PREVIEW / futures_5min / 2024-09-06
file: by_date/futures_5min/2024/2024-09-06.parquet size: 325 KB rows: 15,978
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-06 00:00:00 | ES | Futures | 5771.8 | 5772.59 | 5770.75 | 5771.02 | 525.0 |
| 2024-09-06 00:05:00 | ES | Futures | 5771.28 | 5771.54 | 5770.23 | 5771.54 | 235.0 |
| 2024-09-06 00:10:00 | ES | Futures | 5771.28 | 5774.42 | 5771.28 | 5773.64 | 601.0 |
| 2024-09-06 00:15:00 | ES | Futures | 5773.9 | 5774.69 | 5772.85 | 5774.42 | 291.0 |
| 2024-09-06 00:20:00 | ES | Futures | 5774.69 | 5776.52 | 5774.42 | 5776.0 | 357.0 |
| 2024-09-06 00:25:00 | ES | Futures | 5776.0 | 5776.0 | 5774.16 | 5774.69 | 202.0 |
| 2024-09-06 00:30:00 | ES | Futures | 5774.95 | 5775.73 | 5773.64 | 5774.42 | 201.0 |
| 2024-09-06 00:35:00 | ES | Futures | 5774.16 | 5774.69 | 5773.37 | 5774.69 | 202.0 |
| 2024-09-06 00:40:00 | ES | Futures | 5774.69 | 5776.26 | 5774.69 | 5775.73 | 199.0 |
| 2024-09-06 00:45:00 | ES | Futures | 5775.73 | 5776.78 | 5775.21 | 5775.73 | 211.0 |
| 2024-09-06 00:50:00 | ES | Futures | 5775.73 | 5775.73 | 5774.16 | 5774.42 | 273.0 |
| 2024-09-06 00:55:00 | ES | Futures | 5774.42 | 5776.0 | 5774.16 | 5775.73 | 207.0 |
| 2024-09-06 01:00:00 | ES | Futures | 5775.73 | 5775.73 | 5773.37 | 5774.69 | 271.0 |
| 2024-09-06 01:05:00 | ES | Futures | 5774.69 | 5774.95 | 5771.8 | 5772.33 | 313.0 |
| 2024-09-06 01:10:00 | ES | Futures | 5772.33 | 5772.33 | 5769.44 | 5769.44 | 641.0 |
| 2024-09-06 01:15:00 | ES | Futures | 5769.7 | 5769.97 | 5767.61 | 5769.44 | 543.0 |
| 2024-09-06 01:20:00 | ES | Futures | 5769.44 | 5770.23 | 5768.92 | 5769.7 | 354.0 |
| 2024-09-06 01:25:00 | ES | Futures | 5769.7 | 5771.02 | 5769.18 | 5770.49 | 361.0 |
| 2024-09-06 01:30:00 | ES | Futures | 5770.23 | 5771.02 | 5767.87 | 5767.87 | 552.0 |
| 2024-09-06 01:35:00 | ES | Futures | 5767.87 | 5768.39 | 5765.51 | 5765.51 | 629.0 |
| 2024-09-06 01:40:00 | ES | Futures | 5765.51 | 5766.82 | 5762.89 | 5763.41 | 1055.0 |
| 2024-09-06 01:45:00 | ES | Futures | 5763.41 | 5769.18 | 5763.41 | 5768.92 | 822.0 |
| 2024-09-06 01:50:00 | ES | Futures | 5768.92 | 5774.69 | 5768.92 | 5774.16 | 662.0 |
| 2024-09-06 01:55:00 | ES | Futures | 5774.42 | 5774.95 | 5771.28 | 5771.54 | 627.0 |
| 2024-09-06 02:00:00 | ES | Futures | 5771.8 | 5774.16 | 5771.54 | 5774.16 | 1003.0 |
| 2024-09-06 02:05:00 | ES | Futures | 5774.16 | 5774.42 | 5766.56 | 5768.13 | 1399.0 |
| 2024-09-06 02:10:00 | ES | Futures | 5768.13 | 5769.97 | 5766.82 | 5768.39 | 994.0 |
| 2024-09-06 02:15:00 | ES | Futures | 5768.66 | 5768.66 | 5767.08 | 5767.61 | 566.0 |
| 2024-09-06 02:20:00 | ES | Futures | 5767.87 | 5768.13 | 5765.77 | 5766.3 | 825.0 |
| 2024-09-06 02:25:00 | ES | Futures | 5766.56 | 5769.44 | 5764.46 | 5765.25 | 871.0 |
| 2024-09-06 02:30:00 | ES | Futures | 5765.25 | 5765.51 | 5763.15 | 5763.15 | 485.0 |
| 2024-09-06 02:35:00 | ES | Futures | 5762.89 | 5765.77 | 5762.36 | 5764.99 | 796.0 |
| 2024-09-06 02:40:00 | ES | Futures | 5764.99 | 5766.56 | 5764.72 | 5765.77 | 424.0 |
| 2024-09-06 02:45:00 | ES | Futures | 5765.77 | 5767.61 | 5764.2 | 5766.3 | 567.0 |
| 2024-09-06 02:50:00 | ES | Futures | 5766.03 | 5768.39 | 5765.77 | 5766.03 | 850.0 |
| 2024-09-06 02:55:00 | ES | Futures | 5766.3 | 5767.61 | 5763.41 | 5764.72 | 1214.0 |
| 2024-09-06 03:00:00 | ES | Futures | 5764.99 | 5764.99 | 5759.22 | 5761.05 | 2890.0 |
| 2024-09-06 03:05:00 | ES | Futures | 5760.79 | 5761.05 | 5755.02 | 5758.43 | 3562.0 |
| 2024-09-06 03:10:00 | ES | Futures | 5758.17 | 5759.22 | 5745.06 | 5745.32 | 5316.0 |
| 2024-09-06 03:15:00 | ES | Futures | 5745.32 | 5746.11 | 5738.24 | 5739.03 | 7150.0 |
| 2024-09-06 03:20:00 | ES | Futures | 5738.77 | 5742.44 | 5732.48 | 5739.29 | 5726.0 |
| 2024-09-06 03:25:00 | ES | Futures | 5739.29 | 5741.91 | 5738.24 | 5740.6 | 2943.0 |
| 2024-09-06 03:30:00 | ES | Futures | 5740.6 | 5741.39 | 5737.72 | 5740.34 | 2955.0 |
| 2024-09-06 03:35:00 | ES | Futures | 5740.34 | 5743.23 | 5740.08 | 5740.34 | 3500.0 |
| 2024-09-06 03:40:00 | ES | Futures | 5740.6 | 5744.8 | 5740.34 | 5743.49 | 3662.0 |
| 2024-09-06 03:45:00 | ES | Futures | 5743.49 | 5744.01 | 5737.46 | 5739.56 | 3745.0 |
| 2024-09-06 03:50:00 | ES | Futures | 5739.29 | 5742.96 | 5738.77 | 5741.13 | 2341.0 |
| 2024-09-06 03:55:00 | ES | Futures | 5741.13 | 5746.11 | 5740.6 | 5745.32 | 3254.0 |
| 2024-09-06 04:00:00 | ES | Futures | 5745.59 | 5749.26 | 5744.8 | 5748.99 | 4384.0 |
| 2024-09-06 04:05:00 | ES | Futures | 5748.73 | 5749.26 | 5746.11 | 5747.94 | 2084.0 |
> showing 50 of 15,978 rows — these rows as CSV