PREVIEW / futures_5min / 2024-08-09
file: by_date/futures_5min/2024/2024-08-09.parquet size: 299 KB rows: 16,725
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-09 00:00:00 | ES | Futures | 5615.81 | 5616.34 | 5613.72 | 5614.5 | 191.0 |
| 2024-08-09 00:05:00 | ES | Futures | 5614.5 | 5619.48 | 5613.72 | 5618.17 | 737.0 |
| 2024-08-09 00:10:00 | ES | Futures | 5617.91 | 5618.17 | 5616.6 | 5617.39 | 405.0 |
| 2024-08-09 00:15:00 | ES | Futures | 5617.12 | 5618.7 | 5616.34 | 5616.6 | 355.0 |
| 2024-08-09 00:20:00 | ES | Futures | 5616.34 | 5617.12 | 5615.03 | 5616.6 | 420.0 |
| 2024-08-09 00:25:00 | ES | Futures | 5616.34 | 5616.86 | 5612.67 | 5612.93 | 345.0 |
| 2024-08-09 00:30:00 | ES | Futures | 5612.93 | 5613.72 | 5610.05 | 5611.88 | 764.0 |
| 2024-08-09 00:35:00 | ES | Futures | 5611.88 | 5612.41 | 5609.52 | 5610.57 | 369.0 |
| 2024-08-09 00:40:00 | ES | Futures | 5610.57 | 5610.57 | 5600.87 | 5604.02 | 3176.0 |
| 2024-08-09 00:45:00 | ES | Futures | 5603.75 | 5604.02 | 5601.13 | 5602.71 | 491.0 |
| 2024-08-09 00:50:00 | ES | Futures | 5602.71 | 5603.23 | 5600.08 | 5600.87 | 567.0 |
| 2024-08-09 00:55:00 | ES | Futures | 5600.87 | 5601.39 | 5587.76 | 5592.74 | 3395.0 |
| 2024-08-09 01:00:00 | ES | Futures | 5592.74 | 5594.58 | 5588.29 | 5589.86 | 1429.0 |
| 2024-08-09 01:05:00 | ES | Futures | 5589.86 | 5596.94 | 5589.34 | 5594.05 | 1466.0 |
| 2024-08-09 01:10:00 | ES | Futures | 5594.05 | 5598.25 | 5594.05 | 5596.15 | 857.0 |
| 2024-08-09 01:15:00 | ES | Futures | 5596.15 | 5600.61 | 5594.84 | 5599.04 | 1050.0 |
| 2024-08-09 01:20:00 | ES | Futures | 5598.77 | 5600.61 | 5597.2 | 5599.3 | 817.0 |
| 2024-08-09 01:25:00 | ES | Futures | 5599.3 | 5602.97 | 5598.51 | 5601.66 | 667.0 |
| 2024-08-09 01:30:00 | ES | Futures | 5601.66 | 5607.16 | 5600.61 | 5604.8 | 952.0 |
| 2024-08-09 01:35:00 | ES | Futures | 5604.8 | 5607.95 | 5602.97 | 5603.49 | 670.0 |
| 2024-08-09 01:40:00 | ES | Futures | 5603.23 | 5605.85 | 5601.39 | 5605.85 | 699.0 |
| 2024-08-09 01:45:00 | ES | Futures | 5605.85 | 5609.78 | 5605.59 | 5609.26 | 599.0 |
| 2024-08-09 01:50:00 | ES | Futures | 5609.0 | 5609.26 | 5606.11 | 5609.26 | 435.0 |
| 2024-08-09 01:55:00 | ES | Futures | 5609.26 | 5609.26 | 5605.07 | 5606.38 | 672.0 |
| 2024-08-09 02:00:00 | ES | Futures | 5606.38 | 5607.42 | 5599.82 | 5600.87 | 1919.0 |
| 2024-08-09 02:05:00 | ES | Futures | 5601.13 | 5604.28 | 5600.87 | 5600.87 | 655.0 |
| 2024-08-09 02:10:00 | ES | Futures | 5600.87 | 5605.85 | 5600.61 | 5605.85 | 512.0 |
| 2024-08-09 02:15:00 | ES | Futures | 5605.59 | 5606.11 | 5601.39 | 5602.44 | 547.0 |
| 2024-08-09 02:20:00 | ES | Futures | 5602.71 | 5603.75 | 5601.92 | 5602.97 | 333.0 |
| 2024-08-09 02:25:00 | ES | Futures | 5602.97 | 5604.8 | 5601.66 | 5604.54 | 526.0 |
| 2024-08-09 02:30:00 | ES | Futures | 5604.28 | 5605.07 | 5603.23 | 5604.28 | 333.0 |
| 2024-08-09 02:35:00 | ES | Futures | 5604.28 | 5609.52 | 5603.23 | 5608.74 | 786.0 |
| 2024-08-09 02:40:00 | ES | Futures | 5608.47 | 5609.26 | 5606.64 | 5609.26 | 436.0 |
| 2024-08-09 02:45:00 | ES | Futures | 5609.0 | 5612.41 | 5608.21 | 5611.36 | 776.0 |
| 2024-08-09 02:50:00 | ES | Futures | 5611.36 | 5614.24 | 5608.74 | 5609.52 | 931.0 |
| 2024-08-09 02:55:00 | ES | Futures | 5609.26 | 5611.1 | 5608.47 | 5610.31 | 560.0 |
| 2024-08-09 03:00:00 | ES | Futures | 5610.57 | 5610.57 | 5602.18 | 5604.8 | 2259.0 |
| 2024-08-09 03:05:00 | ES | Futures | 5604.54 | 5611.36 | 5603.49 | 5609.78 | 1833.0 |
| 2024-08-09 03:10:00 | ES | Futures | 5609.78 | 5614.77 | 5608.47 | 5609.0 | 1894.0 |
| 2024-08-09 03:15:00 | ES | Futures | 5609.0 | 5611.88 | 5607.16 | 5611.88 | 1435.0 |
| 2024-08-09 03:20:00 | ES | Futures | 5611.88 | 5611.88 | 5607.69 | 5607.95 | 1210.0 |
| 2024-08-09 03:25:00 | ES | Futures | 5607.95 | 5611.1 | 5603.49 | 5609.52 | 1232.0 |
| 2024-08-09 03:30:00 | ES | Futures | 5609.78 | 5612.93 | 5607.69 | 5612.14 | 1140.0 |
| 2024-08-09 03:35:00 | ES | Futures | 5612.67 | 5614.5 | 5609.26 | 5609.26 | 1100.0 |
| 2024-08-09 03:40:00 | ES | Futures | 5609.26 | 5611.62 | 5607.42 | 5610.31 | 882.0 |
| 2024-08-09 03:45:00 | ES | Futures | 5610.05 | 5612.14 | 5604.28 | 5609.52 | 1438.0 |
| 2024-08-09 03:50:00 | ES | Futures | 5609.52 | 5613.98 | 5607.42 | 5611.1 | 1171.0 |
| 2024-08-09 03:55:00 | ES | Futures | 5611.36 | 5613.72 | 5609.26 | 5613.19 | 1070.0 |
| 2024-08-09 04:00:00 | ES | Futures | 5613.19 | 5621.58 | 5613.19 | 5619.22 | 3528.0 |
| 2024-08-09 04:05:00 | ES | Futures | 5619.22 | 5619.22 | 5615.03 | 5615.81 | 1711.0 |
> showing 50 of 16,725 rows — these rows as CSV