PREVIEW / futures_5min / 2024-10-28
file: by_date/futures_5min/2024/2024-10-28.parquet size: 354 KB rows: 20,866
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-28 00:00:00 | ES | Futures | 6095.95 | 6096.98 | 6095.43 | 6096.72 | 429.0 |
| 2024-10-28 00:05:00 | ES | Futures | 6096.72 | 6098.02 | 6096.46 | 6097.76 | 293.0 |
| 2024-10-28 00:10:00 | ES | Futures | 6097.76 | 6098.02 | 6097.24 | 6098.02 | 230.0 |
| 2024-10-28 00:15:00 | ES | Futures | 6097.76 | 6098.02 | 6097.5 | 6097.76 | 192.0 |
| 2024-10-28 00:20:00 | ES | Futures | 6097.76 | 6100.1 | 6097.76 | 6099.06 | 493.0 |
| 2024-10-28 00:25:00 | ES | Futures | 6099.06 | 6099.06 | 6096.2 | 6096.98 | 473.0 |
| 2024-10-28 00:30:00 | ES | Futures | 6096.72 | 6097.24 | 6096.46 | 6096.98 | 282.0 |
| 2024-10-28 00:35:00 | ES | Futures | 6096.98 | 6097.76 | 6096.98 | 6097.76 | 181.0 |
| 2024-10-28 00:40:00 | ES | Futures | 6097.5 | 6099.58 | 6097.5 | 6099.32 | 783.0 |
| 2024-10-28 00:45:00 | ES | Futures | 6099.32 | 6102.17 | 6099.32 | 6101.65 | 490.0 |
| 2024-10-28 00:50:00 | ES | Futures | 6101.65 | 6102.95 | 6101.65 | 6102.17 | 426.0 |
| 2024-10-28 00:55:00 | ES | Futures | 6102.17 | 6103.47 | 6102.17 | 6102.95 | 360.0 |
| 2024-10-28 01:00:00 | ES | Futures | 6103.21 | 6103.47 | 6102.17 | 6102.69 | 479.0 |
| 2024-10-28 01:05:00 | ES | Futures | 6102.69 | 6102.95 | 6099.58 | 6099.58 | 724.0 |
| 2024-10-28 01:10:00 | ES | Futures | 6099.58 | 6100.1 | 6098.28 | 6099.06 | 718.0 |
| 2024-10-28 01:15:00 | ES | Futures | 6099.06 | 6099.84 | 6098.02 | 6098.02 | 361.0 |
| 2024-10-28 01:20:00 | ES | Futures | 6098.02 | 6099.84 | 6098.02 | 6098.8 | 257.0 |
| 2024-10-28 01:25:00 | ES | Futures | 6098.8 | 6099.84 | 6097.5 | 6098.28 | 326.0 |
| 2024-10-28 01:30:00 | ES | Futures | 6098.28 | 6099.06 | 6097.5 | 6098.02 | 322.0 |
| 2024-10-28 01:35:00 | ES | Futures | 6097.76 | 6098.8 | 6096.98 | 6096.98 | 536.0 |
| 2024-10-28 01:40:00 | ES | Futures | 6096.98 | 6096.98 | 6095.17 | 6096.72 | 611.0 |
| 2024-10-28 01:45:00 | ES | Futures | 6096.46 | 6096.46 | 6094.39 | 6094.39 | 478.0 |
| 2024-10-28 01:50:00 | ES | Futures | 6094.39 | 6094.65 | 6093.35 | 6094.65 | 675.0 |
| 2024-10-28 01:55:00 | ES | Futures | 6094.65 | 6094.65 | 6092.83 | 6093.09 | 547.0 |
| 2024-10-28 02:00:00 | ES | Futures | 6093.35 | 6093.87 | 6092.05 | 6093.87 | 1135.0 |
| 2024-10-28 02:05:00 | ES | Futures | 6093.61 | 6093.87 | 6092.05 | 6092.83 | 633.0 |
| 2024-10-28 02:10:00 | ES | Futures | 6092.57 | 6096.72 | 6092.57 | 6096.2 | 651.0 |
| 2024-10-28 02:15:00 | ES | Futures | 6096.2 | 6096.72 | 6095.17 | 6096.46 | 327.0 |
| 2024-10-28 02:20:00 | ES | Futures | 6096.46 | 6096.46 | 6095.17 | 6096.2 | 243.0 |
| 2024-10-28 02:25:00 | ES | Futures | 6096.2 | 6096.2 | 6094.65 | 6095.17 | 333.0 |
| 2024-10-28 02:30:00 | ES | Futures | 6094.91 | 6096.2 | 6094.39 | 6094.65 | 328.0 |
| 2024-10-28 02:35:00 | ES | Futures | 6094.65 | 6096.46 | 6094.65 | 6096.46 | 169.0 |
| 2024-10-28 02:40:00 | ES | Futures | 6096.46 | 6098.02 | 6096.46 | 6097.24 | 340.0 |
| 2024-10-28 02:45:00 | ES | Futures | 6097.5 | 6098.54 | 6096.46 | 6098.02 | 506.0 |
| 2024-10-28 02:50:00 | ES | Futures | 6097.76 | 6098.02 | 6096.98 | 6096.98 | 256.0 |
| 2024-10-28 02:55:00 | ES | Futures | 6096.98 | 6096.98 | 6094.65 | 6095.69 | 504.0 |
| 2024-10-28 03:00:00 | ES | Futures | 6095.69 | 6099.58 | 6094.91 | 6099.06 | 1211.0 |
| 2024-10-28 03:05:00 | ES | Futures | 6098.8 | 6100.36 | 6096.46 | 6100.1 | 1015.0 |
| 2024-10-28 03:10:00 | ES | Futures | 6100.1 | 6103.47 | 6100.1 | 6103.21 | 1163.0 |
| 2024-10-28 03:15:00 | ES | Futures | 6103.21 | 6103.73 | 6101.65 | 6102.95 | 1596.0 |
| 2024-10-28 03:20:00 | ES | Futures | 6102.95 | 6104.25 | 6102.43 | 6103.21 | 791.0 |
| 2024-10-28 03:25:00 | ES | Futures | 6103.21 | 6103.21 | 6102.17 | 6102.69 | 597.0 |
| 2024-10-28 03:30:00 | ES | Futures | 6102.95 | 6103.47 | 6100.62 | 6100.88 | 996.0 |
| 2024-10-28 03:35:00 | ES | Futures | 6101.14 | 6103.47 | 6101.14 | 6101.65 | 1133.0 |
| 2024-10-28 03:40:00 | ES | Futures | 6101.4 | 6102.17 | 6100.88 | 6102.17 | 644.0 |
| 2024-10-28 03:45:00 | ES | Futures | 6102.17 | 6102.17 | 6101.14 | 6101.14 | 579.0 |
| 2024-10-28 03:50:00 | ES | Futures | 6101.14 | 6102.17 | 6099.58 | 6101.91 | 975.0 |
| 2024-10-28 03:55:00 | ES | Futures | 6101.91 | 6102.17 | 6098.8 | 6099.06 | 755.0 |
| 2024-10-28 04:00:00 | ES | Futures | 6099.06 | 6100.88 | 6097.24 | 6098.8 | 3386.0 |
| 2024-10-28 04:05:00 | ES | Futures | 6098.54 | 6099.32 | 6094.39 | 6094.91 | 2115.0 |
> showing 50 of 20,866 rows — these rows as CSV