PREVIEW / futures_5min / 2024-09-11
file: by_date/futures_5min/2024/2024-09-11.parquet size: 337 KB rows: 18,287
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-11 00:00:00 | ES | Futures | 5744.8 | 5745.32 | 5743.23 | 5743.23 | 378.0 |
| 2024-09-11 00:05:00 | ES | Futures | 5743.23 | 5743.23 | 5741.65 | 5742.18 | 481.0 |
| 2024-09-11 00:10:00 | ES | Futures | 5742.18 | 5743.23 | 5741.13 | 5742.96 | 685.0 |
| 2024-09-11 00:15:00 | ES | Futures | 5743.23 | 5744.27 | 5741.39 | 5742.18 | 342.0 |
| 2024-09-11 00:20:00 | ES | Futures | 5742.18 | 5742.44 | 5740.34 | 5741.91 | 802.0 |
| 2024-09-11 00:25:00 | ES | Futures | 5741.91 | 5744.27 | 5741.39 | 5744.27 | 381.0 |
| 2024-09-11 00:30:00 | ES | Futures | 5744.27 | 5744.27 | 5742.7 | 5742.7 | 193.0 |
| 2024-09-11 00:35:00 | ES | Futures | 5742.7 | 5742.7 | 5741.39 | 5741.65 | 387.0 |
| 2024-09-11 00:40:00 | ES | Futures | 5741.91 | 5742.18 | 5741.13 | 5741.91 | 262.0 |
| 2024-09-11 00:45:00 | ES | Futures | 5741.65 | 5741.91 | 5740.08 | 5740.87 | 284.0 |
| 2024-09-11 00:50:00 | ES | Futures | 5740.6 | 5741.39 | 5740.08 | 5741.39 | 249.0 |
| 2024-09-11 00:55:00 | ES | Futures | 5741.39 | 5743.49 | 5740.08 | 5742.18 | 813.0 |
| 2024-09-11 01:00:00 | ES | Futures | 5742.18 | 5742.44 | 5741.13 | 5742.18 | 233.0 |
| 2024-09-11 01:05:00 | ES | Futures | 5742.18 | 5742.7 | 5741.39 | 5741.65 | 192.0 |
| 2024-09-11 01:10:00 | ES | Futures | 5741.65 | 5742.44 | 5740.87 | 5740.87 | 234.0 |
| 2024-09-11 01:15:00 | ES | Futures | 5741.13 | 5741.91 | 5739.29 | 5739.56 | 959.0 |
| 2024-09-11 01:20:00 | ES | Futures | 5739.56 | 5740.34 | 5738.77 | 5739.29 | 647.0 |
| 2024-09-11 01:25:00 | ES | Futures | 5739.29 | 5739.82 | 5737.2 | 5737.72 | 1567.0 |
| 2024-09-11 01:30:00 | ES | Futures | 5737.46 | 5742.7 | 5737.46 | 5742.44 | 1125.0 |
| 2024-09-11 01:35:00 | ES | Futures | 5742.18 | 5742.7 | 5738.24 | 5738.51 | 568.0 |
| 2024-09-11 01:40:00 | ES | Futures | 5738.51 | 5742.18 | 5738.51 | 5740.87 | 468.0 |
| 2024-09-11 01:45:00 | ES | Futures | 5740.87 | 5742.96 | 5740.6 | 5742.7 | 1251.0 |
| 2024-09-11 01:50:00 | ES | Futures | 5742.7 | 5744.27 | 5742.18 | 5742.96 | 675.0 |
| 2024-09-11 01:55:00 | ES | Futures | 5742.96 | 5745.59 | 5742.18 | 5744.8 | 934.0 |
| 2024-09-11 02:00:00 | ES | Futures | 5744.8 | 5746.11 | 5743.49 | 5744.8 | 1551.0 |
| 2024-09-11 02:05:00 | ES | Futures | 5744.8 | 5746.37 | 5743.75 | 5746.11 | 943.0 |
| 2024-09-11 02:10:00 | ES | Futures | 5746.11 | 5747.94 | 5746.11 | 5747.94 | 782.0 |
| 2024-09-11 02:15:00 | ES | Futures | 5748.21 | 5751.35 | 5748.21 | 5750.04 | 1221.0 |
| 2024-09-11 02:20:00 | ES | Futures | 5750.04 | 5751.61 | 5750.04 | 5750.83 | 702.0 |
| 2024-09-11 02:25:00 | ES | Futures | 5750.83 | 5753.45 | 5750.83 | 5752.66 | 1794.0 |
| 2024-09-11 02:30:00 | ES | Futures | 5752.66 | 5756.33 | 5752.4 | 5756.07 | 1358.0 |
| 2024-09-11 02:35:00 | ES | Futures | 5756.07 | 5756.86 | 5753.71 | 5753.97 | 749.0 |
| 2024-09-11 02:40:00 | ES | Futures | 5753.71 | 5755.55 | 5753.71 | 5754.5 | 532.0 |
| 2024-09-11 02:45:00 | ES | Futures | 5754.5 | 5755.02 | 5752.93 | 5754.24 | 668.0 |
| 2024-09-11 02:50:00 | ES | Futures | 5754.5 | 5756.6 | 5754.5 | 5755.81 | 420.0 |
| 2024-09-11 02:55:00 | ES | Futures | 5755.55 | 5755.55 | 5753.45 | 5753.71 | 468.0 |
| 2024-09-11 03:00:00 | ES | Futures | 5753.45 | 5756.33 | 5752.93 | 5756.33 | 1197.0 |
| 2024-09-11 03:05:00 | ES | Futures | 5756.07 | 5757.38 | 5755.02 | 5756.33 | 1201.0 |
| 2024-09-11 03:10:00 | ES | Futures | 5756.6 | 5758.43 | 5755.29 | 5757.12 | 1105.0 |
| 2024-09-11 03:15:00 | ES | Futures | 5757.12 | 5762.63 | 5757.12 | 5758.96 | 2681.0 |
| 2024-09-11 03:20:00 | ES | Futures | 5758.96 | 5760.0 | 5756.07 | 5757.64 | 947.0 |
| 2024-09-11 03:25:00 | ES | Futures | 5757.64 | 5759.22 | 5756.33 | 5758.69 | 926.0 |
| 2024-09-11 03:30:00 | ES | Futures | 5758.96 | 5761.05 | 5758.69 | 5758.96 | 1192.0 |
| 2024-09-11 03:35:00 | ES | Futures | 5759.22 | 5759.48 | 5757.91 | 5758.69 | 691.0 |
| 2024-09-11 03:40:00 | ES | Futures | 5758.43 | 5760.0 | 5757.12 | 5757.91 | 742.0 |
| 2024-09-11 03:45:00 | ES | Futures | 5757.64 | 5758.43 | 5755.81 | 5756.33 | 1137.0 |
| 2024-09-11 03:50:00 | ES | Futures | 5756.6 | 5759.48 | 5755.81 | 5759.48 | 1607.0 |
| 2024-09-11 03:55:00 | ES | Futures | 5759.48 | 5760.0 | 5757.12 | 5759.22 | 1170.0 |
| 2024-09-11 04:00:00 | ES | Futures | 5758.96 | 5759.74 | 5756.6 | 5756.6 | 1382.0 |
| 2024-09-11 04:05:00 | ES | Futures | 5756.6 | 5759.74 | 5756.33 | 5758.96 | 844.0 |
> showing 50 of 18,287 rows — these rows as CSV