PREVIEW / futures_5min / 2024-04-24
file: by_date/futures_5min/2024/2024-04-24.parquet size: 347 KB rows: 20,328
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 |
|---|---|---|---|---|---|---|---|
| 2024-04-24 00:00:00 | ES | Futures | 5438.83 | 5439.09 | 5438.03 | 5438.3 | 239.0 |
| 2024-04-24 00:05:00 | ES | Futures | 5438.03 | 5439.09 | 5437.77 | 5438.83 | 279.0 |
| 2024-04-24 00:10:00 | ES | Futures | 5438.83 | 5438.83 | 5437.77 | 5438.3 | 227.0 |
| 2024-04-24 00:15:00 | ES | Futures | 5438.03 | 5438.03 | 5437.24 | 5437.77 | 217.0 |
| 2024-04-24 00:20:00 | ES | Futures | 5437.77 | 5438.03 | 5437.5 | 5437.5 | 134.0 |
| 2024-04-24 00:25:00 | ES | Futures | 5437.77 | 5438.03 | 5437.24 | 5438.03 | 301.0 |
| 2024-04-24 00:30:00 | ES | Futures | 5437.77 | 5438.03 | 5437.5 | 5437.77 | 139.0 |
| 2024-04-24 00:35:00 | ES | Futures | 5437.77 | 5438.3 | 5437.5 | 5437.77 | 270.0 |
| 2024-04-24 00:40:00 | ES | Futures | 5437.5 | 5438.03 | 5436.97 | 5438.03 | 249.0 |
| 2024-04-24 00:45:00 | ES | Futures | 5438.03 | 5438.56 | 5437.77 | 5437.77 | 212.0 |
| 2024-04-24 00:50:00 | ES | Futures | 5437.77 | 5437.77 | 5437.24 | 5437.77 | 172.0 |
| 2024-04-24 00:55:00 | ES | Futures | 5437.77 | 5438.56 | 5437.77 | 5438.03 | 203.0 |
| 2024-04-24 01:00:00 | ES | Futures | 5438.03 | 5438.56 | 5437.5 | 5438.3 | 254.0 |
| 2024-04-24 01:05:00 | ES | Futures | 5438.3 | 5439.89 | 5438.03 | 5439.89 | 322.0 |
| 2024-04-24 01:10:00 | ES | Futures | 5439.62 | 5440.95 | 5438.83 | 5440.95 | 521.0 |
| 2024-04-24 01:15:00 | ES | Futures | 5440.95 | 5441.21 | 5439.36 | 5439.36 | 407.0 |
| 2024-04-24 01:20:00 | ES | Futures | 5439.09 | 5439.89 | 5439.09 | 5439.62 | 180.0 |
| 2024-04-24 01:25:00 | ES | Futures | 5439.36 | 5439.89 | 5439.09 | 5439.36 | 124.0 |
| 2024-04-24 01:30:00 | ES | Futures | 5439.36 | 5439.89 | 5438.83 | 5438.83 | 170.0 |
| 2024-04-24 01:35:00 | ES | Futures | 5438.83 | 5440.15 | 5438.83 | 5439.62 | 231.0 |
| 2024-04-24 01:40:00 | ES | Futures | 5439.62 | 5440.95 | 5439.09 | 5440.95 | 387.0 |
| 2024-04-24 01:45:00 | ES | Futures | 5440.95 | 5440.95 | 5439.89 | 5440.42 | 369.0 |
| 2024-04-24 01:50:00 | ES | Futures | 5440.68 | 5442.54 | 5440.42 | 5442.01 | 599.0 |
| 2024-04-24 01:55:00 | ES | Futures | 5442.01 | 5442.28 | 5440.15 | 5441.21 | 773.0 |
| 2024-04-24 02:00:00 | ES | Futures | 5441.21 | 5441.21 | 5438.3 | 5439.09 | 1070.0 |
| 2024-04-24 02:05:00 | ES | Futures | 5439.36 | 5439.89 | 5436.97 | 5438.03 | 994.0 |
| 2024-04-24 02:10:00 | ES | Futures | 5438.03 | 5438.56 | 5436.44 | 5437.77 | 593.0 |
| 2024-04-24 02:15:00 | ES | Futures | 5437.5 | 5439.09 | 5436.7 | 5438.56 | 759.0 |
| 2024-04-24 02:20:00 | ES | Futures | 5438.83 | 5439.36 | 5436.7 | 5436.97 | 528.0 |
| 2024-04-24 02:25:00 | ES | Futures | 5436.97 | 5437.77 | 5436.44 | 5436.97 | 636.0 |
| 2024-04-24 02:30:00 | ES | Futures | 5436.97 | 5437.5 | 5434.58 | 5436.7 | 1097.0 |
| 2024-04-24 02:35:00 | ES | Futures | 5436.7 | 5437.24 | 5435.64 | 5435.91 | 625.0 |
| 2024-04-24 02:40:00 | ES | Futures | 5436.17 | 5436.7 | 5434.32 | 5435.11 | 715.0 |
| 2024-04-24 02:45:00 | ES | Futures | 5435.38 | 5435.38 | 5432.73 | 5433.52 | 861.0 |
| 2024-04-24 02:50:00 | ES | Futures | 5433.79 | 5434.58 | 5433.26 | 5433.26 | 896.0 |
| 2024-04-24 02:55:00 | ES | Futures | 5433.52 | 5434.85 | 5433.26 | 5434.85 | 846.0 |
| 2024-04-24 03:00:00 | ES | Futures | 5434.85 | 5434.85 | 5432.99 | 5434.58 | 2103.0 |
| 2024-04-24 03:05:00 | ES | Futures | 5434.85 | 5435.91 | 5431.66 | 5432.73 | 2524.0 |
| 2024-04-24 03:10:00 | ES | Futures | 5432.73 | 5432.99 | 5431.4 | 5431.93 | 1924.0 |
| 2024-04-24 03:15:00 | ES | Futures | 5431.93 | 5432.46 | 5428.75 | 5430.87 | 2298.0 |
| 2024-04-24 03:20:00 | ES | Futures | 5430.87 | 5432.73 | 5429.81 | 5432.19 | 1721.0 |
| 2024-04-24 03:25:00 | ES | Futures | 5432.19 | 5432.19 | 5430.6 | 5430.87 | 659.0 |
| 2024-04-24 03:30:00 | ES | Futures | 5430.6 | 5432.46 | 5430.34 | 5431.93 | 1112.0 |
| 2024-04-24 03:35:00 | ES | Futures | 5431.93 | 5434.05 | 5431.93 | 5433.26 | 1032.0 |
| 2024-04-24 03:40:00 | ES | Futures | 5433.52 | 5433.52 | 5429.01 | 5430.07 | 1554.0 |
| 2024-04-24 03:45:00 | ES | Futures | 5430.07 | 5431.93 | 5429.54 | 5430.87 | 1280.0 |
| 2024-04-24 03:50:00 | ES | Futures | 5430.87 | 5432.99 | 5430.6 | 5432.19 | 1207.0 |
| 2024-04-24 03:55:00 | ES | Futures | 5432.19 | 5433.52 | 5431.13 | 5431.93 | 1006.0 |
| 2024-04-24 04:00:00 | ES | Futures | 5431.93 | 5432.19 | 5430.07 | 5431.13 | 1623.0 |
| 2024-04-24 04:05:00 | ES | Futures | 5430.87 | 5432.99 | 5430.6 | 5432.73 | 1196.0 |
> showing 50 of 20,328 rows — these rows as CSV