PREVIEW / futures_5min / 2024-10-31
file: by_date/futures_5min/2024/2024-10-31.parquet size: 382 KB rows: 21,297
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-31 00:00:00 | ES | Futures | 6050.27 | 6050.53 | 6048.19 | 6048.71 | 865.0 |
| 2024-10-31 00:05:00 | ES | Futures | 6048.45 | 6048.97 | 6048.19 | 6048.19 | 623.0 |
| 2024-10-31 00:10:00 | ES | Futures | 6048.45 | 6049.49 | 6047.67 | 6049.49 | 344.0 |
| 2024-10-31 00:15:00 | ES | Futures | 6049.49 | 6049.75 | 6048.71 | 6048.71 | 337.0 |
| 2024-10-31 00:20:00 | ES | Futures | 6048.71 | 6049.49 | 6048.71 | 6049.23 | 275.0 |
| 2024-10-31 00:25:00 | ES | Futures | 6048.97 | 6049.49 | 6047.41 | 6048.19 | 638.0 |
| 2024-10-31 00:30:00 | ES | Futures | 6048.45 | 6049.49 | 6048.19 | 6049.23 | 525.0 |
| 2024-10-31 00:35:00 | ES | Futures | 6049.23 | 6049.75 | 6048.71 | 6048.97 | 323.0 |
| 2024-10-31 00:40:00 | ES | Futures | 6048.97 | 6049.23 | 6047.41 | 6047.67 | 314.0 |
| 2024-10-31 00:45:00 | ES | Futures | 6047.67 | 6048.19 | 6046.9 | 6047.67 | 534.0 |
| 2024-10-31 00:50:00 | ES | Futures | 6047.41 | 6048.97 | 6047.15 | 6047.93 | 470.0 |
| 2024-10-31 00:55:00 | ES | Futures | 6047.93 | 6048.45 | 6047.67 | 6047.93 | 305.0 |
| 2024-10-31 01:00:00 | ES | Futures | 6047.93 | 6048.45 | 6046.9 | 6047.67 | 380.0 |
| 2024-10-31 01:05:00 | ES | Futures | 6047.67 | 6048.45 | 6046.9 | 6047.67 | 379.0 |
| 2024-10-31 01:10:00 | ES | Futures | 6047.67 | 6048.45 | 6045.6 | 6046.12 | 1619.0 |
| 2024-10-31 01:15:00 | ES | Futures | 6046.12 | 6046.64 | 6045.08 | 6045.34 | 1021.0 |
| 2024-10-31 01:20:00 | ES | Futures | 6045.34 | 6046.64 | 6045.34 | 6045.34 | 426.0 |
| 2024-10-31 01:25:00 | ES | Futures | 6045.6 | 6046.64 | 6045.34 | 6046.12 | 890.0 |
| 2024-10-31 01:30:00 | ES | Futures | 6046.38 | 6047.67 | 6046.38 | 6046.64 | 668.0 |
| 2024-10-31 01:35:00 | ES | Futures | 6046.9 | 6047.67 | 6046.64 | 6047.15 | 399.0 |
| 2024-10-31 01:40:00 | ES | Futures | 6047.15 | 6047.67 | 6045.34 | 6045.34 | 444.0 |
| 2024-10-31 01:45:00 | ES | Futures | 6045.6 | 6046.38 | 6045.08 | 6045.86 | 525.0 |
| 2024-10-31 01:50:00 | ES | Futures | 6045.86 | 6046.38 | 6045.86 | 6046.38 | 304.0 |
| 2024-10-31 01:55:00 | ES | Futures | 6046.38 | 6046.38 | 6044.82 | 6044.82 | 685.0 |
| 2024-10-31 02:00:00 | ES | Futures | 6044.82 | 6045.86 | 6044.3 | 6044.82 | 1126.0 |
| 2024-10-31 02:05:00 | ES | Futures | 6044.56 | 6045.34 | 6043.26 | 6043.52 | 809.0 |
| 2024-10-31 02:10:00 | ES | Futures | 6043.52 | 6044.04 | 6043.26 | 6043.26 | 514.0 |
| 2024-10-31 02:15:00 | ES | Futures | 6043.52 | 6043.78 | 6042.74 | 6043.78 | 551.0 |
| 2024-10-31 02:20:00 | ES | Futures | 6043.78 | 6044.04 | 6043.52 | 6043.78 | 299.0 |
| 2024-10-31 02:25:00 | ES | Futures | 6043.78 | 6043.78 | 6042.22 | 6042.48 | 818.0 |
| 2024-10-31 02:30:00 | ES | Futures | 6042.48 | 6042.74 | 6041.19 | 6041.96 | 1424.0 |
| 2024-10-31 02:35:00 | ES | Futures | 6041.96 | 6042.22 | 6040.41 | 6040.41 | 780.0 |
| 2024-10-31 02:40:00 | ES | Futures | 6040.41 | 6040.67 | 6038.59 | 6038.85 | 1249.0 |
| 2024-10-31 02:45:00 | ES | Futures | 6038.85 | 6039.11 | 6036.77 | 6038.33 | 1448.0 |
| 2024-10-31 02:50:00 | ES | Futures | 6038.59 | 6038.59 | 6036.77 | 6036.77 | 710.0 |
| 2024-10-31 02:55:00 | ES | Futures | 6036.77 | 6037.03 | 6035.74 | 6036.0 | 1101.0 |
| 2024-10-31 03:00:00 | ES | Futures | 6036.0 | 6036.0 | 6032.36 | 6032.88 | 2251.0 |
| 2024-10-31 03:05:00 | ES | Futures | 6032.88 | 6035.48 | 6032.62 | 6034.44 | 1374.0 |
| 2024-10-31 03:10:00 | ES | Futures | 6034.44 | 6034.44 | 6027.43 | 6030.29 | 3072.0 |
| 2024-10-31 03:15:00 | ES | Futures | 6030.03 | 6030.29 | 6028.47 | 6028.99 | 1377.0 |
| 2024-10-31 03:20:00 | ES | Futures | 6028.99 | 6031.84 | 6028.47 | 6029.77 | 1467.0 |
| 2024-10-31 03:25:00 | ES | Futures | 6029.77 | 6032.1 | 6029.77 | 6030.8 | 1227.0 |
| 2024-10-31 03:30:00 | ES | Futures | 6030.8 | 6033.4 | 6030.03 | 6032.62 | 2063.0 |
| 2024-10-31 03:35:00 | ES | Futures | 6032.88 | 6033.66 | 6032.1 | 6033.4 | 1339.0 |
| 2024-10-31 03:40:00 | ES | Futures | 6033.4 | 6034.7 | 6032.88 | 6033.92 | 1652.0 |
| 2024-10-31 03:45:00 | ES | Futures | 6033.92 | 6034.44 | 6028.99 | 6029.25 | 1790.0 |
| 2024-10-31 03:50:00 | ES | Futures | 6029.25 | 6029.77 | 6027.69 | 6028.47 | 1867.0 |
| 2024-10-31 03:55:00 | ES | Futures | 6028.73 | 6029.51 | 6027.69 | 6028.73 | 1424.0 |
| 2024-10-31 04:00:00 | ES | Futures | 6028.73 | 6029.25 | 6023.8 | 6027.69 | 4874.0 |
| 2024-10-31 04:05:00 | ES | Futures | 6027.69 | 6028.99 | 6026.13 | 6026.65 | 3661.0 |
> showing 50 of 21,297 rows — these rows as CSV