PREVIEW / futures_5min / 2024-10-11
file: by_date/futures_5min/2024/2024-10-11.parquet size: 293 KB rows: 16,340
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-11 00:00:00 | ES | Futures | 6055.98 | 6056.24 | 6054.42 | 6054.68 | 300.0 |
| 2024-10-11 00:05:00 | ES | Futures | 6054.42 | 6055.46 | 6054.42 | 6055.2 | 126.0 |
| 2024-10-11 00:10:00 | ES | Futures | 6055.2 | 6055.46 | 6054.94 | 6055.2 | 54.0 |
| 2024-10-11 00:15:00 | ES | Futures | 6055.46 | 6055.46 | 6054.94 | 6054.94 | 43.0 |
| 2024-10-11 00:20:00 | ES | Futures | 6054.94 | 6055.2 | 6054.16 | 6054.16 | 178.0 |
| 2024-10-11 00:25:00 | ES | Futures | 6054.16 | 6054.68 | 6054.16 | 6054.42 | 124.0 |
| 2024-10-11 00:30:00 | ES | Futures | 6054.68 | 6054.68 | 6053.64 | 6053.9 | 220.0 |
| 2024-10-11 00:35:00 | ES | Futures | 6054.16 | 6054.68 | 6053.9 | 6053.9 | 102.0 |
| 2024-10-11 00:40:00 | ES | Futures | 6053.9 | 6054.16 | 6052.6 | 6052.86 | 200.0 |
| 2024-10-11 00:45:00 | ES | Futures | 6053.12 | 6053.64 | 6053.12 | 6053.12 | 90.0 |
| 2024-10-11 00:50:00 | ES | Futures | 6053.12 | 6053.64 | 6052.09 | 6052.35 | 158.0 |
| 2024-10-11 00:55:00 | ES | Futures | 6052.09 | 6052.6 | 6051.57 | 6052.09 | 375.0 |
| 2024-10-11 01:00:00 | ES | Futures | 6052.09 | 6052.6 | 6051.83 | 6052.35 | 145.0 |
| 2024-10-11 01:05:00 | ES | Futures | 6052.09 | 6052.09 | 6051.57 | 6051.83 | 193.0 |
| 2024-10-11 01:10:00 | ES | Futures | 6051.83 | 6051.83 | 6050.01 | 6050.79 | 496.0 |
| 2024-10-11 01:15:00 | ES | Futures | 6050.79 | 6051.57 | 6050.79 | 6051.57 | 178.0 |
| 2024-10-11 01:20:00 | ES | Futures | 6051.57 | 6051.83 | 6050.53 | 6050.53 | 200.0 |
| 2024-10-11 01:25:00 | ES | Futures | 6050.53 | 6050.79 | 6048.45 | 6049.75 | 585.0 |
| 2024-10-11 01:30:00 | ES | Futures | 6049.75 | 6050.27 | 6049.49 | 6049.75 | 183.0 |
| 2024-10-11 01:35:00 | ES | Futures | 6049.75 | 6050.27 | 6048.97 | 6050.01 | 303.0 |
| 2024-10-11 01:40:00 | ES | Futures | 6050.27 | 6050.79 | 6050.27 | 6050.79 | 124.0 |
| 2024-10-11 01:45:00 | ES | Futures | 6050.53 | 6051.31 | 6050.27 | 6050.27 | 296.0 |
| 2024-10-11 01:50:00 | ES | Futures | 6050.27 | 6050.53 | 6049.75 | 6050.53 | 192.0 |
| 2024-10-11 01:55:00 | ES | Futures | 6050.79 | 6051.05 | 6050.53 | 6051.05 | 142.0 |
| 2024-10-11 02:00:00 | ES | Futures | 6051.05 | 6051.83 | 6050.01 | 6051.83 | 366.0 |
| 2024-10-11 02:05:00 | ES | Futures | 6051.83 | 6051.83 | 6049.49 | 6050.01 | 265.0 |
| 2024-10-11 02:10:00 | ES | Futures | 6050.01 | 6050.79 | 6048.45 | 6048.71 | 309.0 |
| 2024-10-11 02:15:00 | ES | Futures | 6048.97 | 6050.79 | 6048.97 | 6050.27 | 314.0 |
| 2024-10-11 02:20:00 | ES | Futures | 6050.53 | 6050.79 | 6050.01 | 6050.53 | 176.0 |
| 2024-10-11 02:25:00 | ES | Futures | 6050.79 | 6051.83 | 6050.53 | 6050.53 | 339.0 |
| 2024-10-11 02:30:00 | ES | Futures | 6050.79 | 6050.79 | 6049.75 | 6049.75 | 246.0 |
| 2024-10-11 02:35:00 | ES | Futures | 6050.01 | 6050.01 | 6048.97 | 6049.75 | 246.0 |
| 2024-10-11 02:40:00 | ES | Futures | 6049.49 | 6049.49 | 6048.19 | 6048.97 | 295.0 |
| 2024-10-11 02:45:00 | ES | Futures | 6048.97 | 6048.97 | 6048.45 | 6048.71 | 201.0 |
| 2024-10-11 02:50:00 | ES | Futures | 6048.71 | 6049.75 | 6048.45 | 6049.49 | 378.0 |
| 2024-10-11 02:55:00 | ES | Futures | 6049.49 | 6050.01 | 6047.93 | 6048.19 | 558.0 |
| 2024-10-11 03:00:00 | ES | Futures | 6048.45 | 6049.23 | 6045.86 | 6047.93 | 886.0 |
| 2024-10-11 03:05:00 | ES | Futures | 6048.19 | 6048.71 | 6046.9 | 6048.45 | 652.0 |
| 2024-10-11 03:10:00 | ES | Futures | 6048.45 | 6048.45 | 6046.38 | 6046.38 | 798.0 |
| 2024-10-11 03:15:00 | ES | Futures | 6046.38 | 6046.64 | 6042.48 | 6043.26 | 1617.0 |
| 2024-10-11 03:20:00 | ES | Futures | 6043.52 | 6043.52 | 6039.37 | 6040.41 | 1449.0 |
| 2024-10-11 03:25:00 | ES | Futures | 6040.41 | 6044.3 | 6040.15 | 6043.78 | 882.0 |
| 2024-10-11 03:30:00 | ES | Futures | 6043.52 | 6043.78 | 6041.7 | 6041.96 | 885.0 |
| 2024-10-11 03:35:00 | ES | Futures | 6041.96 | 6043.0 | 6041.7 | 6042.48 | 534.0 |
| 2024-10-11 03:40:00 | ES | Futures | 6042.74 | 6044.3 | 6042.74 | 6043.52 | 504.0 |
| 2024-10-11 03:45:00 | ES | Futures | 6043.78 | 6045.6 | 6043.52 | 6045.34 | 494.0 |
| 2024-10-11 03:50:00 | ES | Futures | 6045.34 | 6047.93 | 6045.34 | 6046.12 | 876.0 |
| 2024-10-11 03:55:00 | ES | Futures | 6046.38 | 6047.67 | 6045.6 | 6046.64 | 558.0 |
| 2024-10-11 04:00:00 | ES | Futures | 6046.38 | 6046.9 | 6045.08 | 6045.86 | 771.0 |
| 2024-10-11 04:05:00 | ES | Futures | 6045.6 | 6046.64 | 6042.22 | 6043.0 | 919.0 |
> showing 50 of 16,340 rows — these rows as CSV