PREVIEW / futures_5min / 2024-01-10
file: by_date/futures_5min/2024/2024-01-10.parquet size: 342 KB rows: 20,301
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-10 00:00:00 | ES | Futures | 5145.12 | 5145.12 | 5144.58 | 5145.12 | 161.0 |
| 2024-01-10 00:05:00 | ES | Futures | 5145.12 | 5145.12 | 5144.32 | 5144.58 | 172.0 |
| 2024-01-10 00:10:00 | ES | Futures | 5144.58 | 5145.12 | 5144.32 | 5145.12 | 128.0 |
| 2024-01-10 00:15:00 | ES | Futures | 5144.85 | 5145.66 | 5144.32 | 5144.58 | 291.0 |
| 2024-01-10 00:20:00 | ES | Futures | 5144.58 | 5144.58 | 5143.78 | 5144.32 | 342.0 |
| 2024-01-10 00:25:00 | ES | Futures | 5144.32 | 5144.32 | 5143.51 | 5144.05 | 503.0 |
| 2024-01-10 00:30:00 | ES | Futures | 5144.05 | 5145.93 | 5144.05 | 5144.85 | 857.0 |
| 2024-01-10 00:35:00 | ES | Futures | 5144.85 | 5145.12 | 5143.78 | 5144.32 | 526.0 |
| 2024-01-10 00:40:00 | ES | Futures | 5144.32 | 5144.58 | 5144.05 | 5144.58 | 220.0 |
| 2024-01-10 00:45:00 | ES | Futures | 5144.58 | 5145.66 | 5144.58 | 5145.66 | 416.0 |
| 2024-01-10 00:50:00 | ES | Futures | 5145.66 | 5146.73 | 5145.66 | 5146.46 | 549.0 |
| 2024-01-10 00:55:00 | ES | Futures | 5146.46 | 5146.73 | 5145.39 | 5145.66 | 332.0 |
| 2024-01-10 01:00:00 | ES | Futures | 5145.66 | 5147.0 | 5145.39 | 5145.93 | 623.0 |
| 2024-01-10 01:05:00 | ES | Futures | 5146.2 | 5147.27 | 5146.2 | 5147.27 | 342.0 |
| 2024-01-10 01:10:00 | ES | Futures | 5147.27 | 5147.54 | 5145.39 | 5145.66 | 379.0 |
| 2024-01-10 01:15:00 | ES | Futures | 5145.66 | 5146.2 | 5145.39 | 5146.2 | 185.0 |
| 2024-01-10 01:20:00 | ES | Futures | 5145.93 | 5146.73 | 5145.93 | 5146.46 | 180.0 |
| 2024-01-10 01:25:00 | ES | Futures | 5146.46 | 5146.73 | 5144.58 | 5145.39 | 291.0 |
| 2024-01-10 01:30:00 | ES | Futures | 5145.66 | 5145.66 | 5144.58 | 5145.12 | 170.0 |
| 2024-01-10 01:35:00 | ES | Futures | 5145.12 | 5145.39 | 5144.05 | 5144.05 | 100.0 |
| 2024-01-10 01:40:00 | ES | Futures | 5144.32 | 5145.12 | 5144.32 | 5145.12 | 243.0 |
| 2024-01-10 01:45:00 | ES | Futures | 5144.85 | 5144.85 | 5143.24 | 5143.24 | 428.0 |
| 2024-01-10 01:50:00 | ES | Futures | 5143.24 | 5143.24 | 5141.9 | 5142.97 | 935.0 |
| 2024-01-10 01:55:00 | ES | Futures | 5142.7 | 5143.78 | 5142.44 | 5143.78 | 675.0 |
| 2024-01-10 02:00:00 | ES | Futures | 5143.78 | 5145.12 | 5142.97 | 5144.32 | 925.0 |
| 2024-01-10 02:05:00 | ES | Futures | 5144.32 | 5144.85 | 5143.51 | 5144.58 | 444.0 |
| 2024-01-10 02:10:00 | ES | Futures | 5144.32 | 5145.39 | 5143.51 | 5144.85 | 609.0 |
| 2024-01-10 02:15:00 | ES | Futures | 5144.85 | 5145.66 | 5144.32 | 5145.66 | 609.0 |
| 2024-01-10 02:20:00 | ES | Futures | 5145.66 | 5146.73 | 5145.39 | 5146.2 | 609.0 |
| 2024-01-10 02:25:00 | ES | Futures | 5146.2 | 5146.46 | 5145.66 | 5146.2 | 444.0 |
| 2024-01-10 02:30:00 | ES | Futures | 5146.2 | 5146.73 | 5145.66 | 5146.46 | 489.0 |
| 2024-01-10 02:35:00 | ES | Futures | 5146.2 | 5147.54 | 5145.93 | 5147.54 | 793.0 |
| 2024-01-10 02:40:00 | ES | Futures | 5147.54 | 5148.61 | 5147.0 | 5148.61 | 534.0 |
| 2024-01-10 02:45:00 | ES | Futures | 5148.61 | 5149.15 | 5148.08 | 5148.88 | 787.0 |
| 2024-01-10 02:50:00 | ES | Futures | 5148.88 | 5149.42 | 5148.34 | 5149.15 | 758.0 |
| 2024-01-10 02:55:00 | ES | Futures | 5149.15 | 5149.42 | 5148.61 | 5148.88 | 845.0 |
| 2024-01-10 03:00:00 | ES | Futures | 5148.88 | 5150.76 | 5148.61 | 5149.96 | 2656.0 |
| 2024-01-10 03:05:00 | ES | Futures | 5149.96 | 5150.49 | 5147.81 | 5147.81 | 1347.0 |
| 2024-01-10 03:10:00 | ES | Futures | 5148.08 | 5148.34 | 5146.73 | 5147.54 | 1224.0 |
| 2024-01-10 03:15:00 | ES | Futures | 5147.81 | 5148.88 | 5147.0 | 5148.34 | 1026.0 |
| 2024-01-10 03:20:00 | ES | Futures | 5148.08 | 5149.15 | 5147.81 | 5149.15 | 752.0 |
| 2024-01-10 03:25:00 | ES | Futures | 5149.15 | 5149.42 | 5148.08 | 5148.88 | 1398.0 |
| 2024-01-10 03:30:00 | ES | Futures | 5149.15 | 5149.15 | 5147.0 | 5147.0 | 1071.0 |
| 2024-01-10 03:35:00 | ES | Futures | 5147.0 | 5147.81 | 5146.2 | 5147.54 | 949.0 |
| 2024-01-10 03:40:00 | ES | Futures | 5147.81 | 5148.34 | 5146.2 | 5147.27 | 1063.0 |
| 2024-01-10 03:45:00 | ES | Futures | 5147.27 | 5150.76 | 5147.27 | 5150.49 | 1963.0 |
| 2024-01-10 03:50:00 | ES | Futures | 5150.49 | 5150.76 | 5148.88 | 5149.15 | 995.0 |
| 2024-01-10 03:55:00 | ES | Futures | 5149.42 | 5149.69 | 5147.54 | 5149.42 | 831.0 |
| 2024-01-10 04:00:00 | ES | Futures | 5149.42 | 5151.3 | 5148.88 | 5151.03 | 1133.0 |
| 2024-01-10 04:05:00 | ES | Futures | 5151.3 | 5155.87 | 5151.3 | 5155.6 | 2948.0 |
> showing 50 of 20,301 rows — these rows as CSV