PREVIEW / futures_5min / 2024-04-28
file: by_date/futures_5min/2024/2024-04-28.parquet size: 83 KB rows: 4,096
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 |
|---|---|---|---|---|---|---|---|
| 2024-04-28 18:00:00 | ES | Futures | 5454.75 | 5455.54 | 5449.17 | 5449.97 | 2500.0 |
| 2024-04-28 18:05:00 | ES | Futures | 5450.24 | 5451.3 | 5449.7 | 5451.03 | 876.0 |
| 2024-04-28 18:10:00 | ES | Futures | 5451.3 | 5452.36 | 5451.03 | 5451.3 | 616.0 |
| 2024-04-28 18:15:00 | ES | Futures | 5451.56 | 5453.15 | 5451.3 | 5452.36 | 606.0 |
| 2024-04-28 18:20:00 | ES | Futures | 5452.36 | 5452.62 | 5451.56 | 5451.83 | 730.0 |
| 2024-04-28 18:25:00 | ES | Futures | 5451.83 | 5452.89 | 5451.83 | 5452.62 | 285.0 |
| 2024-04-28 18:30:00 | ES | Futures | 5452.62 | 5452.89 | 5450.77 | 5451.3 | 543.0 |
| 2024-04-28 18:35:00 | ES | Futures | 5451.3 | 5451.56 | 5450.24 | 5450.77 | 588.0 |
| 2024-04-28 18:40:00 | ES | Futures | 5450.5 | 5450.77 | 5449.97 | 5450.24 | 270.0 |
| 2024-04-28 18:45:00 | ES | Futures | 5450.24 | 5451.83 | 5450.24 | 5451.03 | 318.0 |
| 2024-04-28 18:50:00 | ES | Futures | 5450.77 | 5451.3 | 5450.5 | 5450.5 | 262.0 |
| 2024-04-28 18:55:00 | ES | Futures | 5450.77 | 5451.3 | 5450.77 | 5451.03 | 111.0 |
| 2024-04-28 19:00:00 | ES | Futures | 5451.3 | 5452.09 | 5450.24 | 5450.77 | 407.0 |
| 2024-04-28 19:05:00 | ES | Futures | 5450.77 | 5452.36 | 5450.77 | 5451.56 | 248.0 |
| 2024-04-28 19:10:00 | ES | Futures | 5451.3 | 5451.3 | 5450.24 | 5450.5 | 236.0 |
| 2024-04-28 19:15:00 | ES | Futures | 5450.5 | 5451.3 | 5450.24 | 5451.3 | 174.0 |
| 2024-04-28 19:20:00 | ES | Futures | 5451.3 | 5451.56 | 5451.03 | 5451.3 | 73.0 |
| 2024-04-28 19:25:00 | ES | Futures | 5451.3 | 5452.36 | 5451.3 | 5451.83 | 223.0 |
| 2024-04-28 19:30:00 | ES | Futures | 5451.83 | 5453.95 | 5451.56 | 5452.62 | 710.0 |
| 2024-04-28 19:35:00 | ES | Futures | 5452.89 | 5453.95 | 5452.62 | 5453.95 | 843.0 |
| 2024-04-28 19:40:00 | ES | Futures | 5453.95 | 5454.48 | 5453.15 | 5453.15 | 505.0 |
| 2024-04-28 19:45:00 | ES | Futures | 5453.42 | 5453.68 | 5452.89 | 5453.15 | 144.0 |
| 2024-04-28 19:50:00 | ES | Futures | 5453.15 | 5456.07 | 5453.15 | 5455.54 | 610.0 |
| 2024-04-28 19:55:00 | ES | Futures | 5455.54 | 5456.34 | 5455.54 | 5456.34 | 413.0 |
| 2024-04-28 20:00:00 | ES | Futures | 5456.34 | 5456.87 | 5455.81 | 5456.6 | 617.0 |
| 2024-04-28 20:05:00 | ES | Futures | 5456.87 | 5457.66 | 5456.34 | 5456.87 | 579.0 |
| 2024-04-28 20:10:00 | ES | Futures | 5456.87 | 5457.13 | 5455.54 | 5455.81 | 877.0 |
| 2024-04-28 20:15:00 | ES | Futures | 5455.54 | 5455.54 | 5453.68 | 5453.95 | 1236.0 |
| 2024-04-28 20:20:00 | ES | Futures | 5453.68 | 5454.48 | 5453.15 | 5453.95 | 1162.0 |
| 2024-04-28 20:25:00 | ES | Futures | 5453.95 | 5454.75 | 5453.68 | 5454.21 | 283.0 |
| 2024-04-28 20:30:00 | ES | Futures | 5454.48 | 5455.54 | 5454.21 | 5455.01 | 295.0 |
| 2024-04-28 20:35:00 | ES | Futures | 5455.28 | 5456.6 | 5455.28 | 5456.07 | 370.0 |
| 2024-04-28 20:40:00 | ES | Futures | 5456.07 | 5456.87 | 5455.28 | 5456.34 | 387.0 |
| 2024-04-28 20:45:00 | ES | Futures | 5456.34 | 5457.13 | 5455.81 | 5456.34 | 415.0 |
| 2024-04-28 20:50:00 | ES | Futures | 5456.07 | 5457.4 | 5456.07 | 5456.87 | 294.0 |
| 2024-04-28 20:55:00 | ES | Futures | 5457.13 | 5457.66 | 5456.34 | 5456.6 | 297.0 |
| 2024-04-28 21:00:00 | ES | Futures | 5456.6 | 5457.13 | 5455.81 | 5456.87 | 357.0 |
| 2024-04-28 21:05:00 | ES | Futures | 5456.87 | 5458.46 | 5456.87 | 5457.93 | 567.0 |
| 2024-04-28 21:10:00 | ES | Futures | 5458.19 | 5458.46 | 5457.13 | 5457.4 | 391.0 |
| 2024-04-28 21:15:00 | ES | Futures | 5457.4 | 5459.26 | 5457.4 | 5457.66 | 661.0 |
| 2024-04-28 21:20:00 | ES | Futures | 5457.93 | 5458.19 | 5456.87 | 5458.19 | 404.0 |
| 2024-04-28 21:25:00 | ES | Futures | 5458.19 | 5458.46 | 5457.66 | 5458.19 | 302.0 |
| 2024-04-28 21:30:00 | ES | Futures | 5458.19 | 5458.46 | 5457.4 | 5458.19 | 331.0 |
| 2024-04-28 21:35:00 | ES | Futures | 5458.46 | 5459.52 | 5457.13 | 5458.99 | 896.0 |
| 2024-04-28 21:40:00 | ES | Futures | 5458.72 | 5458.72 | 5457.66 | 5458.72 | 399.0 |
| 2024-04-28 21:45:00 | ES | Futures | 5458.72 | 5459.26 | 5458.19 | 5458.72 | 351.0 |
| 2024-04-28 21:50:00 | ES | Futures | 5458.72 | 5459.26 | 5458.72 | 5458.72 | 431.0 |
| 2024-04-28 21:55:00 | ES | Futures | 5458.72 | 5461.91 | 5458.19 | 5460.85 | 1385.0 |
| 2024-04-28 22:00:00 | ES | Futures | 5460.85 | 5461.38 | 5458.72 | 5458.99 | 690.0 |
| 2024-04-28 22:05:00 | ES | Futures | 5458.99 | 5459.79 | 5457.93 | 5459.26 | 575.0 |
> showing 50 of 4,096 rows — these rows as CSV