PREVIEW / futures_5min / 2024-01-24
file: by_date/futures_5min/2024/2024-01-24.parquet size: 360 KB rows: 20,619
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-24 00:00:00 | ES | Futures | 5270.28 | 5270.55 | 5269.75 | 5270.55 | 185.0 |
| 2024-01-24 00:05:00 | ES | Futures | 5270.28 | 5270.82 | 5270.02 | 5270.55 | 150.0 |
| 2024-01-24 00:10:00 | ES | Futures | 5270.55 | 5270.82 | 5270.02 | 5270.28 | 150.0 |
| 2024-01-24 00:15:00 | ES | Futures | 5270.28 | 5270.55 | 5270.02 | 5270.28 | 118.0 |
| 2024-01-24 00:20:00 | ES | Futures | 5270.28 | 5270.82 | 5270.02 | 5270.55 | 198.0 |
| 2024-01-24 00:25:00 | ES | Futures | 5270.28 | 5271.9 | 5270.28 | 5271.63 | 476.0 |
| 2024-01-24 00:30:00 | ES | Futures | 5271.9 | 5272.7 | 5271.63 | 5272.7 | 669.0 |
| 2024-01-24 00:35:00 | ES | Futures | 5272.7 | 5273.78 | 5272.16 | 5272.97 | 937.0 |
| 2024-01-24 00:40:00 | ES | Futures | 5273.24 | 5273.24 | 5272.7 | 5272.7 | 260.0 |
| 2024-01-24 00:45:00 | ES | Futures | 5272.7 | 5272.7 | 5272.16 | 5272.7 | 217.0 |
| 2024-01-24 00:50:00 | ES | Futures | 5272.7 | 5272.7 | 5271.9 | 5272.16 | 227.0 |
| 2024-01-24 00:55:00 | ES | Futures | 5272.43 | 5272.43 | 5271.9 | 5271.9 | 288.0 |
| 2024-01-24 01:00:00 | ES | Futures | 5271.9 | 5273.51 | 5271.63 | 5272.7 | 1304.0 |
| 2024-01-24 01:05:00 | ES | Futures | 5272.97 | 5274.05 | 5272.7 | 5272.7 | 1099.0 |
| 2024-01-24 01:10:00 | ES | Futures | 5272.97 | 5273.78 | 5272.7 | 5273.51 | 499.0 |
| 2024-01-24 01:15:00 | ES | Futures | 5273.51 | 5274.05 | 5273.24 | 5273.51 | 352.0 |
| 2024-01-24 01:20:00 | ES | Futures | 5273.51 | 5274.31 | 5272.97 | 5274.05 | 577.0 |
| 2024-01-24 01:25:00 | ES | Futures | 5273.78 | 5274.31 | 5272.97 | 5272.97 | 576.0 |
| 2024-01-24 01:30:00 | ES | Futures | 5273.24 | 5273.51 | 5272.43 | 5272.7 | 560.0 |
| 2024-01-24 01:35:00 | ES | Futures | 5272.7 | 5273.78 | 5272.43 | 5273.78 | 412.0 |
| 2024-01-24 01:40:00 | ES | Futures | 5273.78 | 5274.05 | 5273.24 | 5273.78 | 277.0 |
| 2024-01-24 01:45:00 | ES | Futures | 5273.78 | 5274.31 | 5273.51 | 5274.05 | 417.0 |
| 2024-01-24 01:50:00 | ES | Futures | 5274.31 | 5275.66 | 5274.05 | 5275.12 | 1869.0 |
| 2024-01-24 01:55:00 | ES | Futures | 5275.12 | 5275.39 | 5273.51 | 5273.78 | 692.0 |
| 2024-01-24 02:00:00 | ES | Futures | 5273.78 | 5274.85 | 5272.97 | 5274.85 | 1247.0 |
| 2024-01-24 02:05:00 | ES | Futures | 5274.58 | 5275.66 | 5274.58 | 5275.12 | 1079.0 |
| 2024-01-24 02:10:00 | ES | Futures | 5275.12 | 5275.66 | 5274.85 | 5274.85 | 640.0 |
| 2024-01-24 02:15:00 | ES | Futures | 5275.12 | 5275.12 | 5274.58 | 5274.85 | 778.0 |
| 2024-01-24 02:20:00 | ES | Futures | 5274.85 | 5275.66 | 5274.31 | 5275.39 | 679.0 |
| 2024-01-24 02:25:00 | ES | Futures | 5275.39 | 5275.66 | 5274.58 | 5275.66 | 670.0 |
| 2024-01-24 02:30:00 | ES | Futures | 5275.66 | 5276.46 | 5275.39 | 5276.19 | 1009.0 |
| 2024-01-24 02:35:00 | ES | Futures | 5276.19 | 5278.34 | 5276.19 | 5278.34 | 2618.0 |
| 2024-01-24 02:40:00 | ES | Futures | 5278.61 | 5280.22 | 5278.07 | 5279.95 | 1849.0 |
| 2024-01-24 02:45:00 | ES | Futures | 5279.95 | 5279.95 | 5278.07 | 5278.88 | 1304.0 |
| 2024-01-24 02:50:00 | ES | Futures | 5279.15 | 5279.15 | 5277.54 | 5277.54 | 1122.0 |
| 2024-01-24 02:55:00 | ES | Futures | 5277.54 | 5278.61 | 5276.46 | 5278.07 | 2184.0 |
| 2024-01-24 03:00:00 | ES | Futures | 5278.34 | 5279.95 | 5278.07 | 5278.34 | 3125.0 |
| 2024-01-24 03:05:00 | ES | Futures | 5278.34 | 5279.69 | 5277.81 | 5278.07 | 2204.0 |
| 2024-01-24 03:10:00 | ES | Futures | 5278.34 | 5279.69 | 5278.34 | 5278.61 | 1223.0 |
| 2024-01-24 03:15:00 | ES | Futures | 5278.88 | 5279.69 | 5278.07 | 5279.15 | 1708.0 |
| 2024-01-24 03:20:00 | ES | Futures | 5279.15 | 5279.95 | 5278.34 | 5278.34 | 1191.0 |
| 2024-01-24 03:25:00 | ES | Futures | 5278.34 | 5278.88 | 5277.54 | 5278.88 | 1091.0 |
| 2024-01-24 03:30:00 | ES | Futures | 5278.88 | 5280.49 | 5278.61 | 5279.95 | 2271.0 |
| 2024-01-24 03:35:00 | ES | Futures | 5279.95 | 5280.49 | 5279.15 | 5279.95 | 1539.0 |
| 2024-01-24 03:40:00 | ES | Futures | 5279.95 | 5280.49 | 5279.42 | 5279.42 | 1272.0 |
| 2024-01-24 03:45:00 | ES | Futures | 5279.42 | 5279.42 | 5278.07 | 5278.61 | 1595.0 |
| 2024-01-24 03:50:00 | ES | Futures | 5278.61 | 5279.42 | 5278.34 | 5279.42 | 1221.0 |
| 2024-01-24 03:55:00 | ES | Futures | 5279.42 | 5280.22 | 5279.42 | 5279.95 | 950.0 |
| 2024-01-24 04:00:00 | ES | Futures | 5279.69 | 5279.95 | 5278.88 | 5278.88 | 1606.0 |
| 2024-01-24 04:05:00 | ES | Futures | 5279.15 | 5280.22 | 5278.34 | 5279.69 | 1073.0 |
> showing 50 of 20,619 rows — these rows as CSV