PREVIEW / futures_5min / 2024-07-26
file: by_date/futures_5min/2024/2024-07-26.parquet size: 302 KB rows: 16,630
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-26 00:00:00 | ES | Futures | 5727.5 | 5727.5 | 5725.92 | 5726.71 | 412.0 |
| 2024-07-26 00:05:00 | ES | Futures | 5726.71 | 5728.81 | 5726.71 | 5728.81 | 171.0 |
| 2024-07-26 00:10:00 | ES | Futures | 5728.81 | 5728.81 | 5727.76 | 5727.76 | 129.0 |
| 2024-07-26 00:15:00 | ES | Futures | 5727.76 | 5728.54 | 5727.76 | 5728.28 | 227.0 |
| 2024-07-26 00:20:00 | ES | Futures | 5728.02 | 5730.38 | 5728.02 | 5730.38 | 370.0 |
| 2024-07-26 00:25:00 | ES | Futures | 5730.12 | 5732.21 | 5729.07 | 5731.69 | 770.0 |
| 2024-07-26 00:30:00 | ES | Futures | 5731.69 | 5732.48 | 5730.64 | 5731.43 | 335.0 |
| 2024-07-26 00:35:00 | ES | Futures | 5731.69 | 5732.21 | 5731.17 | 5731.95 | 165.0 |
| 2024-07-26 00:40:00 | ES | Futures | 5731.95 | 5732.21 | 5731.17 | 5731.43 | 233.0 |
| 2024-07-26 00:45:00 | ES | Futures | 5731.17 | 5732.48 | 5731.17 | 5731.95 | 304.0 |
| 2024-07-26 00:50:00 | ES | Futures | 5732.21 | 5732.74 | 5731.43 | 5732.21 | 385.0 |
| 2024-07-26 00:55:00 | ES | Futures | 5732.21 | 5733.26 | 5731.69 | 5732.21 | 550.0 |
| 2024-07-26 01:00:00 | ES | Futures | 5732.21 | 5733.79 | 5731.95 | 5733.53 | 811.0 |
| 2024-07-26 01:05:00 | ES | Futures | 5733.53 | 5734.31 | 5731.95 | 5732.74 | 673.0 |
| 2024-07-26 01:10:00 | ES | Futures | 5732.74 | 5734.57 | 5732.21 | 5734.31 | 558.0 |
| 2024-07-26 01:15:00 | ES | Futures | 5734.57 | 5735.1 | 5733.53 | 5734.05 | 586.0 |
| 2024-07-26 01:20:00 | ES | Futures | 5734.05 | 5734.84 | 5734.05 | 5734.57 | 321.0 |
| 2024-07-26 01:25:00 | ES | Futures | 5734.57 | 5735.1 | 5734.31 | 5734.84 | 563.0 |
| 2024-07-26 01:30:00 | ES | Futures | 5734.84 | 5735.1 | 5734.05 | 5734.05 | 330.0 |
| 2024-07-26 01:35:00 | ES | Futures | 5734.31 | 5734.84 | 5732.21 | 5732.48 | 616.0 |
| 2024-07-26 01:40:00 | ES | Futures | 5732.48 | 5732.48 | 5728.54 | 5729.07 | 989.0 |
| 2024-07-26 01:45:00 | ES | Futures | 5729.07 | 5729.86 | 5726.71 | 5727.5 | 657.0 |
| 2024-07-26 01:50:00 | ES | Futures | 5727.5 | 5729.07 | 5726.97 | 5727.76 | 488.0 |
| 2024-07-26 01:55:00 | ES | Futures | 5727.76 | 5728.02 | 5725.4 | 5725.92 | 738.0 |
| 2024-07-26 02:00:00 | ES | Futures | 5725.92 | 5728.02 | 5725.4 | 5727.76 | 1099.0 |
| 2024-07-26 02:05:00 | ES | Futures | 5728.02 | 5734.84 | 5728.02 | 5733.26 | 1484.0 |
| 2024-07-26 02:10:00 | ES | Futures | 5733.26 | 5734.05 | 5730.64 | 5732.21 | 815.0 |
| 2024-07-26 02:15:00 | ES | Futures | 5732.21 | 5733.0 | 5730.12 | 5730.38 | 613.0 |
| 2024-07-26 02:20:00 | ES | Futures | 5730.12 | 5731.17 | 5726.71 | 5727.76 | 1087.0 |
| 2024-07-26 02:25:00 | ES | Futures | 5727.76 | 5728.54 | 5726.45 | 5727.23 | 504.0 |
| 2024-07-26 02:30:00 | ES | Futures | 5727.23 | 5729.07 | 5726.71 | 5728.81 | 518.0 |
| 2024-07-26 02:35:00 | ES | Futures | 5728.81 | 5730.38 | 5727.23 | 5730.12 | 611.0 |
| 2024-07-26 02:40:00 | ES | Futures | 5730.12 | 5732.48 | 5730.12 | 5732.21 | 560.0 |
| 2024-07-26 02:45:00 | ES | Futures | 5732.21 | 5732.48 | 5730.38 | 5730.9 | 656.0 |
| 2024-07-26 02:50:00 | ES | Futures | 5730.9 | 5731.43 | 5729.33 | 5729.33 | 443.0 |
| 2024-07-26 02:55:00 | ES | Futures | 5729.59 | 5731.43 | 5728.02 | 5728.81 | 1149.0 |
| 2024-07-26 03:00:00 | ES | Futures | 5729.07 | 5732.74 | 5727.5 | 5729.86 | 1767.0 |
| 2024-07-26 03:05:00 | ES | Futures | 5729.59 | 5731.43 | 5728.02 | 5729.07 | 1527.0 |
| 2024-07-26 03:10:00 | ES | Futures | 5729.07 | 5734.84 | 5727.23 | 5734.57 | 1516.0 |
| 2024-07-26 03:15:00 | ES | Futures | 5734.84 | 5737.2 | 5729.59 | 5729.59 | 2785.0 |
| 2024-07-26 03:20:00 | ES | Futures | 5729.33 | 5733.0 | 5729.33 | 5730.12 | 1983.0 |
| 2024-07-26 03:25:00 | ES | Futures | 5730.12 | 5735.89 | 5729.86 | 5734.31 | 1701.0 |
| 2024-07-26 03:30:00 | ES | Futures | 5734.31 | 5738.24 | 5733.0 | 5737.2 | 2372.0 |
| 2024-07-26 03:35:00 | ES | Futures | 5737.2 | 5739.03 | 5735.62 | 5737.72 | 1683.0 |
| 2024-07-26 03:40:00 | ES | Futures | 5737.46 | 5740.34 | 5736.41 | 5737.46 | 2768.0 |
| 2024-07-26 03:45:00 | ES | Futures | 5737.46 | 5737.98 | 5734.57 | 5735.36 | 2245.0 |
| 2024-07-26 03:50:00 | ES | Futures | 5735.62 | 5739.56 | 5735.62 | 5739.29 | 1105.0 |
| 2024-07-26 03:55:00 | ES | Futures | 5739.29 | 5741.13 | 5739.03 | 5740.87 | 1497.0 |
| 2024-07-26 04:00:00 | ES | Futures | 5741.13 | 5742.7 | 5738.51 | 5739.29 | 2634.0 |
| 2024-07-26 04:05:00 | ES | Futures | 5739.29 | 5744.01 | 5738.77 | 5742.96 | 1822.0 |
> showing 50 of 16,630 rows — these rows as CSV