PREVIEW / futures_5min / 2024-10-01
file: by_date/futures_5min/2024/2024-10-01.parquet size: 404 KB rows: 21,232
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-01 00:00:00 | ES | Futures | 6036.25 | 6036.51 | 6034.96 | 6035.48 | 412.0 |
| 2024-10-01 00:05:00 | ES | Futures | 6035.74 | 6036.51 | 6035.48 | 6035.74 | 235.0 |
| 2024-10-01 00:10:00 | ES | Futures | 6035.74 | 6035.74 | 6033.66 | 6034.18 | 507.0 |
| 2024-10-01 00:15:00 | ES | Futures | 6034.18 | 6034.44 | 6033.14 | 6034.44 | 757.0 |
| 2024-10-01 00:20:00 | ES | Futures | 6034.44 | 6034.96 | 6033.92 | 6034.18 | 242.0 |
| 2024-10-01 00:25:00 | ES | Futures | 6034.44 | 6035.74 | 6034.44 | 6035.48 | 303.0 |
| 2024-10-01 00:30:00 | ES | Futures | 6035.22 | 6035.22 | 6032.1 | 6033.14 | 539.0 |
| 2024-10-01 00:35:00 | ES | Futures | 6033.4 | 6033.92 | 6032.1 | 6033.66 | 307.0 |
| 2024-10-01 00:40:00 | ES | Futures | 6033.4 | 6033.92 | 6032.62 | 6032.88 | 183.0 |
| 2024-10-01 00:45:00 | ES | Futures | 6032.88 | 6033.4 | 6032.62 | 6032.88 | 129.0 |
| 2024-10-01 00:50:00 | ES | Futures | 6033.14 | 6033.14 | 6032.36 | 6032.62 | 157.0 |
| 2024-10-01 00:55:00 | ES | Futures | 6032.88 | 6033.14 | 6032.62 | 6032.62 | 146.0 |
| 2024-10-01 01:00:00 | ES | Futures | 6032.62 | 6032.62 | 6031.84 | 6032.36 | 338.0 |
| 2024-10-01 01:05:00 | ES | Futures | 6032.36 | 6032.36 | 6030.55 | 6032.36 | 473.0 |
| 2024-10-01 01:10:00 | ES | Futures | 6032.36 | 6033.14 | 6032.1 | 6033.14 | 349.0 |
| 2024-10-01 01:15:00 | ES | Futures | 6032.88 | 6032.88 | 6031.06 | 6031.06 | 431.0 |
| 2024-10-01 01:20:00 | ES | Futures | 6031.32 | 6032.88 | 6030.8 | 6032.88 | 317.0 |
| 2024-10-01 01:25:00 | ES | Futures | 6032.88 | 6033.4 | 6032.36 | 6033.14 | 212.0 |
| 2024-10-01 01:30:00 | ES | Futures | 6033.4 | 6034.18 | 6032.88 | 6033.92 | 361.0 |
| 2024-10-01 01:35:00 | ES | Futures | 6033.92 | 6033.92 | 6029.77 | 6030.8 | 604.0 |
| 2024-10-01 01:40:00 | ES | Futures | 6030.55 | 6031.06 | 6028.21 | 6030.8 | 801.0 |
| 2024-10-01 01:45:00 | ES | Futures | 6031.06 | 6032.88 | 6030.03 | 6032.88 | 370.0 |
| 2024-10-01 01:50:00 | ES | Futures | 6032.88 | 6034.96 | 6032.62 | 6033.92 | 452.0 |
| 2024-10-01 01:55:00 | ES | Futures | 6033.66 | 6033.66 | 6030.55 | 6031.58 | 657.0 |
| 2024-10-01 02:00:00 | ES | Futures | 6031.58 | 6032.62 | 6029.77 | 6031.84 | 893.0 |
| 2024-10-01 02:05:00 | ES | Futures | 6032.36 | 6032.88 | 6031.06 | 6031.84 | 551.0 |
| 2024-10-01 02:10:00 | ES | Futures | 6031.84 | 6033.4 | 6031.58 | 6033.14 | 638.0 |
| 2024-10-01 02:15:00 | ES | Futures | 6033.14 | 6034.44 | 6032.88 | 6033.66 | 416.0 |
| 2024-10-01 02:20:00 | ES | Futures | 6033.66 | 6033.92 | 6032.88 | 6033.14 | 480.0 |
| 2024-10-01 02:25:00 | ES | Futures | 6033.4 | 6034.44 | 6032.88 | 6034.44 | 545.0 |
| 2024-10-01 02:30:00 | ES | Futures | 6034.44 | 6036.25 | 6034.44 | 6036.0 | 685.0 |
| 2024-10-01 02:35:00 | ES | Futures | 6036.0 | 6037.03 | 6035.74 | 6036.51 | 313.0 |
| 2024-10-01 02:40:00 | ES | Futures | 6036.51 | 6036.77 | 6034.7 | 6035.22 | 503.0 |
| 2024-10-01 02:45:00 | ES | Futures | 6034.96 | 6037.03 | 6034.96 | 6036.77 | 442.0 |
| 2024-10-01 02:50:00 | ES | Futures | 6036.51 | 6037.03 | 6034.7 | 6035.22 | 438.0 |
| 2024-10-01 02:55:00 | ES | Futures | 6034.96 | 6034.96 | 6032.62 | 6034.18 | 1056.0 |
| 2024-10-01 03:00:00 | ES | Futures | 6034.44 | 6035.22 | 6030.55 | 6035.22 | 2273.0 |
| 2024-10-01 03:05:00 | ES | Futures | 6034.7 | 6035.22 | 6026.91 | 6027.17 | 1892.0 |
| 2024-10-01 03:10:00 | ES | Futures | 6027.43 | 6027.43 | 6023.28 | 6023.54 | 2097.0 |
| 2024-10-01 03:15:00 | ES | Futures | 6023.54 | 6024.84 | 6021.72 | 6022.24 | 2102.0 |
| 2024-10-01 03:20:00 | ES | Futures | 6022.24 | 6027.43 | 6021.98 | 6025.87 | 1661.0 |
| 2024-10-01 03:25:00 | ES | Futures | 6025.87 | 6030.29 | 6025.87 | 6028.47 | 1341.0 |
| 2024-10-01 03:30:00 | ES | Futures | 6028.47 | 6031.32 | 6026.39 | 6029.51 | 1505.0 |
| 2024-10-01 03:35:00 | ES | Futures | 6029.51 | 6032.88 | 6029.25 | 6032.36 | 954.0 |
| 2024-10-01 03:40:00 | ES | Futures | 6032.36 | 6033.14 | 6031.32 | 6033.14 | 1063.0 |
| 2024-10-01 03:45:00 | ES | Futures | 6033.14 | 6034.18 | 6031.84 | 6032.62 | 676.0 |
| 2024-10-01 03:50:00 | ES | Futures | 6032.62 | 6034.44 | 6032.62 | 6033.92 | 605.0 |
| 2024-10-01 03:55:00 | ES | Futures | 6034.18 | 6034.7 | 6032.62 | 6034.18 | 784.0 |
| 2024-10-01 04:00:00 | ES | Futures | 6034.18 | 6035.22 | 6031.32 | 6031.58 | 1214.0 |
| 2024-10-01 04:05:00 | ES | Futures | 6031.32 | 6032.36 | 6029.77 | 6030.29 | 1079.0 |
> showing 50 of 21,232 rows — these rows as CSV