PREVIEW / futures_5min / 2024-05-15
file: by_date/futures_5min/2024/2024-05-15.parquet size: 392 KB rows: 20,635
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-15 00:00:00 | ES | Futures | 5598.0 | 5598.27 | 5597.74 | 5597.74 | 194.0 |
| 2024-05-15 00:05:00 | ES | Futures | 5597.74 | 5597.74 | 5597.21 | 5597.47 | 233.0 |
| 2024-05-15 00:10:00 | ES | Futures | 5597.74 | 5597.74 | 5597.47 | 5597.74 | 92.0 |
| 2024-05-15 00:15:00 | ES | Futures | 5597.74 | 5597.74 | 5597.21 | 5597.47 | 152.0 |
| 2024-05-15 00:20:00 | ES | Futures | 5597.21 | 5597.47 | 5597.21 | 5597.21 | 107.0 |
| 2024-05-15 00:25:00 | ES | Futures | 5597.21 | 5597.21 | 5596.41 | 5596.68 | 336.0 |
| 2024-05-15 00:30:00 | ES | Futures | 5596.41 | 5596.68 | 5595.62 | 5595.62 | 438.0 |
| 2024-05-15 00:35:00 | ES | Futures | 5595.62 | 5596.15 | 5595.09 | 5595.35 | 357.0 |
| 2024-05-15 00:40:00 | ES | Futures | 5595.35 | 5595.88 | 5595.09 | 5595.35 | 206.0 |
| 2024-05-15 00:45:00 | ES | Futures | 5595.35 | 5596.15 | 5595.09 | 5596.15 | 443.0 |
| 2024-05-15 00:50:00 | ES | Futures | 5596.15 | 5596.15 | 5595.09 | 5595.09 | 174.0 |
| 2024-05-15 00:55:00 | ES | Futures | 5595.09 | 5595.62 | 5595.09 | 5595.09 | 110.0 |
| 2024-05-15 01:00:00 | ES | Futures | 5595.09 | 5595.09 | 5594.03 | 5594.29 | 362.0 |
| 2024-05-15 01:05:00 | ES | Futures | 5594.56 | 5594.82 | 5594.29 | 5594.56 | 183.0 |
| 2024-05-15 01:10:00 | ES | Futures | 5594.56 | 5595.35 | 5594.56 | 5595.09 | 185.0 |
| 2024-05-15 01:15:00 | ES | Futures | 5595.09 | 5595.09 | 5594.56 | 5594.82 | 147.0 |
| 2024-05-15 01:20:00 | ES | Futures | 5594.82 | 5596.15 | 5594.82 | 5595.35 | 480.0 |
| 2024-05-15 01:25:00 | ES | Futures | 5595.35 | 5595.62 | 5595.35 | 5595.62 | 208.0 |
| 2024-05-15 01:30:00 | ES | Futures | 5595.62 | 5595.88 | 5595.35 | 5595.62 | 469.0 |
| 2024-05-15 01:35:00 | ES | Futures | 5595.62 | 5595.88 | 5595.09 | 5595.09 | 141.0 |
| 2024-05-15 01:40:00 | ES | Futures | 5595.35 | 5595.62 | 5595.09 | 5595.62 | 70.0 |
| 2024-05-15 01:45:00 | ES | Futures | 5595.62 | 5595.62 | 5595.35 | 5595.35 | 132.0 |
| 2024-05-15 01:50:00 | ES | Futures | 5595.35 | 5595.62 | 5595.35 | 5595.62 | 131.0 |
| 2024-05-15 01:55:00 | ES | Futures | 5595.62 | 5596.94 | 5595.62 | 5596.41 | 564.0 |
| 2024-05-15 02:00:00 | ES | Futures | 5596.41 | 5596.41 | 5594.29 | 5595.35 | 846.0 |
| 2024-05-15 02:05:00 | ES | Futures | 5595.62 | 5596.41 | 5594.82 | 5596.41 | 811.0 |
| 2024-05-15 02:10:00 | ES | Futures | 5596.41 | 5597.47 | 5596.15 | 5596.68 | 771.0 |
| 2024-05-15 02:15:00 | ES | Futures | 5596.68 | 5596.68 | 5595.35 | 5595.88 | 452.0 |
| 2024-05-15 02:20:00 | ES | Futures | 5595.88 | 5596.41 | 5595.09 | 5595.09 | 265.0 |
| 2024-05-15 02:25:00 | ES | Futures | 5595.35 | 5595.88 | 5594.82 | 5595.35 | 312.0 |
| 2024-05-15 02:30:00 | ES | Futures | 5595.35 | 5595.35 | 5594.56 | 5595.35 | 331.0 |
| 2024-05-15 02:35:00 | ES | Futures | 5595.35 | 5595.88 | 5594.56 | 5594.82 | 406.0 |
| 2024-05-15 02:40:00 | ES | Futures | 5594.82 | 5595.09 | 5594.56 | 5594.56 | 339.0 |
| 2024-05-15 02:45:00 | ES | Futures | 5594.29 | 5594.82 | 5594.03 | 5594.29 | 339.0 |
| 2024-05-15 02:50:00 | ES | Futures | 5594.56 | 5595.35 | 5594.56 | 5595.09 | 229.0 |
| 2024-05-15 02:55:00 | ES | Futures | 5595.09 | 5595.62 | 5594.82 | 5594.82 | 413.0 |
| 2024-05-15 03:00:00 | ES | Futures | 5594.56 | 5596.15 | 5593.23 | 5595.88 | 1634.0 |
| 2024-05-15 03:05:00 | ES | Futures | 5595.88 | 5595.88 | 5594.29 | 5594.56 | 748.0 |
| 2024-05-15 03:10:00 | ES | Futures | 5594.56 | 5594.82 | 5593.49 | 5594.29 | 608.0 |
| 2024-05-15 03:15:00 | ES | Futures | 5594.56 | 5594.56 | 5593.23 | 5594.29 | 536.0 |
| 2024-05-15 03:20:00 | ES | Futures | 5594.29 | 5594.56 | 5592.7 | 5592.96 | 857.0 |
| 2024-05-15 03:25:00 | ES | Futures | 5592.96 | 5592.96 | 5591.64 | 5591.64 | 862.0 |
| 2024-05-15 03:30:00 | ES | Futures | 5591.9 | 5593.49 | 5591.9 | 5593.23 | 633.0 |
| 2024-05-15 03:35:00 | ES | Futures | 5593.23 | 5593.49 | 5591.37 | 5592.17 | 829.0 |
| 2024-05-15 03:40:00 | ES | Futures | 5592.43 | 5592.43 | 5590.84 | 5591.11 | 944.0 |
| 2024-05-15 03:45:00 | ES | Futures | 5591.11 | 5591.9 | 5590.84 | 5591.11 | 511.0 |
| 2024-05-15 03:50:00 | ES | Futures | 5591.11 | 5591.9 | 5590.84 | 5591.37 | 677.0 |
| 2024-05-15 03:55:00 | ES | Futures | 5591.37 | 5592.7 | 5591.37 | 5592.17 | 600.0 |
| 2024-05-15 04:00:00 | ES | Futures | 5592.17 | 5593.49 | 5591.9 | 5592.43 | 1071.0 |
| 2024-05-15 04:05:00 | ES | Futures | 5592.7 | 5592.96 | 5592.17 | 5592.43 | 545.0 |
> showing 50 of 20,635 rows — these rows as CSV