PREVIEW / futures_5min / 2024-02-15
file: by_date/futures_5min/2024/2024-02-15.parquet size: 342 KB rows: 20,396
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 |
|---|---|---|---|---|---|---|---|
| 2024-02-15 00:00:00 | ES | Futures | 5390.61 | 5391.42 | 5390.61 | 5391.15 | 382.0 |
| 2024-02-15 00:05:00 | ES | Futures | 5391.42 | 5391.42 | 5390.61 | 5390.61 | 234.0 |
| 2024-02-15 00:10:00 | ES | Futures | 5390.61 | 5390.61 | 5390.08 | 5390.08 | 135.0 |
| 2024-02-15 00:15:00 | ES | Futures | 5390.08 | 5390.88 | 5389.81 | 5390.88 | 231.0 |
| 2024-02-15 00:20:00 | ES | Futures | 5390.88 | 5391.69 | 5390.88 | 5391.69 | 231.0 |
| 2024-02-15 00:25:00 | ES | Futures | 5391.42 | 5392.49 | 5391.42 | 5392.22 | 685.0 |
| 2024-02-15 00:30:00 | ES | Futures | 5392.49 | 5392.49 | 5391.15 | 5391.15 | 584.0 |
| 2024-02-15 00:35:00 | ES | Futures | 5391.15 | 5391.42 | 5390.88 | 5390.88 | 148.0 |
| 2024-02-15 00:40:00 | ES | Futures | 5390.88 | 5391.69 | 5390.88 | 5391.69 | 188.0 |
| 2024-02-15 00:45:00 | ES | Futures | 5391.69 | 5391.69 | 5390.61 | 5390.61 | 344.0 |
| 2024-02-15 00:50:00 | ES | Futures | 5390.88 | 5391.15 | 5390.61 | 5391.15 | 102.0 |
| 2024-02-15 00:55:00 | ES | Futures | 5391.15 | 5391.69 | 5390.61 | 5391.15 | 385.0 |
| 2024-02-15 01:00:00 | ES | Futures | 5391.15 | 5391.42 | 5389.81 | 5390.08 | 634.0 |
| 2024-02-15 01:05:00 | ES | Futures | 5390.08 | 5390.61 | 5389.27 | 5390.34 | 384.0 |
| 2024-02-15 01:10:00 | ES | Futures | 5390.34 | 5390.88 | 5390.08 | 5390.88 | 271.0 |
| 2024-02-15 01:15:00 | ES | Futures | 5391.15 | 5391.96 | 5390.88 | 5391.69 | 245.0 |
| 2024-02-15 01:20:00 | ES | Futures | 5391.96 | 5392.22 | 5391.42 | 5391.69 | 233.0 |
| 2024-02-15 01:25:00 | ES | Futures | 5391.69 | 5391.69 | 5391.15 | 5391.15 | 163.0 |
| 2024-02-15 01:30:00 | ES | Futures | 5391.15 | 5392.22 | 5390.88 | 5392.22 | 234.0 |
| 2024-02-15 01:35:00 | ES | Futures | 5392.22 | 5392.76 | 5391.96 | 5392.22 | 380.0 |
| 2024-02-15 01:40:00 | ES | Futures | 5392.22 | 5395.18 | 5392.22 | 5394.11 | 1032.0 |
| 2024-02-15 01:45:00 | ES | Futures | 5393.84 | 5396.52 | 5393.57 | 5396.25 | 1230.0 |
| 2024-02-15 01:50:00 | ES | Futures | 5396.25 | 5397.06 | 5395.45 | 5395.45 | 1096.0 |
| 2024-02-15 01:55:00 | ES | Futures | 5395.45 | 5397.06 | 5395.18 | 5396.52 | 937.0 |
| 2024-02-15 02:00:00 | ES | Futures | 5396.52 | 5397.33 | 5395.18 | 5397.33 | 1108.0 |
| 2024-02-15 02:05:00 | ES | Futures | 5397.06 | 5397.6 | 5396.25 | 5397.06 | 773.0 |
| 2024-02-15 02:10:00 | ES | Futures | 5397.33 | 5399.48 | 5397.06 | 5398.4 | 1396.0 |
| 2024-02-15 02:15:00 | ES | Futures | 5398.67 | 5399.48 | 5398.4 | 5399.21 | 735.0 |
| 2024-02-15 02:20:00 | ES | Futures | 5398.94 | 5400.55 | 5398.94 | 5400.28 | 1288.0 |
| 2024-02-15 02:25:00 | ES | Futures | 5400.01 | 5400.82 | 5399.75 | 5400.82 | 706.0 |
| 2024-02-15 02:30:00 | ES | Futures | 5400.82 | 5401.09 | 5400.28 | 5400.28 | 898.0 |
| 2024-02-15 02:35:00 | ES | Futures | 5400.55 | 5401.09 | 5399.21 | 5399.21 | 613.0 |
| 2024-02-15 02:40:00 | ES | Futures | 5399.21 | 5400.28 | 5398.94 | 5400.01 | 608.0 |
| 2024-02-15 02:45:00 | ES | Futures | 5399.75 | 5400.28 | 5399.21 | 5399.48 | 372.0 |
| 2024-02-15 02:50:00 | ES | Futures | 5399.48 | 5399.75 | 5399.21 | 5399.75 | 429.0 |
| 2024-02-15 02:55:00 | ES | Futures | 5399.75 | 5399.75 | 5397.33 | 5397.6 | 810.0 |
| 2024-02-15 03:00:00 | ES | Futures | 5397.6 | 5399.75 | 5397.33 | 5398.67 | 1718.0 |
| 2024-02-15 03:05:00 | ES | Futures | 5398.67 | 5400.82 | 5398.67 | 5400.55 | 1042.0 |
| 2024-02-15 03:10:00 | ES | Futures | 5400.55 | 5401.36 | 5399.75 | 5401.09 | 1310.0 |
| 2024-02-15 03:15:00 | ES | Futures | 5401.09 | 5402.97 | 5400.82 | 5400.82 | 1768.0 |
| 2024-02-15 03:20:00 | ES | Futures | 5401.09 | 5401.89 | 5400.28 | 5401.36 | 1273.0 |
| 2024-02-15 03:25:00 | ES | Futures | 5401.63 | 5403.24 | 5401.36 | 5402.7 | 1394.0 |
| 2024-02-15 03:30:00 | ES | Futures | 5402.7 | 5403.51 | 5401.36 | 5401.89 | 2122.0 |
| 2024-02-15 03:35:00 | ES | Futures | 5401.89 | 5401.89 | 5400.28 | 5401.36 | 1313.0 |
| 2024-02-15 03:40:00 | ES | Futures | 5401.36 | 5401.89 | 5400.82 | 5401.36 | 818.0 |
| 2024-02-15 03:45:00 | ES | Futures | 5401.36 | 5402.97 | 5401.36 | 5402.97 | 729.0 |
| 2024-02-15 03:50:00 | ES | Futures | 5402.7 | 5402.7 | 5401.09 | 5401.63 | 1033.0 |
| 2024-02-15 03:55:00 | ES | Futures | 5401.63 | 5403.24 | 5401.63 | 5402.97 | 674.0 |
| 2024-02-15 04:00:00 | ES | Futures | 5402.97 | 5402.97 | 5400.82 | 5401.63 | 1051.0 |
| 2024-02-15 04:05:00 | ES | Futures | 5401.63 | 5401.63 | 5399.21 | 5399.75 | 1281.0 |
> showing 50 of 20,396 rows — these rows as CSV