PREVIEW / futures_5min / 2024-03-27
file: by_date/futures_5min/2024/2024-03-27.parquet size: 325 KB rows: 20,036
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-27 00:00:00 | ES | Futures | 5601.19 | 5601.72 | 5600.92 | 5601.72 | 232.0 |
| 2024-03-27 00:05:00 | ES | Futures | 5601.72 | 5603.31 | 5601.45 | 5602.51 | 732.0 |
| 2024-03-27 00:10:00 | ES | Futures | 5602.51 | 5603.58 | 5602.25 | 5602.78 | 450.0 |
| 2024-03-27 00:15:00 | ES | Futures | 5602.78 | 5603.84 | 5602.78 | 5603.58 | 377.0 |
| 2024-03-27 00:20:00 | ES | Futures | 5603.58 | 5603.58 | 5603.05 | 5603.58 | 232.0 |
| 2024-03-27 00:25:00 | ES | Futures | 5603.58 | 5604.11 | 5603.31 | 5603.84 | 286.0 |
| 2024-03-27 00:30:00 | ES | Futures | 5603.84 | 5604.64 | 5603.58 | 5604.37 | 500.0 |
| 2024-03-27 00:35:00 | ES | Futures | 5604.37 | 5605.7 | 5604.37 | 5604.9 | 1153.0 |
| 2024-03-27 00:40:00 | ES | Futures | 5604.9 | 5605.43 | 5604.64 | 5605.17 | 197.0 |
| 2024-03-27 00:45:00 | ES | Futures | 5605.17 | 5605.17 | 5604.37 | 5604.64 | 371.0 |
| 2024-03-27 00:50:00 | ES | Futures | 5604.64 | 5605.7 | 5604.37 | 5605.7 | 289.0 |
| 2024-03-27 00:55:00 | ES | Futures | 5605.7 | 5605.96 | 5605.17 | 5605.96 | 284.0 |
| 2024-03-27 01:00:00 | ES | Futures | 5605.96 | 5607.82 | 5605.7 | 5605.7 | 1431.0 |
| 2024-03-27 01:05:00 | ES | Futures | 5605.96 | 5606.76 | 5605.43 | 5606.23 | 376.0 |
| 2024-03-27 01:10:00 | ES | Futures | 5606.49 | 5606.49 | 5605.7 | 5605.7 | 583.0 |
| 2024-03-27 01:15:00 | ES | Futures | 5605.96 | 5606.23 | 5605.17 | 5606.23 | 407.0 |
| 2024-03-27 01:20:00 | ES | Futures | 5606.23 | 5606.49 | 5605.7 | 5605.96 | 323.0 |
| 2024-03-27 01:25:00 | ES | Futures | 5605.7 | 5605.96 | 5604.9 | 5605.43 | 711.0 |
| 2024-03-27 01:30:00 | ES | Futures | 5605.7 | 5605.96 | 5604.9 | 5604.9 | 490.0 |
| 2024-03-27 01:35:00 | ES | Futures | 5604.9 | 5605.7 | 5604.9 | 5605.7 | 330.0 |
| 2024-03-27 01:40:00 | ES | Futures | 5605.7 | 5608.09 | 5605.7 | 5607.82 | 1433.0 |
| 2024-03-27 01:45:00 | ES | Futures | 5607.82 | 5609.15 | 5607.82 | 5608.62 | 1233.0 |
| 2024-03-27 01:50:00 | ES | Futures | 5608.62 | 5608.88 | 5606.76 | 5607.29 | 557.0 |
| 2024-03-27 01:55:00 | ES | Futures | 5607.29 | 5607.29 | 5605.7 | 5605.7 | 765.0 |
| 2024-03-27 02:00:00 | ES | Futures | 5605.7 | 5606.49 | 5604.9 | 5605.96 | 1210.0 |
| 2024-03-27 02:05:00 | ES | Futures | 5606.23 | 5606.49 | 5604.9 | 5605.17 | 493.0 |
| 2024-03-27 02:10:00 | ES | Futures | 5605.17 | 5606.49 | 5605.17 | 5605.43 | 506.0 |
| 2024-03-27 02:15:00 | ES | Futures | 5605.43 | 5605.7 | 5604.37 | 5604.64 | 349.0 |
| 2024-03-27 02:20:00 | ES | Futures | 5604.37 | 5605.17 | 5604.37 | 5604.64 | 378.0 |
| 2024-03-27 02:25:00 | ES | Futures | 5604.64 | 5605.7 | 5604.64 | 5605.17 | 321.0 |
| 2024-03-27 02:30:00 | ES | Futures | 5605.43 | 5605.43 | 5603.84 | 5604.37 | 753.0 |
| 2024-03-27 02:35:00 | ES | Futures | 5604.64 | 5605.43 | 5604.64 | 5605.17 | 198.0 |
| 2024-03-27 02:40:00 | ES | Futures | 5605.43 | 5605.43 | 5604.11 | 5604.64 | 337.0 |
| 2024-03-27 02:45:00 | ES | Futures | 5604.64 | 5606.23 | 5604.64 | 5605.96 | 247.0 |
| 2024-03-27 02:50:00 | ES | Futures | 5606.23 | 5606.23 | 5605.17 | 5605.43 | 186.0 |
| 2024-03-27 02:55:00 | ES | Futures | 5605.43 | 5605.7 | 5603.31 | 5603.58 | 606.0 |
| 2024-03-27 03:00:00 | ES | Futures | 5603.31 | 5604.37 | 5601.72 | 5601.98 | 1251.0 |
| 2024-03-27 03:05:00 | ES | Futures | 5601.72 | 5602.51 | 5601.19 | 5602.25 | 743.0 |
| 2024-03-27 03:10:00 | ES | Futures | 5602.25 | 5602.51 | 5600.92 | 5600.92 | 587.0 |
| 2024-03-27 03:15:00 | ES | Futures | 5600.92 | 5601.72 | 5600.13 | 5600.66 | 723.0 |
| 2024-03-27 03:20:00 | ES | Futures | 5600.39 | 5601.19 | 5599.86 | 5600.92 | 712.0 |
| 2024-03-27 03:25:00 | ES | Futures | 5601.19 | 5601.72 | 5600.66 | 5601.19 | 414.0 |
| 2024-03-27 03:30:00 | ES | Futures | 5600.92 | 5601.45 | 5599.33 | 5599.6 | 962.0 |
| 2024-03-27 03:35:00 | ES | Futures | 5599.33 | 5600.66 | 5599.33 | 5600.39 | 669.0 |
| 2024-03-27 03:40:00 | ES | Futures | 5600.39 | 5600.92 | 5599.86 | 5600.13 | 549.0 |
| 2024-03-27 03:45:00 | ES | Futures | 5600.39 | 5600.92 | 5599.33 | 5599.33 | 720.0 |
| 2024-03-27 03:50:00 | ES | Futures | 5599.33 | 5599.86 | 5598.8 | 5599.86 | 552.0 |
| 2024-03-27 03:55:00 | ES | Futures | 5600.13 | 5600.39 | 5599.6 | 5599.86 | 808.0 |
| 2024-03-27 04:00:00 | ES | Futures | 5600.13 | 5602.51 | 5599.86 | 5601.72 | 2115.0 |
| 2024-03-27 04:05:00 | ES | Futures | 5601.72 | 5603.58 | 5601.19 | 5603.31 | 1664.0 |
> showing 50 of 20,036 rows — these rows as CSV