PREVIEW / futures_5min / 2024-09-24
file: by_date/futures_5min/2024/2024-09-24.parquet size: 369 KB rows: 20,743
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-24 00:00:00 | ES | Futures | 5987.72 | 5989.02 | 5987.72 | 5987.98 | 292.0 |
| 2024-09-24 00:05:00 | ES | Futures | 5987.72 | 5988.24 | 5987.2 | 5987.98 | 180.0 |
| 2024-09-24 00:10:00 | ES | Futures | 5987.72 | 5988.76 | 5987.2 | 5988.24 | 171.0 |
| 2024-09-24 00:15:00 | ES | Futures | 5988.24 | 5988.5 | 5987.72 | 5988.24 | 260.0 |
| 2024-09-24 00:20:00 | ES | Futures | 5988.24 | 5989.28 | 5987.72 | 5989.28 | 227.0 |
| 2024-09-24 00:25:00 | ES | Futures | 5989.28 | 5992.14 | 5989.28 | 5991.88 | 1108.0 |
| 2024-09-24 00:30:00 | ES | Futures | 5991.88 | 5993.43 | 5991.88 | 5992.65 | 805.0 |
| 2024-09-24 00:35:00 | ES | Futures | 5992.4 | 5993.17 | 5992.14 | 5992.91 | 195.0 |
| 2024-09-24 00:40:00 | ES | Futures | 5992.91 | 5993.43 | 5992.4 | 5992.65 | 204.0 |
| 2024-09-24 00:45:00 | ES | Futures | 5992.4 | 5993.43 | 5992.4 | 5993.17 | 242.0 |
| 2024-09-24 00:50:00 | ES | Futures | 5992.91 | 5993.43 | 5992.91 | 5993.17 | 226.0 |
| 2024-09-24 00:55:00 | ES | Futures | 5993.43 | 5993.43 | 5992.91 | 5993.43 | 188.0 |
| 2024-09-24 01:00:00 | ES | Futures | 5993.43 | 5996.03 | 5993.43 | 5995.51 | 980.0 |
| 2024-09-24 01:05:00 | ES | Futures | 5995.51 | 5997.59 | 5994.99 | 5997.33 | 590.0 |
| 2024-09-24 01:10:00 | ES | Futures | 5997.33 | 5999.14 | 5996.55 | 5998.1 | 1029.0 |
| 2024-09-24 01:15:00 | ES | Futures | 5998.1 | 5998.36 | 5997.07 | 5997.33 | 320.0 |
| 2024-09-24 01:20:00 | ES | Futures | 5997.07 | 5997.33 | 5996.55 | 5996.81 | 262.0 |
| 2024-09-24 01:25:00 | ES | Futures | 5997.07 | 5997.59 | 5996.81 | 5997.07 | 285.0 |
| 2024-09-24 01:30:00 | ES | Futures | 5997.33 | 5997.85 | 5996.55 | 5997.33 | 445.0 |
| 2024-09-24 01:35:00 | ES | Futures | 5997.33 | 5997.59 | 5996.29 | 5996.81 | 302.0 |
| 2024-09-24 01:40:00 | ES | Futures | 5997.07 | 5997.85 | 5996.03 | 5997.59 | 598.0 |
| 2024-09-24 01:45:00 | ES | Futures | 5997.59 | 5998.62 | 5997.07 | 5998.36 | 489.0 |
| 2024-09-24 01:50:00 | ES | Futures | 5998.62 | 5999.92 | 5997.85 | 5999.4 | 595.0 |
| 2024-09-24 01:55:00 | ES | Futures | 5999.66 | 5999.66 | 5997.85 | 5998.36 | 624.0 |
| 2024-09-24 02:00:00 | ES | Futures | 5998.36 | 5999.14 | 5997.33 | 5998.62 | 805.0 |
| 2024-09-24 02:05:00 | ES | Futures | 5998.62 | 5998.62 | 5996.81 | 5997.59 | 739.0 |
| 2024-09-24 02:10:00 | ES | Futures | 5997.33 | 5998.88 | 5997.07 | 5998.36 | 405.0 |
| 2024-09-24 02:15:00 | ES | Futures | 5998.62 | 5998.62 | 5997.59 | 5998.62 | 275.0 |
| 2024-09-24 02:20:00 | ES | Futures | 5998.36 | 5999.14 | 5997.85 | 5998.62 | 454.0 |
| 2024-09-24 02:25:00 | ES | Futures | 5998.62 | 5999.4 | 5998.1 | 5998.36 | 437.0 |
| 2024-09-24 02:30:00 | ES | Futures | 5998.36 | 6000.96 | 5998.1 | 6000.44 | 834.0 |
| 2024-09-24 02:35:00 | ES | Futures | 6000.7 | 6001.48 | 5999.92 | 6000.96 | 849.0 |
| 2024-09-24 02:40:00 | ES | Futures | 6000.96 | 6002.26 | 6000.7 | 6002.0 | 528.0 |
| 2024-09-24 02:45:00 | ES | Futures | 6002.26 | 6003.81 | 6002.0 | 6003.3 | 968.0 |
| 2024-09-24 02:50:00 | ES | Futures | 6003.3 | 6005.63 | 6003.04 | 6004.85 | 1123.0 |
| 2024-09-24 02:55:00 | ES | Futures | 6004.85 | 6007.19 | 6004.85 | 6005.37 | 1303.0 |
| 2024-09-24 03:00:00 | ES | Futures | 6005.37 | 6006.93 | 6004.85 | 6005.63 | 1335.0 |
| 2024-09-24 03:05:00 | ES | Futures | 6005.37 | 6007.71 | 6005.37 | 6006.15 | 1177.0 |
| 2024-09-24 03:10:00 | ES | Futures | 6006.15 | 6007.19 | 6004.85 | 6005.37 | 946.0 |
| 2024-09-24 03:15:00 | ES | Futures | 6005.11 | 6006.67 | 6004.85 | 6005.89 | 595.0 |
| 2024-09-24 03:20:00 | ES | Futures | 6005.89 | 6006.41 | 6003.81 | 6003.81 | 682.0 |
| 2024-09-24 03:25:00 | ES | Futures | 6003.55 | 6004.33 | 5999.66 | 6000.7 | 1906.0 |
| 2024-09-24 03:30:00 | ES | Futures | 6000.7 | 6000.96 | 5998.36 | 5998.88 | 1121.0 |
| 2024-09-24 03:35:00 | ES | Futures | 5999.14 | 6001.74 | 5999.14 | 6000.96 | 705.0 |
| 2024-09-24 03:40:00 | ES | Futures | 6000.96 | 6002.78 | 5999.92 | 6002.52 | 709.0 |
| 2024-09-24 03:45:00 | ES | Futures | 6002.52 | 6006.15 | 6002.52 | 6004.85 | 1085.0 |
| 2024-09-24 03:50:00 | ES | Futures | 6004.59 | 6007.97 | 6004.59 | 6007.71 | 954.0 |
| 2024-09-24 03:55:00 | ES | Futures | 6007.71 | 6009.52 | 6007.19 | 6009.26 | 1368.0 |
| 2024-09-24 04:00:00 | ES | Futures | 6009.0 | 6010.04 | 6006.15 | 6009.52 | 1393.0 |
| 2024-09-24 04:05:00 | ES | Futures | 6009.78 | 6010.56 | 6008.23 | 6009.78 | 1617.0 |
> showing 50 of 20,743 rows — these rows as CSV