PREVIEW / futures_5min / 2024-03-17
file: by_date/futures_5min/2024/2024-03-17.parquet size: 78 KB rows: 3,991
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-17 18:00:00 | ES | Futures | 5503.03 | 5503.82 | 5499.58 | 5501.97 | 1190.0 |
| 2024-03-17 18:05:00 | ES | Futures | 5501.97 | 5506.74 | 5501.17 | 5505.95 | 1028.0 |
| 2024-03-17 18:10:00 | ES | Futures | 5505.68 | 5507.54 | 5505.42 | 5507.01 | 571.0 |
| 2024-03-17 18:15:00 | ES | Futures | 5507.01 | 5507.54 | 5506.21 | 5506.74 | 378.0 |
| 2024-03-17 18:20:00 | ES | Futures | 5506.48 | 5509.13 | 5506.21 | 5508.87 | 797.0 |
| 2024-03-17 18:25:00 | ES | Futures | 5508.87 | 5508.87 | 5507.54 | 5508.33 | 313.0 |
| 2024-03-17 18:30:00 | ES | Futures | 5508.33 | 5508.6 | 5506.48 | 5507.01 | 306.0 |
| 2024-03-17 18:35:00 | ES | Futures | 5507.01 | 5507.8 | 5505.68 | 5507.54 | 365.0 |
| 2024-03-17 18:40:00 | ES | Futures | 5507.54 | 5507.8 | 5506.21 | 5506.21 | 161.0 |
| 2024-03-17 18:45:00 | ES | Futures | 5506.48 | 5507.54 | 5506.48 | 5507.01 | 165.0 |
| 2024-03-17 18:50:00 | ES | Futures | 5507.01 | 5507.01 | 5504.09 | 5504.62 | 996.0 |
| 2024-03-17 18:55:00 | ES | Futures | 5504.62 | 5504.62 | 5502.5 | 5502.5 | 554.0 |
| 2024-03-17 19:00:00 | ES | Futures | 5502.76 | 5503.82 | 5501.17 | 5501.44 | 524.0 |
| 2024-03-17 19:05:00 | ES | Futures | 5501.7 | 5503.03 | 5500.64 | 5501.17 | 604.0 |
| 2024-03-17 19:10:00 | ES | Futures | 5501.44 | 5501.7 | 5500.11 | 5500.64 | 576.0 |
| 2024-03-17 19:15:00 | ES | Futures | 5500.91 | 5502.76 | 5500.91 | 5502.5 | 669.0 |
| 2024-03-17 19:20:00 | ES | Futures | 5502.5 | 5502.76 | 5501.97 | 5502.5 | 226.0 |
| 2024-03-17 19:25:00 | ES | Futures | 5502.5 | 5503.56 | 5502.23 | 5502.5 | 642.0 |
| 2024-03-17 19:30:00 | ES | Futures | 5502.5 | 5504.09 | 5502.5 | 5503.03 | 270.0 |
| 2024-03-17 19:35:00 | ES | Futures | 5503.03 | 5504.36 | 5503.03 | 5503.56 | 228.0 |
| 2024-03-17 19:40:00 | ES | Futures | 5503.29 | 5503.29 | 5502.23 | 5502.76 | 253.0 |
| 2024-03-17 19:45:00 | ES | Futures | 5502.76 | 5503.82 | 5502.23 | 5503.82 | 245.0 |
| 2024-03-17 19:50:00 | ES | Futures | 5503.56 | 5504.62 | 5502.76 | 5502.76 | 627.0 |
| 2024-03-17 19:55:00 | ES | Futures | 5502.76 | 5503.29 | 5502.76 | 5503.03 | 274.0 |
| 2024-03-17 20:00:00 | ES | Futures | 5503.03 | 5503.29 | 5501.17 | 5501.17 | 1122.0 |
| 2024-03-17 20:05:00 | ES | Futures | 5501.17 | 5501.17 | 5498.78 | 5499.58 | 1127.0 |
| 2024-03-17 20:10:00 | ES | Futures | 5499.58 | 5502.23 | 5499.58 | 5502.23 | 666.0 |
| 2024-03-17 20:15:00 | ES | Futures | 5502.23 | 5502.23 | 5501.44 | 5501.97 | 356.0 |
| 2024-03-17 20:20:00 | ES | Futures | 5501.97 | 5502.23 | 5500.38 | 5500.38 | 594.0 |
| 2024-03-17 20:25:00 | ES | Futures | 5500.64 | 5502.5 | 5500.38 | 5501.17 | 439.0 |
| 2024-03-17 20:30:00 | ES | Futures | 5501.44 | 5501.97 | 5500.38 | 5501.44 | 375.0 |
| 2024-03-17 20:35:00 | ES | Futures | 5501.7 | 5501.97 | 5501.17 | 5501.44 | 263.0 |
| 2024-03-17 20:40:00 | ES | Futures | 5501.44 | 5503.03 | 5501.44 | 5502.76 | 426.0 |
| 2024-03-17 20:45:00 | ES | Futures | 5503.03 | 5503.56 | 5501.97 | 5503.29 | 568.0 |
| 2024-03-17 20:50:00 | ES | Futures | 5503.29 | 5503.56 | 5502.76 | 5502.76 | 276.0 |
| 2024-03-17 20:55:00 | ES | Futures | 5502.76 | 5504.36 | 5502.76 | 5503.56 | 433.0 |
| 2024-03-17 21:00:00 | ES | Futures | 5503.56 | 5504.36 | 5503.29 | 5503.29 | 347.0 |
| 2024-03-17 21:05:00 | ES | Futures | 5503.56 | 5505.42 | 5503.56 | 5504.62 | 587.0 |
| 2024-03-17 21:10:00 | ES | Futures | 5504.62 | 5506.21 | 5504.62 | 5505.68 | 817.0 |
| 2024-03-17 21:15:00 | ES | Futures | 5505.68 | 5505.68 | 5503.82 | 5503.82 | 425.0 |
| 2024-03-17 21:20:00 | ES | Futures | 5503.82 | 5504.36 | 5502.76 | 5504.09 | 578.0 |
| 2024-03-17 21:25:00 | ES | Futures | 5504.36 | 5504.89 | 5503.03 | 5503.82 | 390.0 |
| 2024-03-17 21:30:00 | ES | Futures | 5504.09 | 5505.68 | 5504.09 | 5505.15 | 522.0 |
| 2024-03-17 21:35:00 | ES | Futures | 5505.42 | 5506.74 | 5505.15 | 5506.21 | 695.0 |
| 2024-03-17 21:40:00 | ES | Futures | 5505.95 | 5506.74 | 5505.95 | 5505.95 | 292.0 |
| 2024-03-17 21:45:00 | ES | Futures | 5505.95 | 5507.01 | 5505.95 | 5507.01 | 408.0 |
| 2024-03-17 21:50:00 | ES | Futures | 5506.74 | 5507.8 | 5506.21 | 5507.54 | 593.0 |
| 2024-03-17 21:55:00 | ES | Futures | 5507.54 | 5508.6 | 5507.27 | 5507.8 | 1023.0 |
| 2024-03-17 22:00:00 | ES | Futures | 5507.8 | 5508.6 | 5507.54 | 5507.54 | 613.0 |
| 2024-03-17 22:05:00 | ES | Futures | 5507.54 | 5508.07 | 5507.01 | 5507.8 | 392.0 |
> showing 50 of 3,991 rows — these rows as CSV