PREVIEW / futures_5min / 2024-01-21
file: by_date/futures_5min/2024/2024-01-21.parquet size: 82 KB rows: 4,146
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-21 18:00:00 | ES | Futures | 5234.83 | 5242.08 | 5234.83 | 5241.55 | 2828.0 |
| 2024-01-21 18:05:00 | ES | Futures | 5241.55 | 5241.81 | 5238.59 | 5239.4 | 1559.0 |
| 2024-01-21 18:10:00 | ES | Futures | 5239.4 | 5239.4 | 5238.05 | 5238.86 | 699.0 |
| 2024-01-21 18:15:00 | ES | Futures | 5238.86 | 5239.93 | 5238.32 | 5238.59 | 688.0 |
| 2024-01-21 18:20:00 | ES | Futures | 5238.59 | 5238.86 | 5236.44 | 5237.25 | 1085.0 |
| 2024-01-21 18:25:00 | ES | Futures | 5237.25 | 5237.79 | 5236.44 | 5236.71 | 760.0 |
| 2024-01-21 18:30:00 | ES | Futures | 5236.44 | 5238.05 | 5236.44 | 5236.98 | 596.0 |
| 2024-01-21 18:35:00 | ES | Futures | 5236.98 | 5238.05 | 5236.17 | 5238.05 | 517.0 |
| 2024-01-21 18:40:00 | ES | Futures | 5237.79 | 5238.59 | 5236.98 | 5238.32 | 541.0 |
| 2024-01-21 18:45:00 | ES | Futures | 5238.59 | 5239.13 | 5236.98 | 5238.32 | 874.0 |
| 2024-01-21 18:50:00 | ES | Futures | 5238.32 | 5238.59 | 5237.52 | 5237.52 | 451.0 |
| 2024-01-21 18:55:00 | ES | Futures | 5237.52 | 5237.79 | 5236.71 | 5236.98 | 668.0 |
| 2024-01-21 19:00:00 | ES | Futures | 5236.98 | 5237.52 | 5235.91 | 5236.98 | 902.0 |
| 2024-01-21 19:05:00 | ES | Futures | 5236.98 | 5238.86 | 5236.71 | 5238.59 | 561.0 |
| 2024-01-21 19:10:00 | ES | Futures | 5238.59 | 5238.59 | 5237.25 | 5237.52 | 378.0 |
| 2024-01-21 19:15:00 | ES | Futures | 5237.52 | 5239.13 | 5236.98 | 5239.13 | 643.0 |
| 2024-01-21 19:20:00 | ES | Futures | 5239.13 | 5239.4 | 5238.32 | 5238.32 | 418.0 |
| 2024-01-21 19:25:00 | ES | Futures | 5238.32 | 5239.67 | 5238.32 | 5239.67 | 752.0 |
| 2024-01-21 19:30:00 | ES | Futures | 5239.67 | 5241.01 | 5239.13 | 5240.74 | 1250.0 |
| 2024-01-21 19:35:00 | ES | Futures | 5241.01 | 5241.55 | 5239.93 | 5241.55 | 865.0 |
| 2024-01-21 19:40:00 | ES | Futures | 5241.28 | 5244.77 | 5241.28 | 5243.43 | 2554.0 |
| 2024-01-21 19:45:00 | ES | Futures | 5243.43 | 5244.77 | 5242.62 | 5244.77 | 884.0 |
| 2024-01-21 19:50:00 | ES | Futures | 5244.5 | 5247.19 | 5243.69 | 5246.38 | 2109.0 |
| 2024-01-21 19:55:00 | ES | Futures | 5246.38 | 5250.14 | 5246.11 | 5249.33 | 2733.0 |
| 2024-01-21 20:00:00 | ES | Futures | 5249.07 | 5250.95 | 5248.53 | 5250.41 | 2678.0 |
| 2024-01-21 20:05:00 | ES | Futures | 5250.41 | 5250.68 | 5249.07 | 5249.07 | 1277.0 |
| 2024-01-21 20:10:00 | ES | Futures | 5249.07 | 5249.6 | 5247.72 | 5248.8 | 1822.0 |
| 2024-01-21 20:15:00 | ES | Futures | 5248.8 | 5248.8 | 5245.31 | 5245.84 | 1690.0 |
| 2024-01-21 20:20:00 | ES | Futures | 5245.57 | 5247.72 | 5245.57 | 5247.72 | 1374.0 |
| 2024-01-21 20:25:00 | ES | Futures | 5247.45 | 5248.26 | 5246.65 | 5247.99 | 833.0 |
| 2024-01-21 20:30:00 | ES | Futures | 5247.99 | 5248.53 | 5246.38 | 5247.19 | 961.0 |
| 2024-01-21 20:35:00 | ES | Futures | 5247.19 | 5247.45 | 5245.57 | 5245.84 | 918.0 |
| 2024-01-21 20:40:00 | ES | Futures | 5246.11 | 5246.11 | 5244.5 | 5244.77 | 1251.0 |
| 2024-01-21 20:45:00 | ES | Futures | 5245.04 | 5247.19 | 5244.5 | 5246.38 | 780.0 |
| 2024-01-21 20:50:00 | ES | Futures | 5246.38 | 5246.38 | 5244.77 | 5245.84 | 937.0 |
| 2024-01-21 20:55:00 | ES | Futures | 5246.11 | 5246.38 | 5245.31 | 5246.11 | 595.0 |
| 2024-01-21 21:00:00 | ES | Futures | 5246.11 | 5246.11 | 5244.5 | 5245.57 | 684.0 |
| 2024-01-21 21:05:00 | ES | Futures | 5245.31 | 5246.11 | 5245.04 | 5245.04 | 463.0 |
| 2024-01-21 21:10:00 | ES | Futures | 5245.04 | 5247.19 | 5245.04 | 5246.65 | 581.0 |
| 2024-01-21 21:15:00 | ES | Futures | 5246.92 | 5248.26 | 5246.65 | 5248.26 | 685.0 |
| 2024-01-21 21:20:00 | ES | Futures | 5247.99 | 5247.99 | 5245.84 | 5246.11 | 629.0 |
| 2024-01-21 21:25:00 | ES | Futures | 5246.11 | 5246.65 | 5244.5 | 5244.5 | 643.0 |
| 2024-01-21 21:30:00 | ES | Futures | 5244.77 | 5245.04 | 5242.62 | 5243.16 | 993.0 |
| 2024-01-21 21:35:00 | ES | Futures | 5243.16 | 5244.23 | 5242.62 | 5243.69 | 424.0 |
| 2024-01-21 21:40:00 | ES | Futures | 5243.96 | 5244.77 | 5243.69 | 5244.5 | 509.0 |
| 2024-01-21 21:45:00 | ES | Futures | 5244.77 | 5246.11 | 5244.77 | 5245.84 | 442.0 |
| 2024-01-21 21:50:00 | ES | Futures | 5246.11 | 5246.11 | 5245.04 | 5245.31 | 441.0 |
| 2024-01-21 21:55:00 | ES | Futures | 5245.31 | 5245.57 | 5244.23 | 5244.77 | 439.0 |
| 2024-01-21 22:00:00 | ES | Futures | 5245.04 | 5245.57 | 5244.5 | 5245.04 | 597.0 |
| 2024-01-21 22:05:00 | ES | Futures | 5244.77 | 5244.77 | 5243.96 | 5243.96 | 502.0 |
> showing 50 of 4,146 rows — these rows as CSV