PREVIEW / futures_5min / 2021-10-13
file: by_date/futures_5min/2021/2021-10-13.parquet size: 346 KB rows: 19,313
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 |
|---|---|---|---|---|---|---|---|
| 2021-10-13 00:00:00 | ES | Futures | 4893.28 | 4894.97 | 4893.28 | 4894.69 | 461.0 |
| 2021-10-13 00:05:00 | ES | Futures | 4894.41 | 4896.39 | 4894.41 | 4895.82 | 473.0 |
| 2021-10-13 00:10:00 | ES | Futures | 4895.82 | 4896.1 | 4894.69 | 4894.97 | 314.0 |
| 2021-10-13 00:15:00 | ES | Futures | 4894.69 | 4894.97 | 4893.0 | 4893.56 | 229.0 |
| 2021-10-13 00:20:00 | ES | Futures | 4893.56 | 4894.69 | 4893.56 | 4894.69 | 181.0 |
| 2021-10-13 00:25:00 | ES | Futures | 4894.97 | 4895.54 | 4894.13 | 4894.69 | 144.0 |
| 2021-10-13 00:30:00 | ES | Futures | 4894.69 | 4895.26 | 4893.28 | 4895.26 | 227.0 |
| 2021-10-13 00:35:00 | ES | Futures | 4894.97 | 4896.67 | 4894.97 | 4894.97 | 459.0 |
| 2021-10-13 00:40:00 | ES | Futures | 4894.97 | 4896.1 | 4894.97 | 4896.1 | 201.0 |
| 2021-10-13 00:45:00 | ES | Futures | 4895.82 | 4896.67 | 4895.26 | 4895.54 | 410.0 |
| 2021-10-13 00:50:00 | ES | Futures | 4895.54 | 4895.54 | 4894.69 | 4895.26 | 184.0 |
| 2021-10-13 00:55:00 | ES | Futures | 4895.54 | 4898.36 | 4894.69 | 4897.51 | 675.0 |
| 2021-10-13 01:00:00 | ES | Futures | 4897.8 | 4898.64 | 4896.1 | 4897.51 | 585.0 |
| 2021-10-13 01:05:00 | ES | Futures | 4897.8 | 4898.64 | 4896.95 | 4897.51 | 423.0 |
| 2021-10-13 01:10:00 | ES | Futures | 4897.23 | 4897.8 | 4895.54 | 4897.8 | 425.0 |
| 2021-10-13 01:15:00 | ES | Futures | 4898.08 | 4898.64 | 4896.67 | 4896.95 | 763.0 |
| 2021-10-13 01:20:00 | ES | Futures | 4897.23 | 4897.23 | 4894.69 | 4895.26 | 515.0 |
| 2021-10-13 01:25:00 | ES | Futures | 4895.26 | 4895.54 | 4893.28 | 4894.41 | 1035.0 |
| 2021-10-13 01:30:00 | ES | Futures | 4894.41 | 4895.26 | 4893.56 | 4895.26 | 889.0 |
| 2021-10-13 01:35:00 | ES | Futures | 4895.26 | 4895.54 | 4893.85 | 4893.85 | 452.0 |
| 2021-10-13 01:40:00 | ES | Futures | 4893.85 | 4893.85 | 4891.87 | 4892.15 | 765.0 |
| 2021-10-13 01:45:00 | ES | Futures | 4892.43 | 4893.0 | 4891.87 | 4891.87 | 380.0 |
| 2021-10-13 01:50:00 | ES | Futures | 4891.59 | 4893.28 | 4890.18 | 4893.0 | 830.0 |
| 2021-10-13 01:55:00 | ES | Futures | 4893.0 | 4893.28 | 4892.43 | 4892.72 | 355.0 |
| 2021-10-13 02:00:00 | ES | Futures | 4892.43 | 4896.67 | 4890.18 | 4895.54 | 1660.0 |
| 2021-10-13 02:05:00 | ES | Futures | 4895.54 | 4896.67 | 4891.02 | 4893.0 | 868.0 |
| 2021-10-13 02:10:00 | ES | Futures | 4892.72 | 4893.85 | 4890.46 | 4891.31 | 585.0 |
| 2021-10-13 02:15:00 | ES | Futures | 4891.02 | 4891.31 | 4888.2 | 4890.74 | 1146.0 |
| 2021-10-13 02:20:00 | ES | Futures | 4890.74 | 4891.59 | 4890.18 | 4890.46 | 505.0 |
| 2021-10-13 02:25:00 | ES | Futures | 4890.46 | 4893.85 | 4889.33 | 4893.56 | 893.0 |
| 2021-10-13 02:30:00 | ES | Futures | 4893.56 | 4893.56 | 4892.43 | 4893.0 | 388.0 |
| 2021-10-13 02:35:00 | ES | Futures | 4893.0 | 4893.0 | 4890.18 | 4891.59 | 410.0 |
| 2021-10-13 02:40:00 | ES | Futures | 4891.31 | 4892.43 | 4890.74 | 4891.59 | 450.0 |
| 2021-10-13 02:45:00 | ES | Futures | 4891.31 | 4893.85 | 4890.46 | 4893.28 | 482.0 |
| 2021-10-13 02:50:00 | ES | Futures | 4893.28 | 4894.97 | 4892.72 | 4894.41 | 410.0 |
| 2021-10-13 02:55:00 | ES | Futures | 4894.41 | 4894.41 | 4893.0 | 4893.28 | 394.0 |
| 2021-10-13 03:00:00 | ES | Futures | 4893.28 | 4893.85 | 4885.94 | 4887.07 | 4168.0 |
| 2021-10-13 03:05:00 | ES | Futures | 4887.07 | 4887.35 | 4880.58 | 4881.43 | 5766.0 |
| 2021-10-13 03:10:00 | ES | Futures | 4881.15 | 4885.38 | 4880.3 | 4884.81 | 3348.0 |
| 2021-10-13 03:15:00 | ES | Futures | 4885.1 | 4886.23 | 4881.71 | 4885.38 | 2630.0 |
| 2021-10-13 03:20:00 | ES | Futures | 4885.1 | 4885.1 | 4882.27 | 4884.25 | 2115.0 |
| 2021-10-13 03:25:00 | ES | Futures | 4884.53 | 4891.02 | 4884.53 | 4889.05 | 2531.0 |
| 2021-10-13 03:30:00 | ES | Futures | 4888.77 | 4896.1 | 4888.77 | 4895.82 | 3320.0 |
| 2021-10-13 03:35:00 | ES | Futures | 4895.82 | 4898.93 | 4895.54 | 4897.23 | 2534.0 |
| 2021-10-13 03:40:00 | ES | Futures | 4897.51 | 4898.36 | 4895.26 | 4896.1 | 1330.0 |
| 2021-10-13 03:45:00 | ES | Futures | 4895.82 | 4897.51 | 4895.54 | 4897.51 | 1116.0 |
| 2021-10-13 03:50:00 | ES | Futures | 4897.8 | 4901.18 | 4897.23 | 4899.49 | 2529.0 |
| 2021-10-13 03:55:00 | ES | Futures | 4899.77 | 4900.9 | 4897.8 | 4899.77 | 1371.0 |
| 2021-10-13 04:00:00 | ES | Futures | 4900.05 | 4900.9 | 4899.21 | 4899.49 | 1513.0 |
| 2021-10-13 04:05:00 | ES | Futures | 4899.21 | 4899.21 | 4896.39 | 4898.36 | 1380.0 |
> showing 50 of 19,313 rows — these rows as CSV