PREVIEW / futures_5min / 2024-08-19
file: by_date/futures_5min/2024/2024-08-19.parquet size: 348 KB rows: 19,918
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-19 00:00:00 | ES | Futures | 5857.53 | 5858.05 | 5855.96 | 5856.74 | 401.0 |
| 2024-08-19 00:05:00 | ES | Futures | 5857.0 | 5857.0 | 5856.22 | 5856.48 | 150.0 |
| 2024-08-19 00:10:00 | ES | Futures | 5856.74 | 5857.53 | 5856.74 | 5857.53 | 166.0 |
| 2024-08-19 00:15:00 | ES | Futures | 5857.27 | 5857.53 | 5856.48 | 5857.27 | 166.0 |
| 2024-08-19 00:20:00 | ES | Futures | 5857.27 | 5857.53 | 5856.48 | 5857.53 | 128.0 |
| 2024-08-19 00:25:00 | ES | Futures | 5857.27 | 5858.05 | 5857.0 | 5857.27 | 186.0 |
| 2024-08-19 00:30:00 | ES | Futures | 5857.0 | 5857.0 | 5853.33 | 5854.65 | 873.0 |
| 2024-08-19 00:35:00 | ES | Futures | 5854.38 | 5854.65 | 5847.04 | 5849.93 | 1688.0 |
| 2024-08-19 00:40:00 | ES | Futures | 5849.93 | 5850.71 | 5847.83 | 5848.62 | 1023.0 |
| 2024-08-19 00:45:00 | ES | Futures | 5848.62 | 5850.98 | 5848.62 | 5850.45 | 817.0 |
| 2024-08-19 00:50:00 | ES | Futures | 5850.45 | 5851.24 | 5849.14 | 5851.24 | 540.0 |
| 2024-08-19 00:55:00 | ES | Futures | 5851.24 | 5851.5 | 5850.45 | 5850.71 | 279.0 |
| 2024-08-19 01:00:00 | ES | Futures | 5850.45 | 5853.6 | 5850.45 | 5852.81 | 507.0 |
| 2024-08-19 01:05:00 | ES | Futures | 5852.81 | 5853.07 | 5851.76 | 5852.55 | 337.0 |
| 2024-08-19 01:10:00 | ES | Futures | 5852.55 | 5852.55 | 5850.71 | 5852.02 | 351.0 |
| 2024-08-19 01:15:00 | ES | Futures | 5851.76 | 5853.07 | 5851.5 | 5852.55 | 270.0 |
| 2024-08-19 01:20:00 | ES | Futures | 5852.55 | 5852.55 | 5848.09 | 5850.19 | 643.0 |
| 2024-08-19 01:25:00 | ES | Futures | 5849.93 | 5850.19 | 5846.26 | 5848.09 | 1151.0 |
| 2024-08-19 01:30:00 | ES | Futures | 5847.83 | 5849.66 | 5845.21 | 5847.3 | 1845.0 |
| 2024-08-19 01:35:00 | ES | Futures | 5847.3 | 5849.4 | 5846.52 | 5848.62 | 516.0 |
| 2024-08-19 01:40:00 | ES | Futures | 5848.35 | 5850.19 | 5848.35 | 5849.93 | 401.0 |
| 2024-08-19 01:45:00 | ES | Futures | 5849.66 | 5849.93 | 5847.3 | 5849.4 | 503.0 |
| 2024-08-19 01:50:00 | ES | Futures | 5849.14 | 5849.4 | 5847.3 | 5847.57 | 236.0 |
| 2024-08-19 01:55:00 | ES | Futures | 5847.3 | 5847.3 | 5845.73 | 5847.04 | 798.0 |
| 2024-08-19 02:00:00 | ES | Futures | 5846.52 | 5848.88 | 5846.26 | 5848.35 | 986.0 |
| 2024-08-19 02:05:00 | ES | Futures | 5848.09 | 5848.35 | 5842.06 | 5842.59 | 1519.0 |
| 2024-08-19 02:10:00 | ES | Futures | 5842.59 | 5844.42 | 5842.32 | 5843.9 | 564.0 |
| 2024-08-19 02:15:00 | ES | Futures | 5843.9 | 5844.95 | 5842.59 | 5842.85 | 1034.0 |
| 2024-08-19 02:20:00 | ES | Futures | 5842.85 | 5843.37 | 5841.8 | 5842.85 | 939.0 |
| 2024-08-19 02:25:00 | ES | Futures | 5842.59 | 5843.9 | 5842.32 | 5842.85 | 479.0 |
| 2024-08-19 02:30:00 | ES | Futures | 5842.59 | 5843.37 | 5841.8 | 5842.85 | 517.0 |
| 2024-08-19 02:35:00 | ES | Futures | 5842.59 | 5844.16 | 5842.59 | 5843.11 | 417.0 |
| 2024-08-19 02:40:00 | ES | Futures | 5842.85 | 5845.21 | 5842.85 | 5844.16 | 452.0 |
| 2024-08-19 02:45:00 | ES | Futures | 5844.16 | 5844.16 | 5842.59 | 5843.37 | 645.0 |
| 2024-08-19 02:50:00 | ES | Futures | 5843.37 | 5843.37 | 5841.8 | 5841.8 | 359.0 |
| 2024-08-19 02:55:00 | ES | Futures | 5842.06 | 5842.59 | 5841.8 | 5842.32 | 366.0 |
| 2024-08-19 03:00:00 | ES | Futures | 5842.59 | 5845.99 | 5842.32 | 5844.68 | 1075.0 |
| 2024-08-19 03:05:00 | ES | Futures | 5844.42 | 5847.04 | 5844.42 | 5846.26 | 820.0 |
| 2024-08-19 03:10:00 | ES | Futures | 5846.26 | 5847.04 | 5845.47 | 5846.26 | 530.0 |
| 2024-08-19 03:15:00 | ES | Futures | 5846.26 | 5847.57 | 5845.47 | 5845.99 | 809.0 |
| 2024-08-19 03:20:00 | ES | Futures | 5845.99 | 5846.26 | 5842.85 | 5844.95 | 738.0 |
| 2024-08-19 03:25:00 | ES | Futures | 5844.95 | 5848.88 | 5844.95 | 5848.62 | 1010.0 |
| 2024-08-19 03:30:00 | ES | Futures | 5848.88 | 5848.88 | 5847.3 | 5848.62 | 490.0 |
| 2024-08-19 03:35:00 | ES | Futures | 5848.62 | 5848.88 | 5847.04 | 5847.04 | 489.0 |
| 2024-08-19 03:40:00 | ES | Futures | 5847.04 | 5849.93 | 5846.26 | 5849.93 | 932.0 |
| 2024-08-19 03:45:00 | ES | Futures | 5849.66 | 5850.19 | 5848.09 | 5848.09 | 711.0 |
| 2024-08-19 03:50:00 | ES | Futures | 5848.09 | 5848.35 | 5845.47 | 5845.73 | 466.0 |
| 2024-08-19 03:55:00 | ES | Futures | 5845.99 | 5847.04 | 5844.95 | 5846.52 | 539.0 |
| 2024-08-19 04:00:00 | ES | Futures | 5846.52 | 5848.09 | 5842.06 | 5843.37 | 1587.0 |
| 2024-08-19 04:05:00 | ES | Futures | 5843.37 | 5843.37 | 5836.03 | 5840.75 | 2443.0 |
> showing 50 of 19,918 rows — these rows as CSV