PREVIEW / futures_5min / 2024-09-18
file: by_date/futures_5min/2024/2024-09-18.parquet size: 376 KB rows: 20,749
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-18 00:00:00 | ES | Futures | 5920.25 | 5920.51 | 5919.73 | 5919.73 | 319.0 |
| 2024-09-18 00:05:00 | ES | Futures | 5919.47 | 5921.81 | 5919.21 | 5921.55 | 337.0 |
| 2024-09-18 00:10:00 | ES | Futures | 5921.55 | 5922.32 | 5921.03 | 5921.81 | 265.0 |
| 2024-09-18 00:15:00 | ES | Futures | 5921.81 | 5922.06 | 5920.77 | 5922.06 | 303.0 |
| 2024-09-18 00:20:00 | ES | Futures | 5922.06 | 5923.62 | 5922.06 | 5922.84 | 313.0 |
| 2024-09-18 00:25:00 | ES | Futures | 5923.1 | 5923.1 | 5922.06 | 5922.58 | 177.0 |
| 2024-09-18 00:30:00 | ES | Futures | 5922.58 | 5922.58 | 5919.73 | 5920.25 | 321.0 |
| 2024-09-18 00:35:00 | ES | Futures | 5920.25 | 5920.77 | 5919.99 | 5920.77 | 134.0 |
| 2024-09-18 00:40:00 | ES | Futures | 5920.51 | 5920.77 | 5920.25 | 5920.51 | 145.0 |
| 2024-09-18 00:45:00 | ES | Futures | 5920.51 | 5921.03 | 5919.99 | 5920.77 | 162.0 |
| 2024-09-18 00:50:00 | ES | Futures | 5920.77 | 5921.03 | 5919.99 | 5920.25 | 250.0 |
| 2024-09-18 00:55:00 | ES | Futures | 5919.99 | 5920.51 | 5918.43 | 5920.25 | 483.0 |
| 2024-09-18 01:00:00 | ES | Futures | 5919.99 | 5920.25 | 5919.21 | 5919.73 | 296.0 |
| 2024-09-18 01:05:00 | ES | Futures | 5919.73 | 5920.25 | 5919.47 | 5920.25 | 215.0 |
| 2024-09-18 01:10:00 | ES | Futures | 5919.99 | 5921.03 | 5919.73 | 5920.77 | 178.0 |
| 2024-09-18 01:15:00 | ES | Futures | 5920.51 | 5920.77 | 5919.47 | 5919.73 | 217.0 |
| 2024-09-18 01:20:00 | ES | Futures | 5919.73 | 5921.55 | 5919.47 | 5921.55 | 353.0 |
| 2024-09-18 01:25:00 | ES | Futures | 5921.55 | 5921.81 | 5920.25 | 5921.29 | 797.0 |
| 2024-09-18 01:30:00 | ES | Futures | 5921.03 | 5921.03 | 5918.43 | 5919.73 | 690.0 |
| 2024-09-18 01:35:00 | ES | Futures | 5919.47 | 5920.77 | 5919.47 | 5919.99 | 320.0 |
| 2024-09-18 01:40:00 | ES | Futures | 5920.25 | 5921.29 | 5919.99 | 5921.03 | 238.0 |
| 2024-09-18 01:45:00 | ES | Futures | 5920.77 | 5922.06 | 5920.77 | 5921.81 | 295.0 |
| 2024-09-18 01:50:00 | ES | Futures | 5921.81 | 5922.84 | 5921.81 | 5922.32 | 437.0 |
| 2024-09-18 01:55:00 | ES | Futures | 5922.58 | 5923.36 | 5922.32 | 5922.84 | 309.0 |
| 2024-09-18 02:00:00 | ES | Futures | 5922.58 | 5924.92 | 5922.58 | 5924.92 | 600.0 |
| 2024-09-18 02:05:00 | ES | Futures | 5924.92 | 5927.0 | 5924.92 | 5926.48 | 556.0 |
| 2024-09-18 02:10:00 | ES | Futures | 5926.22 | 5927.25 | 5926.22 | 5927.0 | 471.0 |
| 2024-09-18 02:15:00 | ES | Futures | 5927.0 | 5928.55 | 5926.74 | 5927.51 | 1730.0 |
| 2024-09-18 02:20:00 | ES | Futures | 5927.25 | 5927.77 | 5926.74 | 5927.0 | 320.0 |
| 2024-09-18 02:25:00 | ES | Futures | 5927.0 | 5927.77 | 5926.74 | 5927.0 | 254.0 |
| 2024-09-18 02:30:00 | ES | Futures | 5927.0 | 5927.25 | 5925.96 | 5926.22 | 256.0 |
| 2024-09-18 02:35:00 | ES | Futures | 5926.22 | 5926.48 | 5925.44 | 5925.7 | 299.0 |
| 2024-09-18 02:40:00 | ES | Futures | 5925.7 | 5925.96 | 5924.92 | 5924.92 | 199.0 |
| 2024-09-18 02:45:00 | ES | Futures | 5924.92 | 5924.92 | 5923.62 | 5924.4 | 419.0 |
| 2024-09-18 02:50:00 | ES | Futures | 5924.66 | 5926.74 | 5924.66 | 5926.48 | 377.0 |
| 2024-09-18 02:55:00 | ES | Futures | 5926.48 | 5926.74 | 5924.92 | 5925.7 | 332.0 |
| 2024-09-18 03:00:00 | ES | Futures | 5925.96 | 5927.77 | 5925.96 | 5927.25 | 713.0 |
| 2024-09-18 03:05:00 | ES | Futures | 5927.25 | 5927.25 | 5925.7 | 5926.74 | 507.0 |
| 2024-09-18 03:10:00 | ES | Futures | 5927.0 | 5927.77 | 5925.96 | 5926.74 | 456.0 |
| 2024-09-18 03:15:00 | ES | Futures | 5926.48 | 5926.48 | 5924.92 | 5925.44 | 511.0 |
| 2024-09-18 03:20:00 | ES | Futures | 5925.18 | 5925.18 | 5923.62 | 5923.88 | 418.0 |
| 2024-09-18 03:25:00 | ES | Futures | 5924.14 | 5924.4 | 5921.03 | 5921.81 | 1144.0 |
| 2024-09-18 03:30:00 | ES | Futures | 5922.06 | 5922.84 | 5919.99 | 5920.25 | 1044.0 |
| 2024-09-18 03:35:00 | ES | Futures | 5920.25 | 5921.29 | 5919.73 | 5920.25 | 1033.0 |
| 2024-09-18 03:40:00 | ES | Futures | 5920.25 | 5921.03 | 5918.95 | 5920.25 | 1229.0 |
| 2024-09-18 03:45:00 | ES | Futures | 5920.25 | 5921.03 | 5919.73 | 5920.51 | 767.0 |
| 2024-09-18 03:50:00 | ES | Futures | 5920.51 | 5923.1 | 5919.73 | 5920.25 | 1313.0 |
| 2024-09-18 03:55:00 | ES | Futures | 5920.25 | 5921.03 | 5919.73 | 5919.73 | 874.0 |
| 2024-09-18 04:00:00 | ES | Futures | 5919.73 | 5920.51 | 5918.17 | 5918.69 | 1092.0 |
| 2024-09-18 04:05:00 | ES | Futures | 5918.43 | 5918.69 | 5916.36 | 5916.87 | 1302.0 |
> showing 50 of 20,749 rows — these rows as CSV