PREVIEW / futures_5min / 2024-03-20
file: by_date/futures_5min/2024/2024-03-20.parquet size: 363 KB rows: 20,565
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-20 00:00:00 | ES | Futures | 5556.88 | 5556.88 | 5555.82 | 5556.35 | 140.0 |
| 2024-03-20 00:05:00 | ES | Futures | 5556.35 | 5556.35 | 5555.56 | 5556.09 | 69.0 |
| 2024-03-20 00:10:00 | ES | Futures | 5555.82 | 5556.35 | 5555.82 | 5556.35 | 57.0 |
| 2024-03-20 00:15:00 | ES | Futures | 5556.35 | 5556.88 | 5556.35 | 5556.62 | 84.0 |
| 2024-03-20 00:20:00 | ES | Futures | 5556.88 | 5556.88 | 5556.35 | 5556.62 | 45.0 |
| 2024-03-20 00:25:00 | ES | Futures | 5556.62 | 5557.15 | 5556.62 | 5556.88 | 127.0 |
| 2024-03-20 00:30:00 | ES | Futures | 5556.88 | 5557.95 | 5556.88 | 5557.95 | 313.0 |
| 2024-03-20 00:35:00 | ES | Futures | 5557.95 | 5558.21 | 5557.41 | 5557.68 | 175.0 |
| 2024-03-20 00:40:00 | ES | Futures | 5557.68 | 5557.95 | 5557.15 | 5557.15 | 152.0 |
| 2024-03-20 00:45:00 | ES | Futures | 5557.15 | 5557.41 | 5556.35 | 5556.35 | 147.0 |
| 2024-03-20 00:50:00 | ES | Futures | 5556.62 | 5556.88 | 5556.09 | 5556.09 | 151.0 |
| 2024-03-20 00:55:00 | ES | Futures | 5556.09 | 5556.09 | 5555.29 | 5555.29 | 161.0 |
| 2024-03-20 01:00:00 | ES | Futures | 5555.03 | 5555.29 | 5554.5 | 5555.03 | 385.0 |
| 2024-03-20 01:05:00 | ES | Futures | 5555.03 | 5556.09 | 5555.03 | 5555.56 | 173.0 |
| 2024-03-20 01:10:00 | ES | Futures | 5555.82 | 5555.82 | 5555.29 | 5555.82 | 87.0 |
| 2024-03-20 01:15:00 | ES | Futures | 5555.82 | 5555.82 | 5555.29 | 5555.56 | 115.0 |
| 2024-03-20 01:20:00 | ES | Futures | 5555.82 | 5556.09 | 5555.56 | 5555.56 | 133.0 |
| 2024-03-20 01:25:00 | ES | Futures | 5555.82 | 5556.09 | 5555.56 | 5555.82 | 172.0 |
| 2024-03-20 01:30:00 | ES | Futures | 5555.82 | 5555.82 | 5555.56 | 5555.82 | 90.0 |
| 2024-03-20 01:35:00 | ES | Futures | 5555.82 | 5557.41 | 5555.82 | 5557.15 | 150.0 |
| 2024-03-20 01:40:00 | ES | Futures | 5557.15 | 5557.68 | 5556.62 | 5557.41 | 301.0 |
| 2024-03-20 01:45:00 | ES | Futures | 5557.41 | 5557.95 | 5557.15 | 5557.15 | 163.0 |
| 2024-03-20 01:50:00 | ES | Futures | 5557.15 | 5557.15 | 5556.62 | 5556.88 | 133.0 |
| 2024-03-20 01:55:00 | ES | Futures | 5556.88 | 5556.88 | 5556.62 | 5556.88 | 55.0 |
| 2024-03-20 02:00:00 | ES | Futures | 5556.62 | 5557.15 | 5556.09 | 5556.09 | 377.0 |
| 2024-03-20 02:05:00 | ES | Futures | 5556.09 | 5556.88 | 5555.56 | 5555.82 | 206.0 |
| 2024-03-20 02:10:00 | ES | Futures | 5555.82 | 5557.15 | 5555.56 | 5557.15 | 143.0 |
| 2024-03-20 02:15:00 | ES | Futures | 5557.41 | 5557.41 | 5556.88 | 5556.88 | 138.0 |
| 2024-03-20 02:20:00 | ES | Futures | 5556.88 | 5558.48 | 5556.88 | 5557.68 | 733.0 |
| 2024-03-20 02:25:00 | ES | Futures | 5557.41 | 5557.68 | 5556.09 | 5556.35 | 234.0 |
| 2024-03-20 02:30:00 | ES | Futures | 5556.35 | 5556.35 | 5555.82 | 5556.35 | 216.0 |
| 2024-03-20 02:35:00 | ES | Futures | 5556.35 | 5556.62 | 5555.56 | 5556.62 | 281.0 |
| 2024-03-20 02:40:00 | ES | Futures | 5556.35 | 5556.62 | 5556.09 | 5556.09 | 118.0 |
| 2024-03-20 02:45:00 | ES | Futures | 5556.35 | 5556.88 | 5556.35 | 5556.62 | 115.0 |
| 2024-03-20 02:50:00 | ES | Futures | 5556.62 | 5557.41 | 5556.62 | 5556.88 | 166.0 |
| 2024-03-20 02:55:00 | ES | Futures | 5556.88 | 5557.41 | 5556.35 | 5557.15 | 277.0 |
| 2024-03-20 03:00:00 | ES | Futures | 5557.41 | 5559.54 | 5556.88 | 5558.74 | 882.0 |
| 2024-03-20 03:05:00 | ES | Futures | 5558.74 | 5560.6 | 5558.48 | 5560.33 | 862.0 |
| 2024-03-20 03:10:00 | ES | Futures | 5560.33 | 5561.92 | 5560.07 | 5560.86 | 1254.0 |
| 2024-03-20 03:15:00 | ES | Futures | 5560.86 | 5561.13 | 5560.07 | 5560.33 | 1270.0 |
| 2024-03-20 03:20:00 | ES | Futures | 5560.33 | 5561.66 | 5560.07 | 5560.86 | 437.0 |
| 2024-03-20 03:25:00 | ES | Futures | 5560.86 | 5561.39 | 5560.6 | 5561.39 | 320.0 |
| 2024-03-20 03:30:00 | ES | Futures | 5561.39 | 5562.19 | 5560.86 | 5561.39 | 545.0 |
| 2024-03-20 03:35:00 | ES | Futures | 5561.39 | 5561.39 | 5560.07 | 5560.33 | 579.0 |
| 2024-03-20 03:40:00 | ES | Futures | 5560.07 | 5560.86 | 5559.54 | 5560.86 | 697.0 |
| 2024-03-20 03:45:00 | ES | Futures | 5560.6 | 5561.13 | 5560.07 | 5560.33 | 342.0 |
| 2024-03-20 03:50:00 | ES | Futures | 5560.07 | 5560.6 | 5559.27 | 5559.8 | 443.0 |
| 2024-03-20 03:55:00 | ES | Futures | 5559.8 | 5559.8 | 5558.48 | 5558.74 | 903.0 |
| 2024-03-20 04:00:00 | ES | Futures | 5558.48 | 5559.27 | 5556.09 | 5557.95 | 1795.0 |
| 2024-03-20 04:05:00 | ES | Futures | 5557.68 | 5558.74 | 5556.88 | 5557.15 | 1212.0 |
> showing 50 of 20,565 rows — these rows as CSV