PREVIEW / futures_5min / 2023-09-24
file: by_date/futures_5min/2023/2023-09-24.parquet size: 71 KB rows: 3,665
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 |
|---|---|---|---|---|---|---|---|
| 2023-09-24 18:00:00 | ES | Futures | 4741.41 | 4744.4 | 4740.59 | 4743.85 | 2904.0 |
| 2023-09-24 18:05:00 | ES | Futures | 4743.85 | 4745.48 | 4743.31 | 4745.21 | 1412.0 |
| 2023-09-24 18:10:00 | ES | Futures | 4745.21 | 4746.03 | 4744.4 | 4745.75 | 817.0 |
| 2023-09-24 18:15:00 | ES | Futures | 4745.48 | 4746.3 | 4744.67 | 4746.03 | 687.0 |
| 2023-09-24 18:20:00 | ES | Futures | 4746.03 | 4746.3 | 4745.21 | 4746.3 | 559.0 |
| 2023-09-24 18:25:00 | ES | Futures | 4746.3 | 4747.38 | 4746.3 | 4747.11 | 680.0 |
| 2023-09-24 18:30:00 | ES | Futures | 4747.11 | 4747.38 | 4745.48 | 4745.75 | 488.0 |
| 2023-09-24 18:35:00 | ES | Futures | 4745.75 | 4746.03 | 4744.94 | 4745.21 | 579.0 |
| 2023-09-24 18:40:00 | ES | Futures | 4745.48 | 4745.48 | 4744.4 | 4744.67 | 264.0 |
| 2023-09-24 18:45:00 | ES | Futures | 4744.67 | 4745.48 | 4744.4 | 4744.67 | 264.0 |
| 2023-09-24 18:50:00 | ES | Futures | 4744.67 | 4744.94 | 4744.12 | 4744.4 | 201.0 |
| 2023-09-24 18:55:00 | ES | Futures | 4744.4 | 4744.4 | 4743.58 | 4743.58 | 117.0 |
| 2023-09-24 19:00:00 | ES | Futures | 4743.85 | 4744.12 | 4742.77 | 4743.58 | 432.0 |
| 2023-09-24 19:05:00 | ES | Futures | 4743.31 | 4744.12 | 4743.04 | 4743.04 | 245.0 |
| 2023-09-24 19:10:00 | ES | Futures | 4743.04 | 4744.12 | 4743.04 | 4743.58 | 216.0 |
| 2023-09-24 19:15:00 | ES | Futures | 4743.85 | 4744.12 | 4742.5 | 4742.77 | 295.0 |
| 2023-09-24 19:20:00 | ES | Futures | 4742.77 | 4743.04 | 4741.68 | 4742.22 | 463.0 |
| 2023-09-24 19:25:00 | ES | Futures | 4742.5 | 4743.85 | 4741.95 | 4742.5 | 570.0 |
| 2023-09-24 19:30:00 | ES | Futures | 4742.5 | 4743.58 | 4742.5 | 4743.58 | 140.0 |
| 2023-09-24 19:35:00 | ES | Futures | 4743.31 | 4744.12 | 4743.04 | 4743.85 | 248.0 |
| 2023-09-24 19:40:00 | ES | Futures | 4743.85 | 4744.67 | 4743.85 | 4744.4 | 163.0 |
| 2023-09-24 19:45:00 | ES | Futures | 4744.12 | 4744.67 | 4742.77 | 4743.85 | 482.0 |
| 2023-09-24 19:50:00 | ES | Futures | 4743.85 | 4743.85 | 4742.77 | 4743.58 | 230.0 |
| 2023-09-24 19:55:00 | ES | Futures | 4743.58 | 4744.12 | 4743.04 | 4743.58 | 345.0 |
| 2023-09-24 20:00:00 | ES | Futures | 4743.58 | 4743.58 | 4739.24 | 4739.51 | 1718.0 |
| 2023-09-24 20:05:00 | ES | Futures | 4739.78 | 4741.41 | 4739.51 | 4740.87 | 809.0 |
| 2023-09-24 20:10:00 | ES | Futures | 4740.87 | 4741.68 | 4739.24 | 4739.24 | 667.0 |
| 2023-09-24 20:15:00 | ES | Futures | 4739.51 | 4739.51 | 4736.52 | 4736.79 | 1422.0 |
| 2023-09-24 20:20:00 | ES | Futures | 4736.79 | 4738.69 | 4736.52 | 4737.34 | 847.0 |
| 2023-09-24 20:25:00 | ES | Futures | 4737.34 | 4739.51 | 4737.34 | 4739.24 | 710.0 |
| 2023-09-24 20:30:00 | ES | Futures | 4739.24 | 4740.05 | 4738.97 | 4739.24 | 494.0 |
| 2023-09-24 20:35:00 | ES | Futures | 4738.97 | 4739.78 | 4738.69 | 4739.78 | 417.0 |
| 2023-09-24 20:40:00 | ES | Futures | 4739.51 | 4740.59 | 4739.24 | 4739.78 | 384.0 |
| 2023-09-24 20:45:00 | ES | Futures | 4739.78 | 4741.14 | 4739.51 | 4741.14 | 398.0 |
| 2023-09-24 20:50:00 | ES | Futures | 4741.14 | 4741.41 | 4740.05 | 4740.32 | 502.0 |
| 2023-09-24 20:55:00 | ES | Futures | 4740.32 | 4741.68 | 4740.32 | 4740.87 | 489.0 |
| 2023-09-24 21:00:00 | ES | Futures | 4740.87 | 4742.22 | 4740.87 | 4741.95 | 592.0 |
| 2023-09-24 21:05:00 | ES | Futures | 4742.22 | 4742.22 | 4741.41 | 4741.68 | 518.0 |
| 2023-09-24 21:10:00 | ES | Futures | 4741.68 | 4742.5 | 4741.68 | 4742.5 | 560.0 |
| 2023-09-24 21:15:00 | ES | Futures | 4742.77 | 4744.4 | 4742.5 | 4744.4 | 764.0 |
| 2023-09-24 21:20:00 | ES | Futures | 4744.4 | 4745.21 | 4743.58 | 4745.21 | 792.0 |
| 2023-09-24 21:25:00 | ES | Futures | 4745.21 | 4745.75 | 4743.85 | 4744.4 | 717.0 |
| 2023-09-24 21:30:00 | ES | Futures | 4744.4 | 4746.03 | 4743.85 | 4745.75 | 718.0 |
| 2023-09-24 21:35:00 | ES | Futures | 4745.75 | 4747.93 | 4745.75 | 4746.3 | 1490.0 |
| 2023-09-24 21:40:00 | ES | Futures | 4746.03 | 4746.3 | 4743.85 | 4744.12 | 959.0 |
| 2023-09-24 21:45:00 | ES | Futures | 4743.85 | 4746.03 | 4743.85 | 4745.21 | 889.0 |
| 2023-09-24 21:50:00 | ES | Futures | 4745.21 | 4746.03 | 4744.4 | 4744.67 | 807.0 |
| 2023-09-24 21:55:00 | ES | Futures | 4744.4 | 4744.67 | 4743.58 | 4743.85 | 914.0 |
| 2023-09-24 22:00:00 | ES | Futures | 4744.12 | 4745.75 | 4743.58 | 4743.58 | 936.0 |
| 2023-09-24 22:05:00 | ES | Futures | 4743.58 | 4744.94 | 4743.31 | 4744.4 | 453.0 |
> showing 50 of 3,665 rows — these rows as CSV