PREVIEW / futures_5min / 2024-10-16
file: by_date/futures_5min/2024/2024-10-16.parquet size: 337 KB rows: 20,617
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-16 00:00:00 | ES | Futures | 6091.53 | 6092.31 | 6091.53 | 6091.79 | 196.0 |
| 2024-10-16 00:05:00 | ES | Futures | 6092.05 | 6092.57 | 6091.79 | 6092.57 | 244.0 |
| 2024-10-16 00:10:00 | ES | Futures | 6092.57 | 6092.57 | 6092.05 | 6092.31 | 358.0 |
| 2024-10-16 00:15:00 | ES | Futures | 6092.05 | 6092.31 | 6091.27 | 6091.27 | 194.0 |
| 2024-10-16 00:20:00 | ES | Futures | 6091.27 | 6091.53 | 6090.24 | 6090.24 | 234.0 |
| 2024-10-16 00:25:00 | ES | Futures | 6090.24 | 6091.01 | 6090.24 | 6090.75 | 116.0 |
| 2024-10-16 00:30:00 | ES | Futures | 6090.5 | 6091.27 | 6090.5 | 6091.27 | 224.0 |
| 2024-10-16 00:35:00 | ES | Futures | 6091.01 | 6091.79 | 6090.75 | 6091.53 | 158.0 |
| 2024-10-16 00:40:00 | ES | Futures | 6091.79 | 6092.05 | 6091.01 | 6091.27 | 150.0 |
| 2024-10-16 00:45:00 | ES | Futures | 6091.01 | 6091.27 | 6090.5 | 6090.75 | 124.0 |
| 2024-10-16 00:50:00 | ES | Futures | 6090.75 | 6091.27 | 6090.5 | 6090.5 | 161.0 |
| 2024-10-16 00:55:00 | ES | Futures | 6090.75 | 6091.53 | 6090.75 | 6091.53 | 83.0 |
| 2024-10-16 01:00:00 | ES | Futures | 6091.53 | 6091.79 | 6091.01 | 6091.27 | 318.0 |
| 2024-10-16 01:05:00 | ES | Futures | 6091.27 | 6091.53 | 6088.68 | 6089.2 | 487.0 |
| 2024-10-16 01:10:00 | ES | Futures | 6089.2 | 6089.72 | 6089.2 | 6089.46 | 224.0 |
| 2024-10-16 01:15:00 | ES | Futures | 6089.46 | 6089.72 | 6088.68 | 6088.68 | 167.0 |
| 2024-10-16 01:20:00 | ES | Futures | 6088.94 | 6089.2 | 6088.16 | 6089.2 | 313.0 |
| 2024-10-16 01:25:00 | ES | Futures | 6089.2 | 6091.53 | 6089.2 | 6091.27 | 476.0 |
| 2024-10-16 01:30:00 | ES | Futures | 6091.27 | 6091.53 | 6089.46 | 6090.24 | 626.0 |
| 2024-10-16 01:35:00 | ES | Futures | 6090.24 | 6090.24 | 6089.72 | 6089.72 | 212.0 |
| 2024-10-16 01:40:00 | ES | Futures | 6089.98 | 6090.5 | 6089.98 | 6090.5 | 214.0 |
| 2024-10-16 01:45:00 | ES | Futures | 6090.5 | 6090.75 | 6089.46 | 6089.98 | 161.0 |
| 2024-10-16 01:50:00 | ES | Futures | 6090.24 | 6091.27 | 6088.68 | 6088.94 | 504.0 |
| 2024-10-16 01:55:00 | ES | Futures | 6089.2 | 6091.01 | 6088.68 | 6090.5 | 702.0 |
| 2024-10-16 02:00:00 | ES | Futures | 6090.5 | 6090.5 | 6087.38 | 6087.9 | 1113.0 |
| 2024-10-16 02:05:00 | ES | Futures | 6088.16 | 6088.42 | 6087.12 | 6087.9 | 531.0 |
| 2024-10-16 02:10:00 | ES | Futures | 6087.64 | 6088.16 | 6086.86 | 6087.64 | 537.0 |
| 2024-10-16 02:15:00 | ES | Futures | 6087.64 | 6088.94 | 6087.38 | 6087.38 | 436.0 |
| 2024-10-16 02:20:00 | ES | Futures | 6087.12 | 6087.12 | 6085.82 | 6086.6 | 719.0 |
| 2024-10-16 02:25:00 | ES | Futures | 6086.6 | 6087.64 | 6085.56 | 6087.64 | 603.0 |
| 2024-10-16 02:30:00 | ES | Futures | 6087.38 | 6088.68 | 6087.12 | 6087.38 | 797.0 |
| 2024-10-16 02:35:00 | ES | Futures | 6087.38 | 6088.94 | 6087.12 | 6088.68 | 451.0 |
| 2024-10-16 02:40:00 | ES | Futures | 6088.68 | 6088.68 | 6087.38 | 6087.9 | 399.0 |
| 2024-10-16 02:45:00 | ES | Futures | 6088.16 | 6089.72 | 6087.64 | 6089.72 | 601.0 |
| 2024-10-16 02:50:00 | ES | Futures | 6089.72 | 6090.5 | 6089.46 | 6089.72 | 413.0 |
| 2024-10-16 02:55:00 | ES | Futures | 6089.98 | 6089.98 | 6087.64 | 6087.64 | 749.0 |
| 2024-10-16 03:00:00 | ES | Futures | 6087.64 | 6088.42 | 6084.01 | 6087.9 | 2433.0 |
| 2024-10-16 03:05:00 | ES | Futures | 6087.9 | 6088.42 | 6084.79 | 6086.08 | 1493.0 |
| 2024-10-16 03:10:00 | ES | Futures | 6086.08 | 6086.34 | 6082.45 | 6083.75 | 1641.0 |
| 2024-10-16 03:15:00 | ES | Futures | 6084.01 | 6084.27 | 6081.15 | 6081.41 | 1516.0 |
| 2024-10-16 03:20:00 | ES | Futures | 6081.41 | 6082.97 | 6078.82 | 6079.6 | 1615.0 |
| 2024-10-16 03:25:00 | ES | Futures | 6079.6 | 6085.05 | 6079.6 | 6084.27 | 1363.0 |
| 2024-10-16 03:30:00 | ES | Futures | 6084.27 | 6087.64 | 6084.01 | 6087.64 | 1139.0 |
| 2024-10-16 03:35:00 | ES | Futures | 6087.64 | 6088.94 | 6085.3 | 6086.08 | 1157.0 |
| 2024-10-16 03:40:00 | ES | Futures | 6086.08 | 6088.42 | 6086.08 | 6087.38 | 672.0 |
| 2024-10-16 03:45:00 | ES | Futures | 6087.38 | 6088.42 | 6085.82 | 6088.42 | 804.0 |
| 2024-10-16 03:50:00 | ES | Futures | 6088.42 | 6088.94 | 6087.64 | 6087.9 | 658.0 |
| 2024-10-16 03:55:00 | ES | Futures | 6087.9 | 6089.72 | 6087.38 | 6088.94 | 713.0 |
| 2024-10-16 04:00:00 | ES | Futures | 6089.2 | 6089.98 | 6086.34 | 6088.16 | 1760.0 |
| 2024-10-16 04:05:00 | ES | Futures | 6088.16 | 6088.42 | 6085.3 | 6086.86 | 1269.0 |
> showing 50 of 20,617 rows — these rows as CSV