PREVIEW / futures_5min / 2024-10-07
file: by_date/futures_5min/2024/2024-10-07.parquet size: 373 KB rows: 21,262
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-07 00:00:00 | ES | Futures | 6016.79 | 6017.57 | 6016.27 | 6017.31 | 298.0 |
| 2024-10-07 00:05:00 | ES | Futures | 6017.57 | 6018.09 | 6017.31 | 6017.31 | 458.0 |
| 2024-10-07 00:10:00 | ES | Futures | 6017.57 | 6017.57 | 6016.27 | 6016.79 | 294.0 |
| 2024-10-07 00:15:00 | ES | Futures | 6016.53 | 6017.31 | 6016.01 | 6017.05 | 270.0 |
| 2024-10-07 00:20:00 | ES | Futures | 6017.31 | 6019.13 | 6016.79 | 6018.35 | 455.0 |
| 2024-10-07 00:25:00 | ES | Futures | 6018.35 | 6018.61 | 6017.57 | 6018.09 | 267.0 |
| 2024-10-07 00:30:00 | ES | Futures | 6018.35 | 6019.65 | 6018.35 | 6019.39 | 417.0 |
| 2024-10-07 00:35:00 | ES | Futures | 6019.65 | 6019.9 | 6018.61 | 6018.87 | 332.0 |
| 2024-10-07 00:40:00 | ES | Futures | 6018.61 | 6019.39 | 6018.09 | 6019.39 | 331.0 |
| 2024-10-07 00:45:00 | ES | Futures | 6019.39 | 6019.39 | 6017.57 | 6017.83 | 358.0 |
| 2024-10-07 00:50:00 | ES | Futures | 6017.83 | 6017.83 | 6015.49 | 6016.27 | 548.0 |
| 2024-10-07 00:55:00 | ES | Futures | 6016.53 | 6016.79 | 6016.01 | 6016.53 | 175.0 |
| 2024-10-07 01:00:00 | ES | Futures | 6016.79 | 6017.31 | 6016.27 | 6017.05 | 299.0 |
| 2024-10-07 01:05:00 | ES | Futures | 6017.05 | 6017.31 | 6015.23 | 6015.49 | 441.0 |
| 2024-10-07 01:10:00 | ES | Futures | 6015.49 | 6015.75 | 6014.97 | 6015.49 | 315.0 |
| 2024-10-07 01:15:00 | ES | Futures | 6015.49 | 6016.53 | 6014.71 | 6016.27 | 379.0 |
| 2024-10-07 01:20:00 | ES | Futures | 6016.27 | 6016.27 | 6014.2 | 6014.71 | 390.0 |
| 2024-10-07 01:25:00 | ES | Futures | 6014.71 | 6015.23 | 6013.16 | 6013.94 | 554.0 |
| 2024-10-07 01:30:00 | ES | Futures | 6013.94 | 6013.94 | 6011.08 | 6011.34 | 1020.0 |
| 2024-10-07 01:35:00 | ES | Futures | 6011.6 | 6013.94 | 6011.6 | 6013.42 | 483.0 |
| 2024-10-07 01:40:00 | ES | Futures | 6013.16 | 6013.94 | 6012.12 | 6012.64 | 514.0 |
| 2024-10-07 01:45:00 | ES | Futures | 6012.64 | 6013.16 | 6011.86 | 6012.38 | 456.0 |
| 2024-10-07 01:50:00 | ES | Futures | 6012.12 | 6012.38 | 6011.6 | 6011.86 | 371.0 |
| 2024-10-07 01:55:00 | ES | Futures | 6011.86 | 6012.9 | 6010.82 | 6011.86 | 574.0 |
| 2024-10-07 02:00:00 | ES | Futures | 6011.6 | 6012.12 | 6010.3 | 6011.08 | 911.0 |
| 2024-10-07 02:05:00 | ES | Futures | 6011.34 | 6012.9 | 6011.08 | 6012.64 | 616.0 |
| 2024-10-07 02:10:00 | ES | Futures | 6012.9 | 6014.45 | 6012.64 | 6014.45 | 563.0 |
| 2024-10-07 02:15:00 | ES | Futures | 6014.45 | 6014.71 | 6011.08 | 6012.12 | 446.0 |
| 2024-10-07 02:20:00 | ES | Futures | 6012.12 | 6014.45 | 6012.12 | 6012.38 | 528.0 |
| 2024-10-07 02:25:00 | ES | Futures | 6012.38 | 6012.64 | 6011.08 | 6011.08 | 443.0 |
| 2024-10-07 02:30:00 | ES | Futures | 6011.08 | 6011.86 | 6007.19 | 6010.04 | 1630.0 |
| 2024-10-07 02:35:00 | ES | Futures | 6009.78 | 6011.34 | 6008.75 | 6010.04 | 804.0 |
| 2024-10-07 02:40:00 | ES | Futures | 6010.04 | 6013.68 | 6008.75 | 6013.68 | 782.0 |
| 2024-10-07 02:45:00 | ES | Futures | 6013.42 | 6013.42 | 6011.86 | 6013.42 | 495.0 |
| 2024-10-07 02:50:00 | ES | Futures | 6013.42 | 6014.97 | 6013.16 | 6014.71 | 874.0 |
| 2024-10-07 02:55:00 | ES | Futures | 6014.71 | 6015.23 | 6013.42 | 6014.71 | 1114.0 |
| 2024-10-07 03:00:00 | ES | Futures | 6014.97 | 6014.97 | 6009.0 | 6010.82 | 2981.0 |
| 2024-10-07 03:05:00 | ES | Futures | 6010.82 | 6014.2 | 6010.04 | 6013.16 | 1472.0 |
| 2024-10-07 03:10:00 | ES | Futures | 6013.16 | 6013.16 | 6008.49 | 6009.0 | 1948.0 |
| 2024-10-07 03:15:00 | ES | Futures | 6009.0 | 6009.0 | 6004.85 | 6005.63 | 2463.0 |
| 2024-10-07 03:20:00 | ES | Futures | 6005.37 | 6005.89 | 6001.74 | 6003.3 | 2913.0 |
| 2024-10-07 03:25:00 | ES | Futures | 6003.04 | 6003.3 | 5999.4 | 6000.44 | 2424.0 |
| 2024-10-07 03:30:00 | ES | Futures | 6000.7 | 6003.81 | 6000.18 | 6002.26 | 2643.0 |
| 2024-10-07 03:35:00 | ES | Futures | 6002.26 | 6002.52 | 5996.55 | 5997.33 | 2826.0 |
| 2024-10-07 03:40:00 | ES | Futures | 5997.33 | 5999.92 | 5996.03 | 5998.36 | 2600.0 |
| 2024-10-07 03:45:00 | ES | Futures | 5998.1 | 6001.74 | 5998.1 | 6000.18 | 1853.0 |
| 2024-10-07 03:50:00 | ES | Futures | 5999.92 | 6002.78 | 5997.59 | 5998.36 | 1612.0 |
| 2024-10-07 03:55:00 | ES | Futures | 5998.36 | 5999.66 | 5996.81 | 5997.85 | 1135.0 |
| 2024-10-07 04:00:00 | ES | Futures | 5997.85 | 6003.04 | 5997.59 | 6002.78 | 2241.0 |
| 2024-10-07 04:05:00 | ES | Futures | 6002.52 | 6003.04 | 6000.44 | 6002.52 | 1516.0 |
> showing 50 of 21,262 rows — these rows as CSV