PREVIEW / futures_5min / 2024-01-25
file: by_date/futures_5min/2024/2024-01-25.parquet size: 343 KB rows: 20,361
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-25 00:00:00 | ES | Futures | 5261.69 | 5263.3 | 5261.69 | 5261.96 | 247.0 |
| 2024-01-25 00:05:00 | ES | Futures | 5261.96 | 5262.23 | 5260.88 | 5262.23 | 351.0 |
| 2024-01-25 00:10:00 | ES | Futures | 5262.23 | 5262.76 | 5261.42 | 5261.69 | 337.0 |
| 2024-01-25 00:15:00 | ES | Futures | 5261.69 | 5263.03 | 5261.69 | 5263.03 | 243.0 |
| 2024-01-25 00:20:00 | ES | Futures | 5262.76 | 5263.03 | 5261.96 | 5262.5 | 197.0 |
| 2024-01-25 00:25:00 | ES | Futures | 5262.23 | 5262.76 | 5261.96 | 5262.5 | 272.0 |
| 2024-01-25 00:30:00 | ES | Futures | 5262.5 | 5263.57 | 5261.96 | 5263.3 | 363.0 |
| 2024-01-25 00:35:00 | ES | Futures | 5263.3 | 5264.38 | 5263.03 | 5263.84 | 492.0 |
| 2024-01-25 00:40:00 | ES | Futures | 5263.84 | 5264.91 | 5263.57 | 5264.38 | 374.0 |
| 2024-01-25 00:45:00 | ES | Futures | 5264.64 | 5265.18 | 5263.84 | 5263.84 | 374.0 |
| 2024-01-25 00:50:00 | ES | Futures | 5263.84 | 5264.64 | 5263.57 | 5264.64 | 272.0 |
| 2024-01-25 00:55:00 | ES | Futures | 5264.64 | 5265.99 | 5264.11 | 5265.45 | 487.0 |
| 2024-01-25 01:00:00 | ES | Futures | 5265.72 | 5265.99 | 5263.3 | 5264.38 | 787.0 |
| 2024-01-25 01:05:00 | ES | Futures | 5264.38 | 5264.91 | 5263.84 | 5263.84 | 388.0 |
| 2024-01-25 01:10:00 | ES | Futures | 5263.57 | 5264.64 | 5263.03 | 5264.38 | 321.0 |
| 2024-01-25 01:15:00 | ES | Futures | 5264.64 | 5264.91 | 5264.38 | 5264.64 | 139.0 |
| 2024-01-25 01:20:00 | ES | Futures | 5264.64 | 5264.64 | 5263.3 | 5263.57 | 327.0 |
| 2024-01-25 01:25:00 | ES | Futures | 5263.84 | 5264.38 | 5263.03 | 5264.38 | 333.0 |
| 2024-01-25 01:30:00 | ES | Futures | 5264.38 | 5265.18 | 5264.38 | 5265.18 | 295.0 |
| 2024-01-25 01:35:00 | ES | Futures | 5265.18 | 5266.26 | 5265.18 | 5265.18 | 248.0 |
| 2024-01-25 01:40:00 | ES | Futures | 5265.18 | 5266.26 | 5264.64 | 5264.91 | 654.0 |
| 2024-01-25 01:45:00 | ES | Futures | 5264.64 | 5264.91 | 5263.03 | 5264.11 | 306.0 |
| 2024-01-25 01:50:00 | ES | Futures | 5264.11 | 5264.38 | 5262.76 | 5263.84 | 472.0 |
| 2024-01-25 01:55:00 | ES | Futures | 5263.84 | 5264.91 | 5263.57 | 5264.64 | 428.0 |
| 2024-01-25 02:00:00 | ES | Futures | 5264.91 | 5265.72 | 5263.84 | 5264.91 | 974.0 |
| 2024-01-25 02:05:00 | ES | Futures | 5264.64 | 5265.99 | 5264.38 | 5265.72 | 363.0 |
| 2024-01-25 02:10:00 | ES | Futures | 5265.45 | 5267.33 | 5265.45 | 5267.33 | 1081.0 |
| 2024-01-25 02:15:00 | ES | Futures | 5267.06 | 5269.48 | 5267.06 | 5268.14 | 1514.0 |
| 2024-01-25 02:20:00 | ES | Futures | 5268.14 | 5268.14 | 5266.26 | 5266.26 | 806.0 |
| 2024-01-25 02:25:00 | ES | Futures | 5266.26 | 5267.33 | 5265.99 | 5267.06 | 516.0 |
| 2024-01-25 02:30:00 | ES | Futures | 5267.06 | 5267.6 | 5266.26 | 5266.52 | 483.0 |
| 2024-01-25 02:35:00 | ES | Futures | 5266.52 | 5266.79 | 5265.99 | 5266.52 | 546.0 |
| 2024-01-25 02:40:00 | ES | Futures | 5266.52 | 5267.6 | 5265.99 | 5267.6 | 607.0 |
| 2024-01-25 02:45:00 | ES | Futures | 5267.6 | 5267.6 | 5265.99 | 5266.52 | 649.0 |
| 2024-01-25 02:50:00 | ES | Futures | 5266.79 | 5267.33 | 5266.26 | 5266.79 | 358.0 |
| 2024-01-25 02:55:00 | ES | Futures | 5266.79 | 5267.06 | 5264.64 | 5264.91 | 725.0 |
| 2024-01-25 03:00:00 | ES | Futures | 5264.91 | 5265.72 | 5262.76 | 5263.03 | 1998.0 |
| 2024-01-25 03:05:00 | ES | Futures | 5263.3 | 5265.99 | 5261.69 | 5265.99 | 2812.0 |
| 2024-01-25 03:10:00 | ES | Futures | 5265.72 | 5266.52 | 5263.57 | 5263.84 | 1543.0 |
| 2024-01-25 03:15:00 | ES | Futures | 5263.57 | 5265.18 | 5262.76 | 5263.03 | 1206.0 |
| 2024-01-25 03:20:00 | ES | Futures | 5263.03 | 5263.03 | 5261.42 | 5261.96 | 1130.0 |
| 2024-01-25 03:25:00 | ES | Futures | 5261.96 | 5265.18 | 5261.69 | 5264.11 | 1221.0 |
| 2024-01-25 03:30:00 | ES | Futures | 5264.38 | 5265.72 | 5263.84 | 5264.91 | 703.0 |
| 2024-01-25 03:35:00 | ES | Futures | 5264.64 | 5266.26 | 5264.11 | 5265.45 | 1379.0 |
| 2024-01-25 03:40:00 | ES | Futures | 5265.45 | 5266.26 | 5264.91 | 5265.72 | 955.0 |
| 2024-01-25 03:45:00 | ES | Futures | 5265.72 | 5267.87 | 5265.18 | 5265.99 | 2194.0 |
| 2024-01-25 03:50:00 | ES | Futures | 5265.99 | 5267.6 | 5265.45 | 5266.52 | 900.0 |
| 2024-01-25 03:55:00 | ES | Futures | 5266.52 | 5266.79 | 5265.45 | 5265.99 | 724.0 |
| 2024-01-25 04:00:00 | ES | Futures | 5265.99 | 5266.79 | 5264.64 | 5264.91 | 1402.0 |
| 2024-01-25 04:05:00 | ES | Futures | 5264.91 | 5265.72 | 5263.3 | 5264.38 | 1001.0 |
> showing 50 of 20,361 rows — these rows as CSV