PREVIEW / futures_5min / 2024-10-24
file: by_date/futures_5min/2024/2024-10-24.parquet size: 349 KB rows: 20,650
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-24 00:00:00 | ES | Futures | 6072.33 | 6072.59 | 6070.77 | 6071.81 | 412.0 |
| 2024-10-24 00:05:00 | ES | Futures | 6071.81 | 6072.59 | 6071.81 | 6072.59 | 270.0 |
| 2024-10-24 00:10:00 | ES | Futures | 6072.59 | 6073.37 | 6071.55 | 6072.07 | 301.0 |
| 2024-10-24 00:15:00 | ES | Futures | 6072.07 | 6072.33 | 6071.29 | 6072.33 | 135.0 |
| 2024-10-24 00:20:00 | ES | Futures | 6072.33 | 6072.59 | 6071.55 | 6072.07 | 176.0 |
| 2024-10-24 00:25:00 | ES | Futures | 6072.33 | 6073.11 | 6072.07 | 6072.59 | 90.0 |
| 2024-10-24 00:30:00 | ES | Futures | 6072.59 | 6072.59 | 6071.03 | 6071.55 | 311.0 |
| 2024-10-24 00:35:00 | ES | Futures | 6071.29 | 6072.07 | 6071.29 | 6071.81 | 135.0 |
| 2024-10-24 00:40:00 | ES | Futures | 6071.55 | 6071.81 | 6071.03 | 6071.03 | 154.0 |
| 2024-10-24 00:45:00 | ES | Futures | 6071.03 | 6071.55 | 6069.99 | 6071.29 | 285.0 |
| 2024-10-24 00:50:00 | ES | Futures | 6071.29 | 6071.55 | 6070.25 | 6071.29 | 271.0 |
| 2024-10-24 00:55:00 | ES | Futures | 6071.55 | 6072.59 | 6071.55 | 6072.33 | 233.0 |
| 2024-10-24 01:00:00 | ES | Futures | 6072.33 | 6072.33 | 6071.03 | 6071.03 | 221.0 |
| 2024-10-24 01:05:00 | ES | Futures | 6071.03 | 6072.07 | 6070.77 | 6071.81 | 275.0 |
| 2024-10-24 01:10:00 | ES | Futures | 6072.07 | 6072.85 | 6071.29 | 6072.33 | 371.0 |
| 2024-10-24 01:15:00 | ES | Futures | 6072.33 | 6073.11 | 6071.29 | 6071.55 | 268.0 |
| 2024-10-24 01:20:00 | ES | Futures | 6071.81 | 6072.33 | 6071.29 | 6072.07 | 132.0 |
| 2024-10-24 01:25:00 | ES | Futures | 6072.07 | 6072.07 | 6069.47 | 6069.73 | 384.0 |
| 2024-10-24 01:30:00 | ES | Futures | 6069.99 | 6072.07 | 6069.73 | 6071.55 | 392.0 |
| 2024-10-24 01:35:00 | ES | Futures | 6071.55 | 6072.33 | 6071.29 | 6072.07 | 163.0 |
| 2024-10-24 01:40:00 | ES | Futures | 6072.33 | 6072.85 | 6071.29 | 6072.07 | 351.0 |
| 2024-10-24 01:45:00 | ES | Futures | 6072.07 | 6072.33 | 6071.29 | 6071.81 | 151.0 |
| 2024-10-24 01:50:00 | ES | Futures | 6071.81 | 6072.07 | 6071.55 | 6071.55 | 176.0 |
| 2024-10-24 01:55:00 | ES | Futures | 6071.81 | 6072.85 | 6071.03 | 6072.33 | 491.0 |
| 2024-10-24 02:00:00 | ES | Futures | 6072.07 | 6075.44 | 6072.07 | 6075.44 | 1103.0 |
| 2024-10-24 02:05:00 | ES | Futures | 6075.44 | 6075.7 | 6073.63 | 6075.44 | 419.0 |
| 2024-10-24 02:10:00 | ES | Futures | 6075.7 | 6076.22 | 6075.18 | 6075.44 | 475.0 |
| 2024-10-24 02:15:00 | ES | Futures | 6075.7 | 6075.7 | 6074.4 | 6074.92 | 527.0 |
| 2024-10-24 02:20:00 | ES | Futures | 6075.18 | 6075.7 | 6074.66 | 6075.7 | 251.0 |
| 2024-10-24 02:25:00 | ES | Futures | 6075.96 | 6075.96 | 6074.4 | 6074.92 | 312.0 |
| 2024-10-24 02:30:00 | ES | Futures | 6074.66 | 6076.48 | 6074.66 | 6076.22 | 425.0 |
| 2024-10-24 02:35:00 | ES | Futures | 6076.48 | 6077.52 | 6075.96 | 6076.22 | 513.0 |
| 2024-10-24 02:40:00 | ES | Futures | 6076.22 | 6076.48 | 6074.15 | 6074.92 | 344.0 |
| 2024-10-24 02:45:00 | ES | Futures | 6075.18 | 6075.18 | 6073.63 | 6074.15 | 296.0 |
| 2024-10-24 02:50:00 | ES | Futures | 6074.15 | 6075.7 | 6073.89 | 6074.15 | 628.0 |
| 2024-10-24 02:55:00 | ES | Futures | 6074.15 | 6074.15 | 6072.07 | 6072.33 | 511.0 |
| 2024-10-24 03:00:00 | ES | Futures | 6072.59 | 6077.0 | 6071.81 | 6077.0 | 1176.0 |
| 2024-10-24 03:05:00 | ES | Futures | 6077.0 | 6079.85 | 6075.96 | 6078.56 | 1524.0 |
| 2024-10-24 03:10:00 | ES | Futures | 6078.56 | 6081.15 | 6077.78 | 6081.15 | 1021.0 |
| 2024-10-24 03:15:00 | ES | Futures | 6080.89 | 6084.01 | 6079.34 | 6082.45 | 2958.0 |
| 2024-10-24 03:20:00 | ES | Futures | 6082.19 | 6082.45 | 6079.08 | 6080.63 | 867.0 |
| 2024-10-24 03:25:00 | ES | Futures | 6080.89 | 6083.75 | 6080.37 | 6083.23 | 1200.0 |
| 2024-10-24 03:30:00 | ES | Futures | 6083.49 | 6085.3 | 6083.49 | 6084.79 | 1816.0 |
| 2024-10-24 03:35:00 | ES | Futures | 6084.79 | 6085.05 | 6082.71 | 6083.23 | 965.0 |
| 2024-10-24 03:40:00 | ES | Futures | 6083.23 | 6084.27 | 6082.71 | 6083.75 | 578.0 |
| 2024-10-24 03:45:00 | ES | Futures | 6083.75 | 6085.56 | 6083.75 | 6085.05 | 897.0 |
| 2024-10-24 03:50:00 | ES | Futures | 6085.3 | 6085.82 | 6084.53 | 6085.05 | 773.0 |
| 2024-10-24 03:55:00 | ES | Futures | 6085.3 | 6086.6 | 6085.05 | 6085.05 | 767.0 |
| 2024-10-24 04:00:00 | ES | Futures | 6085.05 | 6086.34 | 6084.53 | 6085.82 | 1541.0 |
| 2024-10-24 04:05:00 | ES | Futures | 6085.56 | 6087.12 | 6085.3 | 6086.6 | 1003.0 |
> showing 50 of 20,650 rows — these rows as CSV