.0
2024-07-21 21:20:00	ES	Futures	5834.46	5836.03	5833.15	5835.51	726.0
2024-07-21 21:25:00	ES	Futures	5835.51	5835.51	5834.2	5835.25	455.0
2024-07-21 21:30:00	ES	Futures	5834.98	5835.25	5832.89	5833.67	813.0
2024-07-21 21:35:00	ES	Futures	5833.67	5834.46	5832.89	5833.93	602.0
2024-07-21 21:40:00	ES	Futures	5834.2	5836.03	5833.93	5835.77	813.0
2024-07-21 21:45:00	ES	Futures	5835.77	5836.03	5831.31	5831.57	812.0
2024-07-21 21:50:00	ES	Futures	5831.84	5832.36	5826.86	5827.9	1943.0
2024-07-21 21:55:00	ES	Futures	5827.9	5828.69	5826.07	5827.12	861.0
2024-07-21 22:00:00	ES	Futures	5827.38	5828.17	5825.55	5826.33	811.0
2024-07-21 22:05:00	ES	Futures	5826.33	5828.69	5826.07	5828.43	920.0

> showing 50 of 4,118 rows — these rows as CSV

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