PREVIEW / futures_5min / 2024-05-27
file: by_date/futures_5min/2024/2024-05-27.parquet size: 228 KB rows: 14,049
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-27 00:00:00 | ES | Futures | 5642.04 | 5642.04 | 5641.51 | 5641.78 | 88.0 |
| 2024-05-27 00:05:00 | ES | Futures | 5642.04 | 5642.04 | 5641.51 | 5641.51 | 83.0 |
| 2024-05-27 00:10:00 | ES | Futures | 5641.78 | 5642.31 | 5641.51 | 5642.31 | 90.0 |
| 2024-05-27 00:15:00 | ES | Futures | 5642.31 | 5642.84 | 5642.04 | 5642.84 | 167.0 |
| 2024-05-27 00:20:00 | ES | Futures | 5643.1 | 5643.1 | 5642.84 | 5642.84 | 96.0 |
| 2024-05-27 00:25:00 | ES | Futures | 5642.84 | 5643.37 | 5642.84 | 5643.1 | 52.0 |
| 2024-05-27 00:30:00 | ES | Futures | 5643.37 | 5643.37 | 5643.1 | 5643.37 | 57.0 |
| 2024-05-27 00:35:00 | ES | Futures | 5643.37 | 5643.37 | 5642.84 | 5643.1 | 89.0 |
| 2024-05-27 00:40:00 | ES | Futures | 5643.1 | 5643.37 | 5642.84 | 5643.1 | 24.0 |
| 2024-05-27 00:45:00 | ES | Futures | 5643.1 | 5643.37 | 5642.57 | 5642.57 | 67.0 |
| 2024-05-27 00:50:00 | ES | Futures | 5642.84 | 5643.37 | 5642.84 | 5643.37 | 78.0 |
| 2024-05-27 00:55:00 | ES | Futures | 5643.37 | 5643.9 | 5643.37 | 5643.9 | 106.0 |
| 2024-05-27 01:00:00 | ES | Futures | 5643.9 | 5644.43 | 5643.9 | 5644.43 | 71.0 |
| 2024-05-27 01:05:00 | ES | Futures | 5644.43 | 5644.96 | 5644.17 | 5644.7 | 194.0 |
| 2024-05-27 01:10:00 | ES | Futures | 5644.7 | 5646.29 | 5644.43 | 5645.49 | 607.0 |
| 2024-05-27 01:15:00 | ES | Futures | 5645.49 | 5645.76 | 5644.43 | 5644.7 | 118.0 |
| 2024-05-27 01:20:00 | ES | Futures | 5644.7 | 5644.7 | 5643.64 | 5644.7 | 131.0 |
| 2024-05-27 01:25:00 | ES | Futures | 5644.7 | 5645.23 | 5644.17 | 5644.7 | 138.0 |
| 2024-05-27 01:30:00 | ES | Futures | 5644.7 | 5644.96 | 5644.43 | 5644.7 | 113.0 |
| 2024-05-27 01:35:00 | ES | Futures | 5644.43 | 5644.7 | 5644.17 | 5644.7 | 147.0 |
| 2024-05-27 01:40:00 | ES | Futures | 5644.7 | 5645.49 | 5644.7 | 5645.23 | 81.0 |
| 2024-05-27 01:45:00 | ES | Futures | 5645.23 | 5646.02 | 5644.96 | 5644.96 | 156.0 |
| 2024-05-27 01:50:00 | ES | Futures | 5645.23 | 5646.02 | 5644.96 | 5645.49 | 229.0 |
| 2024-05-27 01:55:00 | ES | Futures | 5645.23 | 5646.29 | 5645.23 | 5646.02 | 296.0 |
| 2024-05-27 02:00:00 | ES | Futures | 5646.29 | 5646.29 | 5644.43 | 5644.7 | 499.0 |
| 2024-05-27 02:05:00 | ES | Futures | 5644.7 | 5645.23 | 5644.17 | 5644.96 | 393.0 |
| 2024-05-27 02:10:00 | ES | Futures | 5644.96 | 5646.29 | 5644.7 | 5645.49 | 218.0 |
| 2024-05-27 02:15:00 | ES | Futures | 5645.76 | 5646.82 | 5645.49 | 5646.55 | 356.0 |
| 2024-05-27 02:20:00 | ES | Futures | 5646.29 | 5647.08 | 5646.29 | 5646.55 | 231.0 |
| 2024-05-27 02:25:00 | ES | Futures | 5646.55 | 5647.88 | 5646.55 | 5647.62 | 246.0 |
| 2024-05-27 02:30:00 | ES | Futures | 5647.62 | 5647.88 | 5647.08 | 5647.88 | 280.0 |
| 2024-05-27 02:35:00 | ES | Futures | 5647.62 | 5648.41 | 5647.08 | 5648.41 | 344.0 |
| 2024-05-27 02:40:00 | ES | Futures | 5647.88 | 5648.94 | 5647.88 | 5648.15 | 501.0 |
| 2024-05-27 02:45:00 | ES | Futures | 5648.15 | 5648.94 | 5647.88 | 5648.41 | 347.0 |
| 2024-05-27 02:50:00 | ES | Futures | 5648.41 | 5648.68 | 5648.15 | 5648.68 | 185.0 |
| 2024-05-27 02:55:00 | ES | Futures | 5648.41 | 5648.94 | 5647.88 | 5648.15 | 329.0 |
| 2024-05-27 03:00:00 | ES | Futures | 5647.88 | 5648.41 | 5644.96 | 5646.82 | 875.0 |
| 2024-05-27 03:05:00 | ES | Futures | 5646.82 | 5648.15 | 5646.29 | 5646.55 | 444.0 |
| 2024-05-27 03:10:00 | ES | Futures | 5646.55 | 5646.82 | 5645.49 | 5646.55 | 377.0 |
| 2024-05-27 03:15:00 | ES | Futures | 5646.55 | 5647.35 | 5645.23 | 5647.35 | 649.0 |
| 2024-05-27 03:20:00 | ES | Futures | 5647.35 | 5647.62 | 5646.55 | 5647.08 | 264.0 |
| 2024-05-27 03:25:00 | ES | Futures | 5647.35 | 5647.62 | 5645.23 | 5646.29 | 378.0 |
| 2024-05-27 03:30:00 | ES | Futures | 5646.29 | 5646.55 | 5645.49 | 5645.49 | 275.0 |
| 2024-05-27 03:35:00 | ES | Futures | 5645.76 | 5645.76 | 5644.43 | 5644.43 | 338.0 |
| 2024-05-27 03:40:00 | ES | Futures | 5644.43 | 5646.29 | 5644.17 | 5645.23 | 298.0 |
| 2024-05-27 03:45:00 | ES | Futures | 5645.49 | 5645.76 | 5643.9 | 5644.17 | 264.0 |
| 2024-05-27 03:50:00 | ES | Futures | 5644.43 | 5645.49 | 5644.17 | 5645.49 | 286.0 |
| 2024-05-27 03:55:00 | ES | Futures | 5645.49 | 5646.29 | 5645.49 | 5645.76 | 248.0 |
| 2024-05-27 04:00:00 | ES | Futures | 5646.02 | 5646.29 | 5645.76 | 5646.29 | 402.0 |
| 2024-05-27 04:05:00 | ES | Futures | 5646.29 | 5646.55 | 5646.02 | 5646.29 | 189.0 |
> showing 50 of 14,049 rows — these rows as CSV