PREVIEW / futures_5min / 2024-10-27
file: by_date/futures_5min/2024/2024-10-27.parquet size: 92 KB rows: 4,372
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-27 18:00:00 | ES | Futures | 6080.11 | 6090.5 | 6080.11 | 6090.5 | 5493.0 |
| 2024-10-27 18:05:00 | ES | Futures | 6090.24 | 6094.65 | 6089.98 | 6093.09 | 2437.0 |
| 2024-10-27 18:10:00 | ES | Futures | 6093.35 | 6096.72 | 6091.79 | 6095.17 | 1516.0 |
| 2024-10-27 18:15:00 | ES | Futures | 6095.43 | 6097.76 | 6095.17 | 6096.46 | 1077.0 |
| 2024-10-27 18:20:00 | ES | Futures | 6096.46 | 6096.98 | 6092.83 | 6093.61 | 1457.0 |
| 2024-10-27 18:25:00 | ES | Futures | 6093.61 | 6096.46 | 6093.35 | 6096.46 | 653.0 |
| 2024-10-27 18:30:00 | ES | Futures | 6096.46 | 6097.5 | 6095.69 | 6097.5 | 773.0 |
| 2024-10-27 18:35:00 | ES | Futures | 6097.76 | 6098.8 | 6095.95 | 6097.24 | 1038.0 |
| 2024-10-27 18:40:00 | ES | Futures | 6097.24 | 6098.02 | 6096.46 | 6096.46 | 409.0 |
| 2024-10-27 18:45:00 | ES | Futures | 6096.46 | 6096.98 | 6095.17 | 6096.46 | 413.0 |
| 2024-10-27 18:50:00 | ES | Futures | 6096.46 | 6096.46 | 6094.65 | 6095.17 | 667.0 |
| 2024-10-27 18:55:00 | ES | Futures | 6095.43 | 6096.2 | 6094.39 | 6095.95 | 608.0 |
| 2024-10-27 19:00:00 | ES | Futures | 6095.95 | 6096.98 | 6094.13 | 6095.17 | 728.0 |
| 2024-10-27 19:05:00 | ES | Futures | 6095.17 | 6095.43 | 6094.13 | 6094.91 | 263.0 |
| 2024-10-27 19:10:00 | ES | Futures | 6094.91 | 6095.43 | 6093.87 | 6095.17 | 403.0 |
| 2024-10-27 19:15:00 | ES | Futures | 6095.17 | 6098.02 | 6095.17 | 6097.5 | 661.0 |
| 2024-10-27 19:20:00 | ES | Futures | 6097.5 | 6097.5 | 6096.2 | 6096.46 | 299.0 |
| 2024-10-27 19:25:00 | ES | Futures | 6096.46 | 6097.5 | 6095.69 | 6096.72 | 250.0 |
| 2024-10-27 19:30:00 | ES | Futures | 6096.46 | 6096.98 | 6095.95 | 6096.46 | 518.0 |
| 2024-10-27 19:35:00 | ES | Futures | 6096.46 | 6096.72 | 6095.43 | 6096.2 | 270.0 |
| 2024-10-27 19:40:00 | ES | Futures | 6096.2 | 6096.72 | 6094.91 | 6095.17 | 247.0 |
| 2024-10-27 19:45:00 | ES | Futures | 6095.17 | 6095.69 | 6092.57 | 6093.61 | 1104.0 |
| 2024-10-27 19:50:00 | ES | Futures | 6093.61 | 6093.87 | 6092.05 | 6092.83 | 627.0 |
| 2024-10-27 19:55:00 | ES | Futures | 6092.83 | 6094.91 | 6092.83 | 6094.13 | 446.0 |
| 2024-10-27 20:00:00 | ES | Futures | 6094.39 | 6096.72 | 6093.35 | 6096.46 | 1076.0 |
| 2024-10-27 20:05:00 | ES | Futures | 6096.46 | 6101.14 | 6095.43 | 6099.84 | 2437.0 |
| 2024-10-27 20:10:00 | ES | Futures | 6099.58 | 6101.91 | 6099.06 | 6100.1 | 1092.0 |
| 2024-10-27 20:15:00 | ES | Futures | 6100.1 | 6102.17 | 6099.58 | 6100.62 | 1254.0 |
| 2024-10-27 20:20:00 | ES | Futures | 6100.62 | 6101.14 | 6099.58 | 6100.36 | 602.0 |
| 2024-10-27 20:25:00 | ES | Futures | 6100.36 | 6101.14 | 6100.1 | 6100.62 | 438.0 |
| 2024-10-27 20:30:00 | ES | Futures | 6100.62 | 6105.29 | 6100.62 | 6103.21 | 2228.0 |
| 2024-10-27 20:35:00 | ES | Futures | 6103.21 | 6103.21 | 6101.14 | 6102.17 | 648.0 |
| 2024-10-27 20:40:00 | ES | Futures | 6102.17 | 6102.17 | 6100.62 | 6100.62 | 784.0 |
| 2024-10-27 20:45:00 | ES | Futures | 6100.88 | 6102.43 | 6100.88 | 6101.65 | 740.0 |
| 2024-10-27 20:50:00 | ES | Futures | 6101.65 | 6101.91 | 6101.14 | 6101.14 | 293.0 |
| 2024-10-27 20:55:00 | ES | Futures | 6101.14 | 6101.4 | 6097.76 | 6098.54 | 1074.0 |
| 2024-10-27 21:00:00 | ES | Futures | 6098.28 | 6102.17 | 6097.5 | 6100.1 | 2081.0 |
| 2024-10-27 21:05:00 | ES | Futures | 6100.1 | 6104.51 | 6100.1 | 6102.95 | 2418.0 |
| 2024-10-27 21:10:00 | ES | Futures | 6103.21 | 6104.51 | 6101.4 | 6102.69 | 891.0 |
| 2024-10-27 21:15:00 | ES | Futures | 6102.69 | 6102.95 | 6100.88 | 6101.14 | 598.0 |
| 2024-10-27 21:20:00 | ES | Futures | 6101.14 | 6102.43 | 6100.36 | 6101.4 | 620.0 |
| 2024-10-27 21:25:00 | ES | Futures | 6101.65 | 6102.69 | 6100.88 | 6101.65 | 426.0 |
| 2024-10-27 21:30:00 | ES | Futures | 6101.91 | 6102.69 | 6101.14 | 6101.65 | 553.0 |
| 2024-10-27 21:35:00 | ES | Futures | 6101.65 | 6101.91 | 6099.84 | 6101.14 | 668.0 |
| 2024-10-27 21:40:00 | ES | Futures | 6101.14 | 6101.4 | 6099.58 | 6101.14 | 639.0 |
| 2024-10-27 21:45:00 | ES | Futures | 6101.14 | 6101.4 | 6100.36 | 6101.14 | 546.0 |
| 2024-10-27 21:50:00 | ES | Futures | 6101.14 | 6101.14 | 6099.06 | 6099.84 | 675.0 |
| 2024-10-27 21:55:00 | ES | Futures | 6099.58 | 6100.62 | 6099.32 | 6099.58 | 289.0 |
| 2024-10-27 22:00:00 | ES | Futures | 6099.32 | 6100.1 | 6098.02 | 6100.1 | 1276.0 |
| 2024-10-27 22:05:00 | ES | Futures | 6100.1 | 6101.91 | 6099.58 | 6100.36 | 702.0 |
> showing 50 of 4,372 rows — these rows as CSV