PREVIEW / futures_5min / 2024-01-16
file: by_date/futures_5min/2024/2024-01-16.parquet size: 361 KB rows: 20,900
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-16 00:00:00 | ES | Futures | 5157.48 | 5157.75 | 5156.13 | 5156.4 | 348.0 |
| 2024-01-16 00:05:00 | ES | Futures | 5156.4 | 5157.75 | 5156.13 | 5157.75 | 315.0 |
| 2024-01-16 00:10:00 | ES | Futures | 5157.48 | 5157.75 | 5156.94 | 5157.48 | 143.0 |
| 2024-01-16 00:15:00 | ES | Futures | 5157.48 | 5157.75 | 5156.94 | 5157.48 | 238.0 |
| 2024-01-16 00:20:00 | ES | Futures | 5157.48 | 5157.75 | 5156.13 | 5156.67 | 213.0 |
| 2024-01-16 00:25:00 | ES | Futures | 5156.4 | 5157.21 | 5156.4 | 5156.67 | 198.0 |
| 2024-01-16 00:30:00 | ES | Futures | 5156.67 | 5157.48 | 5156.4 | 5156.67 | 325.0 |
| 2024-01-16 00:35:00 | ES | Futures | 5156.4 | 5156.4 | 5155.6 | 5155.87 | 386.0 |
| 2024-01-16 00:40:00 | ES | Futures | 5155.87 | 5156.67 | 5155.6 | 5156.13 | 217.0 |
| 2024-01-16 00:45:00 | ES | Futures | 5156.4 | 5156.67 | 5155.87 | 5156.13 | 157.0 |
| 2024-01-16 00:50:00 | ES | Futures | 5156.13 | 5156.13 | 5155.33 | 5155.6 | 307.0 |
| 2024-01-16 00:55:00 | ES | Futures | 5155.33 | 5155.6 | 5153.72 | 5153.99 | 853.0 |
| 2024-01-16 01:00:00 | ES | Futures | 5153.99 | 5154.52 | 5151.57 | 5151.57 | 2887.0 |
| 2024-01-16 01:05:00 | ES | Futures | 5151.57 | 5151.57 | 5150.76 | 5151.3 | 1061.0 |
| 2024-01-16 01:10:00 | ES | Futures | 5151.57 | 5152.91 | 5151.03 | 5152.91 | 565.0 |
| 2024-01-16 01:15:00 | ES | Futures | 5152.91 | 5153.72 | 5152.64 | 5152.91 | 511.0 |
| 2024-01-16 01:20:00 | ES | Futures | 5153.18 | 5154.25 | 5152.91 | 5153.72 | 631.0 |
| 2024-01-16 01:25:00 | ES | Futures | 5153.72 | 5154.79 | 5153.72 | 5154.52 | 680.0 |
| 2024-01-16 01:30:00 | ES | Futures | 5154.52 | 5154.52 | 5151.84 | 5153.18 | 1242.0 |
| 2024-01-16 01:35:00 | ES | Futures | 5153.18 | 5153.45 | 5152.91 | 5153.18 | 422.0 |
| 2024-01-16 01:40:00 | ES | Futures | 5153.18 | 5153.18 | 5152.37 | 5152.91 | 298.0 |
| 2024-01-16 01:45:00 | ES | Futures | 5152.64 | 5152.91 | 5151.84 | 5152.64 | 531.0 |
| 2024-01-16 01:50:00 | ES | Futures | 5152.91 | 5154.25 | 5152.91 | 5154.25 | 689.0 |
| 2024-01-16 01:55:00 | ES | Futures | 5153.99 | 5154.79 | 5153.72 | 5154.79 | 274.0 |
| 2024-01-16 02:00:00 | ES | Futures | 5154.52 | 5155.87 | 5154.25 | 5155.6 | 1117.0 |
| 2024-01-16 02:05:00 | ES | Futures | 5155.33 | 5155.33 | 5153.18 | 5153.45 | 772.0 |
| 2024-01-16 02:10:00 | ES | Futures | 5153.45 | 5153.45 | 5151.84 | 5151.84 | 471.0 |
| 2024-01-16 02:15:00 | ES | Futures | 5151.84 | 5153.18 | 5151.03 | 5152.1 | 1292.0 |
| 2024-01-16 02:20:00 | ES | Futures | 5152.1 | 5153.18 | 5151.3 | 5152.91 | 806.0 |
| 2024-01-16 02:25:00 | ES | Futures | 5153.18 | 5153.72 | 5152.64 | 5153.18 | 592.0 |
| 2024-01-16 02:30:00 | ES | Futures | 5153.18 | 5153.99 | 5152.64 | 5153.72 | 622.0 |
| 2024-01-16 02:35:00 | ES | Futures | 5153.45 | 5155.6 | 5153.45 | 5155.33 | 666.0 |
| 2024-01-16 02:40:00 | ES | Futures | 5155.33 | 5156.4 | 5154.79 | 5155.87 | 903.0 |
| 2024-01-16 02:45:00 | ES | Futures | 5156.13 | 5156.4 | 5155.33 | 5156.13 | 533.0 |
| 2024-01-16 02:50:00 | ES | Futures | 5155.87 | 5157.21 | 5155.6 | 5155.6 | 829.0 |
| 2024-01-16 02:55:00 | ES | Futures | 5155.6 | 5156.13 | 5153.99 | 5154.25 | 525.0 |
| 2024-01-16 03:00:00 | ES | Futures | 5153.99 | 5153.99 | 5142.7 | 5143.51 | 8107.0 |
| 2024-01-16 03:05:00 | ES | Futures | 5143.78 | 5146.73 | 5143.24 | 5145.39 | 4661.0 |
| 2024-01-16 03:10:00 | ES | Futures | 5145.12 | 5145.12 | 5142.17 | 5142.97 | 2975.0 |
| 2024-01-16 03:15:00 | ES | Futures | 5142.97 | 5144.85 | 5141.9 | 5143.51 | 2683.0 |
| 2024-01-16 03:20:00 | ES | Futures | 5143.24 | 5148.61 | 5141.9 | 5147.54 | 4706.0 |
| 2024-01-16 03:25:00 | ES | Futures | 5147.81 | 5148.34 | 5143.78 | 5144.05 | 3055.0 |
| 2024-01-16 03:30:00 | ES | Futures | 5144.05 | 5147.27 | 5143.51 | 5144.58 | 1489.0 |
| 2024-01-16 03:35:00 | ES | Futures | 5144.58 | 5148.08 | 5143.24 | 5147.54 | 2536.0 |
| 2024-01-16 03:40:00 | ES | Futures | 5147.81 | 5147.81 | 5144.05 | 5144.58 | 1691.0 |
| 2024-01-16 03:45:00 | ES | Futures | 5144.85 | 5149.42 | 5144.58 | 5149.42 | 1649.0 |
| 2024-01-16 03:50:00 | ES | Futures | 5149.69 | 5149.96 | 5146.46 | 5147.81 | 1912.0 |
| 2024-01-16 03:55:00 | ES | Futures | 5147.81 | 5147.81 | 5145.93 | 5147.27 | 1270.0 |
| 2024-01-16 04:00:00 | ES | Futures | 5147.0 | 5151.03 | 5147.0 | 5149.96 | 2894.0 |
| 2024-01-16 04:05:00 | ES | Futures | 5149.69 | 5150.49 | 5148.08 | 5149.69 | 1598.0 |
> showing 50 of 20,900 rows — these rows as CSV