PREVIEW / futures_5min / 2024-01-22
file: by_date/futures_5min/2024/2024-01-22.parquet size: 326 KB rows: 20,254
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-22 00:00:00 | ES | Futures | 5245.31 | 5245.57 | 5244.5 | 5245.04 | 365.0 |
| 2024-01-22 00:05:00 | ES | Futures | 5244.77 | 5245.31 | 5243.96 | 5245.31 | 448.0 |
| 2024-01-22 00:10:00 | ES | Futures | 5245.31 | 5245.31 | 5244.77 | 5245.04 | 171.0 |
| 2024-01-22 00:15:00 | ES | Futures | 5245.04 | 5245.04 | 5244.23 | 5244.5 | 285.0 |
| 2024-01-22 00:20:00 | ES | Futures | 5244.5 | 5245.04 | 5244.23 | 5244.5 | 315.0 |
| 2024-01-22 00:25:00 | ES | Futures | 5244.5 | 5244.77 | 5243.43 | 5243.69 | 568.0 |
| 2024-01-22 00:30:00 | ES | Futures | 5243.43 | 5244.5 | 5242.89 | 5244.5 | 562.0 |
| 2024-01-22 00:35:00 | ES | Futures | 5244.5 | 5245.04 | 5243.69 | 5243.69 | 356.0 |
| 2024-01-22 00:40:00 | ES | Futures | 5243.69 | 5244.5 | 5243.69 | 5243.96 | 369.0 |
| 2024-01-22 00:45:00 | ES | Futures | 5243.96 | 5244.23 | 5243.43 | 5243.69 | 297.0 |
| 2024-01-22 00:50:00 | ES | Futures | 5243.69 | 5243.69 | 5242.35 | 5242.35 | 479.0 |
| 2024-01-22 00:55:00 | ES | Futures | 5242.62 | 5242.62 | 5241.55 | 5242.35 | 697.0 |
| 2024-01-22 01:00:00 | ES | Futures | 5242.35 | 5244.5 | 5242.35 | 5244.23 | 858.0 |
| 2024-01-22 01:05:00 | ES | Futures | 5244.23 | 5244.5 | 5242.89 | 5243.69 | 821.0 |
| 2024-01-22 01:10:00 | ES | Futures | 5243.96 | 5244.23 | 5243.43 | 5243.96 | 423.0 |
| 2024-01-22 01:15:00 | ES | Futures | 5243.96 | 5245.04 | 5243.96 | 5244.23 | 547.0 |
| 2024-01-22 01:20:00 | ES | Futures | 5243.96 | 5244.23 | 5242.08 | 5242.35 | 759.0 |
| 2024-01-22 01:25:00 | ES | Futures | 5242.35 | 5242.89 | 5241.55 | 5242.62 | 999.0 |
| 2024-01-22 01:30:00 | ES | Futures | 5242.62 | 5242.89 | 5241.55 | 5242.62 | 526.0 |
| 2024-01-22 01:35:00 | ES | Futures | 5242.62 | 5243.16 | 5242.35 | 5242.62 | 400.0 |
| 2024-01-22 01:40:00 | ES | Futures | 5242.62 | 5242.89 | 5241.81 | 5242.62 | 501.0 |
| 2024-01-22 01:45:00 | ES | Futures | 5242.35 | 5243.96 | 5242.35 | 5243.69 | 443.0 |
| 2024-01-22 01:50:00 | ES | Futures | 5243.69 | 5243.69 | 5242.35 | 5242.89 | 626.0 |
| 2024-01-22 01:55:00 | ES | Futures | 5242.89 | 5244.5 | 5242.62 | 5243.43 | 1059.0 |
| 2024-01-22 02:00:00 | ES | Futures | 5243.16 | 5243.16 | 5240.47 | 5241.28 | 1473.0 |
| 2024-01-22 02:05:00 | ES | Futures | 5241.01 | 5241.81 | 5240.2 | 5240.74 | 416.0 |
| 2024-01-22 02:10:00 | ES | Futures | 5240.74 | 5243.69 | 5240.47 | 5243.69 | 1024.0 |
| 2024-01-22 02:15:00 | ES | Futures | 5243.69 | 5245.31 | 5243.16 | 5245.04 | 1401.0 |
| 2024-01-22 02:20:00 | ES | Futures | 5244.77 | 5245.57 | 5243.96 | 5244.77 | 973.0 |
| 2024-01-22 02:25:00 | ES | Futures | 5244.77 | 5245.31 | 5244.23 | 5244.77 | 761.0 |
| 2024-01-22 02:30:00 | ES | Futures | 5244.77 | 5245.57 | 5243.69 | 5243.69 | 1078.0 |
| 2024-01-22 02:35:00 | ES | Futures | 5243.96 | 5245.31 | 5242.35 | 5243.69 | 1660.0 |
| 2024-01-22 02:40:00 | ES | Futures | 5243.69 | 5245.57 | 5243.43 | 5245.57 | 1139.0 |
| 2024-01-22 02:45:00 | ES | Futures | 5245.57 | 5245.57 | 5244.23 | 5244.77 | 963.0 |
| 2024-01-22 02:50:00 | ES | Futures | 5244.5 | 5245.57 | 5243.69 | 5244.77 | 724.0 |
| 2024-01-22 02:55:00 | ES | Futures | 5244.77 | 5245.57 | 5243.96 | 5244.5 | 851.0 |
| 2024-01-22 03:00:00 | ES | Futures | 5244.23 | 5246.38 | 5243.96 | 5246.11 | 3165.0 |
| 2024-01-22 03:05:00 | ES | Futures | 5245.84 | 5245.84 | 5242.08 | 5243.16 | 2354.0 |
| 2024-01-22 03:10:00 | ES | Futures | 5242.89 | 5245.57 | 5242.89 | 5244.23 | 1775.0 |
| 2024-01-22 03:15:00 | ES | Futures | 5243.96 | 5246.92 | 5243.69 | 5245.84 | 2395.0 |
| 2024-01-22 03:20:00 | ES | Futures | 5245.84 | 5247.72 | 5245.57 | 5247.72 | 2057.0 |
| 2024-01-22 03:25:00 | ES | Futures | 5247.72 | 5247.72 | 5244.5 | 5245.04 | 1479.0 |
| 2024-01-22 03:30:00 | ES | Futures | 5245.31 | 5245.57 | 5243.69 | 5243.96 | 1962.0 |
| 2024-01-22 03:35:00 | ES | Futures | 5243.96 | 5244.5 | 5243.16 | 5243.69 | 1247.0 |
| 2024-01-22 03:40:00 | ES | Futures | 5243.43 | 5244.23 | 5242.62 | 5243.16 | 1904.0 |
| 2024-01-22 03:45:00 | ES | Futures | 5242.89 | 5243.69 | 5241.55 | 5242.08 | 2979.0 |
| 2024-01-22 03:50:00 | ES | Futures | 5242.08 | 5242.89 | 5241.55 | 5242.62 | 983.0 |
| 2024-01-22 03:55:00 | ES | Futures | 5242.35 | 5245.31 | 5242.08 | 5245.04 | 1509.0 |
| 2024-01-22 04:00:00 | ES | Futures | 5245.31 | 5246.38 | 5244.23 | 5245.57 | 2581.0 |
| 2024-01-22 04:05:00 | ES | Futures | 5245.84 | 5246.65 | 5244.23 | 5245.84 | 1652.0 |
> showing 50 of 20,254 rows — these rows as CSV