PREVIEW / futures_5min / 2024-05-29
file: by_date/futures_5min/2024/2024-05-29.parquet size: 363 KB rows: 20,297
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-29 00:00:00 | ES | Futures | 5632.23 | 5632.23 | 5631.7 | 5631.96 | 342.0 |
| 2024-05-29 00:05:00 | ES | Futures | 5631.96 | 5631.96 | 5631.43 | 5631.96 | 150.0 |
| 2024-05-29 00:10:00 | ES | Futures | 5631.96 | 5632.49 | 5631.17 | 5632.23 | 437.0 |
| 2024-05-29 00:15:00 | ES | Futures | 5632.23 | 5633.29 | 5631.96 | 5632.76 | 542.0 |
| 2024-05-29 00:20:00 | ES | Futures | 5632.76 | 5633.82 | 5632.49 | 5633.29 | 332.0 |
| 2024-05-29 00:25:00 | ES | Futures | 5633.29 | 5634.08 | 5633.29 | 5633.82 | 349.0 |
| 2024-05-29 00:30:00 | ES | Futures | 5634.08 | 5634.08 | 5633.55 | 5633.82 | 239.0 |
| 2024-05-29 00:35:00 | ES | Futures | 5633.82 | 5634.35 | 5633.82 | 5634.08 | 134.0 |
| 2024-05-29 00:40:00 | ES | Futures | 5634.35 | 5634.62 | 5634.08 | 5634.08 | 222.0 |
| 2024-05-29 00:45:00 | ES | Futures | 5634.35 | 5634.35 | 5633.29 | 5633.55 | 287.0 |
| 2024-05-29 00:50:00 | ES | Futures | 5633.55 | 5633.82 | 5633.02 | 5633.29 | 252.0 |
| 2024-05-29 00:55:00 | ES | Futures | 5633.02 | 5634.88 | 5633.02 | 5634.62 | 489.0 |
| 2024-05-29 01:00:00 | ES | Futures | 5634.62 | 5634.62 | 5633.55 | 5633.82 | 324.0 |
| 2024-05-29 01:05:00 | ES | Futures | 5634.08 | 5635.15 | 5634.08 | 5634.62 | 682.0 |
| 2024-05-29 01:10:00 | ES | Futures | 5634.62 | 5634.62 | 5633.82 | 5634.08 | 350.0 |
| 2024-05-29 01:15:00 | ES | Futures | 5634.08 | 5634.62 | 5633.55 | 5633.55 | 297.0 |
| 2024-05-29 01:20:00 | ES | Futures | 5633.82 | 5633.82 | 5632.49 | 5632.76 | 277.0 |
| 2024-05-29 01:25:00 | ES | Futures | 5632.76 | 5633.02 | 5630.37 | 5630.64 | 746.0 |
| 2024-05-29 01:30:00 | ES | Futures | 5630.64 | 5630.64 | 5625.6 | 5628.78 | 2151.0 |
| 2024-05-29 01:35:00 | ES | Futures | 5628.78 | 5629.04 | 5627.45 | 5627.98 | 795.0 |
| 2024-05-29 01:40:00 | ES | Futures | 5627.72 | 5628.25 | 5627.19 | 5628.25 | 464.0 |
| 2024-05-29 01:45:00 | ES | Futures | 5627.98 | 5629.31 | 5627.45 | 5629.31 | 401.0 |
| 2024-05-29 01:50:00 | ES | Futures | 5629.31 | 5629.31 | 5627.45 | 5627.72 | 526.0 |
| 2024-05-29 01:55:00 | ES | Futures | 5627.45 | 5627.45 | 5624.53 | 5625.06 | 1296.0 |
| 2024-05-29 02:00:00 | ES | Futures | 5625.33 | 5627.72 | 5622.41 | 5626.39 | 2440.0 |
| 2024-05-29 02:05:00 | ES | Futures | 5626.39 | 5626.92 | 5625.06 | 5626.13 | 830.0 |
| 2024-05-29 02:10:00 | ES | Futures | 5626.13 | 5626.92 | 5625.6 | 5625.86 | 526.0 |
| 2024-05-29 02:15:00 | ES | Futures | 5625.86 | 5626.92 | 5625.33 | 5626.13 | 673.0 |
| 2024-05-29 02:20:00 | ES | Futures | 5625.86 | 5627.19 | 5625.6 | 5627.19 | 933.0 |
| 2024-05-29 02:25:00 | ES | Futures | 5627.19 | 5628.78 | 5626.92 | 5628.78 | 1001.0 |
| 2024-05-29 02:30:00 | ES | Futures | 5628.51 | 5630.64 | 5627.98 | 5630.64 | 994.0 |
| 2024-05-29 02:35:00 | ES | Futures | 5630.37 | 5630.9 | 5629.04 | 5629.84 | 831.0 |
| 2024-05-29 02:40:00 | ES | Futures | 5629.84 | 5630.9 | 5628.51 | 5629.04 | 911.0 |
| 2024-05-29 02:45:00 | ES | Futures | 5629.04 | 5630.37 | 5629.04 | 5630.11 | 897.0 |
| 2024-05-29 02:50:00 | ES | Futures | 5630.37 | 5631.17 | 5630.11 | 5630.11 | 702.0 |
| 2024-05-29 02:55:00 | ES | Futures | 5630.11 | 5630.37 | 5629.04 | 5629.31 | 821.0 |
| 2024-05-29 03:00:00 | ES | Futures | 5629.31 | 5631.17 | 5629.31 | 5630.11 | 2186.0 |
| 2024-05-29 03:05:00 | ES | Futures | 5630.37 | 5630.9 | 5625.86 | 5626.92 | 1497.0 |
| 2024-05-29 03:10:00 | ES | Futures | 5626.92 | 5630.37 | 5625.33 | 5629.84 | 1540.0 |
| 2024-05-29 03:15:00 | ES | Futures | 5630.11 | 5631.96 | 5630.11 | 5631.43 | 1545.0 |
| 2024-05-29 03:20:00 | ES | Futures | 5631.43 | 5631.7 | 5630.64 | 5630.64 | 1297.0 |
| 2024-05-29 03:25:00 | ES | Futures | 5630.37 | 5630.64 | 5626.66 | 5627.72 | 1233.0 |
| 2024-05-29 03:30:00 | ES | Futures | 5627.45 | 5627.45 | 5621.09 | 5621.62 | 3213.0 |
| 2024-05-29 03:35:00 | ES | Futures | 5621.62 | 5623.74 | 5621.35 | 5622.68 | 1841.0 |
| 2024-05-29 03:40:00 | ES | Futures | 5622.68 | 5624.27 | 5622.41 | 5623.74 | 1809.0 |
| 2024-05-29 03:45:00 | ES | Futures | 5623.74 | 5625.33 | 5622.94 | 5624.27 | 1793.0 |
| 2024-05-29 03:50:00 | ES | Futures | 5624.27 | 5624.27 | 5620.29 | 5620.55 | 1785.0 |
| 2024-05-29 03:55:00 | ES | Futures | 5620.82 | 5622.68 | 5620.82 | 5621.09 | 1086.0 |
| 2024-05-29 04:00:00 | ES | Futures | 5621.35 | 5627.19 | 5621.35 | 5626.66 | 2372.0 |
| 2024-05-29 04:05:00 | ES | Futures | 5626.39 | 5627.19 | 5619.23 | 5620.29 | 2465.0 |
> showing 50 of 20,297 rows — these rows as CSV