PREVIEW / futures_5min / 2024-10-03
file: by_date/futures_5min/2024/2024-10-03.parquet size: 362 KB rows: 20,953
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-03 00:00:00 | ES | Futures | 5970.08 | 5970.6 | 5969.3 | 5970.08 | 211.0 |
| 2024-10-03 00:05:00 | ES | Futures | 5970.08 | 5970.85 | 5969.82 | 5970.6 | 157.0 |
| 2024-10-03 00:10:00 | ES | Futures | 5970.6 | 5971.11 | 5970.08 | 5970.34 | 248.0 |
| 2024-10-03 00:15:00 | ES | Futures | 5970.6 | 5970.85 | 5969.3 | 5969.82 | 225.0 |
| 2024-10-03 00:20:00 | ES | Futures | 5969.82 | 5970.34 | 5969.3 | 5970.08 | 288.0 |
| 2024-10-03 00:25:00 | ES | Futures | 5970.08 | 5970.08 | 5969.3 | 5969.56 | 176.0 |
| 2024-10-03 00:30:00 | ES | Futures | 5969.3 | 5970.34 | 5969.3 | 5969.82 | 300.0 |
| 2024-10-03 00:35:00 | ES | Futures | 5969.82 | 5970.08 | 5969.3 | 5969.3 | 223.0 |
| 2024-10-03 00:40:00 | ES | Futures | 5969.56 | 5969.82 | 5968.0 | 5968.78 | 354.0 |
| 2024-10-03 00:45:00 | ES | Futures | 5968.52 | 5969.04 | 5967.48 | 5968.0 | 341.0 |
| 2024-10-03 00:50:00 | ES | Futures | 5968.0 | 5968.0 | 5967.22 | 5968.0 | 456.0 |
| 2024-10-03 00:55:00 | ES | Futures | 5968.0 | 5968.26 | 5967.48 | 5967.48 | 275.0 |
| 2024-10-03 01:00:00 | ES | Futures | 5967.74 | 5969.3 | 5967.74 | 5968.26 | 359.0 |
| 2024-10-03 01:05:00 | ES | Futures | 5968.26 | 5969.82 | 5967.74 | 5969.3 | 380.0 |
| 2024-10-03 01:10:00 | ES | Futures | 5969.3 | 5969.82 | 5968.26 | 5968.78 | 309.0 |
| 2024-10-03 01:15:00 | ES | Futures | 5968.78 | 5970.08 | 5968.26 | 5968.52 | 338.0 |
| 2024-10-03 01:20:00 | ES | Futures | 5968.52 | 5969.56 | 5968.0 | 5968.52 | 401.0 |
| 2024-10-03 01:25:00 | ES | Futures | 5968.78 | 5968.78 | 5968.0 | 5968.78 | 309.0 |
| 2024-10-03 01:30:00 | ES | Futures | 5969.04 | 5970.6 | 5968.52 | 5969.82 | 515.0 |
| 2024-10-03 01:35:00 | ES | Futures | 5969.82 | 5970.85 | 5969.56 | 5970.34 | 421.0 |
| 2024-10-03 01:40:00 | ES | Futures | 5970.6 | 5971.63 | 5967.48 | 5968.0 | 590.0 |
| 2024-10-03 01:45:00 | ES | Futures | 5967.74 | 5968.0 | 5965.92 | 5967.22 | 1331.0 |
| 2024-10-03 01:50:00 | ES | Futures | 5966.96 | 5969.04 | 5966.44 | 5966.7 | 459.0 |
| 2024-10-03 01:55:00 | ES | Futures | 5966.7 | 5966.96 | 5966.18 | 5966.44 | 670.0 |
| 2024-10-03 02:00:00 | ES | Futures | 5966.44 | 5968.0 | 5965.92 | 5967.74 | 1052.0 |
| 2024-10-03 02:05:00 | ES | Futures | 5968.0 | 5970.08 | 5967.74 | 5970.08 | 659.0 |
| 2024-10-03 02:10:00 | ES | Futures | 5970.08 | 5970.85 | 5967.74 | 5968.26 | 553.0 |
| 2024-10-03 02:15:00 | ES | Futures | 5968.52 | 5969.3 | 5968.52 | 5968.52 | 335.0 |
| 2024-10-03 02:20:00 | ES | Futures | 5968.52 | 5968.78 | 5967.48 | 5968.52 | 307.0 |
| 2024-10-03 02:25:00 | ES | Futures | 5968.52 | 5968.52 | 5965.66 | 5966.44 | 612.0 |
| 2024-10-03 02:30:00 | ES | Futures | 5966.7 | 5967.74 | 5966.18 | 5967.48 | 905.0 |
| 2024-10-03 02:35:00 | ES | Futures | 5967.48 | 5967.74 | 5965.4 | 5966.44 | 856.0 |
| 2024-10-03 02:40:00 | ES | Futures | 5966.18 | 5970.34 | 5966.18 | 5970.34 | 507.0 |
| 2024-10-03 02:45:00 | ES | Futures | 5970.34 | 5971.37 | 5970.08 | 5970.6 | 474.0 |
| 2024-10-03 02:50:00 | ES | Futures | 5970.85 | 5973.19 | 5970.6 | 5972.41 | 645.0 |
| 2024-10-03 02:55:00 | ES | Futures | 5972.41 | 5972.93 | 5970.85 | 5970.85 | 718.0 |
| 2024-10-03 03:00:00 | ES | Futures | 5970.85 | 5971.37 | 5968.26 | 5970.85 | 1478.0 |
| 2024-10-03 03:05:00 | ES | Futures | 5970.6 | 5971.89 | 5968.0 | 5969.04 | 892.0 |
| 2024-10-03 03:10:00 | ES | Futures | 5969.3 | 5969.56 | 5963.59 | 5964.37 | 1833.0 |
| 2024-10-03 03:15:00 | ES | Futures | 5964.63 | 5965.15 | 5958.92 | 5960.47 | 3992.0 |
| 2024-10-03 03:20:00 | ES | Futures | 5960.47 | 5964.11 | 5958.92 | 5960.99 | 1940.0 |
| 2024-10-03 03:25:00 | ES | Futures | 5960.99 | 5961.25 | 5953.73 | 5954.25 | 2909.0 |
| 2024-10-03 03:30:00 | ES | Futures | 5954.5 | 5954.5 | 5949.83 | 5951.65 | 4576.0 |
| 2024-10-03 03:35:00 | ES | Futures | 5951.91 | 5952.95 | 5948.54 | 5948.8 | 2739.0 |
| 2024-10-03 03:40:00 | ES | Futures | 5949.05 | 5951.91 | 5946.72 | 5949.83 | 3668.0 |
| 2024-10-03 03:45:00 | ES | Futures | 5949.57 | 5950.61 | 5944.64 | 5946.98 | 3437.0 |
| 2024-10-03 03:50:00 | ES | Futures | 5946.98 | 5951.91 | 5944.64 | 5950.09 | 3739.0 |
| 2024-10-03 03:55:00 | ES | Futures | 5950.09 | 5950.87 | 5947.5 | 5950.61 | 1795.0 |
| 2024-10-03 04:00:00 | ES | Futures | 5950.61 | 5957.62 | 5949.83 | 5954.5 | 3960.0 |
| 2024-10-03 04:05:00 | ES | Futures | 5954.25 | 5955.54 | 5950.87 | 5953.73 | 2607.0 |
> showing 50 of 20,953 rows — these rows as CSV