PREVIEW / futures_5min / 2024-10-10
file: by_date/futures_5min/2024/2024-10-10.parquet size: 354 KB rows: 20,683
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-10 00:00:00 | ES | Futures | 6064.54 | 6064.8 | 6064.28 | 6064.8 | 91.0 |
| 2024-10-10 00:05:00 | ES | Futures | 6064.8 | 6064.8 | 6063.76 | 6063.76 | 111.0 |
| 2024-10-10 00:10:00 | ES | Futures | 6063.76 | 6063.76 | 6063.25 | 6063.76 | 156.0 |
| 2024-10-10 00:15:00 | ES | Futures | 6063.76 | 6063.76 | 6063.25 | 6063.25 | 51.0 |
| 2024-10-10 00:20:00 | ES | Futures | 6063.25 | 6063.76 | 6063.25 | 6063.25 | 126.0 |
| 2024-10-10 00:25:00 | ES | Futures | 6063.25 | 6063.76 | 6062.73 | 6062.99 | 195.0 |
| 2024-10-10 00:30:00 | ES | Futures | 6063.25 | 6063.76 | 6062.47 | 6062.99 | 319.0 |
| 2024-10-10 00:35:00 | ES | Futures | 6062.99 | 6063.5 | 6062.99 | 6063.25 | 148.0 |
| 2024-10-10 00:40:00 | ES | Futures | 6063.25 | 6063.76 | 6063.25 | 6063.5 | 70.0 |
| 2024-10-10 00:45:00 | ES | Futures | 6063.5 | 6063.5 | 6062.99 | 6062.99 | 80.0 |
| 2024-10-10 00:50:00 | ES | Futures | 6062.73 | 6063.25 | 6062.73 | 6063.25 | 103.0 |
| 2024-10-10 00:55:00 | ES | Futures | 6062.99 | 6063.25 | 6062.99 | 6063.25 | 128.0 |
| 2024-10-10 01:00:00 | ES | Futures | 6062.99 | 6064.8 | 6062.99 | 6064.28 | 431.0 |
| 2024-10-10 01:05:00 | ES | Futures | 6064.28 | 6064.28 | 6063.25 | 6063.5 | 223.0 |
| 2024-10-10 01:10:00 | ES | Futures | 6063.5 | 6064.28 | 6063.5 | 6063.76 | 150.0 |
| 2024-10-10 01:15:00 | ES | Futures | 6063.76 | 6063.76 | 6063.25 | 6063.76 | 197.0 |
| 2024-10-10 01:20:00 | ES | Futures | 6063.5 | 6063.5 | 6061.69 | 6061.95 | 598.0 |
| 2024-10-10 01:25:00 | ES | Futures | 6061.95 | 6062.21 | 6061.69 | 6062.21 | 367.0 |
| 2024-10-10 01:30:00 | ES | Futures | 6062.47 | 6062.47 | 6061.43 | 6061.69 | 351.0 |
| 2024-10-10 01:35:00 | ES | Futures | 6061.69 | 6062.47 | 6061.69 | 6061.69 | 382.0 |
| 2024-10-10 01:40:00 | ES | Futures | 6061.69 | 6062.47 | 6061.69 | 6062.21 | 371.0 |
| 2024-10-10 01:45:00 | ES | Futures | 6062.47 | 6062.47 | 6061.69 | 6061.69 | 219.0 |
| 2024-10-10 01:50:00 | ES | Futures | 6061.69 | 6061.69 | 6059.61 | 6060.13 | 583.0 |
| 2024-10-10 01:55:00 | ES | Futures | 6059.87 | 6059.87 | 6058.05 | 6058.31 | 589.0 |
| 2024-10-10 02:00:00 | ES | Futures | 6058.31 | 6059.09 | 6056.24 | 6056.76 | 1079.0 |
| 2024-10-10 02:05:00 | ES | Futures | 6056.76 | 6057.54 | 6055.46 | 6057.02 | 751.0 |
| 2024-10-10 02:10:00 | ES | Futures | 6057.02 | 6057.02 | 6055.46 | 6057.02 | 333.0 |
| 2024-10-10 02:15:00 | ES | Futures | 6056.76 | 6056.76 | 6055.2 | 6055.46 | 627.0 |
| 2024-10-10 02:20:00 | ES | Futures | 6055.2 | 6057.8 | 6055.2 | 6057.02 | 792.0 |
| 2024-10-10 02:25:00 | ES | Futures | 6057.28 | 6058.57 | 6057.02 | 6058.57 | 475.0 |
| 2024-10-10 02:30:00 | ES | Futures | 6058.57 | 6058.83 | 6057.8 | 6058.31 | 449.0 |
| 2024-10-10 02:35:00 | ES | Futures | 6058.31 | 6058.57 | 6057.54 | 6057.8 | 291.0 |
| 2024-10-10 02:40:00 | ES | Futures | 6058.05 | 6058.31 | 6057.54 | 6057.8 | 241.0 |
| 2024-10-10 02:45:00 | ES | Futures | 6057.8 | 6060.13 | 6057.54 | 6059.61 | 535.0 |
| 2024-10-10 02:50:00 | ES | Futures | 6059.61 | 6060.39 | 6058.83 | 6059.35 | 603.0 |
| 2024-10-10 02:55:00 | ES | Futures | 6059.09 | 6060.65 | 6058.57 | 6058.83 | 676.0 |
| 2024-10-10 03:00:00 | ES | Futures | 6059.09 | 6060.39 | 6057.8 | 6059.35 | 1196.0 |
| 2024-10-10 03:05:00 | ES | Futures | 6059.35 | 6060.91 | 6059.09 | 6059.61 | 1027.0 |
| 2024-10-10 03:10:00 | ES | Futures | 6059.61 | 6059.61 | 6057.02 | 6057.28 | 993.0 |
| 2024-10-10 03:15:00 | ES | Futures | 6057.02 | 6058.31 | 6055.98 | 6056.24 | 947.0 |
| 2024-10-10 03:20:00 | ES | Futures | 6056.24 | 6057.02 | 6054.94 | 6055.98 | 907.0 |
| 2024-10-10 03:25:00 | ES | Futures | 6055.72 | 6056.5 | 6053.38 | 6053.38 | 1722.0 |
| 2024-10-10 03:30:00 | ES | Futures | 6053.38 | 6054.16 | 6051.05 | 6053.38 | 3001.0 |
| 2024-10-10 03:35:00 | ES | Futures | 6053.38 | 6055.2 | 6051.83 | 6053.38 | 1526.0 |
| 2024-10-10 03:40:00 | ES | Futures | 6053.64 | 6054.68 | 6052.35 | 6052.35 | 819.0 |
| 2024-10-10 03:45:00 | ES | Futures | 6052.35 | 6052.86 | 6051.83 | 6052.6 | 927.0 |
| 2024-10-10 03:50:00 | ES | Futures | 6052.6 | 6052.86 | 6051.83 | 6052.35 | 603.0 |
| 2024-10-10 03:55:00 | ES | Futures | 6052.35 | 6052.6 | 6052.09 | 6052.6 | 476.0 |
| 2024-10-10 04:00:00 | ES | Futures | 6052.35 | 6055.46 | 6052.09 | 6054.16 | 1808.0 |
| 2024-10-10 04:05:00 | ES | Futures | 6054.42 | 6055.2 | 6052.86 | 6053.64 | 772.0 |
> showing 50 of 20,683 rows — these rows as CSV