PREVIEW / futures_5min / 2024-03-21
file: by_date/futures_5min/2024/2024-03-21.parquet size: 353 KB rows: 20,238
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-21 00:00:00 | ES | Futures | 5631.17 | 5631.43 | 5630.64 | 5631.17 | 327.0 |
| 2024-03-21 00:05:00 | ES | Futures | 5631.17 | 5631.17 | 5630.64 | 5630.9 | 187.0 |
| 2024-03-21 00:10:00 | ES | Futures | 5630.9 | 5631.96 | 5630.9 | 5631.7 | 447.0 |
| 2024-03-21 00:15:00 | ES | Futures | 5631.43 | 5631.96 | 5631.17 | 5631.7 | 201.0 |
| 2024-03-21 00:20:00 | ES | Futures | 5631.7 | 5632.23 | 5631.43 | 5631.7 | 394.0 |
| 2024-03-21 00:25:00 | ES | Futures | 5631.7 | 5632.23 | 5631.43 | 5632.23 | 211.0 |
| 2024-03-21 00:30:00 | ES | Futures | 5631.96 | 5633.55 | 5631.7 | 5633.02 | 1040.0 |
| 2024-03-21 00:35:00 | ES | Futures | 5633.02 | 5633.29 | 5632.23 | 5632.49 | 399.0 |
| 2024-03-21 00:40:00 | ES | Futures | 5632.23 | 5632.76 | 5631.96 | 5632.23 | 356.0 |
| 2024-03-21 00:45:00 | ES | Futures | 5632.49 | 5633.55 | 5632.49 | 5633.29 | 264.0 |
| 2024-03-21 00:50:00 | ES | Futures | 5633.29 | 5633.55 | 5632.76 | 5633.02 | 268.0 |
| 2024-03-21 00:55:00 | ES | Futures | 5632.76 | 5633.55 | 5632.76 | 5633.55 | 538.0 |
| 2024-03-21 01:00:00 | ES | Futures | 5633.55 | 5633.82 | 5632.23 | 5632.49 | 558.0 |
| 2024-03-21 01:05:00 | ES | Futures | 5632.23 | 5633.82 | 5632.23 | 5633.55 | 324.0 |
| 2024-03-21 01:10:00 | ES | Futures | 5633.55 | 5633.55 | 5632.76 | 5633.55 | 279.0 |
| 2024-03-21 01:15:00 | ES | Futures | 5633.55 | 5633.82 | 5633.02 | 5633.29 | 226.0 |
| 2024-03-21 01:20:00 | ES | Futures | 5633.02 | 5633.55 | 5632.76 | 5633.29 | 221.0 |
| 2024-03-21 01:25:00 | ES | Futures | 5633.02 | 5633.55 | 5632.49 | 5632.76 | 314.0 |
| 2024-03-21 01:30:00 | ES | Futures | 5632.76 | 5633.82 | 5632.23 | 5633.55 | 429.0 |
| 2024-03-21 01:35:00 | ES | Futures | 5633.29 | 5634.35 | 5633.29 | 5634.08 | 764.0 |
| 2024-03-21 01:40:00 | ES | Futures | 5633.82 | 5634.08 | 5633.29 | 5633.55 | 316.0 |
| 2024-03-21 01:45:00 | ES | Futures | 5633.55 | 5634.35 | 5633.29 | 5633.55 | 479.0 |
| 2024-03-21 01:50:00 | ES | Futures | 5633.55 | 5634.35 | 5633.55 | 5633.82 | 177.0 |
| 2024-03-21 01:55:00 | ES | Futures | 5633.82 | 5634.88 | 5633.55 | 5633.82 | 535.0 |
| 2024-03-21 02:00:00 | ES | Futures | 5634.08 | 5634.35 | 5633.02 | 5633.02 | 571.0 |
| 2024-03-21 02:05:00 | ES | Futures | 5633.02 | 5634.62 | 5632.76 | 5634.62 | 472.0 |
| 2024-03-21 02:10:00 | ES | Futures | 5634.62 | 5635.15 | 5634.08 | 5634.88 | 525.0 |
| 2024-03-21 02:15:00 | ES | Futures | 5634.62 | 5634.88 | 5634.35 | 5634.62 | 391.0 |
| 2024-03-21 02:20:00 | ES | Futures | 5634.88 | 5635.15 | 5634.35 | 5634.62 | 249.0 |
| 2024-03-21 02:25:00 | ES | Futures | 5634.62 | 5635.15 | 5634.35 | 5634.88 | 951.0 |
| 2024-03-21 02:30:00 | ES | Futures | 5634.88 | 5635.15 | 5634.08 | 5634.35 | 775.0 |
| 2024-03-21 02:35:00 | ES | Futures | 5634.35 | 5635.15 | 5634.08 | 5634.35 | 517.0 |
| 2024-03-21 02:40:00 | ES | Futures | 5634.35 | 5635.15 | 5634.08 | 5634.08 | 473.0 |
| 2024-03-21 02:45:00 | ES | Futures | 5634.08 | 5634.35 | 5633.55 | 5634.35 | 460.0 |
| 2024-03-21 02:50:00 | ES | Futures | 5634.08 | 5634.62 | 5633.02 | 5634.62 | 956.0 |
| 2024-03-21 02:55:00 | ES | Futures | 5634.62 | 5635.41 | 5634.08 | 5635.15 | 679.0 |
| 2024-03-21 03:00:00 | ES | Futures | 5635.15 | 5636.21 | 5634.08 | 5635.94 | 1573.0 |
| 2024-03-21 03:05:00 | ES | Futures | 5636.21 | 5636.21 | 5635.15 | 5635.94 | 577.0 |
| 2024-03-21 03:10:00 | ES | Futures | 5635.68 | 5635.94 | 5634.35 | 5634.62 | 581.0 |
| 2024-03-21 03:15:00 | ES | Futures | 5634.62 | 5636.21 | 5634.62 | 5635.41 | 837.0 |
| 2024-03-21 03:20:00 | ES | Futures | 5635.68 | 5637.8 | 5635.68 | 5637.27 | 1096.0 |
| 2024-03-21 03:25:00 | ES | Futures | 5637.27 | 5637.53 | 5636.47 | 5637.0 | 667.0 |
| 2024-03-21 03:30:00 | ES | Futures | 5636.74 | 5637.0 | 5635.94 | 5636.21 | 622.0 |
| 2024-03-21 03:35:00 | ES | Futures | 5636.21 | 5638.33 | 5636.21 | 5638.06 | 1467.0 |
| 2024-03-21 03:40:00 | ES | Futures | 5637.8 | 5639.66 | 5637.27 | 5639.39 | 1267.0 |
| 2024-03-21 03:45:00 | ES | Futures | 5639.39 | 5639.39 | 5638.06 | 5638.86 | 869.0 |
| 2024-03-21 03:50:00 | ES | Futures | 5638.86 | 5640.45 | 5638.59 | 5639.92 | 1334.0 |
| 2024-03-21 03:55:00 | ES | Futures | 5640.19 | 5640.98 | 5639.92 | 5640.72 | 1783.0 |
| 2024-03-21 04:00:00 | ES | Futures | 5640.98 | 5640.98 | 5638.06 | 5639.66 | 3704.0 |
| 2024-03-21 04:05:00 | ES | Futures | 5639.66 | 5640.19 | 5637.27 | 5639.92 | 1897.0 |
> showing 50 of 20,238 rows — these rows as CSV