PREVIEW / futures_5min / 2024-08-05
file: by_date/futures_5min/2024/2024-08-05.parquet size: 496 KB rows: 22,467
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-05 00:00:00 | ES | Futures | 5549.22 | 5553.68 | 5548.7 | 5549.75 | 1823.0 |
| 2024-08-05 00:05:00 | ES | Futures | 5550.01 | 5550.27 | 5544.51 | 5546.6 | 4488.0 |
| 2024-08-05 00:10:00 | ES | Futures | 5546.34 | 5547.39 | 5543.46 | 5546.86 | 2002.0 |
| 2024-08-05 00:15:00 | ES | Futures | 5546.86 | 5549.49 | 5544.77 | 5545.82 | 1348.0 |
| 2024-08-05 00:20:00 | ES | Futures | 5545.55 | 5547.39 | 5544.24 | 5545.82 | 1288.0 |
| 2024-08-05 00:25:00 | ES | Futures | 5545.82 | 5548.7 | 5543.72 | 5546.86 | 1908.0 |
| 2024-08-05 00:30:00 | ES | Futures | 5546.86 | 5548.96 | 5545.55 | 5546.86 | 894.0 |
| 2024-08-05 00:35:00 | ES | Futures | 5547.13 | 5549.22 | 5542.41 | 5547.13 | 5189.0 |
| 2024-08-05 00:40:00 | ES | Futures | 5547.13 | 5550.27 | 5543.98 | 5544.51 | 1839.0 |
| 2024-08-05 00:45:00 | ES | Futures | 5544.51 | 5545.03 | 5539.26 | 5542.67 | 5250.0 |
| 2024-08-05 00:50:00 | ES | Futures | 5542.93 | 5544.77 | 5539.79 | 5540.31 | 2118.0 |
| 2024-08-05 00:55:00 | ES | Futures | 5540.31 | 5541.88 | 5537.95 | 5538.21 | 4024.0 |
| 2024-08-05 01:00:00 | ES | Futures | 5538.21 | 5539.79 | 5534.54 | 5538.21 | 6085.0 |
| 2024-08-05 01:05:00 | ES | Futures | 5538.21 | 5540.57 | 5533.76 | 5535.59 | 2882.0 |
| 2024-08-05 01:10:00 | ES | Futures | 5535.59 | 5537.69 | 5532.97 | 5536.12 | 2454.0 |
| 2024-08-05 01:15:00 | ES | Futures | 5536.38 | 5539.79 | 5532.71 | 5533.49 | 2548.0 |
| 2024-08-05 01:20:00 | ES | Futures | 5533.23 | 5535.59 | 5530.87 | 5531.4 | 3488.0 |
| 2024-08-05 01:25:00 | ES | Futures | 5531.4 | 5535.85 | 5529.56 | 5531.66 | 3376.0 |
| 2024-08-05 01:30:00 | ES | Futures | 5531.14 | 5531.4 | 5511.73 | 5515.14 | 9750.0 |
| 2024-08-05 01:35:00 | ES | Futures | 5515.14 | 5515.41 | 5499.68 | 5502.82 | 10653.0 |
| 2024-08-05 01:40:00 | ES | Futures | 5502.82 | 5516.72 | 5495.22 | 5512.52 | 7542.0 |
| 2024-08-05 01:45:00 | ES | Futures | 5512.52 | 5513.05 | 5485.26 | 5488.4 | 6078.0 |
| 2024-08-05 01:50:00 | ES | Futures | 5488.66 | 5493.12 | 5464.55 | 5468.74 | 11321.0 |
| 2024-08-05 01:55:00 | ES | Futures | 5469.26 | 5485.26 | 5458.25 | 5475.29 | 8048.0 |
| 2024-08-05 02:00:00 | ES | Futures | 5475.56 | 5478.96 | 5455.37 | 5456.68 | 7967.0 |
| 2024-08-05 02:05:00 | ES | Futures | 5456.68 | 5475.29 | 5456.16 | 5474.51 | 7020.0 |
| 2024-08-05 02:10:00 | ES | Futures | 5473.98 | 5487.62 | 5470.84 | 5472.93 | 5879.0 |
| 2024-08-05 02:15:00 | ES | Futures | 5472.93 | 5478.96 | 5462.71 | 5467.43 | 4026.0 |
| 2024-08-05 02:20:00 | ES | Futures | 5467.43 | 5472.41 | 5454.06 | 5460.61 | 4037.0 |
| 2024-08-05 02:25:00 | ES | Futures | 5460.09 | 5482.11 | 5459.3 | 5467.17 | 7737.0 |
| 2024-08-05 02:30:00 | ES | Futures | 5467.69 | 5487.62 | 5465.07 | 5483.95 | 6252.0 |
| 2024-08-05 02:35:00 | ES | Futures | 5483.95 | 5493.65 | 5479.49 | 5488.66 | 3897.0 |
| 2024-08-05 02:40:00 | ES | Futures | 5488.93 | 5491.02 | 5480.01 | 5489.45 | 4019.0 |
| 2024-08-05 02:45:00 | ES | Futures | 5489.71 | 5491.02 | 5486.04 | 5486.3 | 3313.0 |
| 2024-08-05 02:50:00 | ES | Futures | 5486.3 | 5493.91 | 5480.54 | 5493.38 | 2937.0 |
| 2024-08-05 02:55:00 | ES | Futures | 5493.65 | 5495.22 | 5481.32 | 5481.85 | 3319.0 |
| 2024-08-05 03:00:00 | ES | Futures | 5481.32 | 5487.35 | 5480.54 | 5486.57 | 4563.0 |
| 2024-08-05 03:05:00 | ES | Futures | 5486.83 | 5489.71 | 5471.1 | 5471.62 | 4963.0 |
| 2024-08-05 03:10:00 | ES | Futures | 5471.62 | 5483.42 | 5471.36 | 5477.65 | 5648.0 |
| 2024-08-05 03:15:00 | ES | Futures | 5477.65 | 5488.66 | 5475.03 | 5486.04 | 5874.0 |
| 2024-08-05 03:20:00 | ES | Futures | 5485.78 | 5501.25 | 5484.99 | 5496.27 | 6233.0 |
| 2024-08-05 03:25:00 | ES | Futures | 5496.01 | 5496.01 | 5486.04 | 5489.71 | 4481.0 |
| 2024-08-05 03:30:00 | ES | Futures | 5489.98 | 5502.82 | 5483.16 | 5499.94 | 6521.0 |
| 2024-08-05 03:35:00 | ES | Futures | 5500.2 | 5505.44 | 5492.6 | 5493.65 | 5145.0 |
| 2024-08-05 03:40:00 | ES | Futures | 5493.91 | 5501.77 | 5490.5 | 5497.58 | 4350.0 |
| 2024-08-05 03:45:00 | ES | Futures | 5497.32 | 5512.0 | 5497.05 | 5507.28 | 4354.0 |
| 2024-08-05 03:50:00 | ES | Futures | 5507.54 | 5510.16 | 5500.46 | 5509.11 | 4661.0 |
| 2024-08-05 03:55:00 | ES | Futures | 5508.85 | 5514.62 | 5507.28 | 5511.47 | 3755.0 |
| 2024-08-05 04:00:00 | ES | Futures | 5511.47 | 5513.05 | 5493.65 | 5503.35 | 6986.0 |
| 2024-08-05 04:05:00 | ES | Futures | 5503.08 | 5526.94 | 5503.08 | 5525.11 | 7770.0 |
> showing 50 of 22,467 rows — these rows as CSV