PREVIEW / futures_5min / 2024-10-21
file: by_date/futures_5min/2024/2024-10-21.parquet size: 360 KB rows: 20,362
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-21 00:00:00 | ES | Futures | 6133.06 | 6133.32 | 6132.54 | 6132.8 | 142.0 |
| 2024-10-21 00:05:00 | ES | Futures | 6133.06 | 6133.32 | 6132.28 | 6132.8 | 161.0 |
| 2024-10-21 00:10:00 | ES | Futures | 6133.06 | 6133.58 | 6132.54 | 6133.32 | 218.0 |
| 2024-10-21 00:15:00 | ES | Futures | 6133.32 | 6133.58 | 6133.06 | 6133.32 | 170.0 |
| 2024-10-21 00:20:00 | ES | Futures | 6133.06 | 6133.32 | 6132.02 | 6132.8 | 232.0 |
| 2024-10-21 00:25:00 | ES | Futures | 6133.06 | 6133.06 | 6132.54 | 6133.06 | 66.0 |
| 2024-10-21 00:30:00 | ES | Futures | 6133.06 | 6133.32 | 6132.54 | 6132.54 | 79.0 |
| 2024-10-21 00:35:00 | ES | Futures | 6132.8 | 6132.8 | 6132.02 | 6132.02 | 188.0 |
| 2024-10-21 00:40:00 | ES | Futures | 6132.02 | 6132.02 | 6130.72 | 6131.24 | 441.0 |
| 2024-10-21 00:45:00 | ES | Futures | 6130.98 | 6131.76 | 6130.98 | 6131.24 | 210.0 |
| 2024-10-21 00:50:00 | ES | Futures | 6131.24 | 6131.24 | 6130.2 | 6130.72 | 282.0 |
| 2024-10-21 00:55:00 | ES | Futures | 6130.72 | 6130.98 | 6130.2 | 6130.72 | 153.0 |
| 2024-10-21 01:00:00 | ES | Futures | 6130.72 | 6130.98 | 6129.68 | 6130.72 | 278.0 |
| 2024-10-21 01:05:00 | ES | Futures | 6130.72 | 6130.72 | 6129.16 | 6129.94 | 329.0 |
| 2024-10-21 01:10:00 | ES | Futures | 6129.68 | 6129.94 | 6128.65 | 6129.68 | 391.0 |
| 2024-10-21 01:15:00 | ES | Futures | 6129.42 | 6129.94 | 6128.65 | 6129.16 | 343.0 |
| 2024-10-21 01:20:00 | ES | Futures | 6129.16 | 6130.72 | 6129.16 | 6129.42 | 423.0 |
| 2024-10-21 01:25:00 | ES | Futures | 6129.68 | 6129.94 | 6128.9 | 6129.42 | 351.0 |
| 2024-10-21 01:30:00 | ES | Futures | 6129.42 | 6129.68 | 6128.13 | 6128.9 | 638.0 |
| 2024-10-21 01:35:00 | ES | Futures | 6128.65 | 6129.16 | 6127.61 | 6127.61 | 525.0 |
| 2024-10-21 01:40:00 | ES | Futures | 6127.61 | 6128.9 | 6127.09 | 6128.65 | 527.0 |
| 2024-10-21 01:45:00 | ES | Futures | 6128.65 | 6128.9 | 6128.13 | 6128.13 | 336.0 |
| 2024-10-21 01:50:00 | ES | Futures | 6128.13 | 6128.39 | 6127.61 | 6128.13 | 354.0 |
| 2024-10-21 01:55:00 | ES | Futures | 6128.13 | 6128.65 | 6127.09 | 6127.61 | 445.0 |
| 2024-10-21 02:00:00 | ES | Futures | 6127.35 | 6128.65 | 6127.09 | 6128.39 | 454.0 |
| 2024-10-21 02:05:00 | ES | Futures | 6128.13 | 6128.9 | 6127.87 | 6128.39 | 287.0 |
| 2024-10-21 02:10:00 | ES | Futures | 6128.39 | 6128.9 | 6127.35 | 6127.61 | 379.0 |
| 2024-10-21 02:15:00 | ES | Futures | 6127.61 | 6129.16 | 6126.83 | 6128.65 | 516.0 |
| 2024-10-21 02:20:00 | ES | Futures | 6128.9 | 6128.9 | 6127.87 | 6128.65 | 440.0 |
| 2024-10-21 02:25:00 | ES | Futures | 6128.39 | 6128.39 | 6127.61 | 6127.87 | 358.0 |
| 2024-10-21 02:30:00 | ES | Futures | 6127.87 | 6128.65 | 6127.35 | 6127.35 | 416.0 |
| 2024-10-21 02:35:00 | ES | Futures | 6127.35 | 6127.35 | 6126.05 | 6127.09 | 457.0 |
| 2024-10-21 02:40:00 | ES | Futures | 6127.09 | 6127.09 | 6123.71 | 6125.53 | 1189.0 |
| 2024-10-21 02:45:00 | ES | Futures | 6125.53 | 6126.31 | 6124.75 | 6126.05 | 512.0 |
| 2024-10-21 02:50:00 | ES | Futures | 6126.31 | 6126.57 | 6125.53 | 6126.05 | 344.0 |
| 2024-10-21 02:55:00 | ES | Futures | 6125.79 | 6125.79 | 6125.27 | 6125.27 | 237.0 |
| 2024-10-21 03:00:00 | ES | Futures | 6125.53 | 6128.13 | 6125.01 | 6128.13 | 1057.0 |
| 2024-10-21 03:05:00 | ES | Futures | 6128.39 | 6130.46 | 6127.87 | 6130.2 | 1030.0 |
| 2024-10-21 03:10:00 | ES | Futures | 6130.46 | 6130.72 | 6128.13 | 6129.94 | 897.0 |
| 2024-10-21 03:15:00 | ES | Futures | 6129.94 | 6130.46 | 6128.9 | 6129.42 | 673.0 |
| 2024-10-21 03:20:00 | ES | Futures | 6129.68 | 6130.46 | 6128.9 | 6129.42 | 454.0 |
| 2024-10-21 03:25:00 | ES | Futures | 6129.16 | 6129.68 | 6126.31 | 6126.31 | 797.0 |
| 2024-10-21 03:30:00 | ES | Futures | 6126.57 | 6128.9 | 6125.79 | 6127.87 | 740.0 |
| 2024-10-21 03:35:00 | ES | Futures | 6127.61 | 6130.98 | 6127.35 | 6130.72 | 621.0 |
| 2024-10-21 03:40:00 | ES | Futures | 6130.98 | 6131.24 | 6129.94 | 6130.2 | 429.0 |
| 2024-10-21 03:45:00 | ES | Futures | 6130.2 | 6131.5 | 6129.68 | 6130.98 | 456.0 |
| 2024-10-21 03:50:00 | ES | Futures | 6130.98 | 6130.98 | 6129.16 | 6129.42 | 422.0 |
| 2024-10-21 03:55:00 | ES | Futures | 6129.16 | 6129.42 | 6127.09 | 6127.35 | 567.0 |
| 2024-10-21 04:00:00 | ES | Futures | 6127.35 | 6130.46 | 6126.83 | 6129.42 | 1007.0 |
| 2024-10-21 04:05:00 | ES | Futures | 6129.68 | 6130.2 | 6129.16 | 6129.42 | 527.0 |
> showing 50 of 20,362 rows — these rows as CSV