PREVIEW / futures_5min / 2024-09-05
file: by_date/futures_5min/2024/2024-09-05.parquet size: 333 KB rows: 19,395
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-05 00:00:00 | ES | Futures | 5789.89 | 5791.2 | 5789.1 | 5790.68 | 474.0 |
| 2024-09-05 00:05:00 | ES | Futures | 5790.42 | 5792.25 | 5790.15 | 5791.99 | 291.0 |
| 2024-09-05 00:10:00 | ES | Futures | 5791.99 | 5793.56 | 5791.73 | 5793.3 | 308.0 |
| 2024-09-05 00:15:00 | ES | Futures | 5793.04 | 5793.82 | 5791.46 | 5791.73 | 336.0 |
| 2024-09-05 00:20:00 | ES | Futures | 5791.99 | 5792.77 | 5791.2 | 5791.99 | 258.0 |
| 2024-09-05 00:25:00 | ES | Futures | 5791.99 | 5792.25 | 5790.94 | 5791.2 | 268.0 |
| 2024-09-05 00:30:00 | ES | Futures | 5791.46 | 5791.46 | 5789.89 | 5791.2 | 290.0 |
| 2024-09-05 00:35:00 | ES | Futures | 5790.94 | 5791.46 | 5790.15 | 5790.42 | 226.0 |
| 2024-09-05 00:40:00 | ES | Futures | 5790.42 | 5790.94 | 5789.63 | 5790.42 | 637.0 |
| 2024-09-05 00:45:00 | ES | Futures | 5790.42 | 5791.73 | 5789.63 | 5791.73 | 586.0 |
| 2024-09-05 00:50:00 | ES | Futures | 5791.99 | 5793.04 | 5790.68 | 5791.46 | 906.0 |
| 2024-09-05 00:55:00 | ES | Futures | 5791.46 | 5792.51 | 5790.68 | 5791.73 | 365.0 |
| 2024-09-05 01:00:00 | ES | Futures | 5791.73 | 5792.51 | 5789.37 | 5789.63 | 698.0 |
| 2024-09-05 01:05:00 | ES | Futures | 5789.37 | 5789.63 | 5787.27 | 5787.79 | 1808.0 |
| 2024-09-05 01:10:00 | ES | Futures | 5787.79 | 5791.99 | 5787.53 | 5791.99 | 740.0 |
| 2024-09-05 01:15:00 | ES | Futures | 5791.73 | 5794.87 | 5791.73 | 5793.04 | 668.0 |
| 2024-09-05 01:20:00 | ES | Futures | 5793.04 | 5794.35 | 5792.25 | 5792.51 | 430.0 |
| 2024-09-05 01:25:00 | ES | Futures | 5792.77 | 5794.35 | 5792.51 | 5794.09 | 321.0 |
| 2024-09-05 01:30:00 | ES | Futures | 5794.35 | 5796.18 | 5793.56 | 5796.18 | 635.0 |
| 2024-09-05 01:35:00 | ES | Futures | 5796.18 | 5799.07 | 5796.18 | 5798.02 | 589.0 |
| 2024-09-05 01:40:00 | ES | Futures | 5797.49 | 5798.02 | 5795.66 | 5797.76 | 467.0 |
| 2024-09-05 01:45:00 | ES | Futures | 5797.49 | 5798.02 | 5794.87 | 5796.71 | 435.0 |
| 2024-09-05 01:50:00 | ES | Futures | 5796.71 | 5796.97 | 5794.61 | 5796.18 | 397.0 |
| 2024-09-05 01:55:00 | ES | Futures | 5795.92 | 5797.23 | 5795.4 | 5795.92 | 688.0 |
| 2024-09-05 02:00:00 | ES | Futures | 5795.66 | 5796.97 | 5793.82 | 5794.87 | 968.0 |
| 2024-09-05 02:05:00 | ES | Futures | 5795.13 | 5798.8 | 5794.87 | 5797.76 | 797.0 |
| 2024-09-05 02:10:00 | ES | Futures | 5797.76 | 5798.02 | 5794.87 | 5795.66 | 578.0 |
| 2024-09-05 02:15:00 | ES | Futures | 5795.66 | 5795.66 | 5791.46 | 5793.3 | 790.0 |
| 2024-09-05 02:20:00 | ES | Futures | 5793.04 | 5793.3 | 5788.84 | 5790.94 | 1422.0 |
| 2024-09-05 02:25:00 | ES | Futures | 5791.2 | 5792.51 | 5790.68 | 5791.73 | 561.0 |
| 2024-09-05 02:30:00 | ES | Futures | 5791.73 | 5792.77 | 5791.2 | 5791.2 | 387.0 |
| 2024-09-05 02:35:00 | ES | Futures | 5790.94 | 5791.99 | 5790.42 | 5791.2 | 337.0 |
| 2024-09-05 02:40:00 | ES | Futures | 5791.2 | 5792.51 | 5789.37 | 5790.42 | 522.0 |
| 2024-09-05 02:45:00 | ES | Futures | 5790.15 | 5790.68 | 5788.58 | 5789.1 | 891.0 |
| 2024-09-05 02:50:00 | ES | Futures | 5789.1 | 5789.63 | 5787.53 | 5787.53 | 583.0 |
| 2024-09-05 02:55:00 | ES | Futures | 5787.79 | 5788.84 | 5786.48 | 5788.06 | 1262.0 |
| 2024-09-05 03:00:00 | ES | Futures | 5788.32 | 5793.04 | 5785.43 | 5790.42 | 2982.0 |
| 2024-09-05 03:05:00 | ES | Futures | 5790.15 | 5797.49 | 5789.89 | 5796.71 | 2026.0 |
| 2024-09-05 03:10:00 | ES | Futures | 5796.71 | 5803.79 | 5796.71 | 5803.0 | 2258.0 |
| 2024-09-05 03:15:00 | ES | Futures | 5803.26 | 5805.36 | 5801.16 | 5802.47 | 2242.0 |
| 2024-09-05 03:20:00 | ES | Futures | 5802.74 | 5804.31 | 5800.38 | 5800.64 | 1417.0 |
| 2024-09-05 03:25:00 | ES | Futures | 5800.9 | 5804.31 | 5798.54 | 5801.69 | 2646.0 |
| 2024-09-05 03:30:00 | ES | Futures | 5801.69 | 5807.98 | 5801.69 | 5807.46 | 2687.0 |
| 2024-09-05 03:35:00 | ES | Futures | 5807.46 | 5808.77 | 5805.88 | 5808.5 | 1390.0 |
| 2024-09-05 03:40:00 | ES | Futures | 5808.5 | 5809.55 | 5806.93 | 5808.5 | 2248.0 |
| 2024-09-05 03:45:00 | ES | Futures | 5808.5 | 5809.29 | 5806.67 | 5809.29 | 1453.0 |
| 2024-09-05 03:50:00 | ES | Futures | 5809.03 | 5809.55 | 5806.67 | 5809.55 | 1054.0 |
| 2024-09-05 03:55:00 | ES | Futures | 5809.55 | 5809.55 | 5807.98 | 5809.03 | 1377.0 |
| 2024-09-05 04:00:00 | ES | Futures | 5808.77 | 5809.29 | 5806.93 | 5807.72 | 1557.0 |
| 2024-09-05 04:05:00 | ES | Futures | 5807.72 | 5808.5 | 5805.36 | 5807.19 | 1102.0 |
> showing 50 of 19,395 rows — these rows as CSV