PREVIEW / futures_5min / 2024-08-06
file: by_date/futures_5min/2024/2024-08-06.parquet size: 439 KB rows: 22,080
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-06 00:00:00 | ES | Futures | 5554.21 | 5556.3 | 5553.94 | 5554.99 | 349.0 |
| 2024-08-06 00:05:00 | ES | Futures | 5554.73 | 5555.25 | 5553.16 | 5555.25 | 380.0 |
| 2024-08-06 00:10:00 | ES | Futures | 5555.25 | 5556.83 | 5554.21 | 5555.52 | 326.0 |
| 2024-08-06 00:15:00 | ES | Futures | 5555.25 | 5555.78 | 5553.16 | 5553.16 | 554.0 |
| 2024-08-06 00:20:00 | ES | Futures | 5553.42 | 5557.61 | 5552.89 | 5556.56 | 548.0 |
| 2024-08-06 00:25:00 | ES | Futures | 5556.04 | 5558.4 | 5553.94 | 5554.99 | 464.0 |
| 2024-08-06 00:30:00 | ES | Futures | 5555.25 | 5556.04 | 5545.82 | 5546.08 | 843.0 |
| 2024-08-06 00:35:00 | ES | Futures | 5546.34 | 5551.85 | 5545.82 | 5548.7 | 891.0 |
| 2024-08-06 00:40:00 | ES | Futures | 5548.44 | 5549.49 | 5545.29 | 5546.08 | 597.0 |
| 2024-08-06 00:45:00 | ES | Futures | 5546.34 | 5547.39 | 5543.46 | 5546.34 | 838.0 |
| 2024-08-06 00:50:00 | ES | Futures | 5546.34 | 5548.7 | 5545.29 | 5547.91 | 634.0 |
| 2024-08-06 00:55:00 | ES | Futures | 5547.91 | 5548.18 | 5543.46 | 5547.13 | 629.0 |
| 2024-08-06 01:00:00 | ES | Futures | 5546.86 | 5549.22 | 5543.46 | 5543.46 | 1219.0 |
| 2024-08-06 01:05:00 | ES | Futures | 5543.46 | 5543.98 | 5525.89 | 5535.85 | 2982.0 |
| 2024-08-06 01:10:00 | ES | Futures | 5535.85 | 5536.38 | 5529.04 | 5534.28 | 1394.0 |
| 2024-08-06 01:15:00 | ES | Futures | 5534.54 | 5541.88 | 5534.28 | 5539.52 | 1581.0 |
| 2024-08-06 01:20:00 | ES | Futures | 5539.79 | 5542.67 | 5538.48 | 5540.05 | 687.0 |
| 2024-08-06 01:25:00 | ES | Futures | 5540.57 | 5548.18 | 5540.57 | 5547.91 | 1028.0 |
| 2024-08-06 01:30:00 | ES | Futures | 5547.65 | 5556.56 | 5545.29 | 5555.52 | 1511.0 |
| 2024-08-06 01:35:00 | ES | Futures | 5555.52 | 5557.09 | 5552.63 | 5554.73 | 1042.0 |
| 2024-08-06 01:40:00 | ES | Futures | 5554.73 | 5555.25 | 5550.8 | 5552.63 | 1140.0 |
| 2024-08-06 01:45:00 | ES | Futures | 5553.16 | 5553.42 | 5545.82 | 5547.91 | 878.0 |
| 2024-08-06 01:50:00 | ES | Futures | 5547.91 | 5548.96 | 5545.29 | 5546.86 | 671.0 |
| 2024-08-06 01:55:00 | ES | Futures | 5546.34 | 5552.11 | 5545.55 | 5549.22 | 1152.0 |
| 2024-08-06 02:00:00 | ES | Futures | 5548.96 | 5554.73 | 5540.84 | 5545.55 | 2132.0 |
| 2024-08-06 02:05:00 | ES | Futures | 5546.08 | 5547.13 | 5538.21 | 5540.84 | 1794.0 |
| 2024-08-06 02:10:00 | ES | Futures | 5540.57 | 5545.29 | 5537.69 | 5545.03 | 810.0 |
| 2024-08-06 02:15:00 | ES | Futures | 5544.77 | 5544.77 | 5539.0 | 5540.05 | 1395.0 |
| 2024-08-06 02:20:00 | ES | Futures | 5539.79 | 5547.39 | 5539.26 | 5546.86 | 1115.0 |
| 2024-08-06 02:25:00 | ES | Futures | 5546.6 | 5550.54 | 5545.82 | 5549.22 | 1041.0 |
| 2024-08-06 02:30:00 | ES | Futures | 5549.49 | 5549.75 | 5545.29 | 5547.91 | 1058.0 |
| 2024-08-06 02:35:00 | ES | Futures | 5547.65 | 5550.8 | 5544.77 | 5545.55 | 1367.0 |
| 2024-08-06 02:40:00 | ES | Futures | 5545.29 | 5545.82 | 5537.69 | 5539.52 | 1413.0 |
| 2024-08-06 02:45:00 | ES | Futures | 5539.52 | 5539.52 | 5530.35 | 5534.81 | 2199.0 |
| 2024-08-06 02:50:00 | ES | Futures | 5534.81 | 5535.33 | 5527.99 | 5527.99 | 2069.0 |
| 2024-08-06 02:55:00 | ES | Futures | 5527.99 | 5531.92 | 5524.84 | 5530.87 | 2337.0 |
| 2024-08-06 03:00:00 | ES | Futures | 5531.14 | 5531.14 | 5518.03 | 5527.73 | 4697.0 |
| 2024-08-06 03:05:00 | ES | Futures | 5527.46 | 5529.56 | 5524.06 | 5529.56 | 2089.0 |
| 2024-08-06 03:10:00 | ES | Futures | 5529.56 | 5529.82 | 5518.03 | 5521.96 | 2438.0 |
| 2024-08-06 03:15:00 | ES | Futures | 5521.96 | 5532.71 | 5520.39 | 5532.45 | 2461.0 |
| 2024-08-06 03:20:00 | ES | Futures | 5532.45 | 5541.1 | 5531.14 | 5536.9 | 2605.0 |
| 2024-08-06 03:25:00 | ES | Futures | 5537.16 | 5537.43 | 5524.84 | 5532.18 | 2245.0 |
| 2024-08-06 03:30:00 | ES | Futures | 5532.45 | 5536.64 | 5527.99 | 5533.23 | 2286.0 |
| 2024-08-06 03:35:00 | ES | Futures | 5533.76 | 5534.54 | 5526.15 | 5527.46 | 1501.0 |
| 2024-08-06 03:40:00 | ES | Futures | 5527.73 | 5528.51 | 5519.86 | 5526.68 | 2686.0 |
| 2024-08-06 03:45:00 | ES | Futures | 5526.68 | 5531.14 | 5522.22 | 5523.53 | 1892.0 |
| 2024-08-06 03:50:00 | ES | Futures | 5523.01 | 5525.89 | 5518.03 | 5518.81 | 1931.0 |
| 2024-08-06 03:55:00 | ES | Futures | 5518.81 | 5525.63 | 5518.81 | 5523.79 | 1202.0 |
| 2024-08-06 04:00:00 | ES | Futures | 5523.79 | 5527.99 | 5519.34 | 5520.12 | 2283.0 |
| 2024-08-06 04:05:00 | ES | Futures | 5520.12 | 5522.22 | 5512.26 | 5514.09 | 3862.0 |
> showing 50 of 22,080 rows — these rows as CSV