PREVIEW / futures_5min / 2024-10-15
file: by_date/futures_5min/2024/2024-10-15.parquet size: 356 KB rows: 20,828
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-15 00:00:00 | ES | Futures | 6139.55 | 6139.55 | 6138.51 | 6138.77 | 132.0 |
| 2024-10-15 00:05:00 | ES | Futures | 6138.77 | 6139.29 | 6138.25 | 6139.03 | 144.0 |
| 2024-10-15 00:10:00 | ES | Futures | 6139.29 | 6139.55 | 6139.03 | 6139.03 | 109.0 |
| 2024-10-15 00:15:00 | ES | Futures | 6139.03 | 6139.29 | 6138.77 | 6138.77 | 112.0 |
| 2024-10-15 00:20:00 | ES | Futures | 6139.03 | 6139.29 | 6138.77 | 6138.77 | 117.0 |
| 2024-10-15 00:25:00 | ES | Futures | 6139.03 | 6139.03 | 6137.99 | 6138.25 | 108.0 |
| 2024-10-15 00:30:00 | ES | Futures | 6138.25 | 6138.77 | 6138.25 | 6138.51 | 92.0 |
| 2024-10-15 00:35:00 | ES | Futures | 6138.51 | 6139.29 | 6138.25 | 6138.77 | 119.0 |
| 2024-10-15 00:40:00 | ES | Futures | 6138.51 | 6139.29 | 6138.51 | 6138.77 | 94.0 |
| 2024-10-15 00:45:00 | ES | Futures | 6138.77 | 6139.03 | 6138.51 | 6138.51 | 60.0 |
| 2024-10-15 00:50:00 | ES | Futures | 6138.51 | 6138.77 | 6138.25 | 6138.77 | 59.0 |
| 2024-10-15 00:55:00 | ES | Futures | 6138.77 | 6139.03 | 6138.51 | 6138.77 | 84.0 |
| 2024-10-15 01:00:00 | ES | Futures | 6138.51 | 6139.03 | 6137.99 | 6138.51 | 270.0 |
| 2024-10-15 01:05:00 | ES | Futures | 6138.51 | 6138.77 | 6137.99 | 6137.99 | 221.0 |
| 2024-10-15 01:10:00 | ES | Futures | 6138.25 | 6138.25 | 6137.47 | 6137.99 | 140.0 |
| 2024-10-15 01:15:00 | ES | Futures | 6137.99 | 6138.25 | 6137.73 | 6137.73 | 193.0 |
| 2024-10-15 01:20:00 | ES | Futures | 6137.73 | 6138.25 | 6137.47 | 6137.73 | 196.0 |
| 2024-10-15 01:25:00 | ES | Futures | 6137.99 | 6137.99 | 6136.17 | 6136.43 | 525.0 |
| 2024-10-15 01:30:00 | ES | Futures | 6136.43 | 6136.43 | 6134.61 | 6134.61 | 1001.0 |
| 2024-10-15 01:35:00 | ES | Futures | 6134.87 | 6136.17 | 6134.61 | 6135.39 | 415.0 |
| 2024-10-15 01:40:00 | ES | Futures | 6135.65 | 6135.65 | 6134.87 | 6135.13 | 258.0 |
| 2024-10-15 01:45:00 | ES | Futures | 6135.39 | 6136.17 | 6135.39 | 6135.91 | 258.0 |
| 2024-10-15 01:50:00 | ES | Futures | 6135.91 | 6135.91 | 6135.13 | 6135.13 | 222.0 |
| 2024-10-15 01:55:00 | ES | Futures | 6135.13 | 6135.13 | 6134.35 | 6134.61 | 530.0 |
| 2024-10-15 02:00:00 | ES | Futures | 6134.87 | 6134.87 | 6133.84 | 6133.84 | 796.0 |
| 2024-10-15 02:05:00 | ES | Futures | 6133.84 | 6134.61 | 6133.32 | 6134.35 | 458.0 |
| 2024-10-15 02:10:00 | ES | Futures | 6134.35 | 6135.65 | 6133.58 | 6135.65 | 482.0 |
| 2024-10-15 02:15:00 | ES | Futures | 6135.39 | 6136.17 | 6135.13 | 6135.91 | 368.0 |
| 2024-10-15 02:20:00 | ES | Futures | 6135.91 | 6135.91 | 6135.13 | 6135.91 | 280.0 |
| 2024-10-15 02:25:00 | ES | Futures | 6135.91 | 6135.91 | 6135.13 | 6135.65 | 211.0 |
| 2024-10-15 02:30:00 | ES | Futures | 6135.91 | 6136.43 | 6135.39 | 6135.91 | 313.0 |
| 2024-10-15 02:35:00 | ES | Futures | 6135.91 | 6136.17 | 6134.35 | 6134.61 | 454.0 |
| 2024-10-15 02:40:00 | ES | Futures | 6134.61 | 6135.65 | 6134.35 | 6134.87 | 464.0 |
| 2024-10-15 02:45:00 | ES | Futures | 6135.13 | 6135.65 | 6134.87 | 6134.87 | 651.0 |
| 2024-10-15 02:50:00 | ES | Futures | 6134.87 | 6135.13 | 6134.1 | 6134.35 | 346.0 |
| 2024-10-15 02:55:00 | ES | Futures | 6134.1 | 6135.13 | 6133.32 | 6133.58 | 640.0 |
| 2024-10-15 03:00:00 | ES | Futures | 6133.58 | 6134.61 | 6132.54 | 6134.35 | 1459.0 |
| 2024-10-15 03:05:00 | ES | Futures | 6134.35 | 6134.35 | 6132.28 | 6134.1 | 914.0 |
| 2024-10-15 03:10:00 | ES | Futures | 6134.35 | 6136.43 | 6134.35 | 6135.39 | 975.0 |
| 2024-10-15 03:15:00 | ES | Futures | 6135.39 | 6136.17 | 6134.61 | 6134.61 | 549.0 |
| 2024-10-15 03:20:00 | ES | Futures | 6134.87 | 6135.13 | 6133.58 | 6133.58 | 610.0 |
| 2024-10-15 03:25:00 | ES | Futures | 6133.58 | 6135.39 | 6133.32 | 6133.58 | 504.0 |
| 2024-10-15 03:30:00 | ES | Futures | 6133.84 | 6136.95 | 6133.58 | 6136.43 | 953.0 |
| 2024-10-15 03:35:00 | ES | Futures | 6136.43 | 6136.95 | 6135.65 | 6136.69 | 846.0 |
| 2024-10-15 03:40:00 | ES | Futures | 6136.69 | 6136.95 | 6134.1 | 6134.87 | 536.0 |
| 2024-10-15 03:45:00 | ES | Futures | 6134.61 | 6136.43 | 6134.61 | 6136.43 | 764.0 |
| 2024-10-15 03:50:00 | ES | Futures | 6136.43 | 6136.69 | 6135.65 | 6135.65 | 592.0 |
| 2024-10-15 03:55:00 | ES | Futures | 6135.65 | 6136.17 | 6134.1 | 6134.61 | 662.0 |
| 2024-10-15 04:00:00 | ES | Futures | 6134.61 | 6134.61 | 6133.06 | 6133.58 | 1169.0 |
| 2024-10-15 04:05:00 | ES | Futures | 6133.32 | 6134.61 | 6131.5 | 6134.35 | 1629.0 |
> showing 50 of 20,828 rows — these rows as CSV