PREVIEW / futures_5min / 2024-05-01
file: by_date/futures_5min/2024/2024-05-01.parquet size: 328 KB rows: 17,801
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-01 00:00:00 | ES | Futures | 5374.63 | 5375.16 | 5374.36 | 5374.89 | 248.0 |
| 2024-05-01 00:05:00 | ES | Futures | 5374.89 | 5375.16 | 5374.63 | 5375.16 | 219.0 |
| 2024-05-01 00:10:00 | ES | Futures | 5374.89 | 5374.89 | 5373.83 | 5373.83 | 194.0 |
| 2024-05-01 00:15:00 | ES | Futures | 5374.1 | 5374.36 | 5373.83 | 5374.1 | 135.0 |
| 2024-05-01 00:20:00 | ES | Futures | 5374.36 | 5374.36 | 5373.3 | 5373.56 | 109.0 |
| 2024-05-01 00:25:00 | ES | Futures | 5373.3 | 5373.56 | 5373.3 | 5373.3 | 141.0 |
| 2024-05-01 00:30:00 | ES | Futures | 5373.3 | 5374.1 | 5372.77 | 5373.56 | 277.0 |
| 2024-05-01 00:35:00 | ES | Futures | 5373.56 | 5374.36 | 5373.56 | 5374.36 | 156.0 |
| 2024-05-01 00:40:00 | ES | Futures | 5374.1 | 5374.63 | 5373.83 | 5374.1 | 164.0 |
| 2024-05-01 00:45:00 | ES | Futures | 5374.1 | 5375.16 | 5373.83 | 5375.16 | 268.0 |
| 2024-05-01 00:50:00 | ES | Futures | 5375.16 | 5375.42 | 5374.36 | 5374.63 | 191.0 |
| 2024-05-01 00:55:00 | ES | Futures | 5374.36 | 5375.16 | 5374.36 | 5374.89 | 212.0 |
| 2024-05-01 01:00:00 | ES | Futures | 5374.63 | 5374.63 | 5373.83 | 5373.83 | 205.0 |
| 2024-05-01 01:05:00 | ES | Futures | 5374.1 | 5374.36 | 5373.56 | 5373.83 | 206.0 |
| 2024-05-01 01:10:00 | ES | Futures | 5373.83 | 5373.83 | 5373.3 | 5373.56 | 114.0 |
| 2024-05-01 01:15:00 | ES | Futures | 5373.83 | 5373.83 | 5372.77 | 5373.3 | 467.0 |
| 2024-05-01 01:20:00 | ES | Futures | 5373.3 | 5373.56 | 5371.97 | 5372.24 | 252.0 |
| 2024-05-01 01:25:00 | ES | Futures | 5372.5 | 5372.77 | 5371.44 | 5371.44 | 315.0 |
| 2024-05-01 01:30:00 | ES | Futures | 5371.71 | 5372.24 | 5370.91 | 5371.97 | 308.0 |
| 2024-05-01 01:35:00 | ES | Futures | 5371.97 | 5372.77 | 5371.97 | 5372.24 | 193.0 |
| 2024-05-01 01:40:00 | ES | Futures | 5372.24 | 5372.24 | 5370.12 | 5370.65 | 595.0 |
| 2024-05-01 01:45:00 | ES | Futures | 5370.65 | 5371.71 | 5370.65 | 5371.71 | 206.0 |
| 2024-05-01 01:50:00 | ES | Futures | 5371.44 | 5372.24 | 5371.44 | 5371.97 | 116.0 |
| 2024-05-01 01:55:00 | ES | Futures | 5371.97 | 5371.97 | 5370.65 | 5370.65 | 208.0 |
| 2024-05-01 02:00:00 | ES | Futures | 5370.65 | 5373.03 | 5370.12 | 5370.38 | 948.0 |
| 2024-05-01 02:05:00 | ES | Futures | 5370.38 | 5370.38 | 5367.46 | 5368.52 | 873.0 |
| 2024-05-01 02:10:00 | ES | Futures | 5368.79 | 5370.12 | 5368.26 | 5369.59 | 426.0 |
| 2024-05-01 02:15:00 | ES | Futures | 5369.85 | 5369.85 | 5367.99 | 5368.26 | 234.0 |
| 2024-05-01 02:20:00 | ES | Futures | 5368.26 | 5368.52 | 5367.46 | 5367.99 | 367.0 |
| 2024-05-01 02:25:00 | ES | Futures | 5367.73 | 5368.26 | 5366.14 | 5366.93 | 449.0 |
| 2024-05-01 02:30:00 | ES | Futures | 5366.93 | 5366.93 | 5363.48 | 5366.14 | 988.0 |
| 2024-05-01 02:35:00 | ES | Futures | 5366.4 | 5366.93 | 5364.01 | 5364.01 | 519.0 |
| 2024-05-01 02:40:00 | ES | Futures | 5364.54 | 5365.08 | 5363.75 | 5364.28 | 275.0 |
| 2024-05-01 02:45:00 | ES | Futures | 5364.54 | 5365.34 | 5363.75 | 5364.81 | 233.0 |
| 2024-05-01 02:50:00 | ES | Futures | 5364.81 | 5365.08 | 5363.48 | 5363.75 | 368.0 |
| 2024-05-01 02:55:00 | ES | Futures | 5363.75 | 5366.4 | 5362.69 | 5365.87 | 982.0 |
| 2024-05-01 03:00:00 | ES | Futures | 5366.14 | 5367.2 | 5365.61 | 5366.4 | 649.0 |
| 2024-05-01 03:05:00 | ES | Futures | 5366.4 | 5366.93 | 5363.75 | 5365.61 | 893.0 |
| 2024-05-01 03:10:00 | ES | Futures | 5365.87 | 5366.4 | 5364.54 | 5365.34 | 674.0 |
| 2024-05-01 03:15:00 | ES | Futures | 5365.61 | 5365.61 | 5364.81 | 5365.61 | 514.0 |
| 2024-05-01 03:20:00 | ES | Futures | 5365.61 | 5368.52 | 5365.34 | 5367.73 | 848.0 |
| 2024-05-01 03:25:00 | ES | Futures | 5367.99 | 5367.99 | 5365.08 | 5365.34 | 673.0 |
| 2024-05-01 03:30:00 | ES | Futures | 5365.34 | 5365.34 | 5364.28 | 5365.08 | 952.0 |
| 2024-05-01 03:35:00 | ES | Futures | 5365.08 | 5365.08 | 5362.42 | 5362.95 | 1146.0 |
| 2024-05-01 03:40:00 | ES | Futures | 5362.95 | 5364.54 | 5362.42 | 5362.42 | 912.0 |
| 2024-05-01 03:45:00 | ES | Futures | 5362.42 | 5362.42 | 5358.71 | 5358.71 | 1385.0 |
| 2024-05-01 03:50:00 | ES | Futures | 5358.97 | 5359.24 | 5357.38 | 5358.18 | 1298.0 |
| 2024-05-01 03:55:00 | ES | Futures | 5358.18 | 5360.3 | 5357.91 | 5360.03 | 1046.0 |
| 2024-05-01 04:00:00 | ES | Futures | 5360.3 | 5361.63 | 5359.77 | 5361.1 | 1323.0 |
| 2024-05-01 04:05:00 | ES | Futures | 5361.1 | 5364.28 | 5361.1 | 5361.89 | 1363.0 |
> showing 50 of 17,801 rows — these rows as CSV