PREVIEW / futures_5min / 2024-08-12
file: by_date/futures_5min/2024/2024-08-12.parquet size: 341 KB rows: 20,246
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-12 00:00:00 | ES | Futures | 5630.23 | 5630.23 | 5628.92 | 5629.97 | 199.0 |
| 2024-08-12 00:05:00 | ES | Futures | 5629.97 | 5631.02 | 5627.87 | 5628.4 | 504.0 |
| 2024-08-12 00:10:00 | ES | Futures | 5628.4 | 5630.76 | 5628.14 | 5629.71 | 414.0 |
| 2024-08-12 00:15:00 | ES | Futures | 5629.71 | 5629.97 | 5629.18 | 5629.45 | 77.0 |
| 2024-08-12 00:20:00 | ES | Futures | 5629.45 | 5630.23 | 5629.18 | 5630.23 | 71.0 |
| 2024-08-12 00:25:00 | ES | Futures | 5629.97 | 5631.54 | 5629.97 | 5631.28 | 193.0 |
| 2024-08-12 00:30:00 | ES | Futures | 5631.28 | 5632.33 | 5631.02 | 5632.33 | 150.0 |
| 2024-08-12 00:35:00 | ES | Futures | 5632.33 | 5633.12 | 5631.81 | 5632.07 | 173.0 |
| 2024-08-12 00:40:00 | ES | Futures | 5632.59 | 5633.9 | 5632.33 | 5633.9 | 178.0 |
| 2024-08-12 00:45:00 | ES | Futures | 5633.9 | 5634.95 | 5633.64 | 5634.43 | 142.0 |
| 2024-08-12 00:50:00 | ES | Futures | 5634.69 | 5634.69 | 5633.64 | 5633.9 | 92.0 |
| 2024-08-12 00:55:00 | ES | Futures | 5634.17 | 5634.43 | 5632.85 | 5633.9 | 184.0 |
| 2024-08-12 01:00:00 | ES | Futures | 5633.9 | 5634.69 | 5633.38 | 5634.69 | 227.0 |
| 2024-08-12 01:05:00 | ES | Futures | 5634.69 | 5636.0 | 5634.43 | 5634.95 | 283.0 |
| 2024-08-12 01:10:00 | ES | Futures | 5634.95 | 5635.74 | 5633.64 | 5633.9 | 125.0 |
| 2024-08-12 01:15:00 | ES | Futures | 5634.17 | 5634.95 | 5633.64 | 5634.69 | 142.0 |
| 2024-08-12 01:20:00 | ES | Futures | 5634.43 | 5635.48 | 5634.17 | 5634.43 | 145.0 |
| 2024-08-12 01:25:00 | ES | Futures | 5634.43 | 5635.48 | 5633.38 | 5633.9 | 317.0 |
| 2024-08-12 01:30:00 | ES | Futures | 5633.9 | 5634.95 | 5632.07 | 5632.85 | 307.0 |
| 2024-08-12 01:35:00 | ES | Futures | 5632.85 | 5635.48 | 5632.85 | 5634.69 | 186.0 |
| 2024-08-12 01:40:00 | ES | Futures | 5634.43 | 5634.69 | 5633.38 | 5633.9 | 160.0 |
| 2024-08-12 01:45:00 | ES | Futures | 5633.64 | 5634.17 | 5632.33 | 5633.64 | 216.0 |
| 2024-08-12 01:50:00 | ES | Futures | 5633.9 | 5636.26 | 5633.64 | 5636.0 | 401.0 |
| 2024-08-12 01:55:00 | ES | Futures | 5636.0 | 5636.0 | 5633.9 | 5634.95 | 382.0 |
| 2024-08-12 02:00:00 | ES | Futures | 5635.21 | 5636.26 | 5633.12 | 5633.38 | 935.0 |
| 2024-08-12 02:05:00 | ES | Futures | 5633.12 | 5633.9 | 5629.18 | 5629.71 | 789.0 |
| 2024-08-12 02:10:00 | ES | Futures | 5629.71 | 5631.54 | 5628.66 | 5630.76 | 477.0 |
| 2024-08-12 02:15:00 | ES | Futures | 5630.76 | 5631.02 | 5628.92 | 5629.71 | 278.0 |
| 2024-08-12 02:20:00 | ES | Futures | 5629.97 | 5631.02 | 5629.18 | 5630.5 | 162.0 |
| 2024-08-12 02:25:00 | ES | Futures | 5630.5 | 5631.54 | 5629.45 | 5631.28 | 204.0 |
| 2024-08-12 02:30:00 | ES | Futures | 5631.02 | 5632.59 | 5629.97 | 5631.02 | 381.0 |
| 2024-08-12 02:35:00 | ES | Futures | 5630.76 | 5631.28 | 5628.14 | 5629.71 | 347.0 |
| 2024-08-12 02:40:00 | ES | Futures | 5629.97 | 5630.5 | 5629.18 | 5629.45 | 172.0 |
| 2024-08-12 02:45:00 | ES | Futures | 5629.71 | 5631.81 | 5629.18 | 5630.23 | 271.0 |
| 2024-08-12 02:50:00 | ES | Futures | 5630.23 | 5631.81 | 5629.45 | 5631.54 | 231.0 |
| 2024-08-12 02:55:00 | ES | Futures | 5631.54 | 5632.59 | 5630.76 | 5631.54 | 471.0 |
| 2024-08-12 03:00:00 | ES | Futures | 5631.81 | 5633.12 | 5628.92 | 5632.59 | 999.0 |
| 2024-08-12 03:05:00 | ES | Futures | 5632.85 | 5636.52 | 5632.33 | 5635.48 | 1001.0 |
| 2024-08-12 03:10:00 | ES | Futures | 5635.48 | 5638.36 | 5632.59 | 5633.64 | 1355.0 |
| 2024-08-12 03:15:00 | ES | Futures | 5633.38 | 5633.64 | 5627.09 | 5628.92 | 1407.0 |
| 2024-08-12 03:20:00 | ES | Futures | 5628.92 | 5632.85 | 5628.92 | 5630.76 | 765.0 |
| 2024-08-12 03:25:00 | ES | Futures | 5631.02 | 5636.79 | 5631.02 | 5635.21 | 910.0 |
| 2024-08-12 03:30:00 | ES | Futures | 5635.48 | 5636.52 | 5634.69 | 5635.21 | 800.0 |
| 2024-08-12 03:35:00 | ES | Futures | 5635.48 | 5638.1 | 5633.64 | 5637.84 | 1848.0 |
| 2024-08-12 03:40:00 | ES | Futures | 5637.84 | 5642.55 | 5637.84 | 5639.93 | 1388.0 |
| 2024-08-12 03:45:00 | ES | Futures | 5640.2 | 5642.03 | 5639.93 | 5641.51 | 597.0 |
| 2024-08-12 03:50:00 | ES | Futures | 5641.51 | 5644.39 | 5641.51 | 5642.82 | 1464.0 |
| 2024-08-12 03:55:00 | ES | Futures | 5642.82 | 5644.13 | 5640.72 | 5643.6 | 916.0 |
| 2024-08-12 04:00:00 | ES | Futures | 5643.34 | 5645.96 | 5641.77 | 5644.13 | 1208.0 |
| 2024-08-12 04:05:00 | ES | Futures | 5643.87 | 5645.7 | 5643.6 | 5645.18 | 455.0 |
> showing 50 of 20,246 rows — these rows as CSV