PREVIEW / futures_5min / 2024-03-11
file: by_date/futures_5min/2024/2024-03-11.parquet size: 308 KB rows: 18,292
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-11 00:00:00 | ES | Futures | 5499.93 | 5499.93 | 5497.51 | 5498.05 | 859.0 |
| 2024-03-11 00:05:00 | ES | Futures | 5497.78 | 5498.05 | 5496.71 | 5498.05 | 499.0 |
| 2024-03-11 00:10:00 | ES | Futures | 5497.78 | 5498.32 | 5497.78 | 5498.32 | 120.0 |
| 2024-03-11 00:15:00 | ES | Futures | 5498.32 | 5499.66 | 5498.32 | 5499.39 | 360.0 |
| 2024-03-11 00:20:00 | ES | Futures | 5499.12 | 5499.66 | 5498.05 | 5498.05 | 206.0 |
| 2024-03-11 00:25:00 | ES | Futures | 5498.32 | 5499.12 | 5498.05 | 5498.86 | 107.0 |
| 2024-03-11 00:30:00 | ES | Futures | 5498.59 | 5498.86 | 5497.24 | 5497.51 | 165.0 |
| 2024-03-11 00:35:00 | ES | Futures | 5497.51 | 5498.05 | 5497.51 | 5498.05 | 61.0 |
| 2024-03-11 00:40:00 | ES | Futures | 5498.05 | 5498.59 | 5497.78 | 5498.05 | 227.0 |
| 2024-03-11 00:45:00 | ES | Futures | 5498.05 | 5498.32 | 5497.24 | 5498.05 | 469.0 |
| 2024-03-11 00:50:00 | ES | Futures | 5498.05 | 5498.59 | 5497.51 | 5498.59 | 341.0 |
| 2024-03-11 00:55:00 | ES | Futures | 5498.32 | 5499.12 | 5498.32 | 5498.59 | 113.0 |
| 2024-03-11 01:00:00 | ES | Futures | 5498.59 | 5499.66 | 5498.59 | 5498.86 | 276.0 |
| 2024-03-11 01:05:00 | ES | Futures | 5498.86 | 5499.39 | 5497.24 | 5498.05 | 333.0 |
| 2024-03-11 01:10:00 | ES | Futures | 5498.05 | 5499.93 | 5497.78 | 5498.86 | 447.0 |
| 2024-03-11 01:15:00 | ES | Futures | 5498.86 | 5499.39 | 5498.32 | 5499.12 | 170.0 |
| 2024-03-11 01:20:00 | ES | Futures | 5499.12 | 5499.93 | 5498.86 | 5499.39 | 172.0 |
| 2024-03-11 01:25:00 | ES | Futures | 5499.39 | 5500.47 | 5499.12 | 5499.93 | 287.0 |
| 2024-03-11 01:30:00 | ES | Futures | 5499.93 | 5501.81 | 5499.66 | 5501.54 | 354.0 |
| 2024-03-11 01:35:00 | ES | Futures | 5501.54 | 5503.42 | 5501.27 | 5502.62 | 314.0 |
| 2024-03-11 01:40:00 | ES | Futures | 5502.88 | 5504.76 | 5502.88 | 5503.15 | 393.0 |
| 2024-03-11 01:45:00 | ES | Futures | 5503.15 | 5503.96 | 5502.35 | 5502.35 | 263.0 |
| 2024-03-11 01:50:00 | ES | Futures | 5502.35 | 5503.69 | 5502.08 | 5503.69 | 228.0 |
| 2024-03-11 01:55:00 | ES | Futures | 5503.42 | 5505.57 | 5503.15 | 5505.3 | 422.0 |
| 2024-03-11 02:00:00 | ES | Futures | 5505.57 | 5507.18 | 5505.03 | 5507.18 | 804.0 |
| 2024-03-11 02:05:00 | ES | Futures | 5507.18 | 5507.72 | 5506.11 | 5506.64 | 386.0 |
| 2024-03-11 02:10:00 | ES | Futures | 5506.91 | 5506.91 | 5505.57 | 5505.84 | 163.0 |
| 2024-03-11 02:15:00 | ES | Futures | 5505.84 | 5505.84 | 5505.03 | 5505.57 | 221.0 |
| 2024-03-11 02:20:00 | ES | Futures | 5505.57 | 5505.84 | 5504.5 | 5504.76 | 178.0 |
| 2024-03-11 02:25:00 | ES | Futures | 5504.76 | 5505.57 | 5504.5 | 5504.5 | 206.0 |
| 2024-03-11 02:30:00 | ES | Futures | 5504.5 | 5505.84 | 5503.42 | 5505.3 | 589.0 |
| 2024-03-11 02:35:00 | ES | Futures | 5505.03 | 5505.84 | 5504.76 | 5505.84 | 211.0 |
| 2024-03-11 02:40:00 | ES | Futures | 5505.84 | 5505.84 | 5504.23 | 5505.84 | 382.0 |
| 2024-03-11 02:45:00 | ES | Futures | 5505.57 | 5506.11 | 5505.3 | 5506.11 | 196.0 |
| 2024-03-11 02:50:00 | ES | Futures | 5506.38 | 5506.38 | 5505.84 | 5506.11 | 86.0 |
| 2024-03-11 02:55:00 | ES | Futures | 5506.38 | 5507.45 | 5506.38 | 5506.64 | 300.0 |
| 2024-03-11 03:00:00 | ES | Futures | 5506.64 | 5507.99 | 5506.64 | 5506.91 | 586.0 |
| 2024-03-11 03:05:00 | ES | Futures | 5506.91 | 5509.33 | 5506.38 | 5508.79 | 914.0 |
| 2024-03-11 03:10:00 | ES | Futures | 5508.52 | 5508.79 | 5506.64 | 5506.64 | 405.0 |
| 2024-03-11 03:15:00 | ES | Futures | 5506.64 | 5507.18 | 5504.5 | 5504.76 | 558.0 |
| 2024-03-11 03:20:00 | ES | Futures | 5504.5 | 5504.76 | 5500.47 | 5501.0 | 920.0 |
| 2024-03-11 03:25:00 | ES | Futures | 5501.27 | 5503.96 | 5500.47 | 5503.69 | 734.0 |
| 2024-03-11 03:30:00 | ES | Futures | 5503.69 | 5503.69 | 5501.81 | 5502.08 | 551.0 |
| 2024-03-11 03:35:00 | ES | Futures | 5502.08 | 5502.88 | 5501.0 | 5501.54 | 787.0 |
| 2024-03-11 03:40:00 | ES | Futures | 5501.27 | 5501.81 | 5500.74 | 5501.0 | 493.0 |
| 2024-03-11 03:45:00 | ES | Futures | 5501.0 | 5503.42 | 5499.93 | 5502.88 | 662.0 |
| 2024-03-11 03:50:00 | ES | Futures | 5502.88 | 5506.64 | 5502.88 | 5506.11 | 957.0 |
| 2024-03-11 03:55:00 | ES | Futures | 5506.11 | 5506.38 | 5503.15 | 5503.42 | 871.0 |
| 2024-03-11 04:00:00 | ES | Futures | 5503.15 | 5506.38 | 5498.32 | 5498.59 | 1958.0 |
| 2024-03-11 04:05:00 | ES | Futures | 5498.32 | 5501.81 | 5495.36 | 5497.51 | 4019.0 |
> showing 50 of 18,292 rows — these rows as CSV