PREVIEW / futures_5min / 2024-09-19
file: by_date/futures_5min/2024/2024-09-19.parquet size: 365 KB rows: 20,637
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-19 00:00:00 | ES | Futures | 5956.06 | 5956.84 | 5952.69 | 5952.95 | 1101.0 |
| 2024-09-19 00:05:00 | ES | Futures | 5952.95 | 5955.02 | 5952.17 | 5954.25 | 1034.0 |
| 2024-09-19 00:10:00 | ES | Futures | 5954.5 | 5955.02 | 5953.21 | 5953.47 | 336.0 |
| 2024-09-19 00:15:00 | ES | Futures | 5953.47 | 5954.5 | 5952.95 | 5953.99 | 254.0 |
| 2024-09-19 00:20:00 | ES | Futures | 5954.25 | 5954.5 | 5952.43 | 5953.47 | 521.0 |
| 2024-09-19 00:25:00 | ES | Futures | 5953.73 | 5954.25 | 5951.91 | 5952.17 | 467.0 |
| 2024-09-19 00:30:00 | ES | Futures | 5952.43 | 5955.02 | 5952.17 | 5954.5 | 302.0 |
| 2024-09-19 00:35:00 | ES | Futures | 5954.76 | 5955.8 | 5952.95 | 5953.47 | 337.0 |
| 2024-09-19 00:40:00 | ES | Futures | 5953.47 | 5953.73 | 5951.65 | 5952.69 | 370.0 |
| 2024-09-19 00:45:00 | ES | Futures | 5952.69 | 5953.73 | 5952.43 | 5953.21 | 272.0 |
| 2024-09-19 00:50:00 | ES | Futures | 5952.95 | 5955.02 | 5952.95 | 5954.5 | 410.0 |
| 2024-09-19 00:55:00 | ES | Futures | 5954.5 | 5955.02 | 5953.99 | 5954.5 | 273.0 |
| 2024-09-19 01:00:00 | ES | Futures | 5954.5 | 5955.54 | 5954.25 | 5954.76 | 546.0 |
| 2024-09-19 01:05:00 | ES | Futures | 5954.5 | 5955.28 | 5952.43 | 5953.47 | 478.0 |
| 2024-09-19 01:10:00 | ES | Futures | 5953.21 | 5954.25 | 5951.91 | 5953.99 | 378.0 |
| 2024-09-19 01:15:00 | ES | Futures | 5953.99 | 5954.5 | 5952.69 | 5952.95 | 231.0 |
| 2024-09-19 01:20:00 | ES | Futures | 5953.21 | 5953.73 | 5951.91 | 5952.17 | 627.0 |
| 2024-09-19 01:25:00 | ES | Futures | 5952.17 | 5952.69 | 5950.61 | 5952.69 | 556.0 |
| 2024-09-19 01:30:00 | ES | Futures | 5952.43 | 5953.21 | 5951.65 | 5952.43 | 352.0 |
| 2024-09-19 01:35:00 | ES | Futures | 5952.43 | 5953.21 | 5951.65 | 5951.91 | 1334.0 |
| 2024-09-19 01:40:00 | ES | Futures | 5952.17 | 5953.73 | 5951.39 | 5953.21 | 503.0 |
| 2024-09-19 01:45:00 | ES | Futures | 5953.47 | 5953.73 | 5949.83 | 5953.47 | 810.0 |
| 2024-09-19 01:50:00 | ES | Futures | 5953.21 | 5957.1 | 5953.21 | 5954.25 | 1265.0 |
| 2024-09-19 01:55:00 | ES | Futures | 5954.5 | 5957.62 | 5953.73 | 5956.06 | 996.0 |
| 2024-09-19 02:00:00 | ES | Futures | 5955.8 | 5956.58 | 5954.5 | 5954.76 | 1130.0 |
| 2024-09-19 02:05:00 | ES | Futures | 5955.02 | 5955.54 | 5953.47 | 5955.28 | 929.0 |
| 2024-09-19 02:10:00 | ES | Futures | 5955.28 | 5955.8 | 5954.5 | 5954.76 | 520.0 |
| 2024-09-19 02:15:00 | ES | Futures | 5954.76 | 5954.76 | 5951.91 | 5953.99 | 870.0 |
| 2024-09-19 02:20:00 | ES | Futures | 5953.99 | 5959.18 | 5953.47 | 5959.18 | 1162.0 |
| 2024-09-19 02:25:00 | ES | Futures | 5959.44 | 5962.29 | 5959.44 | 5960.21 | 2187.0 |
| 2024-09-19 02:30:00 | ES | Futures | 5960.47 | 5961.25 | 5959.18 | 5960.73 | 1423.0 |
| 2024-09-19 02:35:00 | ES | Futures | 5960.73 | 5961.25 | 5959.7 | 5960.21 | 621.0 |
| 2024-09-19 02:40:00 | ES | Futures | 5960.47 | 5961.51 | 5959.44 | 5959.95 | 587.0 |
| 2024-09-19 02:45:00 | ES | Futures | 5959.95 | 5961.77 | 5959.18 | 5961.51 | 859.0 |
| 2024-09-19 02:50:00 | ES | Futures | 5961.25 | 5962.55 | 5960.73 | 5962.29 | 626.0 |
| 2024-09-19 02:55:00 | ES | Futures | 5962.29 | 5963.85 | 5961.51 | 5962.03 | 1380.0 |
| 2024-09-19 03:00:00 | ES | Futures | 5962.03 | 5965.92 | 5961.77 | 5963.85 | 2006.0 |
| 2024-09-19 03:05:00 | ES | Futures | 5964.11 | 5964.89 | 5960.47 | 5961.51 | 1702.0 |
| 2024-09-19 03:10:00 | ES | Futures | 5961.51 | 5962.03 | 5958.66 | 5959.18 | 1499.0 |
| 2024-09-19 03:15:00 | ES | Futures | 5959.18 | 5960.99 | 5957.1 | 5960.47 | 1457.0 |
| 2024-09-19 03:20:00 | ES | Futures | 5960.73 | 5962.03 | 5959.44 | 5961.25 | 1203.0 |
| 2024-09-19 03:25:00 | ES | Futures | 5961.25 | 5962.03 | 5957.62 | 5957.88 | 1485.0 |
| 2024-09-19 03:30:00 | ES | Futures | 5958.14 | 5959.95 | 5954.25 | 5959.7 | 2041.0 |
| 2024-09-19 03:35:00 | ES | Futures | 5959.95 | 5962.03 | 5958.92 | 5959.7 | 1890.0 |
| 2024-09-19 03:40:00 | ES | Futures | 5959.44 | 5964.89 | 5959.18 | 5964.11 | 2382.0 |
| 2024-09-19 03:45:00 | ES | Futures | 5964.11 | 5964.89 | 5962.29 | 5964.11 | 1229.0 |
| 2024-09-19 03:50:00 | ES | Futures | 5964.11 | 5966.96 | 5963.07 | 5966.7 | 1380.0 |
| 2024-09-19 03:55:00 | ES | Futures | 5966.7 | 5970.85 | 5965.92 | 5970.85 | 2445.0 |
| 2024-09-19 04:00:00 | ES | Futures | 5970.85 | 5970.85 | 5965.92 | 5969.04 | 2973.0 |
| 2024-09-19 04:05:00 | ES | Futures | 5969.04 | 5971.89 | 5968.26 | 5969.3 | 1961.0 |
> showing 50 of 20,637 rows — these rows as CSV