PREVIEW / futures_5min / 2024-03-15
file: by_date/futures_5min/2024/2024-03-15.parquet size: 279 KB rows: 16,060
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-15 00:00:00 | ES | Futures | 5535.93 | 5535.93 | 5534.33 | 5534.33 | 604.0 |
| 2024-03-15 00:05:00 | ES | Futures | 5534.33 | 5535.66 | 5534.33 | 5535.66 | 255.0 |
| 2024-03-15 00:10:00 | ES | Futures | 5535.66 | 5535.66 | 5535.13 | 5535.13 | 170.0 |
| 2024-03-15 00:15:00 | ES | Futures | 5534.86 | 5535.39 | 5533.8 | 5534.07 | 475.0 |
| 2024-03-15 00:20:00 | ES | Futures | 5534.07 | 5534.33 | 5533.01 | 5533.27 | 366.0 |
| 2024-03-15 00:25:00 | ES | Futures | 5533.27 | 5533.8 | 5533.01 | 5533.54 | 249.0 |
| 2024-03-15 00:30:00 | ES | Futures | 5533.54 | 5533.54 | 5532.48 | 5532.74 | 319.0 |
| 2024-03-15 00:35:00 | ES | Futures | 5532.48 | 5532.74 | 5530.88 | 5531.95 | 907.0 |
| 2024-03-15 00:40:00 | ES | Futures | 5531.68 | 5532.48 | 5531.42 | 5531.42 | 254.0 |
| 2024-03-15 00:45:00 | ES | Futures | 5531.42 | 5531.95 | 5531.15 | 5531.42 | 198.0 |
| 2024-03-15 00:50:00 | ES | Futures | 5531.42 | 5532.21 | 5531.15 | 5531.95 | 189.0 |
| 2024-03-15 00:55:00 | ES | Futures | 5531.95 | 5532.48 | 5531.68 | 5532.21 | 302.0 |
| 2024-03-15 01:00:00 | ES | Futures | 5531.95 | 5532.74 | 5531.95 | 5532.21 | 329.0 |
| 2024-03-15 01:05:00 | ES | Futures | 5532.21 | 5533.27 | 5531.95 | 5533.01 | 524.0 |
| 2024-03-15 01:10:00 | ES | Futures | 5533.01 | 5533.54 | 5531.68 | 5531.95 | 277.0 |
| 2024-03-15 01:15:00 | ES | Futures | 5532.21 | 5532.74 | 5530.62 | 5532.74 | 823.0 |
| 2024-03-15 01:20:00 | ES | Futures | 5532.48 | 5533.01 | 5532.48 | 5532.48 | 253.0 |
| 2024-03-15 01:25:00 | ES | Futures | 5532.48 | 5532.74 | 5531.95 | 5532.74 | 210.0 |
| 2024-03-15 01:30:00 | ES | Futures | 5532.48 | 5532.48 | 5531.15 | 5531.42 | 198.0 |
| 2024-03-15 01:35:00 | ES | Futures | 5531.15 | 5531.68 | 5530.88 | 5530.88 | 512.0 |
| 2024-03-15 01:40:00 | ES | Futures | 5530.88 | 5531.42 | 5528.76 | 5528.76 | 694.0 |
| 2024-03-15 01:45:00 | ES | Futures | 5529.03 | 5530.88 | 5528.76 | 5530.88 | 738.0 |
| 2024-03-15 01:50:00 | ES | Futures | 5530.88 | 5532.48 | 5530.62 | 5532.21 | 397.0 |
| 2024-03-15 01:55:00 | ES | Futures | 5532.21 | 5532.48 | 5530.88 | 5531.15 | 397.0 |
| 2024-03-15 02:00:00 | ES | Futures | 5530.88 | 5531.15 | 5530.09 | 5530.62 | 540.0 |
| 2024-03-15 02:05:00 | ES | Futures | 5530.62 | 5531.68 | 5530.35 | 5531.15 | 484.0 |
| 2024-03-15 02:10:00 | ES | Futures | 5531.15 | 5531.42 | 5530.35 | 5531.15 | 425.0 |
| 2024-03-15 02:15:00 | ES | Futures | 5531.15 | 5533.27 | 5530.88 | 5533.27 | 564.0 |
| 2024-03-15 02:20:00 | ES | Futures | 5533.01 | 5533.01 | 5531.95 | 5532.48 | 246.0 |
| 2024-03-15 02:25:00 | ES | Futures | 5532.48 | 5532.48 | 5530.62 | 5530.88 | 272.0 |
| 2024-03-15 02:30:00 | ES | Futures | 5530.88 | 5530.88 | 5530.35 | 5530.62 | 315.0 |
| 2024-03-15 02:35:00 | ES | Futures | 5530.62 | 5531.15 | 5530.09 | 5530.62 | 286.0 |
| 2024-03-15 02:40:00 | ES | Futures | 5530.62 | 5531.15 | 5530.35 | 5531.15 | 218.0 |
| 2024-03-15 02:45:00 | ES | Futures | 5531.15 | 5531.95 | 5530.88 | 5531.42 | 393.0 |
| 2024-03-15 02:50:00 | ES | Futures | 5531.15 | 5531.68 | 5529.56 | 5529.82 | 340.0 |
| 2024-03-15 02:55:00 | ES | Futures | 5529.56 | 5530.88 | 5529.03 | 5530.62 | 542.0 |
| 2024-03-15 03:00:00 | ES | Futures | 5530.62 | 5532.74 | 5529.56 | 5532.48 | 1063.0 |
| 2024-03-15 03:05:00 | ES | Futures | 5532.21 | 5534.07 | 5531.42 | 5532.74 | 910.0 |
| 2024-03-15 03:10:00 | ES | Futures | 5532.74 | 5534.07 | 5532.48 | 5533.54 | 345.0 |
| 2024-03-15 03:15:00 | ES | Futures | 5533.54 | 5534.86 | 5532.48 | 5534.86 | 698.0 |
| 2024-03-15 03:20:00 | ES | Futures | 5534.86 | 5535.66 | 5534.07 | 5535.13 | 742.0 |
| 2024-03-15 03:25:00 | ES | Futures | 5534.86 | 5536.19 | 5534.6 | 5536.19 | 420.0 |
| 2024-03-15 03:30:00 | ES | Futures | 5535.93 | 5536.46 | 5534.86 | 5536.19 | 554.0 |
| 2024-03-15 03:35:00 | ES | Futures | 5536.19 | 5536.99 | 5534.6 | 5536.46 | 866.0 |
| 2024-03-15 03:40:00 | ES | Futures | 5536.19 | 5536.46 | 5535.66 | 5536.19 | 245.0 |
| 2024-03-15 03:45:00 | ES | Futures | 5536.19 | 5536.46 | 5534.33 | 5534.86 | 445.0 |
| 2024-03-15 03:50:00 | ES | Futures | 5534.86 | 5535.13 | 5533.27 | 5533.54 | 396.0 |
| 2024-03-15 03:55:00 | ES | Futures | 5533.27 | 5533.27 | 5530.35 | 5530.62 | 944.0 |
| 2024-03-15 04:00:00 | ES | Futures | 5530.62 | 5534.07 | 5530.35 | 5533.8 | 2433.0 |
| 2024-03-15 04:05:00 | ES | Futures | 5533.8 | 5537.25 | 5533.54 | 5536.46 | 1663.0 |
> showing 50 of 16,060 rows — these rows as CSV