PREVIEW / futures_5min / 2022-10-12
file: by_date/futures_5min/2022/2022-10-12.parquet size: 350 KB rows: 19,967
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 |
|---|---|---|---|---|---|---|---|
| 2022-10-12 00:00:00 | ES | Futures | 4065.19 | 4084.36 | 4063.21 | 4083.79 | 5077.0 |
| 2022-10-12 00:05:00 | ES | Futures | 4083.79 | 4086.33 | 4073.93 | 4075.62 | 2885.0 |
| 2022-10-12 00:10:00 | ES | Futures | 4075.62 | 4081.26 | 4074.77 | 4078.15 | 1719.0 |
| 2022-10-12 00:15:00 | ES | Futures | 4078.44 | 4080.97 | 4077.59 | 4078.72 | 837.0 |
| 2022-10-12 00:20:00 | ES | Futures | 4078.72 | 4081.26 | 4077.03 | 4079.56 | 732.0 |
| 2022-10-12 00:25:00 | ES | Futures | 4079.85 | 4082.38 | 4078.15 | 4080.13 | 897.0 |
| 2022-10-12 00:30:00 | ES | Futures | 4080.13 | 4080.69 | 4075.62 | 4076.46 | 1317.0 |
| 2022-10-12 00:35:00 | ES | Futures | 4075.9 | 4077.03 | 4074.49 | 4075.05 | 546.0 |
| 2022-10-12 00:40:00 | ES | Futures | 4075.05 | 4078.44 | 4075.05 | 4077.59 | 641.0 |
| 2022-10-12 00:45:00 | ES | Futures | 4077.03 | 4079.56 | 4076.75 | 4078.72 | 538.0 |
| 2022-10-12 00:50:00 | ES | Futures | 4078.72 | 4080.41 | 4078.44 | 4079.0 | 550.0 |
| 2022-10-12 00:55:00 | ES | Futures | 4079.0 | 4079.56 | 4077.03 | 4078.15 | 409.0 |
| 2022-10-12 01:00:00 | ES | Futures | 4078.15 | 4079.85 | 4070.54 | 4071.11 | 1657.0 |
| 2022-10-12 01:05:00 | ES | Futures | 4071.39 | 4074.77 | 4070.54 | 4073.36 | 1108.0 |
| 2022-10-12 01:10:00 | ES | Futures | 4073.08 | 4077.87 | 4072.8 | 4076.46 | 834.0 |
| 2022-10-12 01:15:00 | ES | Futures | 4076.46 | 4077.03 | 4073.36 | 4074.49 | 311.0 |
| 2022-10-12 01:20:00 | ES | Futures | 4074.77 | 4076.18 | 4073.36 | 4076.18 | 425.0 |
| 2022-10-12 01:25:00 | ES | Futures | 4076.18 | 4076.46 | 4072.8 | 4074.49 | 908.0 |
| 2022-10-12 01:30:00 | ES | Futures | 4074.49 | 4077.03 | 4073.64 | 4075.62 | 560.0 |
| 2022-10-12 01:35:00 | ES | Futures | 4075.34 | 4076.18 | 4073.64 | 4073.93 | 338.0 |
| 2022-10-12 01:40:00 | ES | Futures | 4073.64 | 4079.56 | 4072.8 | 4079.28 | 766.0 |
| 2022-10-12 01:45:00 | ES | Futures | 4079.28 | 4085.48 | 4078.72 | 4084.36 | 1926.0 |
| 2022-10-12 01:50:00 | ES | Futures | 4084.07 | 4085.77 | 4081.82 | 4085.2 | 1252.0 |
| 2022-10-12 01:55:00 | ES | Futures | 4084.92 | 4085.2 | 4082.38 | 4083.51 | 1002.0 |
| 2022-10-12 02:00:00 | ES | Futures | 4083.51 | 4086.89 | 4078.44 | 4080.41 | 2882.0 |
| 2022-10-12 02:05:00 | ES | Futures | 4080.13 | 4085.48 | 4079.85 | 4082.95 | 1046.0 |
| 2022-10-12 02:10:00 | ES | Futures | 4083.51 | 4088.3 | 4082.66 | 4086.05 | 1429.0 |
| 2022-10-12 02:15:00 | ES | Futures | 4085.77 | 4088.87 | 4084.92 | 4085.2 | 1808.0 |
| 2022-10-12 02:20:00 | ES | Futures | 4085.2 | 4086.89 | 4080.69 | 4086.05 | 1799.0 |
| 2022-10-12 02:25:00 | ES | Futures | 4086.33 | 4092.25 | 4085.2 | 4091.69 | 2478.0 |
| 2022-10-12 02:30:00 | ES | Futures | 4091.4 | 4092.81 | 4089.15 | 4091.97 | 1795.0 |
| 2022-10-12 02:35:00 | ES | Futures | 4091.97 | 4096.2 | 4089.43 | 4093.09 | 3428.0 |
| 2022-10-12 02:40:00 | ES | Futures | 4092.81 | 4095.07 | 4090.28 | 4093.66 | 1652.0 |
| 2022-10-12 02:45:00 | ES | Futures | 4093.66 | 4099.01 | 4092.81 | 4095.91 | 2049.0 |
| 2022-10-12 02:50:00 | ES | Futures | 4096.2 | 4096.48 | 4088.58 | 4089.71 | 2106.0 |
| 2022-10-12 02:55:00 | ES | Futures | 4089.99 | 4090.28 | 4086.33 | 4086.89 | 2049.0 |
| 2022-10-12 03:00:00 | ES | Futures | 4086.61 | 4088.02 | 4076.75 | 4079.56 | 6356.0 |
| 2022-10-12 03:05:00 | ES | Futures | 4079.85 | 4088.02 | 4078.44 | 4079.56 | 3479.0 |
| 2022-10-12 03:10:00 | ES | Futures | 4079.28 | 4081.54 | 4074.49 | 4079.85 | 3543.0 |
| 2022-10-12 03:15:00 | ES | Futures | 4079.56 | 4083.23 | 4077.87 | 4081.26 | 2652.0 |
| 2022-10-12 03:20:00 | ES | Futures | 4081.54 | 4089.15 | 4080.97 | 4087.18 | 2967.0 |
| 2022-10-12 03:25:00 | ES | Futures | 4087.46 | 4087.74 | 4068.01 | 4071.67 | 8185.0 |
| 2022-10-12 03:30:00 | ES | Futures | 4071.39 | 4072.8 | 4064.91 | 4070.26 | 5698.0 |
| 2022-10-12 03:35:00 | ES | Futures | 4070.54 | 4076.46 | 4069.7 | 4073.36 | 3686.0 |
| 2022-10-12 03:40:00 | ES | Futures | 4073.64 | 4074.77 | 4068.85 | 4072.52 | 2665.0 |
| 2022-10-12 03:45:00 | ES | Futures | 4072.23 | 4079.0 | 4070.83 | 4074.49 | 3525.0 |
| 2022-10-12 03:50:00 | ES | Futures | 4074.49 | 4079.56 | 4072.8 | 4077.87 | 2030.0 |
| 2022-10-12 03:55:00 | ES | Futures | 4078.15 | 4078.15 | 4071.95 | 4072.8 | 1719.0 |
| 2022-10-12 04:00:00 | ES | Futures | 4072.8 | 4080.69 | 4070.83 | 4079.56 | 3127.0 |
| 2022-10-12 04:05:00 | ES | Futures | 4079.28 | 4082.95 | 4077.87 | 4079.28 | 2195.0 |
> showing 50 of 19,967 rows — these rows as CSV