PREVIEW / futures_5min / 2024-10-17
file: by_date/futures_5min/2024/2024-10-17.parquet size: 347 KB rows: 20,653
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-17 00:00:00 | ES | Futures | 6098.02 | 6098.28 | 6097.76 | 6098.02 | 152.0 |
| 2024-10-17 00:05:00 | ES | Futures | 6098.02 | 6098.02 | 6096.72 | 6096.98 | 345.0 |
| 2024-10-17 00:10:00 | ES | Futures | 6096.98 | 6097.5 | 6095.95 | 6097.24 | 253.0 |
| 2024-10-17 00:15:00 | ES | Futures | 6097.24 | 6097.5 | 6096.98 | 6097.5 | 133.0 |
| 2024-10-17 00:20:00 | ES | Futures | 6097.5 | 6097.76 | 6096.98 | 6096.98 | 125.0 |
| 2024-10-17 00:25:00 | ES | Futures | 6096.98 | 6097.24 | 6096.46 | 6097.24 | 172.0 |
| 2024-10-17 00:30:00 | ES | Futures | 6097.5 | 6097.5 | 6096.46 | 6096.98 | 105.0 |
| 2024-10-17 00:35:00 | ES | Futures | 6097.24 | 6097.5 | 6096.72 | 6096.98 | 70.0 |
| 2024-10-17 00:40:00 | ES | Futures | 6096.72 | 6097.5 | 6096.72 | 6097.24 | 98.0 |
| 2024-10-17 00:45:00 | ES | Futures | 6097.5 | 6098.28 | 6097.24 | 6097.24 | 300.0 |
| 2024-10-17 00:50:00 | ES | Futures | 6097.24 | 6097.24 | 6096.46 | 6096.98 | 154.0 |
| 2024-10-17 00:55:00 | ES | Futures | 6096.98 | 6097.5 | 6096.98 | 6097.5 | 86.0 |
| 2024-10-17 01:00:00 | ES | Futures | 6097.24 | 6098.02 | 6096.72 | 6097.76 | 216.0 |
| 2024-10-17 01:05:00 | ES | Futures | 6097.5 | 6099.06 | 6097.5 | 6098.8 | 230.0 |
| 2024-10-17 01:10:00 | ES | Futures | 6099.06 | 6099.32 | 6098.28 | 6099.32 | 263.0 |
| 2024-10-17 01:15:00 | ES | Futures | 6099.32 | 6100.62 | 6099.06 | 6100.36 | 368.0 |
| 2024-10-17 01:20:00 | ES | Futures | 6100.36 | 6101.4 | 6100.1 | 6100.36 | 277.0 |
| 2024-10-17 01:25:00 | ES | Futures | 6100.36 | 6100.36 | 6099.06 | 6099.06 | 192.0 |
| 2024-10-17 01:30:00 | ES | Futures | 6099.06 | 6103.21 | 6098.8 | 6103.21 | 1199.0 |
| 2024-10-17 01:35:00 | ES | Futures | 6103.47 | 6105.29 | 6103.21 | 6105.29 | 975.0 |
| 2024-10-17 01:40:00 | ES | Futures | 6105.03 | 6105.03 | 6103.47 | 6104.51 | 653.0 |
| 2024-10-17 01:45:00 | ES | Futures | 6104.51 | 6105.55 | 6104.51 | 6105.29 | 478.0 |
| 2024-10-17 01:50:00 | ES | Futures | 6105.03 | 6105.55 | 6103.99 | 6104.77 | 459.0 |
| 2024-10-17 01:55:00 | ES | Futures | 6105.03 | 6105.81 | 6104.77 | 6104.77 | 447.0 |
| 2024-10-17 02:00:00 | ES | Futures | 6104.77 | 6106.07 | 6103.73 | 6104.51 | 979.0 |
| 2024-10-17 02:05:00 | ES | Futures | 6104.51 | 6108.4 | 6103.99 | 6107.36 | 1841.0 |
| 2024-10-17 02:10:00 | ES | Futures | 6107.36 | 6111.0 | 6107.36 | 6109.96 | 1636.0 |
| 2024-10-17 02:15:00 | ES | Futures | 6110.22 | 6111.26 | 6109.7 | 6111.26 | 1545.0 |
| 2024-10-17 02:20:00 | ES | Futures | 6111.26 | 6112.55 | 6109.44 | 6110.22 | 2708.0 |
| 2024-10-17 02:25:00 | ES | Futures | 6110.22 | 6111.78 | 6110.22 | 6111.26 | 860.0 |
| 2024-10-17 02:30:00 | ES | Futures | 6111.26 | 6113.33 | 6111.26 | 6113.07 | 1470.0 |
| 2024-10-17 02:35:00 | ES | Futures | 6113.33 | 6119.56 | 6112.3 | 6117.75 | 3688.0 |
| 2024-10-17 02:40:00 | ES | Futures | 6117.75 | 6119.3 | 6117.23 | 6117.75 | 1782.0 |
| 2024-10-17 02:45:00 | ES | Futures | 6117.75 | 6120.08 | 6116.97 | 6119.3 | 942.0 |
| 2024-10-17 02:50:00 | ES | Futures | 6119.3 | 6120.08 | 6117.23 | 6117.23 | 987.0 |
| 2024-10-17 02:55:00 | ES | Futures | 6117.23 | 6118.26 | 6114.89 | 6117.23 | 1799.0 |
| 2024-10-17 03:00:00 | ES | Futures | 6117.49 | 6119.56 | 6116.45 | 6117.75 | 2009.0 |
| 2024-10-17 03:05:00 | ES | Futures | 6117.75 | 6118.78 | 6115.67 | 6116.45 | 1930.0 |
| 2024-10-17 03:10:00 | ES | Futures | 6116.45 | 6118.26 | 6115.93 | 6116.19 | 1126.0 |
| 2024-10-17 03:15:00 | ES | Futures | 6115.93 | 6118.26 | 6115.93 | 6117.23 | 1305.0 |
| 2024-10-17 03:20:00 | ES | Futures | 6117.23 | 6118.26 | 6115.93 | 6115.93 | 1090.0 |
| 2024-10-17 03:25:00 | ES | Futures | 6116.19 | 6119.04 | 6115.67 | 6118.26 | 888.0 |
| 2024-10-17 03:30:00 | ES | Futures | 6118.52 | 6123.45 | 6118.52 | 6121.9 | 2447.0 |
| 2024-10-17 03:35:00 | ES | Futures | 6121.9 | 6124.23 | 6121.9 | 6124.23 | 1019.0 |
| 2024-10-17 03:40:00 | ES | Futures | 6124.23 | 6124.23 | 6121.12 | 6122.16 | 990.0 |
| 2024-10-17 03:45:00 | ES | Futures | 6122.42 | 6122.42 | 6120.08 | 6121.38 | 731.0 |
| 2024-10-17 03:50:00 | ES | Futures | 6121.64 | 6121.9 | 6120.34 | 6121.12 | 477.0 |
| 2024-10-17 03:55:00 | ES | Futures | 6121.12 | 6122.94 | 6120.08 | 6122.68 | 756.0 |
| 2024-10-17 04:00:00 | ES | Futures | 6122.94 | 6126.57 | 6122.68 | 6125.01 | 2463.0 |
| 2024-10-17 04:05:00 | ES | Futures | 6125.27 | 6125.53 | 6122.16 | 6124.75 | 1750.0 |
> showing 50 of 20,653 rows — these rows as CSV