PREVIEW / futures_5min / 2023-01-29
file: by_date/futures_5min/2023/2023-01-29.parquet size: 83 KB rows: 4,127
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 |
|---|---|---|---|---|---|---|---|
| 2023-01-29 18:00:00 | ES | Futures | 4559.82 | 4564.02 | 4556.47 | 4561.5 | 4090.0 |
| 2023-01-29 18:05:00 | ES | Futures | 4561.78 | 4567.09 | 4561.5 | 4565.42 | 1392.0 |
| 2023-01-29 18:10:00 | ES | Futures | 4565.7 | 4569.89 | 4565.42 | 4568.49 | 1537.0 |
| 2023-01-29 18:15:00 | ES | Futures | 4568.49 | 4569.05 | 4563.46 | 4565.98 | 1265.0 |
| 2023-01-29 18:20:00 | ES | Futures | 4565.98 | 4566.25 | 4560.1 | 4560.1 | 1402.0 |
| 2023-01-29 18:25:00 | ES | Futures | 4559.82 | 4562.9 | 4559.26 | 4559.54 | 912.0 |
| 2023-01-29 18:30:00 | ES | Futures | 4559.82 | 4561.78 | 4558.15 | 4561.22 | 1088.0 |
| 2023-01-29 18:35:00 | ES | Futures | 4560.94 | 4561.78 | 4560.1 | 4560.94 | 414.0 |
| 2023-01-29 18:40:00 | ES | Futures | 4560.94 | 4562.06 | 4560.1 | 4560.94 | 410.0 |
| 2023-01-29 18:45:00 | ES | Futures | 4560.94 | 4561.22 | 4559.26 | 4560.38 | 506.0 |
| 2023-01-29 18:50:00 | ES | Futures | 4560.38 | 4562.62 | 4559.54 | 4562.62 | 654.0 |
| 2023-01-29 18:55:00 | ES | Futures | 4562.62 | 4562.9 | 4560.1 | 4560.66 | 392.0 |
| 2023-01-29 19:00:00 | ES | Futures | 4560.94 | 4561.78 | 4558.71 | 4561.78 | 760.0 |
| 2023-01-29 19:05:00 | ES | Futures | 4561.78 | 4564.02 | 4561.5 | 4563.46 | 1061.0 |
| 2023-01-29 19:10:00 | ES | Futures | 4563.46 | 4564.86 | 4562.34 | 4564.3 | 563.0 |
| 2023-01-29 19:15:00 | ES | Futures | 4564.02 | 4565.14 | 4563.46 | 4563.46 | 614.0 |
| 2023-01-29 19:20:00 | ES | Futures | 4564.02 | 4565.98 | 4563.46 | 4563.74 | 750.0 |
| 2023-01-29 19:25:00 | ES | Futures | 4563.46 | 4564.86 | 4563.18 | 4564.58 | 376.0 |
| 2023-01-29 19:30:00 | ES | Futures | 4564.3 | 4564.3 | 4562.34 | 4562.62 | 657.0 |
| 2023-01-29 19:35:00 | ES | Futures | 4562.62 | 4563.18 | 4560.94 | 4562.34 | 645.0 |
| 2023-01-29 19:40:00 | ES | Futures | 4562.34 | 4562.9 | 4560.94 | 4561.22 | 327.0 |
| 2023-01-29 19:45:00 | ES | Futures | 4561.5 | 4562.06 | 4559.54 | 4561.22 | 615.0 |
| 2023-01-29 19:50:00 | ES | Futures | 4561.22 | 4562.34 | 4560.66 | 4561.78 | 314.0 |
| 2023-01-29 19:55:00 | ES | Futures | 4561.78 | 4562.62 | 4560.66 | 4561.78 | 542.0 |
| 2023-01-29 20:00:00 | ES | Futures | 4561.78 | 4562.34 | 4560.94 | 4561.22 | 647.0 |
| 2023-01-29 20:05:00 | ES | Futures | 4561.22 | 4561.5 | 4558.98 | 4559.54 | 874.0 |
| 2023-01-29 20:10:00 | ES | Futures | 4559.26 | 4559.82 | 4557.31 | 4559.26 | 1504.0 |
| 2023-01-29 20:15:00 | ES | Futures | 4559.26 | 4559.54 | 4557.59 | 4558.43 | 854.0 |
| 2023-01-29 20:20:00 | ES | Futures | 4557.87 | 4560.1 | 4557.59 | 4559.54 | 733.0 |
| 2023-01-29 20:25:00 | ES | Futures | 4559.82 | 4560.1 | 4558.71 | 4559.26 | 467.0 |
| 2023-01-29 20:30:00 | ES | Futures | 4559.54 | 4559.54 | 4557.87 | 4558.98 | 716.0 |
| 2023-01-29 20:35:00 | ES | Futures | 4558.98 | 4559.54 | 4557.59 | 4557.87 | 1158.0 |
| 2023-01-29 20:40:00 | ES | Futures | 4557.87 | 4559.54 | 4557.87 | 4559.26 | 466.0 |
| 2023-01-29 20:45:00 | ES | Futures | 4559.26 | 4560.1 | 4558.71 | 4559.26 | 528.0 |
| 2023-01-29 20:50:00 | ES | Futures | 4558.98 | 4559.26 | 4558.43 | 4558.98 | 272.0 |
| 2023-01-29 20:55:00 | ES | Futures | 4558.98 | 4559.54 | 4557.59 | 4557.59 | 735.0 |
| 2023-01-29 21:00:00 | ES | Futures | 4557.87 | 4558.71 | 4557.59 | 4557.59 | 917.0 |
| 2023-01-29 21:05:00 | ES | Futures | 4557.59 | 4558.43 | 4557.59 | 4558.15 | 493.0 |
| 2023-01-29 21:10:00 | ES | Futures | 4558.43 | 4558.71 | 4557.87 | 4557.87 | 278.0 |
| 2023-01-29 21:15:00 | ES | Futures | 4558.15 | 4558.43 | 4557.59 | 4557.59 | 395.0 |
| 2023-01-29 21:20:00 | ES | Futures | 4557.59 | 4558.71 | 4557.59 | 4558.43 | 286.0 |
| 2023-01-29 21:25:00 | ES | Futures | 4558.71 | 4559.82 | 4558.43 | 4558.98 | 490.0 |
| 2023-01-29 21:30:00 | ES | Futures | 4558.98 | 4559.26 | 4557.87 | 4557.87 | 311.0 |
| 2023-01-29 21:35:00 | ES | Futures | 4557.87 | 4558.15 | 4557.59 | 4557.59 | 998.0 |
| 2023-01-29 21:40:00 | ES | Futures | 4557.87 | 4558.43 | 4557.59 | 4557.87 | 429.0 |
| 2023-01-29 21:45:00 | ES | Futures | 4557.87 | 4558.43 | 4557.59 | 4558.15 | 201.0 |
| 2023-01-29 21:50:00 | ES | Futures | 4557.87 | 4558.43 | 4557.59 | 4558.15 | 396.0 |
| 2023-01-29 21:55:00 | ES | Futures | 4557.87 | 4557.87 | 4553.95 | 4557.03 | 2512.0 |
| 2023-01-29 22:00:00 | ES | Futures | 4557.31 | 4557.87 | 4554.79 | 4555.07 | 723.0 |
| 2023-01-29 22:05:00 | ES | Futures | 4555.07 | 4555.35 | 4553.67 | 4554.79 | 659.0 |
> showing 50 of 4,127 rows — these rows as CSV