PREVIEW / futures_5min / 2024-07-29
file: by_date/futures_5min/2024/2024-07-29.parquet size: 357 KB rows: 20,573
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-29 00:00:00 | ES | Futures | 5791.99 | 5792.77 | 5791.99 | 5792.77 | 115.0 |
| 2024-07-29 00:05:00 | ES | Futures | 5792.77 | 5793.82 | 5792.51 | 5793.56 | 159.0 |
| 2024-07-29 00:10:00 | ES | Futures | 5793.3 | 5793.82 | 5793.04 | 5793.56 | 134.0 |
| 2024-07-29 00:15:00 | ES | Futures | 5793.56 | 5793.56 | 5793.04 | 5793.56 | 171.0 |
| 2024-07-29 00:20:00 | ES | Futures | 5793.3 | 5793.56 | 5792.51 | 5792.51 | 120.0 |
| 2024-07-29 00:25:00 | ES | Futures | 5792.51 | 5793.04 | 5791.73 | 5791.73 | 239.0 |
| 2024-07-29 00:30:00 | ES | Futures | 5791.73 | 5791.99 | 5790.68 | 5791.73 | 302.0 |
| 2024-07-29 00:35:00 | ES | Futures | 5791.46 | 5791.46 | 5790.94 | 5791.46 | 198.0 |
| 2024-07-29 00:40:00 | ES | Futures | 5791.2 | 5791.73 | 5790.94 | 5791.2 | 133.0 |
| 2024-07-29 00:45:00 | ES | Futures | 5791.46 | 5791.73 | 5791.46 | 5791.46 | 76.0 |
| 2024-07-29 00:50:00 | ES | Futures | 5791.2 | 5791.2 | 5790.15 | 5790.15 | 397.0 |
| 2024-07-29 00:55:00 | ES | Futures | 5790.15 | 5791.2 | 5789.63 | 5790.94 | 240.0 |
| 2024-07-29 01:00:00 | ES | Futures | 5791.2 | 5791.99 | 5790.68 | 5790.94 | 377.0 |
| 2024-07-29 01:05:00 | ES | Futures | 5790.94 | 5791.99 | 5790.94 | 5791.73 | 167.0 |
| 2024-07-29 01:10:00 | ES | Futures | 5791.73 | 5792.25 | 5790.68 | 5791.99 | 215.0 |
| 2024-07-29 01:15:00 | ES | Futures | 5791.99 | 5792.25 | 5791.46 | 5791.73 | 282.0 |
| 2024-07-29 01:20:00 | ES | Futures | 5791.73 | 5792.25 | 5791.46 | 5791.99 | 161.0 |
| 2024-07-29 01:25:00 | ES | Futures | 5791.73 | 5794.09 | 5791.73 | 5794.09 | 451.0 |
| 2024-07-29 01:30:00 | ES | Futures | 5793.82 | 5795.66 | 5793.3 | 5795.4 | 683.0 |
| 2024-07-29 01:35:00 | ES | Futures | 5795.4 | 5795.92 | 5794.61 | 5795.13 | 461.0 |
| 2024-07-29 01:40:00 | ES | Futures | 5795.4 | 5795.4 | 5793.04 | 5794.87 | 448.0 |
| 2024-07-29 01:45:00 | ES | Futures | 5794.87 | 5795.13 | 5792.25 | 5792.25 | 514.0 |
| 2024-07-29 01:50:00 | ES | Futures | 5791.99 | 5792.51 | 5791.46 | 5791.46 | 285.0 |
| 2024-07-29 01:55:00 | ES | Futures | 5791.46 | 5794.61 | 5791.46 | 5794.09 | 801.0 |
| 2024-07-29 02:00:00 | ES | Futures | 5794.35 | 5794.87 | 5791.99 | 5792.25 | 1023.0 |
| 2024-07-29 02:05:00 | ES | Futures | 5792.25 | 5792.25 | 5790.94 | 5791.46 | 565.0 |
| 2024-07-29 02:10:00 | ES | Futures | 5791.46 | 5792.77 | 5791.2 | 5792.25 | 507.0 |
| 2024-07-29 02:15:00 | ES | Futures | 5792.25 | 5794.09 | 5791.99 | 5793.82 | 545.0 |
| 2024-07-29 02:20:00 | ES | Futures | 5793.82 | 5794.09 | 5790.94 | 5791.46 | 616.0 |
| 2024-07-29 02:25:00 | ES | Futures | 5791.46 | 5794.35 | 5791.46 | 5792.51 | 833.0 |
| 2024-07-29 02:30:00 | ES | Futures | 5792.51 | 5792.77 | 5791.46 | 5791.46 | 366.0 |
| 2024-07-29 02:35:00 | ES | Futures | 5791.46 | 5791.99 | 5790.15 | 5790.68 | 703.0 |
| 2024-07-29 02:40:00 | ES | Futures | 5790.42 | 5791.2 | 5790.15 | 5791.2 | 253.0 |
| 2024-07-29 02:45:00 | ES | Futures | 5791.2 | 5791.99 | 5789.89 | 5791.2 | 1353.0 |
| 2024-07-29 02:50:00 | ES | Futures | 5791.2 | 5793.56 | 5790.94 | 5792.77 | 472.0 |
| 2024-07-29 02:55:00 | ES | Futures | 5792.77 | 5796.71 | 5792.51 | 5795.4 | 1111.0 |
| 2024-07-29 03:00:00 | ES | Futures | 5795.13 | 5795.4 | 5792.25 | 5792.51 | 2038.0 |
| 2024-07-29 03:05:00 | ES | Futures | 5792.25 | 5793.04 | 5789.37 | 5791.73 | 1508.0 |
| 2024-07-29 03:10:00 | ES | Futures | 5791.73 | 5791.73 | 5787.79 | 5787.79 | 1353.0 |
| 2024-07-29 03:15:00 | ES | Futures | 5787.53 | 5787.79 | 5782.81 | 5783.6 | 2634.0 |
| 2024-07-29 03:20:00 | ES | Futures | 5783.86 | 5787.27 | 5783.34 | 5787.27 | 1510.0 |
| 2024-07-29 03:25:00 | ES | Futures | 5787.01 | 5788.32 | 5784.12 | 5784.39 | 1734.0 |
| 2024-07-29 03:30:00 | ES | Futures | 5784.39 | 5786.48 | 5781.24 | 5784.12 | 1811.0 |
| 2024-07-29 03:35:00 | ES | Futures | 5784.39 | 5784.39 | 5775.73 | 5779.14 | 2955.0 |
| 2024-07-29 03:40:00 | ES | Futures | 5779.14 | 5781.76 | 5775.73 | 5777.57 | 2158.0 |
| 2024-07-29 03:45:00 | ES | Futures | 5777.57 | 5780.19 | 5777.57 | 5778.88 | 1031.0 |
| 2024-07-29 03:50:00 | ES | Futures | 5778.88 | 5779.4 | 5776.26 | 5778.36 | 1176.0 |
| 2024-07-29 03:55:00 | ES | Futures | 5778.36 | 5778.62 | 5774.42 | 5775.73 | 1579.0 |
| 2024-07-29 04:00:00 | ES | Futures | 5775.73 | 5778.36 | 5773.64 | 5777.31 | 2028.0 |
| 2024-07-29 04:05:00 | ES | Futures | 5777.31 | 5782.55 | 5776.26 | 5782.29 | 1843.0 |
> showing 50 of 20,573 rows — these rows as CSV