PREVIEW / futures_5min / 2024-05-23
file: by_date/futures_5min/2024/2024-05-23.parquet size: 363 KB rows: 20,140
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-23 00:00:00 | ES | Futures | 5689.0 | 5690.06 | 5689.0 | 5689.53 | 489.0 |
| 2024-05-23 00:05:00 | ES | Futures | 5689.8 | 5690.59 | 5689.8 | 5690.33 | 682.0 |
| 2024-05-23 00:10:00 | ES | Futures | 5690.06 | 5690.86 | 5690.06 | 5690.06 | 405.0 |
| 2024-05-23 00:15:00 | ES | Futures | 5690.06 | 5690.86 | 5689.8 | 5690.86 | 390.0 |
| 2024-05-23 00:20:00 | ES | Futures | 5690.59 | 5690.86 | 5689.8 | 5690.33 | 250.0 |
| 2024-05-23 00:25:00 | ES | Futures | 5690.33 | 5690.86 | 5690.33 | 5690.59 | 344.0 |
| 2024-05-23 00:30:00 | ES | Futures | 5690.86 | 5690.86 | 5689.0 | 5689.53 | 518.0 |
| 2024-05-23 00:35:00 | ES | Futures | 5689.53 | 5689.8 | 5689.27 | 5689.27 | 362.0 |
| 2024-05-23 00:40:00 | ES | Futures | 5689.27 | 5689.53 | 5689.0 | 5689.27 | 322.0 |
| 2024-05-23 00:45:00 | ES | Futures | 5689.27 | 5689.27 | 5688.47 | 5688.74 | 309.0 |
| 2024-05-23 00:50:00 | ES | Futures | 5688.74 | 5689.0 | 5687.94 | 5688.21 | 307.0 |
| 2024-05-23 00:55:00 | ES | Futures | 5688.47 | 5688.74 | 5687.94 | 5688.21 | 378.0 |
| 2024-05-23 01:00:00 | ES | Futures | 5687.94 | 5688.74 | 5687.94 | 5688.21 | 503.0 |
| 2024-05-23 01:05:00 | ES | Futures | 5687.94 | 5688.21 | 5686.35 | 5686.61 | 882.0 |
| 2024-05-23 01:10:00 | ES | Futures | 5686.61 | 5686.88 | 5685.02 | 5685.29 | 649.0 |
| 2024-05-23 01:15:00 | ES | Futures | 5685.55 | 5685.82 | 5685.02 | 5685.02 | 294.0 |
| 2024-05-23 01:20:00 | ES | Futures | 5685.29 | 5685.82 | 5685.29 | 5685.82 | 250.0 |
| 2024-05-23 01:25:00 | ES | Futures | 5685.82 | 5686.35 | 5684.76 | 5684.76 | 360.0 |
| 2024-05-23 01:30:00 | ES | Futures | 5685.02 | 5685.55 | 5684.76 | 5685.29 | 499.0 |
| 2024-05-23 01:35:00 | ES | Futures | 5685.55 | 5686.35 | 5685.02 | 5685.55 | 618.0 |
| 2024-05-23 01:40:00 | ES | Futures | 5685.82 | 5686.61 | 5685.82 | 5686.08 | 444.0 |
| 2024-05-23 01:45:00 | ES | Futures | 5686.08 | 5686.88 | 5685.29 | 5685.82 | 945.0 |
| 2024-05-23 01:50:00 | ES | Futures | 5685.82 | 5686.08 | 5685.55 | 5685.55 | 274.0 |
| 2024-05-23 01:55:00 | ES | Futures | 5685.55 | 5685.82 | 5684.76 | 5685.29 | 455.0 |
| 2024-05-23 02:00:00 | ES | Futures | 5685.29 | 5685.82 | 5684.23 | 5685.82 | 1238.0 |
| 2024-05-23 02:05:00 | ES | Futures | 5685.82 | 5686.35 | 5685.29 | 5685.29 | 620.0 |
| 2024-05-23 02:10:00 | ES | Futures | 5685.02 | 5685.82 | 5685.02 | 5685.55 | 433.0 |
| 2024-05-23 02:15:00 | ES | Futures | 5685.82 | 5686.08 | 5684.76 | 5685.29 | 556.0 |
| 2024-05-23 02:20:00 | ES | Futures | 5685.55 | 5686.08 | 5685.29 | 5685.82 | 247.0 |
| 2024-05-23 02:25:00 | ES | Futures | 5685.82 | 5686.08 | 5683.43 | 5683.96 | 727.0 |
| 2024-05-23 02:30:00 | ES | Futures | 5684.23 | 5684.76 | 5683.43 | 5683.7 | 891.0 |
| 2024-05-23 02:35:00 | ES | Futures | 5683.7 | 5683.96 | 5682.1 | 5683.16 | 825.0 |
| 2024-05-23 02:40:00 | ES | Futures | 5683.16 | 5684.76 | 5683.16 | 5684.76 | 556.0 |
| 2024-05-23 02:45:00 | ES | Futures | 5684.49 | 5685.02 | 5684.23 | 5684.23 | 637.0 |
| 2024-05-23 02:50:00 | ES | Futures | 5684.23 | 5684.76 | 5683.96 | 5683.96 | 271.0 |
| 2024-05-23 02:55:00 | ES | Futures | 5683.96 | 5684.23 | 5683.43 | 5683.96 | 493.0 |
| 2024-05-23 03:00:00 | ES | Futures | 5683.96 | 5684.76 | 5683.43 | 5683.7 | 1465.0 |
| 2024-05-23 03:05:00 | ES | Futures | 5683.96 | 5685.29 | 5683.7 | 5684.23 | 1536.0 |
| 2024-05-23 03:10:00 | ES | Futures | 5683.96 | 5684.23 | 5682.37 | 5682.63 | 919.0 |
| 2024-05-23 03:15:00 | ES | Futures | 5682.63 | 5684.49 | 5682.63 | 5683.7 | 1655.0 |
| 2024-05-23 03:20:00 | ES | Futures | 5683.7 | 5684.76 | 5683.16 | 5684.49 | 1004.0 |
| 2024-05-23 03:25:00 | ES | Futures | 5684.76 | 5685.02 | 5683.16 | 5683.7 | 1181.0 |
| 2024-05-23 03:30:00 | ES | Futures | 5683.43 | 5683.96 | 5681.84 | 5681.84 | 1727.0 |
| 2024-05-23 03:35:00 | ES | Futures | 5682.1 | 5683.16 | 5681.57 | 5682.9 | 1138.0 |
| 2024-05-23 03:40:00 | ES | Futures | 5682.9 | 5683.7 | 5682.1 | 5682.37 | 837.0 |
| 2024-05-23 03:45:00 | ES | Futures | 5682.37 | 5682.9 | 5681.31 | 5682.63 | 1254.0 |
| 2024-05-23 03:50:00 | ES | Futures | 5682.63 | 5683.16 | 5681.31 | 5681.31 | 956.0 |
| 2024-05-23 03:55:00 | ES | Futures | 5681.31 | 5681.84 | 5681.04 | 5681.57 | 860.0 |
| 2024-05-23 04:00:00 | ES | Futures | 5681.84 | 5682.63 | 5681.57 | 5682.37 | 1382.0 |
| 2024-05-23 04:05:00 | ES | Futures | 5682.37 | 5682.63 | 5681.84 | 5682.63 | 1293.0 |
> showing 50 of 20,140 rows — these rows as CSV