PREVIEW / futures_5min / 2024-06-20
file: by_date/futures_5min/2024/2024-06-20.parquet size: 336 KB rows: 19,729
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 |
|---|---|---|---|---|---|---|---|
| 2024-06-20 00:00:00 | ES | Futures | 5841.8 | 5842.59 | 5841.27 | 5841.54 | 311.0 |
| 2024-06-20 00:05:00 | ES | Futures | 5841.54 | 5841.54 | 5841.01 | 5841.54 | 210.0 |
| 2024-06-20 00:10:00 | ES | Futures | 5841.27 | 5842.32 | 5841.27 | 5842.32 | 228.0 |
| 2024-06-20 00:15:00 | ES | Futures | 5842.32 | 5843.11 | 5842.32 | 5842.85 | 265.0 |
| 2024-06-20 00:20:00 | ES | Futures | 5842.59 | 5843.11 | 5842.59 | 5842.59 | 176.0 |
| 2024-06-20 00:25:00 | ES | Futures | 5842.59 | 5844.16 | 5842.59 | 5843.11 | 427.0 |
| 2024-06-20 00:30:00 | ES | Futures | 5843.37 | 5843.63 | 5843.11 | 5843.11 | 112.0 |
| 2024-06-20 00:35:00 | ES | Futures | 5843.37 | 5843.9 | 5843.11 | 5843.63 | 125.0 |
| 2024-06-20 00:40:00 | ES | Futures | 5843.63 | 5844.68 | 5843.63 | 5844.68 | 372.0 |
| 2024-06-20 00:45:00 | ES | Futures | 5844.42 | 5844.42 | 5843.11 | 5843.63 | 432.0 |
| 2024-06-20 00:50:00 | ES | Futures | 5843.63 | 5844.42 | 5843.37 | 5844.42 | 129.0 |
| 2024-06-20 00:55:00 | ES | Futures | 5844.42 | 5845.99 | 5844.42 | 5845.21 | 733.0 |
| 2024-06-20 01:00:00 | ES | Futures | 5844.95 | 5849.93 | 5844.68 | 5849.14 | 1370.0 |
| 2024-06-20 01:05:00 | ES | Futures | 5848.88 | 5849.93 | 5847.3 | 5847.83 | 1194.0 |
| 2024-06-20 01:10:00 | ES | Futures | 5847.83 | 5848.09 | 5847.04 | 5847.83 | 587.0 |
| 2024-06-20 01:15:00 | ES | Futures | 5847.83 | 5848.35 | 5846.78 | 5847.3 | 598.0 |
| 2024-06-20 01:20:00 | ES | Futures | 5847.3 | 5848.09 | 5846.78 | 5847.83 | 323.0 |
| 2024-06-20 01:25:00 | ES | Futures | 5847.57 | 5847.83 | 5846.78 | 5847.3 | 294.0 |
| 2024-06-20 01:30:00 | ES | Futures | 5847.3 | 5847.83 | 5847.3 | 5847.83 | 263.0 |
| 2024-06-20 01:35:00 | ES | Futures | 5847.57 | 5849.66 | 5847.3 | 5849.4 | 453.0 |
| 2024-06-20 01:40:00 | ES | Futures | 5849.4 | 5850.19 | 5848.62 | 5849.93 | 565.0 |
| 2024-06-20 01:45:00 | ES | Futures | 5849.93 | 5850.19 | 5849.14 | 5849.66 | 325.0 |
| 2024-06-20 01:50:00 | ES | Futures | 5849.66 | 5850.19 | 5848.62 | 5848.88 | 342.0 |
| 2024-06-20 01:55:00 | ES | Futures | 5848.62 | 5849.14 | 5848.35 | 5849.14 | 241.0 |
| 2024-06-20 02:00:00 | ES | Futures | 5848.88 | 5849.93 | 5846.78 | 5847.83 | 1157.0 |
| 2024-06-20 02:05:00 | ES | Futures | 5848.09 | 5848.88 | 5847.57 | 5848.62 | 557.0 |
| 2024-06-20 02:10:00 | ES | Futures | 5848.35 | 5848.88 | 5847.83 | 5848.62 | 472.0 |
| 2024-06-20 02:15:00 | ES | Futures | 5848.62 | 5848.88 | 5848.35 | 5848.35 | 504.0 |
| 2024-06-20 02:20:00 | ES | Futures | 5848.35 | 5849.4 | 5847.83 | 5848.88 | 704.0 |
| 2024-06-20 02:25:00 | ES | Futures | 5849.14 | 5849.66 | 5848.88 | 5849.14 | 469.0 |
| 2024-06-20 02:30:00 | ES | Futures | 5849.14 | 5849.4 | 5847.57 | 5847.83 | 651.0 |
| 2024-06-20 02:35:00 | ES | Futures | 5847.57 | 5848.09 | 5846.26 | 5846.78 | 964.0 |
| 2024-06-20 02:40:00 | ES | Futures | 5846.78 | 5847.83 | 5846.78 | 5847.04 | 492.0 |
| 2024-06-20 02:45:00 | ES | Futures | 5846.78 | 5848.09 | 5846.52 | 5847.83 | 541.0 |
| 2024-06-20 02:50:00 | ES | Futures | 5847.83 | 5848.09 | 5847.04 | 5848.09 | 391.0 |
| 2024-06-20 02:55:00 | ES | Futures | 5848.09 | 5848.35 | 5846.78 | 5846.78 | 415.0 |
| 2024-06-20 03:00:00 | ES | Futures | 5846.78 | 5848.35 | 5846.26 | 5848.09 | 1098.0 |
| 2024-06-20 03:05:00 | ES | Futures | 5848.35 | 5850.98 | 5848.09 | 5849.93 | 2125.0 |
| 2024-06-20 03:10:00 | ES | Futures | 5850.19 | 5851.24 | 5849.66 | 5850.45 | 1303.0 |
| 2024-06-20 03:15:00 | ES | Futures | 5850.71 | 5854.91 | 5850.45 | 5853.86 | 2618.0 |
| 2024-06-20 03:20:00 | ES | Futures | 5853.6 | 5854.38 | 5852.02 | 5853.6 | 1142.0 |
| 2024-06-20 03:25:00 | ES | Futures | 5853.86 | 5854.65 | 5853.07 | 5854.38 | 1061.0 |
| 2024-06-20 03:30:00 | ES | Futures | 5854.38 | 5859.89 | 5854.38 | 5855.96 | 4152.0 |
| 2024-06-20 03:35:00 | ES | Futures | 5855.96 | 5855.96 | 5853.33 | 5854.12 | 1689.0 |
| 2024-06-20 03:40:00 | ES | Futures | 5854.38 | 5855.69 | 5853.33 | 5853.6 | 1392.0 |
| 2024-06-20 03:45:00 | ES | Futures | 5853.86 | 5853.86 | 5850.19 | 5850.19 | 1650.0 |
| 2024-06-20 03:50:00 | ES | Futures | 5850.45 | 5851.5 | 5850.45 | 5850.45 | 1438.0 |
| 2024-06-20 03:55:00 | ES | Futures | 5850.71 | 5852.29 | 5849.4 | 5852.02 | 1225.0 |
| 2024-06-20 04:00:00 | ES | Futures | 5852.02 | 5852.81 | 5850.45 | 5851.24 | 1666.0 |
| 2024-06-20 04:05:00 | ES | Futures | 5851.24 | 5853.33 | 5850.98 | 5852.81 | 1137.0 |
> showing 50 of 19,729 rows — these rows as CSV