PREVIEW / futures_5min / 2024-08-13
file: by_date/futures_5min/2024/2024-08-13.parquet size: 360 KB rows: 20,511
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-13 00:00:00 | ES | Futures | 5636.52 | 5637.57 | 5636.52 | 5637.05 | 108.0 |
| 2024-08-13 00:05:00 | ES | Futures | 5637.31 | 5639.41 | 5637.05 | 5638.1 | 307.0 |
| 2024-08-13 00:10:00 | ES | Futures | 5637.84 | 5638.88 | 5637.31 | 5637.57 | 116.0 |
| 2024-08-13 00:15:00 | ES | Futures | 5637.84 | 5637.84 | 5637.31 | 5637.31 | 56.0 |
| 2024-08-13 00:20:00 | ES | Futures | 5637.31 | 5638.62 | 5637.05 | 5638.62 | 69.0 |
| 2024-08-13 00:25:00 | ES | Futures | 5638.36 | 5640.2 | 5637.84 | 5638.88 | 371.0 |
| 2024-08-13 00:30:00 | ES | Futures | 5639.15 | 5639.15 | 5638.62 | 5638.88 | 106.0 |
| 2024-08-13 00:35:00 | ES | Futures | 5638.88 | 5641.51 | 5638.62 | 5640.72 | 358.0 |
| 2024-08-13 00:40:00 | ES | Futures | 5640.72 | 5642.55 | 5640.46 | 5641.51 | 348.0 |
| 2024-08-13 00:45:00 | ES | Futures | 5641.51 | 5641.77 | 5640.98 | 5641.51 | 132.0 |
| 2024-08-13 00:50:00 | ES | Futures | 5641.51 | 5641.51 | 5640.2 | 5640.46 | 166.0 |
| 2024-08-13 00:55:00 | ES | Futures | 5640.46 | 5641.77 | 5640.2 | 5641.24 | 121.0 |
| 2024-08-13 01:00:00 | ES | Futures | 5641.24 | 5641.51 | 5640.2 | 5640.72 | 208.0 |
| 2024-08-13 01:05:00 | ES | Futures | 5640.46 | 5640.98 | 5639.93 | 5640.46 | 140.0 |
| 2024-08-13 01:10:00 | ES | Futures | 5640.72 | 5641.51 | 5640.2 | 5641.24 | 143.0 |
| 2024-08-13 01:15:00 | ES | Futures | 5641.51 | 5644.13 | 5641.51 | 5642.55 | 800.0 |
| 2024-08-13 01:20:00 | ES | Futures | 5642.55 | 5644.65 | 5642.29 | 5643.6 | 394.0 |
| 2024-08-13 01:25:00 | ES | Futures | 5643.6 | 5644.91 | 5643.6 | 5643.87 | 373.0 |
| 2024-08-13 01:30:00 | ES | Futures | 5644.13 | 5644.39 | 5642.82 | 5644.39 | 155.0 |
| 2024-08-13 01:35:00 | ES | Futures | 5644.13 | 5644.39 | 5640.46 | 5642.55 | 1039.0 |
| 2024-08-13 01:40:00 | ES | Futures | 5642.55 | 5643.6 | 5641.77 | 5642.82 | 304.0 |
| 2024-08-13 01:45:00 | ES | Futures | 5642.82 | 5642.82 | 5641.51 | 5642.29 | 281.0 |
| 2024-08-13 01:50:00 | ES | Futures | 5642.29 | 5643.08 | 5642.03 | 5642.29 | 199.0 |
| 2024-08-13 01:55:00 | ES | Futures | 5642.03 | 5644.13 | 5640.98 | 5643.08 | 610.0 |
| 2024-08-13 02:00:00 | ES | Futures | 5643.08 | 5643.87 | 5638.88 | 5641.51 | 1031.0 |
| 2024-08-13 02:05:00 | ES | Futures | 5641.24 | 5642.82 | 5640.98 | 5642.55 | 322.0 |
| 2024-08-13 02:10:00 | ES | Futures | 5642.55 | 5643.08 | 5641.24 | 5642.55 | 223.0 |
| 2024-08-13 02:15:00 | ES | Futures | 5642.55 | 5644.65 | 5642.29 | 5644.13 | 312.0 |
| 2024-08-13 02:20:00 | ES | Futures | 5644.13 | 5645.44 | 5642.82 | 5643.08 | 405.0 |
| 2024-08-13 02:25:00 | ES | Futures | 5643.34 | 5643.87 | 5641.77 | 5642.55 | 379.0 |
| 2024-08-13 02:30:00 | ES | Futures | 5642.29 | 5643.34 | 5641.77 | 5642.55 | 360.0 |
| 2024-08-13 02:35:00 | ES | Futures | 5642.82 | 5644.91 | 5642.82 | 5644.65 | 141.0 |
| 2024-08-13 02:40:00 | ES | Futures | 5644.65 | 5648.06 | 5644.39 | 5647.27 | 961.0 |
| 2024-08-13 02:45:00 | ES | Futures | 5647.27 | 5649.37 | 5646.49 | 5648.58 | 525.0 |
| 2024-08-13 02:50:00 | ES | Futures | 5648.58 | 5649.9 | 5648.32 | 5648.85 | 275.0 |
| 2024-08-13 02:55:00 | ES | Futures | 5648.85 | 5650.68 | 5647.8 | 5650.68 | 850.0 |
| 2024-08-13 03:00:00 | ES | Futures | 5650.68 | 5653.3 | 5649.37 | 5651.99 | 1603.0 |
| 2024-08-13 03:05:00 | ES | Futures | 5652.52 | 5658.02 | 5651.73 | 5657.24 | 2948.0 |
| 2024-08-13 03:10:00 | ES | Futures | 5657.24 | 5658.55 | 5656.19 | 5658.28 | 1615.0 |
| 2024-08-13 03:15:00 | ES | Futures | 5658.02 | 5659.33 | 5656.71 | 5659.07 | 1837.0 |
| 2024-08-13 03:20:00 | ES | Futures | 5659.07 | 5664.58 | 5658.02 | 5661.95 | 2624.0 |
| 2024-08-13 03:25:00 | ES | Futures | 5661.95 | 5662.22 | 5657.24 | 5659.07 | 1464.0 |
| 2024-08-13 03:30:00 | ES | Futures | 5659.07 | 5659.6 | 5656.19 | 5656.71 | 1373.0 |
| 2024-08-13 03:35:00 | ES | Futures | 5656.97 | 5659.07 | 5656.19 | 5657.76 | 952.0 |
| 2024-08-13 03:40:00 | ES | Futures | 5657.76 | 5657.76 | 5655.4 | 5656.97 | 727.0 |
| 2024-08-13 03:45:00 | ES | Futures | 5656.97 | 5658.55 | 5656.71 | 5657.5 | 666.0 |
| 2024-08-13 03:50:00 | ES | Futures | 5657.24 | 5659.33 | 5656.71 | 5658.02 | 695.0 |
| 2024-08-13 03:55:00 | ES | Futures | 5658.02 | 5660.12 | 5656.97 | 5657.76 | 1005.0 |
| 2024-08-13 04:00:00 | ES | Futures | 5657.5 | 5658.81 | 5655.4 | 5656.45 | 1425.0 |
| 2024-08-13 04:05:00 | ES | Futures | 5656.45 | 5658.55 | 5655.93 | 5658.55 | 967.0 |
> showing 50 of 20,511 rows — these rows as CSV