PREVIEW / futures_5min / 2024-03-22
file: by_date/futures_5min/2024/2024-03-22.parquet size: 285 KB rows: 16,435
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-22 00:00:00 | ES | Futures | 5627.45 | 5628.25 | 5627.45 | 5627.98 | 435.0 |
| 2024-03-22 00:05:00 | ES | Futures | 5627.98 | 5629.57 | 5627.98 | 5629.04 | 1016.0 |
| 2024-03-22 00:10:00 | ES | Futures | 5629.31 | 5630.64 | 5629.31 | 5630.64 | 524.0 |
| 2024-03-22 00:15:00 | ES | Futures | 5630.37 | 5630.9 | 5629.57 | 5629.84 | 342.0 |
| 2024-03-22 00:20:00 | ES | Futures | 5629.57 | 5630.64 | 5629.57 | 5630.11 | 307.0 |
| 2024-03-22 00:25:00 | ES | Futures | 5630.37 | 5630.37 | 5629.57 | 5629.84 | 228.0 |
| 2024-03-22 00:30:00 | ES | Futures | 5629.84 | 5630.9 | 5629.84 | 5630.9 | 243.0 |
| 2024-03-22 00:35:00 | ES | Futures | 5630.9 | 5631.17 | 5630.37 | 5630.9 | 149.0 |
| 2024-03-22 00:40:00 | ES | Futures | 5630.64 | 5630.64 | 5629.84 | 5630.64 | 187.0 |
| 2024-03-22 00:45:00 | ES | Futures | 5630.37 | 5630.9 | 5629.57 | 5629.84 | 233.0 |
| 2024-03-22 00:50:00 | ES | Futures | 5630.11 | 5630.9 | 5629.84 | 5630.64 | 206.0 |
| 2024-03-22 00:55:00 | ES | Futures | 5630.64 | 5630.64 | 5629.84 | 5630.37 | 170.0 |
| 2024-03-22 01:00:00 | ES | Futures | 5630.37 | 5630.9 | 5629.84 | 5630.64 | 300.0 |
| 2024-03-22 01:05:00 | ES | Futures | 5630.9 | 5631.17 | 5630.11 | 5630.64 | 308.0 |
| 2024-03-22 01:10:00 | ES | Futures | 5630.64 | 5631.17 | 5630.37 | 5630.9 | 291.0 |
| 2024-03-22 01:15:00 | ES | Futures | 5630.9 | 5632.23 | 5630.64 | 5631.7 | 542.0 |
| 2024-03-22 01:20:00 | ES | Futures | 5631.43 | 5631.43 | 5629.57 | 5630.11 | 530.0 |
| 2024-03-22 01:25:00 | ES | Futures | 5630.11 | 5631.17 | 5630.11 | 5630.9 | 670.0 |
| 2024-03-22 01:30:00 | ES | Futures | 5630.64 | 5631.17 | 5630.11 | 5631.17 | 499.0 |
| 2024-03-22 01:35:00 | ES | Futures | 5630.9 | 5631.17 | 5630.11 | 5631.17 | 191.0 |
| 2024-03-22 01:40:00 | ES | Futures | 5630.9 | 5631.43 | 5630.64 | 5630.9 | 187.0 |
| 2024-03-22 01:45:00 | ES | Futures | 5630.9 | 5631.7 | 5630.64 | 5631.7 | 242.0 |
| 2024-03-22 01:50:00 | ES | Futures | 5631.43 | 5631.7 | 5630.9 | 5630.9 | 146.0 |
| 2024-03-22 01:55:00 | ES | Futures | 5630.9 | 5631.17 | 5630.11 | 5630.37 | 268.0 |
| 2024-03-22 02:00:00 | ES | Futures | 5630.64 | 5630.9 | 5630.11 | 5630.64 | 525.0 |
| 2024-03-22 02:05:00 | ES | Futures | 5630.64 | 5631.43 | 5630.37 | 5630.37 | 185.0 |
| 2024-03-22 02:10:00 | ES | Futures | 5630.37 | 5632.49 | 5630.37 | 5632.23 | 569.0 |
| 2024-03-22 02:15:00 | ES | Futures | 5632.23 | 5632.23 | 5631.43 | 5631.7 | 297.0 |
| 2024-03-22 02:20:00 | ES | Futures | 5631.7 | 5631.96 | 5630.9 | 5631.7 | 191.0 |
| 2024-03-22 02:25:00 | ES | Futures | 5631.43 | 5631.96 | 5630.37 | 5630.64 | 503.0 |
| 2024-03-22 02:30:00 | ES | Futures | 5630.64 | 5630.9 | 5629.31 | 5629.31 | 455.0 |
| 2024-03-22 02:35:00 | ES | Futures | 5629.31 | 5629.84 | 5629.04 | 5629.57 | 443.0 |
| 2024-03-22 02:40:00 | ES | Futures | 5629.57 | 5630.11 | 5629.04 | 5629.31 | 277.0 |
| 2024-03-22 02:45:00 | ES | Futures | 5629.04 | 5630.11 | 5629.04 | 5629.84 | 302.0 |
| 2024-03-22 02:50:00 | ES | Futures | 5629.84 | 5629.84 | 5628.78 | 5629.31 | 335.0 |
| 2024-03-22 02:55:00 | ES | Futures | 5629.31 | 5630.11 | 5629.31 | 5629.57 | 432.0 |
| 2024-03-22 03:00:00 | ES | Futures | 5629.31 | 5629.84 | 5626.13 | 5627.45 | 1141.0 |
| 2024-03-22 03:05:00 | ES | Futures | 5627.45 | 5628.51 | 5627.19 | 5627.19 | 495.0 |
| 2024-03-22 03:10:00 | ES | Futures | 5627.19 | 5627.45 | 5625.86 | 5626.39 | 675.0 |
| 2024-03-22 03:15:00 | ES | Futures | 5626.13 | 5627.45 | 5625.06 | 5627.19 | 969.0 |
| 2024-03-22 03:20:00 | ES | Futures | 5626.92 | 5626.92 | 5625.06 | 5625.6 | 705.0 |
| 2024-03-22 03:25:00 | ES | Futures | 5625.33 | 5625.33 | 5623.74 | 5624.27 | 1020.0 |
| 2024-03-22 03:30:00 | ES | Futures | 5624.27 | 5624.53 | 5623.21 | 5623.74 | 1010.0 |
| 2024-03-22 03:35:00 | ES | Futures | 5623.74 | 5623.74 | 5621.88 | 5622.94 | 1680.0 |
| 2024-03-22 03:40:00 | ES | Futures | 5623.21 | 5625.33 | 5622.94 | 5624.8 | 675.0 |
| 2024-03-22 03:45:00 | ES | Futures | 5624.53 | 5626.92 | 5624.27 | 5626.66 | 1051.0 |
| 2024-03-22 03:50:00 | ES | Futures | 5626.66 | 5627.72 | 5625.6 | 5625.6 | 791.0 |
| 2024-03-22 03:55:00 | ES | Futures | 5625.6 | 5627.19 | 5625.33 | 5626.66 | 425.0 |
| 2024-03-22 04:00:00 | ES | Futures | 5626.66 | 5628.51 | 5626.66 | 5627.72 | 1322.0 |
| 2024-03-22 04:05:00 | ES | Futures | 5627.72 | 5628.25 | 5626.66 | 5626.66 | 922.0 |
> showing 50 of 16,435 rows — these rows as CSV