PREVIEW / futures_5min / 2024-09-23
file: by_date/futures_5min/2024/2024-09-23.parquet size: 352 KB rows: 20,218
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-23 00:00:00 | ES | Futures | 5999.14 | 6000.18 | 5998.88 | 5999.66 | 291.0 |
| 2024-09-23 00:05:00 | ES | Futures | 5999.66 | 6001.22 | 5999.4 | 6000.44 | 277.0 |
| 2024-09-23 00:10:00 | ES | Futures | 6000.7 | 6001.22 | 5999.92 | 6001.22 | 325.0 |
| 2024-09-23 00:15:00 | ES | Futures | 6001.22 | 6001.22 | 6000.44 | 6000.96 | 127.0 |
| 2024-09-23 00:20:00 | ES | Futures | 6001.22 | 6001.22 | 5999.92 | 6000.18 | 152.0 |
| 2024-09-23 00:25:00 | ES | Futures | 6000.18 | 6000.44 | 5999.92 | 6000.18 | 96.0 |
| 2024-09-23 00:30:00 | ES | Futures | 6000.44 | 6000.96 | 5999.92 | 6000.18 | 181.0 |
| 2024-09-23 00:35:00 | ES | Futures | 6000.18 | 6001.48 | 6000.18 | 6000.96 | 211.0 |
| 2024-09-23 00:40:00 | ES | Futures | 6000.96 | 6000.96 | 5999.66 | 6000.44 | 260.0 |
| 2024-09-23 00:45:00 | ES | Futures | 6000.7 | 6000.7 | 5999.14 | 6000.18 | 220.0 |
| 2024-09-23 00:50:00 | ES | Futures | 6000.18 | 6000.18 | 5999.4 | 6000.18 | 128.0 |
| 2024-09-23 00:55:00 | ES | Futures | 5999.92 | 6000.44 | 5999.92 | 5999.92 | 156.0 |
| 2024-09-23 01:00:00 | ES | Futures | 5999.92 | 5999.92 | 5997.59 | 5998.1 | 481.0 |
| 2024-09-23 01:05:00 | ES | Futures | 5998.1 | 5998.36 | 5997.33 | 5997.59 | 335.0 |
| 2024-09-23 01:10:00 | ES | Futures | 5997.33 | 5998.1 | 5995.77 | 5996.29 | 449.0 |
| 2024-09-23 01:15:00 | ES | Futures | 5996.29 | 5997.07 | 5995.77 | 5996.81 | 440.0 |
| 2024-09-23 01:20:00 | ES | Futures | 5996.81 | 5997.33 | 5996.55 | 5997.07 | 134.0 |
| 2024-09-23 01:25:00 | ES | Futures | 5997.33 | 5997.59 | 5996.81 | 5997.59 | 183.0 |
| 2024-09-23 01:30:00 | ES | Futures | 5997.59 | 5997.59 | 5997.07 | 5997.33 | 154.0 |
| 2024-09-23 01:35:00 | ES | Futures | 5997.59 | 5998.1 | 5997.33 | 5998.1 | 269.0 |
| 2024-09-23 01:40:00 | ES | Futures | 5998.1 | 5998.1 | 5996.29 | 5996.55 | 352.0 |
| 2024-09-23 01:45:00 | ES | Futures | 5996.55 | 5997.85 | 5996.29 | 5997.59 | 221.0 |
| 2024-09-23 01:50:00 | ES | Futures | 5997.59 | 5997.85 | 5995.77 | 5996.03 | 345.0 |
| 2024-09-23 01:55:00 | ES | Futures | 5996.29 | 5996.29 | 5994.21 | 5994.99 | 786.0 |
| 2024-09-23 02:00:00 | ES | Futures | 5994.99 | 5994.99 | 5991.88 | 5992.4 | 1134.0 |
| 2024-09-23 02:05:00 | ES | Futures | 5992.65 | 5992.91 | 5991.1 | 5991.62 | 557.0 |
| 2024-09-23 02:10:00 | ES | Futures | 5991.36 | 5992.65 | 5990.32 | 5992.4 | 680.0 |
| 2024-09-23 02:15:00 | ES | Futures | 5992.65 | 5992.65 | 5991.36 | 5991.36 | 544.0 |
| 2024-09-23 02:20:00 | ES | Futures | 5991.62 | 5993.17 | 5991.36 | 5991.88 | 881.0 |
| 2024-09-23 02:25:00 | ES | Futures | 5991.62 | 5993.17 | 5991.62 | 5993.17 | 375.0 |
| 2024-09-23 02:30:00 | ES | Futures | 5992.91 | 5993.43 | 5992.4 | 5992.91 | 374.0 |
| 2024-09-23 02:35:00 | ES | Futures | 5992.91 | 5993.17 | 5991.62 | 5991.88 | 349.0 |
| 2024-09-23 02:40:00 | ES | Futures | 5991.88 | 5992.65 | 5991.88 | 5992.65 | 255.0 |
| 2024-09-23 02:45:00 | ES | Futures | 5992.65 | 5993.43 | 5992.4 | 5992.65 | 346.0 |
| 2024-09-23 02:50:00 | ES | Futures | 5992.4 | 5992.4 | 5991.36 | 5991.62 | 243.0 |
| 2024-09-23 02:55:00 | ES | Futures | 5991.62 | 5991.62 | 5989.8 | 5990.06 | 477.0 |
| 2024-09-23 03:00:00 | ES | Futures | 5990.32 | 5990.58 | 5983.05 | 5984.09 | 2859.0 |
| 2024-09-23 03:05:00 | ES | Futures | 5984.35 | 5984.35 | 5980.46 | 5980.98 | 2206.0 |
| 2024-09-23 03:10:00 | ES | Futures | 5980.98 | 5981.5 | 5976.3 | 5978.12 | 2112.0 |
| 2024-09-23 03:15:00 | ES | Futures | 5978.12 | 5978.12 | 5964.11 | 5966.44 | 8259.0 |
| 2024-09-23 03:20:00 | ES | Futures | 5966.18 | 5970.6 | 5965.4 | 5969.3 | 3286.0 |
| 2024-09-23 03:25:00 | ES | Futures | 5969.3 | 5975.79 | 5969.04 | 5974.75 | 1661.0 |
| 2024-09-23 03:30:00 | ES | Futures | 5974.75 | 5978.12 | 5971.63 | 5974.23 | 2835.0 |
| 2024-09-23 03:35:00 | ES | Futures | 5974.49 | 5980.2 | 5973.97 | 5979.94 | 1611.0 |
| 2024-09-23 03:40:00 | ES | Futures | 5979.94 | 5981.24 | 5978.9 | 5979.94 | 1591.0 |
| 2024-09-23 03:45:00 | ES | Futures | 5980.2 | 5981.24 | 5978.64 | 5980.2 | 836.0 |
| 2024-09-23 03:50:00 | ES | Futures | 5980.2 | 5982.79 | 5979.68 | 5982.53 | 1311.0 |
| 2024-09-23 03:55:00 | ES | Futures | 5982.53 | 5984.61 | 5982.01 | 5984.09 | 820.0 |
| 2024-09-23 04:00:00 | ES | Futures | 5984.35 | 5986.95 | 5983.57 | 5983.57 | 2711.0 |
| 2024-09-23 04:05:00 | ES | Futures | 5983.83 | 5985.13 | 5982.53 | 5983.31 | 1589.0 |
> showing 50 of 20,218 rows — these rows as CSV