PREVIEW / futures_5min / 2024-04-16
file: by_date/futures_5min/2024/2024-04-16.parquet size: 354 KB rows: 20,746
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 |
|---|---|---|---|---|---|---|---|
| 2024-04-16 00:00:00 | ES | Futures | 5404.87 | 5405.13 | 5403.54 | 5403.81 | 412.0 |
| 2024-04-16 00:05:00 | ES | Futures | 5403.81 | 5404.34 | 5403.54 | 5403.81 | 267.0 |
| 2024-04-16 00:10:00 | ES | Futures | 5403.81 | 5404.6 | 5403.28 | 5404.07 | 474.0 |
| 2024-04-16 00:15:00 | ES | Futures | 5404.07 | 5404.34 | 5402.75 | 5404.07 | 449.0 |
| 2024-04-16 00:20:00 | ES | Futures | 5404.34 | 5404.6 | 5403.28 | 5404.34 | 226.0 |
| 2024-04-16 00:25:00 | ES | Futures | 5404.07 | 5404.34 | 5403.54 | 5403.81 | 241.0 |
| 2024-04-16 00:30:00 | ES | Futures | 5403.54 | 5404.07 | 5399.83 | 5400.89 | 960.0 |
| 2024-04-16 00:35:00 | ES | Futures | 5401.16 | 5405.93 | 5400.89 | 5405.67 | 1127.0 |
| 2024-04-16 00:40:00 | ES | Futures | 5405.93 | 5406.46 | 5401.69 | 5402.48 | 814.0 |
| 2024-04-16 00:45:00 | ES | Futures | 5402.75 | 5403.81 | 5401.69 | 5403.81 | 297.0 |
| 2024-04-16 00:50:00 | ES | Futures | 5403.81 | 5404.87 | 5403.81 | 5404.87 | 361.0 |
| 2024-04-16 00:55:00 | ES | Futures | 5405.13 | 5405.93 | 5404.6 | 5405.13 | 438.0 |
| 2024-04-16 01:00:00 | ES | Futures | 5405.4 | 5407.79 | 5404.6 | 5405.93 | 1172.0 |
| 2024-04-16 01:05:00 | ES | Futures | 5405.93 | 5409.64 | 5405.93 | 5409.64 | 1175.0 |
| 2024-04-16 01:10:00 | ES | Futures | 5409.64 | 5410.44 | 5408.58 | 5409.64 | 569.0 |
| 2024-04-16 01:15:00 | ES | Futures | 5409.64 | 5411.5 | 5408.85 | 5410.44 | 652.0 |
| 2024-04-16 01:20:00 | ES | Futures | 5410.71 | 5410.97 | 5409.11 | 5410.71 | 407.0 |
| 2024-04-16 01:25:00 | ES | Futures | 5410.44 | 5412.56 | 5410.44 | 5411.5 | 809.0 |
| 2024-04-16 01:30:00 | ES | Futures | 5411.5 | 5412.56 | 5410.71 | 5410.97 | 756.0 |
| 2024-04-16 01:35:00 | ES | Futures | 5410.97 | 5412.03 | 5409.91 | 5411.77 | 486.0 |
| 2024-04-16 01:40:00 | ES | Futures | 5411.77 | 5412.56 | 5410.71 | 5410.71 | 574.0 |
| 2024-04-16 01:45:00 | ES | Futures | 5410.97 | 5412.03 | 5410.44 | 5411.24 | 441.0 |
| 2024-04-16 01:50:00 | ES | Futures | 5411.5 | 5412.03 | 5411.24 | 5411.24 | 394.0 |
| 2024-04-16 01:55:00 | ES | Futures | 5411.5 | 5412.3 | 5410.18 | 5410.18 | 806.0 |
| 2024-04-16 02:00:00 | ES | Futures | 5410.18 | 5411.5 | 5408.05 | 5408.58 | 1388.0 |
| 2024-04-16 02:05:00 | ES | Futures | 5408.58 | 5409.64 | 5407.26 | 5408.58 | 956.0 |
| 2024-04-16 02:10:00 | ES | Futures | 5408.32 | 5408.58 | 5406.2 | 5407.26 | 1394.0 |
| 2024-04-16 02:15:00 | ES | Futures | 5407.26 | 5408.32 | 5406.73 | 5407.26 | 866.0 |
| 2024-04-16 02:20:00 | ES | Futures | 5407.52 | 5408.85 | 5403.81 | 5406.73 | 1602.0 |
| 2024-04-16 02:25:00 | ES | Futures | 5406.73 | 5407.26 | 5405.67 | 5406.46 | 494.0 |
| 2024-04-16 02:30:00 | ES | Futures | 5406.2 | 5406.46 | 5400.36 | 5403.54 | 2550.0 |
| 2024-04-16 02:35:00 | ES | Futures | 5403.81 | 5404.07 | 5400.89 | 5404.07 | 1361.0 |
| 2024-04-16 02:40:00 | ES | Futures | 5404.34 | 5406.46 | 5403.81 | 5405.13 | 1455.0 |
| 2024-04-16 02:45:00 | ES | Futures | 5405.4 | 5406.99 | 5403.54 | 5404.07 | 1240.0 |
| 2024-04-16 02:50:00 | ES | Futures | 5404.07 | 5405.67 | 5402.48 | 5403.01 | 1150.0 |
| 2024-04-16 02:55:00 | ES | Futures | 5403.28 | 5405.13 | 5402.75 | 5403.81 | 1195.0 |
| 2024-04-16 03:00:00 | ES | Futures | 5403.81 | 5407.79 | 5401.69 | 5406.73 | 3807.0 |
| 2024-04-16 03:05:00 | ES | Futures | 5406.46 | 5410.18 | 5404.6 | 5406.73 | 3788.0 |
| 2024-04-16 03:10:00 | ES | Futures | 5406.46 | 5409.64 | 5403.81 | 5408.58 | 2730.0 |
| 2024-04-16 03:15:00 | ES | Futures | 5408.58 | 5410.97 | 5405.4 | 5409.91 | 2895.0 |
| 2024-04-16 03:20:00 | ES | Futures | 5409.91 | 5413.89 | 5408.58 | 5412.03 | 3722.0 |
| 2024-04-16 03:25:00 | ES | Futures | 5412.3 | 5412.83 | 5408.58 | 5411.5 | 2134.0 |
| 2024-04-16 03:30:00 | ES | Futures | 5411.5 | 5411.77 | 5408.32 | 5409.38 | 2964.0 |
| 2024-04-16 03:35:00 | ES | Futures | 5409.11 | 5412.83 | 5407.79 | 5412.3 | 3276.0 |
| 2024-04-16 03:40:00 | ES | Futures | 5412.03 | 5413.09 | 5409.91 | 5410.44 | 2189.0 |
| 2024-04-16 03:45:00 | ES | Futures | 5410.18 | 5410.97 | 5404.87 | 5405.67 | 2360.0 |
| 2024-04-16 03:50:00 | ES | Futures | 5405.93 | 5409.64 | 5404.87 | 5409.11 | 2197.0 |
| 2024-04-16 03:55:00 | ES | Futures | 5409.38 | 5413.62 | 5409.38 | 5413.09 | 2782.0 |
| 2024-04-16 04:00:00 | ES | Futures | 5413.36 | 5414.95 | 5410.44 | 5414.15 | 3638.0 |
| 2024-04-16 04:05:00 | ES | Futures | 5413.89 | 5413.89 | 5409.91 | 5413.09 | 2207.0 |
> showing 50 of 20,746 rows — these rows as CSV