PREVIEW / futures_5min / 2024-03-05
file: by_date/futures_5min/2024/2024-03-05.parquet size: 330 KB rows: 19,396
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-05 00:00:00 | ES | Futures | 5511.48 | 5511.48 | 5510.67 | 5510.67 | 205.0 |
| 2024-03-05 00:05:00 | ES | Futures | 5510.67 | 5510.67 | 5510.14 | 5510.14 | 419.0 |
| 2024-03-05 00:10:00 | ES | Futures | 5510.14 | 5510.67 | 5510.14 | 5510.4 | 181.0 |
| 2024-03-05 00:15:00 | ES | Futures | 5510.67 | 5510.67 | 5510.14 | 5510.14 | 348.0 |
| 2024-03-05 00:20:00 | ES | Futures | 5510.4 | 5510.67 | 5509.87 | 5509.87 | 392.0 |
| 2024-03-05 00:25:00 | ES | Futures | 5509.87 | 5509.87 | 5509.06 | 5509.33 | 671.0 |
| 2024-03-05 00:30:00 | ES | Futures | 5509.33 | 5509.6 | 5508.26 | 5508.52 | 865.0 |
| 2024-03-05 00:35:00 | ES | Futures | 5508.26 | 5509.06 | 5508.26 | 5508.79 | 502.0 |
| 2024-03-05 00:40:00 | ES | Futures | 5508.79 | 5508.79 | 5507.45 | 5507.45 | 606.0 |
| 2024-03-05 00:45:00 | ES | Futures | 5507.45 | 5507.99 | 5507.45 | 5507.72 | 460.0 |
| 2024-03-05 00:50:00 | ES | Futures | 5507.72 | 5507.72 | 5506.64 | 5506.64 | 781.0 |
| 2024-03-05 00:55:00 | ES | Futures | 5506.91 | 5508.52 | 5506.64 | 5507.72 | 736.0 |
| 2024-03-05 01:00:00 | ES | Futures | 5507.99 | 5509.33 | 5507.99 | 5508.79 | 807.0 |
| 2024-03-05 01:05:00 | ES | Futures | 5508.52 | 5508.79 | 5507.72 | 5507.99 | 613.0 |
| 2024-03-05 01:10:00 | ES | Futures | 5507.72 | 5508.26 | 5507.18 | 5507.45 | 616.0 |
| 2024-03-05 01:15:00 | ES | Futures | 5507.45 | 5508.26 | 5507.18 | 5507.45 | 857.0 |
| 2024-03-05 01:20:00 | ES | Futures | 5507.18 | 5507.45 | 5505.57 | 5505.84 | 1364.0 |
| 2024-03-05 01:25:00 | ES | Futures | 5506.11 | 5506.38 | 5505.3 | 5505.57 | 717.0 |
| 2024-03-05 01:30:00 | ES | Futures | 5505.84 | 5506.11 | 5504.76 | 5505.3 | 957.0 |
| 2024-03-05 01:35:00 | ES | Futures | 5505.3 | 5506.11 | 5504.76 | 5505.84 | 934.0 |
| 2024-03-05 01:40:00 | ES | Futures | 5505.57 | 5506.38 | 5505.3 | 5505.3 | 709.0 |
| 2024-03-05 01:45:00 | ES | Futures | 5505.57 | 5507.18 | 5505.3 | 5507.18 | 645.0 |
| 2024-03-05 01:50:00 | ES | Futures | 5507.18 | 5507.45 | 5506.38 | 5507.18 | 702.0 |
| 2024-03-05 01:55:00 | ES | Futures | 5506.91 | 5507.45 | 5506.91 | 5507.18 | 560.0 |
| 2024-03-05 02:00:00 | ES | Futures | 5507.45 | 5508.52 | 5506.91 | 5507.99 | 765.0 |
| 2024-03-05 02:05:00 | ES | Futures | 5507.99 | 5508.26 | 5506.91 | 5508.26 | 813.0 |
| 2024-03-05 02:10:00 | ES | Futures | 5508.26 | 5508.79 | 5506.64 | 5506.91 | 829.0 |
| 2024-03-05 02:15:00 | ES | Futures | 5506.64 | 5506.91 | 5505.3 | 5505.3 | 1031.0 |
| 2024-03-05 02:20:00 | ES | Futures | 5505.3 | 5506.11 | 5504.5 | 5504.76 | 1022.0 |
| 2024-03-05 02:25:00 | ES | Futures | 5504.5 | 5506.11 | 5504.23 | 5505.84 | 1010.0 |
| 2024-03-05 02:30:00 | ES | Futures | 5505.84 | 5506.11 | 5504.76 | 5505.3 | 723.0 |
| 2024-03-05 02:35:00 | ES | Futures | 5505.57 | 5505.57 | 5504.76 | 5505.3 | 779.0 |
| 2024-03-05 02:40:00 | ES | Futures | 5505.3 | 5506.64 | 5505.03 | 5506.38 | 661.0 |
| 2024-03-05 02:45:00 | ES | Futures | 5506.38 | 5506.91 | 5505.84 | 5506.91 | 555.0 |
| 2024-03-05 02:50:00 | ES | Futures | 5506.91 | 5507.99 | 5506.11 | 5507.72 | 759.0 |
| 2024-03-05 02:55:00 | ES | Futures | 5507.99 | 5508.79 | 5507.45 | 5508.26 | 1069.0 |
| 2024-03-05 03:00:00 | ES | Futures | 5508.26 | 5510.67 | 5508.26 | 5508.79 | 2353.0 |
| 2024-03-05 03:05:00 | ES | Futures | 5508.79 | 5509.33 | 5508.52 | 5509.06 | 1186.0 |
| 2024-03-05 03:10:00 | ES | Futures | 5509.06 | 5509.87 | 5507.72 | 5507.99 | 832.0 |
| 2024-03-05 03:15:00 | ES | Futures | 5507.99 | 5509.33 | 5507.72 | 5508.26 | 826.0 |
| 2024-03-05 03:20:00 | ES | Futures | 5508.26 | 5508.79 | 5506.11 | 5506.64 | 1480.0 |
| 2024-03-05 03:25:00 | ES | Futures | 5506.64 | 5507.99 | 5506.64 | 5507.45 | 849.0 |
| 2024-03-05 03:30:00 | ES | Futures | 5507.18 | 5508.52 | 5507.18 | 5507.99 | 976.0 |
| 2024-03-05 03:35:00 | ES | Futures | 5507.99 | 5508.26 | 5505.84 | 5505.84 | 1463.0 |
| 2024-03-05 03:40:00 | ES | Futures | 5505.57 | 5506.11 | 5503.42 | 5503.96 | 2273.0 |
| 2024-03-05 03:45:00 | ES | Futures | 5503.96 | 5506.64 | 5502.88 | 5506.11 | 2198.0 |
| 2024-03-05 03:50:00 | ES | Futures | 5506.11 | 5506.38 | 5504.23 | 5504.76 | 947.0 |
| 2024-03-05 03:55:00 | ES | Futures | 5504.76 | 5505.03 | 5501.27 | 5502.35 | 1733.0 |
| 2024-03-05 04:00:00 | ES | Futures | 5502.35 | 5503.69 | 5501.54 | 5503.69 | 2593.0 |
| 2024-03-05 04:05:00 | ES | Futures | 5503.69 | 5503.96 | 5502.08 | 5502.88 | 1433.0 |
> showing 50 of 19,396 rows — these rows as CSV