PREVIEW / futures_5min / 2024-08-04
file: by_date/futures_5min/2024/2024-08-04.parquet size: 115 KB rows: 4,643
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-04 18:00:00 | ES | Futures | 5589.34 | 5595.63 | 5580.16 | 5586.19 | 9408.0 |
| 2024-08-04 18:05:00 | ES | Futures | 5586.45 | 5590.38 | 5581.47 | 5588.29 | 3162.0 |
| 2024-08-04 18:10:00 | ES | Futures | 5587.76 | 5593.01 | 5586.71 | 5590.65 | 3123.0 |
| 2024-08-04 18:15:00 | ES | Futures | 5590.65 | 5593.01 | 5589.86 | 5591.43 | 2045.0 |
| 2024-08-04 18:20:00 | ES | Futures | 5591.43 | 5594.84 | 5591.43 | 5592.22 | 1578.0 |
| 2024-08-04 18:25:00 | ES | Futures | 5592.22 | 5597.46 | 5589.6 | 5597.2 | 2896.0 |
| 2024-08-04 18:30:00 | ES | Futures | 5597.2 | 5602.44 | 5596.94 | 5599.04 | 2213.0 |
| 2024-08-04 18:35:00 | ES | Futures | 5599.04 | 5600.87 | 5596.15 | 5597.2 | 1477.0 |
| 2024-08-04 18:40:00 | ES | Futures | 5597.2 | 5600.61 | 5596.68 | 5600.35 | 878.0 |
| 2024-08-04 18:45:00 | ES | Futures | 5599.82 | 5605.59 | 5599.56 | 5605.07 | 1221.0 |
| 2024-08-04 18:50:00 | ES | Futures | 5605.33 | 5605.33 | 5599.04 | 5600.08 | 1029.0 |
| 2024-08-04 18:55:00 | ES | Futures | 5600.08 | 5600.08 | 5596.15 | 5596.94 | 1040.0 |
| 2024-08-04 19:00:00 | ES | Futures | 5596.68 | 5597.99 | 5590.91 | 5592.22 | 1956.0 |
| 2024-08-04 19:05:00 | ES | Futures | 5591.96 | 5594.84 | 5590.91 | 5592.74 | 937.0 |
| 2024-08-04 19:10:00 | ES | Futures | 5592.74 | 5594.84 | 5587.76 | 5593.01 | 1909.0 |
| 2024-08-04 19:15:00 | ES | Futures | 5593.01 | 5596.41 | 5591.69 | 5594.84 | 1046.0 |
| 2024-08-04 19:20:00 | ES | Futures | 5594.84 | 5596.41 | 5582.52 | 5587.5 | 2458.0 |
| 2024-08-04 19:25:00 | ES | Futures | 5587.5 | 5589.34 | 5584.88 | 5587.24 | 1370.0 |
| 2024-08-04 19:30:00 | ES | Futures | 5587.24 | 5588.02 | 5571.51 | 5574.39 | 6318.0 |
| 2024-08-04 19:35:00 | ES | Futures | 5574.39 | 5582.26 | 5573.34 | 5580.68 | 2378.0 |
| 2024-08-04 19:40:00 | ES | Futures | 5580.42 | 5581.99 | 5577.28 | 5581.73 | 1932.0 |
| 2024-08-04 19:45:00 | ES | Futures | 5581.73 | 5581.99 | 5579.64 | 5580.16 | 1488.0 |
| 2024-08-04 19:50:00 | ES | Futures | 5580.42 | 5583.57 | 5579.11 | 5582.52 | 2830.0 |
| 2024-08-04 19:55:00 | ES | Futures | 5582.52 | 5585.93 | 5580.68 | 5583.04 | 1718.0 |
| 2024-08-04 20:00:00 | ES | Futures | 5583.04 | 5583.57 | 5579.64 | 5581.47 | 1922.0 |
| 2024-08-04 20:05:00 | ES | Futures | 5581.47 | 5582.52 | 5579.9 | 5581.47 | 1551.0 |
| 2024-08-04 20:10:00 | ES | Futures | 5581.47 | 5582.78 | 5569.67 | 5573.61 | 9068.0 |
| 2024-08-04 20:15:00 | ES | Futures | 5573.61 | 5576.49 | 5556.04 | 5563.91 | 11352.0 |
| 2024-08-04 20:20:00 | ES | Futures | 5563.91 | 5568.62 | 5559.97 | 5564.43 | 4026.0 |
| 2024-08-04 20:25:00 | ES | Futures | 5564.17 | 5575.7 | 5563.91 | 5574.92 | 3235.0 |
| 2024-08-04 20:30:00 | ES | Futures | 5574.92 | 5575.18 | 5566.79 | 5573.61 | 2806.0 |
| 2024-08-04 20:35:00 | ES | Futures | 5573.61 | 5576.49 | 5566.53 | 5568.62 | 2804.0 |
| 2024-08-04 20:40:00 | ES | Futures | 5568.89 | 5576.75 | 5568.1 | 5575.44 | 2370.0 |
| 2024-08-04 20:45:00 | ES | Futures | 5575.44 | 5576.75 | 5565.48 | 5566.26 | 2768.0 |
| 2024-08-04 20:50:00 | ES | Futures | 5566.0 | 5568.89 | 5560.24 | 5561.02 | 3727.0 |
| 2024-08-04 20:55:00 | ES | Futures | 5561.28 | 5564.95 | 5560.24 | 5562.07 | 2646.0 |
| 2024-08-04 21:00:00 | ES | Futures | 5562.07 | 5564.69 | 5549.75 | 5550.54 | 9076.0 |
| 2024-08-04 21:05:00 | ES | Futures | 5551.06 | 5554.99 | 5544.51 | 5546.86 | 5198.0 |
| 2024-08-04 21:10:00 | ES | Futures | 5546.86 | 5549.75 | 5544.77 | 5547.13 | 2639.0 |
| 2024-08-04 21:15:00 | ES | Futures | 5547.13 | 5556.3 | 5545.29 | 5554.73 | 3731.0 |
| 2024-08-04 21:20:00 | ES | Futures | 5554.73 | 5555.78 | 5547.91 | 5551.58 | 2747.0 |
| 2024-08-04 21:25:00 | ES | Futures | 5551.58 | 5552.89 | 5545.55 | 5551.06 | 2832.0 |
| 2024-08-04 21:30:00 | ES | Futures | 5550.8 | 5558.92 | 5549.75 | 5557.09 | 3628.0 |
| 2024-08-04 21:35:00 | ES | Futures | 5556.83 | 5560.76 | 5553.68 | 5559.97 | 3088.0 |
| 2024-08-04 21:40:00 | ES | Futures | 5559.97 | 5562.86 | 5551.58 | 5555.78 | 2415.0 |
| 2024-08-04 21:45:00 | ES | Futures | 5555.78 | 5560.24 | 5553.94 | 5556.83 | 2172.0 |
| 2024-08-04 21:50:00 | ES | Futures | 5557.35 | 5559.45 | 5551.85 | 5556.83 | 2086.0 |
| 2024-08-04 21:55:00 | ES | Futures | 5557.09 | 5562.86 | 5556.83 | 5562.07 | 1636.0 |
| 2024-08-04 22:00:00 | ES | Futures | 5562.07 | 5562.59 | 5554.99 | 5557.35 | 2139.0 |
| 2024-08-04 22:05:00 | ES | Futures | 5557.35 | 5557.88 | 5553.94 | 5557.35 | 2358.0 |
> showing 50 of 4,643 rows — these rows as CSV