PREVIEW / futures_5min / 2024-09-25
file: by_date/futures_5min/2024/2024-09-25.parquet size: 359 KB rows: 20,668
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-25 00:00:00 | ES | Futures | 6003.81 | 6004.59 | 6003.55 | 6004.59 | 345.0 |
| 2024-09-25 00:05:00 | ES | Futures | 6004.59 | 6004.59 | 6003.81 | 6003.81 | 180.0 |
| 2024-09-25 00:10:00 | ES | Futures | 6004.07 | 6004.33 | 6003.81 | 6004.07 | 115.0 |
| 2024-09-25 00:15:00 | ES | Futures | 6003.81 | 6004.07 | 6002.78 | 6003.55 | 197.0 |
| 2024-09-25 00:20:00 | ES | Futures | 6003.3 | 6004.07 | 6003.04 | 6003.81 | 124.0 |
| 2024-09-25 00:25:00 | ES | Futures | 6003.81 | 6004.59 | 6003.81 | 6004.07 | 241.0 |
| 2024-09-25 00:30:00 | ES | Futures | 6004.07 | 6004.33 | 6003.55 | 6003.55 | 103.0 |
| 2024-09-25 00:35:00 | ES | Futures | 6003.55 | 6004.59 | 6003.55 | 6004.33 | 155.0 |
| 2024-09-25 00:40:00 | ES | Futures | 6004.33 | 6004.33 | 6003.3 | 6003.81 | 218.0 |
| 2024-09-25 00:45:00 | ES | Futures | 6003.81 | 6005.63 | 6003.81 | 6005.63 | 280.0 |
| 2024-09-25 00:50:00 | ES | Futures | 6005.37 | 6005.63 | 6004.33 | 6004.59 | 222.0 |
| 2024-09-25 00:55:00 | ES | Futures | 6004.59 | 6004.59 | 6002.78 | 6003.55 | 677.0 |
| 2024-09-25 01:00:00 | ES | Futures | 6003.3 | 6004.59 | 6003.04 | 6004.33 | 358.0 |
| 2024-09-25 01:05:00 | ES | Futures | 6004.59 | 6006.15 | 6004.07 | 6004.07 | 799.0 |
| 2024-09-25 01:10:00 | ES | Futures | 6004.33 | 6004.85 | 6003.81 | 6004.07 | 426.0 |
| 2024-09-25 01:15:00 | ES | Futures | 6004.07 | 6004.33 | 6002.78 | 6003.3 | 406.0 |
| 2024-09-25 01:20:00 | ES | Futures | 6003.55 | 6004.07 | 6002.26 | 6003.04 | 453.0 |
| 2024-09-25 01:25:00 | ES | Futures | 6002.78 | 6003.04 | 6002.26 | 6002.78 | 328.0 |
| 2024-09-25 01:30:00 | ES | Futures | 6002.78 | 6003.81 | 6002.78 | 6003.81 | 373.0 |
| 2024-09-25 01:35:00 | ES | Futures | 6003.55 | 6003.55 | 6002.0 | 6002.26 | 309.0 |
| 2024-09-25 01:40:00 | ES | Futures | 6002.0 | 6002.26 | 5998.36 | 5998.88 | 1182.0 |
| 2024-09-25 01:45:00 | ES | Futures | 5998.62 | 5999.4 | 5996.03 | 5996.55 | 1397.0 |
| 2024-09-25 01:50:00 | ES | Futures | 5996.55 | 6000.44 | 5996.29 | 5999.92 | 937.0 |
| 2024-09-25 01:55:00 | ES | Futures | 6000.18 | 6000.18 | 5998.1 | 5998.36 | 683.0 |
| 2024-09-25 02:00:00 | ES | Futures | 5998.36 | 5999.66 | 5997.07 | 5999.14 | 874.0 |
| 2024-09-25 02:05:00 | ES | Futures | 5998.88 | 5999.4 | 5997.07 | 5999.14 | 808.0 |
| 2024-09-25 02:10:00 | ES | Futures | 5999.14 | 5999.4 | 5996.81 | 5996.81 | 535.0 |
| 2024-09-25 02:15:00 | ES | Futures | 5996.55 | 5997.59 | 5993.43 | 5997.33 | 2080.0 |
| 2024-09-25 02:20:00 | ES | Futures | 5997.33 | 5997.33 | 5995.77 | 5997.07 | 662.0 |
| 2024-09-25 02:25:00 | ES | Futures | 5997.07 | 5997.33 | 5994.47 | 5994.99 | 665.0 |
| 2024-09-25 02:30:00 | ES | Futures | 5994.99 | 5995.51 | 5993.69 | 5995.25 | 1200.0 |
| 2024-09-25 02:35:00 | ES | Futures | 5995.25 | 5995.77 | 5994.21 | 5994.99 | 629.0 |
| 2024-09-25 02:40:00 | ES | Futures | 5994.73 | 5996.81 | 5994.21 | 5996.55 | 571.0 |
| 2024-09-25 02:45:00 | ES | Futures | 5996.29 | 5996.29 | 5994.73 | 5996.03 | 489.0 |
| 2024-09-25 02:50:00 | ES | Futures | 5995.77 | 5996.03 | 5994.21 | 5994.99 | 528.0 |
| 2024-09-25 02:55:00 | ES | Futures | 5995.25 | 5995.77 | 5993.95 | 5993.95 | 552.0 |
| 2024-09-25 03:00:00 | ES | Futures | 5994.21 | 5996.81 | 5994.21 | 5995.77 | 1319.0 |
| 2024-09-25 03:05:00 | ES | Futures | 5995.77 | 5999.14 | 5995.25 | 5997.85 | 1457.0 |
| 2024-09-25 03:10:00 | ES | Futures | 5998.1 | 5998.36 | 5994.73 | 5997.33 | 1283.0 |
| 2024-09-25 03:15:00 | ES | Futures | 5997.33 | 6000.96 | 5997.07 | 5999.14 | 1289.0 |
| 2024-09-25 03:20:00 | ES | Futures | 5999.14 | 6002.0 | 5998.1 | 6002.0 | 949.0 |
| 2024-09-25 03:25:00 | ES | Futures | 6002.0 | 6003.3 | 6000.96 | 6003.04 | 945.0 |
| 2024-09-25 03:30:00 | ES | Futures | 6003.3 | 6004.59 | 6002.52 | 6003.55 | 1037.0 |
| 2024-09-25 03:35:00 | ES | Futures | 6003.3 | 6003.81 | 6002.52 | 6003.55 | 622.0 |
| 2024-09-25 03:40:00 | ES | Futures | 6003.55 | 6003.81 | 6002.52 | 6003.3 | 500.0 |
| 2024-09-25 03:45:00 | ES | Futures | 6002.78 | 6003.55 | 6001.22 | 6002.78 | 494.0 |
| 2024-09-25 03:50:00 | ES | Futures | 6002.78 | 6003.04 | 6001.48 | 6002.52 | 372.0 |
| 2024-09-25 03:55:00 | ES | Futures | 6002.78 | 6004.33 | 6002.26 | 6003.81 | 533.0 |
| 2024-09-25 04:00:00 | ES | Futures | 6003.55 | 6004.59 | 6002.52 | 6004.07 | 1176.0 |
| 2024-09-25 04:05:00 | ES | Futures | 6004.07 | 6004.07 | 6002.0 | 6002.78 | 1563.0 |
> showing 50 of 20,668 rows — these rows as CSV