PREVIEW / futures_5min / 2023-03-19
file: by_date/futures_5min/2023/2023-03-19.parquet size: 100 KB rows: 4,168
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 |
|---|---|---|---|---|---|---|---|
| 2023-03-19 18:00:00 | ES | Futures | 4397.44 | 4406.59 | 4388.84 | 4392.17 | 10633.0 |
| 2023-03-19 18:05:00 | ES | Futures | 4392.17 | 4394.39 | 4388.84 | 4392.45 | 3100.0 |
| 2023-03-19 18:10:00 | ES | Futures | 4392.45 | 4396.33 | 4389.95 | 4393.83 | 2313.0 |
| 2023-03-19 18:15:00 | ES | Futures | 4393.83 | 4394.94 | 4384.96 | 4386.62 | 3321.0 |
| 2023-03-19 18:20:00 | ES | Futures | 4386.9 | 4393.0 | 4386.9 | 4393.0 | 2653.0 |
| 2023-03-19 18:25:00 | ES | Futures | 4392.72 | 4399.93 | 4392.17 | 4399.66 | 3223.0 |
| 2023-03-19 18:30:00 | ES | Futures | 4399.38 | 4411.86 | 4398.82 | 4407.98 | 5881.0 |
| 2023-03-19 18:35:00 | ES | Futures | 4407.98 | 4409.92 | 4407.42 | 4407.98 | 2608.0 |
| 2023-03-19 18:40:00 | ES | Futures | 4407.98 | 4409.64 | 4407.42 | 4407.98 | 1485.0 |
| 2023-03-19 18:45:00 | ES | Futures | 4407.98 | 4409.36 | 4404.65 | 4405.48 | 1293.0 |
| 2023-03-19 18:50:00 | ES | Futures | 4405.48 | 4406.31 | 4400.49 | 4401.04 | 1628.0 |
| 2023-03-19 18:55:00 | ES | Futures | 4401.32 | 4402.71 | 4398.82 | 4401.88 | 1373.0 |
| 2023-03-19 19:00:00 | ES | Futures | 4401.88 | 4402.43 | 4399.66 | 4402.15 | 921.0 |
| 2023-03-19 19:05:00 | ES | Futures | 4402.15 | 4402.71 | 4395.22 | 4396.33 | 1836.0 |
| 2023-03-19 19:10:00 | ES | Futures | 4396.33 | 4399.1 | 4395.77 | 4397.99 | 1125.0 |
| 2023-03-19 19:15:00 | ES | Futures | 4397.99 | 4399.38 | 4397.16 | 4398.27 | 607.0 |
| 2023-03-19 19:20:00 | ES | Futures | 4398.27 | 4401.6 | 4397.44 | 4399.93 | 1223.0 |
| 2023-03-19 19:25:00 | ES | Futures | 4399.93 | 4401.6 | 4397.16 | 4399.1 | 1476.0 |
| 2023-03-19 19:30:00 | ES | Futures | 4399.1 | 4405.2 | 4399.1 | 4404.09 | 1757.0 |
| 2023-03-19 19:35:00 | ES | Futures | 4404.09 | 4407.7 | 4403.54 | 4404.93 | 1547.0 |
| 2023-03-19 19:40:00 | ES | Futures | 4404.93 | 4407.7 | 4404.93 | 4407.15 | 977.0 |
| 2023-03-19 19:45:00 | ES | Futures | 4406.87 | 4409.64 | 4406.59 | 4408.81 | 1488.0 |
| 2023-03-19 19:50:00 | ES | Futures | 4408.53 | 4408.53 | 4405.48 | 4406.31 | 1410.0 |
| 2023-03-19 19:55:00 | ES | Futures | 4406.31 | 4408.53 | 4404.65 | 4405.48 | 1478.0 |
| 2023-03-19 20:00:00 | ES | Futures | 4405.48 | 4409.36 | 4405.2 | 4407.15 | 2138.0 |
| 2023-03-19 20:05:00 | ES | Futures | 4407.15 | 4410.75 | 4406.87 | 4407.98 | 1831.0 |
| 2023-03-19 20:10:00 | ES | Futures | 4407.98 | 4409.64 | 4404.93 | 4408.53 | 2226.0 |
| 2023-03-19 20:15:00 | ES | Futures | 4408.81 | 4411.58 | 4408.25 | 4408.25 | 2338.0 |
| 2023-03-19 20:20:00 | ES | Futures | 4408.53 | 4411.31 | 4407.7 | 4410.2 | 1937.0 |
| 2023-03-19 20:25:00 | ES | Futures | 4409.92 | 4413.52 | 4409.09 | 4411.86 | 2190.0 |
| 2023-03-19 20:30:00 | ES | Futures | 4411.86 | 4412.42 | 4409.36 | 4409.92 | 1561.0 |
| 2023-03-19 20:35:00 | ES | Futures | 4410.2 | 4412.69 | 4409.92 | 4412.42 | 1197.0 |
| 2023-03-19 20:40:00 | ES | Futures | 4412.14 | 4412.97 | 4411.03 | 4411.86 | 953.0 |
| 2023-03-19 20:45:00 | ES | Futures | 4411.86 | 4412.42 | 4409.64 | 4410.47 | 1485.0 |
| 2023-03-19 20:50:00 | ES | Futures | 4410.47 | 4410.75 | 4408.25 | 4409.64 | 1471.0 |
| 2023-03-19 20:55:00 | ES | Futures | 4409.64 | 4411.86 | 4409.09 | 4410.2 | 1176.0 |
| 2023-03-19 21:00:00 | ES | Futures | 4409.92 | 4409.92 | 4406.04 | 4406.59 | 2452.0 |
| 2023-03-19 21:05:00 | ES | Futures | 4406.31 | 4408.53 | 4406.04 | 4406.31 | 924.0 |
| 2023-03-19 21:10:00 | ES | Futures | 4406.31 | 4407.15 | 4404.93 | 4406.04 | 1129.0 |
| 2023-03-19 21:15:00 | ES | Futures | 4406.31 | 4407.15 | 4404.37 | 4405.2 | 1310.0 |
| 2023-03-19 21:20:00 | ES | Futures | 4405.48 | 4406.59 | 4403.82 | 4406.04 | 1241.0 |
| 2023-03-19 21:25:00 | ES | Futures | 4406.04 | 4406.59 | 4404.37 | 4404.65 | 868.0 |
| 2023-03-19 21:30:00 | ES | Futures | 4404.93 | 4404.93 | 4402.71 | 4402.71 | 1270.0 |
| 2023-03-19 21:35:00 | ES | Futures | 4402.71 | 4403.54 | 4396.05 | 4396.33 | 2872.0 |
| 2023-03-19 21:40:00 | ES | Futures | 4396.33 | 4396.88 | 4392.72 | 4396.61 | 3388.0 |
| 2023-03-19 21:45:00 | ES | Futures | 4396.61 | 4398.55 | 4396.05 | 4396.61 | 1509.0 |
| 2023-03-19 21:50:00 | ES | Futures | 4396.33 | 4397.72 | 4389.67 | 4390.5 | 3138.0 |
| 2023-03-19 21:55:00 | ES | Futures | 4390.78 | 4395.22 | 4390.5 | 4394.94 | 1374.0 |
| 2023-03-19 22:00:00 | ES | Futures | 4394.94 | 4397.16 | 4394.66 | 4396.61 | 1203.0 |
| 2023-03-19 22:05:00 | ES | Futures | 4396.88 | 4398.55 | 4396.05 | 4397.72 | 979.0 |
> showing 50 of 4,168 rows — these rows as CSV