PREVIEW / futures_5min / 2024-08-02
file: by_date/futures_5min/2024/2024-08-02.parquet size: 369 KB rows: 17,433
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-02 00:00:00 | ES | Futures | 5707.31 | 5708.62 | 5705.74 | 5707.83 | 721.0 |
| 2024-08-02 00:05:00 | ES | Futures | 5707.83 | 5708.1 | 5704.69 | 5704.95 | 746.0 |
| 2024-08-02 00:10:00 | ES | Futures | 5704.95 | 5706.26 | 5703.64 | 5705.47 | 743.0 |
| 2024-08-02 00:15:00 | ES | Futures | 5705.21 | 5706.78 | 5704.43 | 5704.95 | 465.0 |
| 2024-08-02 00:20:00 | ES | Futures | 5704.69 | 5707.83 | 5703.9 | 5707.31 | 505.0 |
| 2024-08-02 00:25:00 | ES | Futures | 5707.57 | 5707.83 | 5704.95 | 5706.0 | 496.0 |
| 2024-08-02 00:30:00 | ES | Futures | 5706.26 | 5707.57 | 5705.47 | 5705.47 | 447.0 |
| 2024-08-02 00:35:00 | ES | Futures | 5705.21 | 5705.47 | 5702.33 | 5705.21 | 814.0 |
| 2024-08-02 00:40:00 | ES | Futures | 5705.21 | 5705.21 | 5701.8 | 5702.85 | 754.0 |
| 2024-08-02 00:45:00 | ES | Futures | 5702.85 | 5703.9 | 5702.33 | 5702.33 | 434.0 |
| 2024-08-02 00:50:00 | ES | Futures | 5702.07 | 5702.85 | 5699.97 | 5702.59 | 1045.0 |
| 2024-08-02 00:55:00 | ES | Futures | 5702.59 | 5703.64 | 5701.28 | 5703.38 | 609.0 |
| 2024-08-02 01:00:00 | ES | Futures | 5703.38 | 5704.43 | 5700.49 | 5701.28 | 843.0 |
| 2024-08-02 01:05:00 | ES | Futures | 5701.54 | 5706.52 | 5701.54 | 5706.52 | 938.0 |
| 2024-08-02 01:10:00 | ES | Futures | 5706.0 | 5706.26 | 5704.43 | 5706.0 | 490.0 |
| 2024-08-02 01:15:00 | ES | Futures | 5706.0 | 5709.93 | 5706.0 | 5707.05 | 965.0 |
| 2024-08-02 01:20:00 | ES | Futures | 5707.31 | 5707.31 | 5704.69 | 5706.0 | 572.0 |
| 2024-08-02 01:25:00 | ES | Futures | 5706.0 | 5708.36 | 5705.74 | 5708.1 | 694.0 |
| 2024-08-02 01:30:00 | ES | Futures | 5707.83 | 5709.14 | 5703.11 | 5704.16 | 1084.0 |
| 2024-08-02 01:35:00 | ES | Futures | 5703.9 | 5703.9 | 5697.35 | 5698.13 | 1596.0 |
| 2024-08-02 01:40:00 | ES | Futures | 5698.13 | 5701.54 | 5696.82 | 5697.35 | 1249.0 |
| 2024-08-02 01:45:00 | ES | Futures | 5697.61 | 5702.33 | 5697.61 | 5701.02 | 878.0 |
| 2024-08-02 01:50:00 | ES | Futures | 5700.76 | 5701.28 | 5696.56 | 5697.61 | 1288.0 |
| 2024-08-02 01:55:00 | ES | Futures | 5697.87 | 5702.07 | 5697.08 | 5701.02 | 1080.0 |
| 2024-08-02 02:00:00 | ES | Futures | 5701.28 | 5704.16 | 5698.4 | 5699.71 | 1927.0 |
| 2024-08-02 02:05:00 | ES | Futures | 5699.97 | 5702.59 | 5697.87 | 5699.44 | 2133.0 |
| 2024-08-02 02:10:00 | ES | Futures | 5699.44 | 5699.97 | 5696.3 | 5698.92 | 2179.0 |
| 2024-08-02 02:15:00 | ES | Futures | 5698.92 | 5702.07 | 5698.4 | 5698.92 | 1696.0 |
| 2024-08-02 02:20:00 | ES | Futures | 5698.66 | 5701.8 | 5696.04 | 5696.3 | 2357.0 |
| 2024-08-02 02:25:00 | ES | Futures | 5696.3 | 5697.87 | 5690.53 | 5691.06 | 5183.0 |
| 2024-08-02 02:30:00 | ES | Futures | 5691.32 | 5694.46 | 5687.65 | 5692.63 | 2841.0 |
| 2024-08-02 02:35:00 | ES | Futures | 5692.37 | 5695.25 | 5690.27 | 5694.73 | 2359.0 |
| 2024-08-02 02:40:00 | ES | Futures | 5694.2 | 5694.99 | 5689.74 | 5693.68 | 2538.0 |
| 2024-08-02 02:45:00 | ES | Futures | 5693.94 | 5694.99 | 5692.1 | 5692.37 | 1346.0 |
| 2024-08-02 02:50:00 | ES | Futures | 5692.1 | 5696.3 | 5691.84 | 5695.51 | 1531.0 |
| 2024-08-02 02:55:00 | ES | Futures | 5695.25 | 5695.25 | 5686.6 | 5687.12 | 2294.0 |
| 2024-08-02 03:00:00 | ES | Futures | 5687.12 | 5692.1 | 5686.07 | 5687.12 | 4034.0 |
| 2024-08-02 03:05:00 | ES | Futures | 5687.12 | 5688.96 | 5683.19 | 5684.76 | 4049.0 |
| 2024-08-02 03:10:00 | ES | Futures | 5684.76 | 5686.86 | 5680.83 | 5681.35 | 3762.0 |
| 2024-08-02 03:15:00 | ES | Futures | 5681.35 | 5681.62 | 5675.85 | 5677.16 | 5599.0 |
| 2024-08-02 03:20:00 | ES | Futures | 5677.16 | 5680.31 | 5676.11 | 5679.78 | 2562.0 |
| 2024-08-02 03:25:00 | ES | Futures | 5679.52 | 5690.27 | 5678.73 | 5689.48 | 5111.0 |
| 2024-08-02 03:30:00 | ES | Futures | 5689.22 | 5693.68 | 5686.86 | 5689.48 | 5145.0 |
| 2024-08-02 03:35:00 | ES | Futures | 5689.74 | 5693.15 | 5688.43 | 5692.63 | 2852.0 |
| 2024-08-02 03:40:00 | ES | Futures | 5692.63 | 5697.35 | 5692.63 | 5695.25 | 3051.0 |
| 2024-08-02 03:45:00 | ES | Futures | 5695.25 | 5696.56 | 5691.06 | 5691.32 | 2945.0 |
| 2024-08-02 03:50:00 | ES | Futures | 5691.06 | 5693.94 | 5689.74 | 5691.32 | 2180.0 |
| 2024-08-02 03:55:00 | ES | Futures | 5691.06 | 5696.04 | 5686.6 | 5695.51 | 3067.0 |
| 2024-08-02 04:00:00 | ES | Futures | 5695.51 | 5697.61 | 5689.74 | 5692.63 | 4767.0 |
| 2024-08-02 04:05:00 | ES | Futures | 5692.37 | 5695.51 | 5687.65 | 5694.99 | 3302.0 |
> showing 50 of 17,433 rows — these rows as CSV