PREVIEW / futures_5min / 2024-06-24
file: by_date/futures_5min/2024/2024-06-24.parquet size: 329 KB rows: 19,440
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 |
|---|---|---|---|---|---|---|---|
| 2024-06-24 00:00:00 | ES | Futures | 5795.92 | 5796.18 | 5794.87 | 5795.66 | 232.0 |
| 2024-06-24 00:05:00 | ES | Futures | 5795.66 | 5795.92 | 5795.13 | 5795.66 | 100.0 |
| 2024-06-24 00:10:00 | ES | Futures | 5795.92 | 5796.18 | 5795.4 | 5795.66 | 172.0 |
| 2024-06-24 00:15:00 | ES | Futures | 5795.92 | 5796.18 | 5795.13 | 5795.13 | 110.0 |
| 2024-06-24 00:20:00 | ES | Futures | 5795.13 | 5795.4 | 5794.35 | 5794.61 | 231.0 |
| 2024-06-24 00:25:00 | ES | Futures | 5794.87 | 5795.66 | 5794.61 | 5795.4 | 203.0 |
| 2024-06-24 00:30:00 | ES | Futures | 5795.66 | 5796.44 | 5795.66 | 5796.18 | 266.0 |
| 2024-06-24 00:35:00 | ES | Futures | 5795.92 | 5796.18 | 5795.4 | 5796.18 | 175.0 |
| 2024-06-24 00:40:00 | ES | Futures | 5796.18 | 5798.54 | 5795.92 | 5796.97 | 572.0 |
| 2024-06-24 00:45:00 | ES | Futures | 5796.71 | 5797.76 | 5796.44 | 5797.23 | 126.0 |
| 2024-06-24 00:50:00 | ES | Futures | 5797.23 | 5797.76 | 5796.97 | 5797.49 | 245.0 |
| 2024-06-24 00:55:00 | ES | Futures | 5797.49 | 5798.02 | 5797.49 | 5798.02 | 333.0 |
| 2024-06-24 01:00:00 | ES | Futures | 5798.02 | 5801.43 | 5798.02 | 5800.64 | 1477.0 |
| 2024-06-24 01:05:00 | ES | Futures | 5800.64 | 5801.69 | 5799.85 | 5801.69 | 517.0 |
| 2024-06-24 01:10:00 | ES | Futures | 5801.69 | 5802.47 | 5801.16 | 5801.43 | 664.0 |
| 2024-06-24 01:15:00 | ES | Futures | 5801.16 | 5801.95 | 5800.9 | 5801.16 | 430.0 |
| 2024-06-24 01:20:00 | ES | Futures | 5801.43 | 5801.43 | 5800.64 | 5801.16 | 350.0 |
| 2024-06-24 01:25:00 | ES | Futures | 5801.16 | 5801.69 | 5800.9 | 5801.43 | 263.0 |
| 2024-06-24 01:30:00 | ES | Futures | 5801.69 | 5802.47 | 5801.43 | 5802.47 | 426.0 |
| 2024-06-24 01:35:00 | ES | Futures | 5802.21 | 5802.47 | 5801.69 | 5802.21 | 286.0 |
| 2024-06-24 01:40:00 | ES | Futures | 5802.21 | 5803.0 | 5802.21 | 5802.21 | 359.0 |
| 2024-06-24 01:45:00 | ES | Futures | 5801.95 | 5802.74 | 5801.95 | 5802.47 | 235.0 |
| 2024-06-24 01:50:00 | ES | Futures | 5802.74 | 5803.0 | 5802.47 | 5802.74 | 366.0 |
| 2024-06-24 01:55:00 | ES | Futures | 5802.74 | 5803.79 | 5802.74 | 5803.0 | 743.0 |
| 2024-06-24 02:00:00 | ES | Futures | 5802.74 | 5805.1 | 5802.47 | 5804.57 | 1002.0 |
| 2024-06-24 02:05:00 | ES | Futures | 5804.57 | 5805.36 | 5803.79 | 5805.36 | 541.0 |
| 2024-06-24 02:10:00 | ES | Futures | 5805.36 | 5805.36 | 5803.79 | 5805.1 | 656.0 |
| 2024-06-24 02:15:00 | ES | Futures | 5805.1 | 5805.36 | 5804.57 | 5805.1 | 575.0 |
| 2024-06-24 02:20:00 | ES | Futures | 5805.1 | 5806.41 | 5804.83 | 5805.88 | 1310.0 |
| 2024-06-24 02:25:00 | ES | Futures | 5805.88 | 5806.14 | 5804.83 | 5805.1 | 845.0 |
| 2024-06-24 02:30:00 | ES | Futures | 5805.36 | 5805.62 | 5804.31 | 5804.83 | 416.0 |
| 2024-06-24 02:35:00 | ES | Futures | 5804.83 | 5806.14 | 5804.57 | 5805.62 | 579.0 |
| 2024-06-24 02:40:00 | ES | Futures | 5805.62 | 5806.14 | 5804.31 | 5804.57 | 457.0 |
| 2024-06-24 02:45:00 | ES | Futures | 5804.57 | 5804.83 | 5803.79 | 5804.57 | 468.0 |
| 2024-06-24 02:50:00 | ES | Futures | 5804.57 | 5804.83 | 5802.47 | 5803.0 | 683.0 |
| 2024-06-24 02:55:00 | ES | Futures | 5803.26 | 5805.88 | 5802.74 | 5804.57 | 1279.0 |
| 2024-06-24 03:00:00 | ES | Futures | 5804.31 | 5807.19 | 5804.31 | 5807.19 | 1761.0 |
| 2024-06-24 03:05:00 | ES | Futures | 5807.19 | 5807.98 | 5806.14 | 5806.93 | 1308.0 |
| 2024-06-24 03:10:00 | ES | Futures | 5806.93 | 5807.19 | 5805.1 | 5805.62 | 1304.0 |
| 2024-06-24 03:15:00 | ES | Futures | 5805.36 | 5805.88 | 5803.0 | 5805.36 | 1196.0 |
| 2024-06-24 03:20:00 | ES | Futures | 5805.36 | 5806.67 | 5804.83 | 5805.36 | 551.0 |
| 2024-06-24 03:25:00 | ES | Futures | 5805.36 | 5806.14 | 5804.57 | 5805.62 | 968.0 |
| 2024-06-24 03:30:00 | ES | Futures | 5805.36 | 5806.93 | 5803.79 | 5806.93 | 1293.0 |
| 2024-06-24 03:35:00 | ES | Futures | 5806.67 | 5807.46 | 5806.14 | 5807.19 | 743.0 |
| 2024-06-24 03:40:00 | ES | Futures | 5807.46 | 5810.08 | 5807.46 | 5809.55 | 1447.0 |
| 2024-06-24 03:45:00 | ES | Futures | 5809.29 | 5809.82 | 5808.24 | 5809.55 | 1365.0 |
| 2024-06-24 03:50:00 | ES | Futures | 5809.29 | 5812.17 | 5809.29 | 5811.91 | 1771.0 |
| 2024-06-24 03:55:00 | ES | Futures | 5811.91 | 5813.49 | 5811.91 | 5812.44 | 1590.0 |
| 2024-06-24 04:00:00 | ES | Futures | 5812.17 | 5812.96 | 5810.34 | 5810.86 | 1989.0 |
| 2024-06-24 04:05:00 | ES | Futures | 5810.6 | 5813.75 | 5810.6 | 5813.49 | 1855.0 |
> showing 50 of 19,440 rows — these rows as CSV