PREVIEW / futures_5min / 2024-01-23
file: by_date/futures_5min/2024/2024-01-23.parquet size: 345 KB rows: 20,566
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-23 00:00:00 | ES | Futures | 5244.5 | 5245.57 | 5244.5 | 5245.04 | 354.0 |
| 2024-01-23 00:05:00 | ES | Futures | 5245.31 | 5245.57 | 5244.77 | 5245.57 | 128.0 |
| 2024-01-23 00:10:00 | ES | Futures | 5245.31 | 5245.84 | 5245.04 | 5245.57 | 215.0 |
| 2024-01-23 00:15:00 | ES | Futures | 5245.57 | 5245.57 | 5244.5 | 5244.77 | 136.0 |
| 2024-01-23 00:20:00 | ES | Futures | 5244.77 | 5245.57 | 5244.77 | 5245.31 | 152.0 |
| 2024-01-23 00:25:00 | ES | Futures | 5245.31 | 5245.31 | 5244.23 | 5244.77 | 304.0 |
| 2024-01-23 00:30:00 | ES | Futures | 5245.04 | 5245.04 | 5243.69 | 5245.04 | 351.0 |
| 2024-01-23 00:35:00 | ES | Futures | 5245.04 | 5246.11 | 5245.04 | 5245.04 | 344.0 |
| 2024-01-23 00:40:00 | ES | Futures | 5245.04 | 5245.04 | 5244.5 | 5244.5 | 113.0 |
| 2024-01-23 00:45:00 | ES | Futures | 5244.77 | 5244.77 | 5243.96 | 5244.23 | 241.0 |
| 2024-01-23 00:50:00 | ES | Futures | 5244.23 | 5244.5 | 5243.69 | 5244.5 | 309.0 |
| 2024-01-23 00:55:00 | ES | Futures | 5244.23 | 5245.04 | 5244.23 | 5244.5 | 307.0 |
| 2024-01-23 01:00:00 | ES | Futures | 5244.23 | 5245.31 | 5243.96 | 5245.31 | 457.0 |
| 2024-01-23 01:05:00 | ES | Futures | 5245.31 | 5245.31 | 5244.23 | 5245.04 | 242.0 |
| 2024-01-23 01:10:00 | ES | Futures | 5245.04 | 5245.31 | 5244.77 | 5244.77 | 244.0 |
| 2024-01-23 01:15:00 | ES | Futures | 5244.77 | 5245.84 | 5244.77 | 5245.57 | 170.0 |
| 2024-01-23 01:20:00 | ES | Futures | 5245.57 | 5245.84 | 5244.77 | 5245.04 | 269.0 |
| 2024-01-23 01:25:00 | ES | Futures | 5245.04 | 5245.57 | 5244.77 | 5245.04 | 123.0 |
| 2024-01-23 01:30:00 | ES | Futures | 5245.04 | 5245.57 | 5244.5 | 5245.57 | 324.0 |
| 2024-01-23 01:35:00 | ES | Futures | 5245.57 | 5245.57 | 5244.5 | 5245.31 | 172.0 |
| 2024-01-23 01:40:00 | ES | Futures | 5245.31 | 5245.57 | 5244.5 | 5244.77 | 288.0 |
| 2024-01-23 01:45:00 | ES | Futures | 5245.04 | 5246.65 | 5244.77 | 5246.11 | 507.0 |
| 2024-01-23 01:50:00 | ES | Futures | 5246.11 | 5246.38 | 5245.04 | 5245.57 | 203.0 |
| 2024-01-23 01:55:00 | ES | Futures | 5245.31 | 5246.38 | 5245.31 | 5245.84 | 474.0 |
| 2024-01-23 02:00:00 | ES | Futures | 5245.84 | 5247.72 | 5245.84 | 5247.72 | 903.0 |
| 2024-01-23 02:05:00 | ES | Futures | 5247.72 | 5248.26 | 5247.45 | 5247.72 | 564.0 |
| 2024-01-23 02:10:00 | ES | Futures | 5247.72 | 5248.53 | 5247.45 | 5248.53 | 575.0 |
| 2024-01-23 02:15:00 | ES | Futures | 5248.26 | 5248.8 | 5247.72 | 5247.99 | 591.0 |
| 2024-01-23 02:20:00 | ES | Futures | 5247.99 | 5248.26 | 5247.19 | 5247.45 | 425.0 |
| 2024-01-23 02:25:00 | ES | Futures | 5247.19 | 5247.99 | 5246.92 | 5247.99 | 540.0 |
| 2024-01-23 02:30:00 | ES | Futures | 5247.99 | 5247.99 | 5246.38 | 5246.65 | 615.0 |
| 2024-01-23 02:35:00 | ES | Futures | 5246.38 | 5247.99 | 5246.11 | 5247.45 | 591.0 |
| 2024-01-23 02:40:00 | ES | Futures | 5247.45 | 5247.45 | 5246.38 | 5246.92 | 258.0 |
| 2024-01-23 02:45:00 | ES | Futures | 5246.65 | 5247.19 | 5246.11 | 5246.38 | 355.0 |
| 2024-01-23 02:50:00 | ES | Futures | 5246.38 | 5247.45 | 5246.11 | 5246.92 | 457.0 |
| 2024-01-23 02:55:00 | ES | Futures | 5246.92 | 5247.72 | 5246.38 | 5247.72 | 475.0 |
| 2024-01-23 03:00:00 | ES | Futures | 5247.45 | 5248.8 | 5246.11 | 5246.92 | 1893.0 |
| 2024-01-23 03:05:00 | ES | Futures | 5247.19 | 5249.07 | 5246.92 | 5247.45 | 2375.0 |
| 2024-01-23 03:10:00 | ES | Futures | 5247.45 | 5247.72 | 5244.77 | 5244.77 | 2346.0 |
| 2024-01-23 03:15:00 | ES | Futures | 5245.04 | 5245.31 | 5242.89 | 5243.43 | 2414.0 |
| 2024-01-23 03:20:00 | ES | Futures | 5243.69 | 5243.96 | 5241.28 | 5242.08 | 3062.0 |
| 2024-01-23 03:25:00 | ES | Futures | 5242.08 | 5242.62 | 5241.55 | 5242.08 | 1925.0 |
| 2024-01-23 03:30:00 | ES | Futures | 5242.08 | 5243.43 | 5241.81 | 5243.43 | 1706.0 |
| 2024-01-23 03:35:00 | ES | Futures | 5243.16 | 5243.16 | 5241.28 | 5241.28 | 1801.0 |
| 2024-01-23 03:40:00 | ES | Futures | 5241.28 | 5242.35 | 5239.93 | 5241.81 | 2803.0 |
| 2024-01-23 03:45:00 | ES | Futures | 5241.55 | 5241.81 | 5240.74 | 5241.01 | 1294.0 |
| 2024-01-23 03:50:00 | ES | Futures | 5241.01 | 5241.81 | 5240.47 | 5241.01 | 1406.0 |
| 2024-01-23 03:55:00 | ES | Futures | 5241.01 | 5241.55 | 5240.74 | 5241.28 | 1143.0 |
| 2024-01-23 04:00:00 | ES | Futures | 5241.28 | 5243.16 | 5241.01 | 5241.81 | 1505.0 |
| 2024-01-23 04:05:00 | ES | Futures | 5241.81 | 5242.62 | 5241.28 | 5242.62 | 1396.0 |
> showing 50 of 20,566 rows — these rows as CSV