PREVIEW / futures_5min / 2024-11-03
file: by_date/futures_5min/2024/2024-11-03.parquet size: 97 KB rows: 4,480
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-03 18:00:00 | ES | Futures | 5960.47 | 5968.52 | 5958.66 | 5966.7 | 7468.0 |
| 2024-11-03 18:05:00 | ES | Futures | 5966.7 | 5970.6 | 5965.15 | 5968.52 | 2459.0 |
| 2024-11-03 18:10:00 | ES | Futures | 5968.26 | 5971.63 | 5967.22 | 5968.52 | 1590.0 |
| 2024-11-03 18:15:00 | ES | Futures | 5968.78 | 5970.08 | 5968.0 | 5969.3 | 1256.0 |
| 2024-11-03 18:20:00 | ES | Futures | 5969.3 | 5973.19 | 5969.3 | 5971.37 | 1214.0 |
| 2024-11-03 18:25:00 | ES | Futures | 5971.37 | 5973.45 | 5970.08 | 5972.67 | 1513.0 |
| 2024-11-03 18:30:00 | ES | Futures | 5972.67 | 5974.23 | 5971.89 | 5973.19 | 1518.0 |
| 2024-11-03 18:35:00 | ES | Futures | 5973.45 | 5974.49 | 5971.63 | 5972.93 | 1337.0 |
| 2024-11-03 18:40:00 | ES | Futures | 5972.67 | 5975.01 | 5971.89 | 5973.97 | 894.0 |
| 2024-11-03 18:45:00 | ES | Futures | 5973.71 | 5973.71 | 5971.63 | 5972.41 | 716.0 |
| 2024-11-03 18:50:00 | ES | Futures | 5972.67 | 5973.19 | 5970.34 | 5970.34 | 858.0 |
| 2024-11-03 18:55:00 | ES | Futures | 5970.6 | 5971.11 | 5968.78 | 5968.78 | 829.0 |
| 2024-11-03 19:00:00 | ES | Futures | 5969.04 | 5969.3 | 5962.55 | 5965.15 | 3062.0 |
| 2024-11-03 19:05:00 | ES | Futures | 5964.89 | 5967.22 | 5964.37 | 5965.4 | 1078.0 |
| 2024-11-03 19:10:00 | ES | Futures | 5965.66 | 5966.44 | 5964.89 | 5965.92 | 453.0 |
| 2024-11-03 19:15:00 | ES | Futures | 5965.66 | 5966.7 | 5964.89 | 5965.92 | 490.0 |
| 2024-11-03 19:20:00 | ES | Futures | 5966.18 | 5967.48 | 5965.15 | 5966.96 | 438.0 |
| 2024-11-03 19:25:00 | ES | Futures | 5966.96 | 5968.0 | 5965.66 | 5965.92 | 465.0 |
| 2024-11-03 19:30:00 | ES | Futures | 5966.18 | 5966.44 | 5964.37 | 5966.44 | 455.0 |
| 2024-11-03 19:35:00 | ES | Futures | 5966.18 | 5966.96 | 5964.63 | 5964.89 | 376.0 |
| 2024-11-03 19:40:00 | ES | Futures | 5965.15 | 5966.7 | 5964.63 | 5966.18 | 470.0 |
| 2024-11-03 19:45:00 | ES | Futures | 5966.18 | 5968.0 | 5965.4 | 5967.48 | 371.0 |
| 2024-11-03 19:50:00 | ES | Futures | 5967.48 | 5969.56 | 5966.7 | 5969.3 | 538.0 |
| 2024-11-03 19:55:00 | ES | Futures | 5969.3 | 5969.56 | 5967.74 | 5968.26 | 380.0 |
| 2024-11-03 20:00:00 | ES | Futures | 5968.52 | 5969.3 | 5967.74 | 5968.78 | 582.0 |
| 2024-11-03 20:05:00 | ES | Futures | 5968.78 | 5969.56 | 5966.96 | 5969.04 | 685.0 |
| 2024-11-03 20:10:00 | ES | Futures | 5969.04 | 5970.08 | 5968.78 | 5969.3 | 536.0 |
| 2024-11-03 20:15:00 | ES | Futures | 5969.3 | 5971.37 | 5969.04 | 5971.11 | 499.0 |
| 2024-11-03 20:20:00 | ES | Futures | 5971.37 | 5973.19 | 5971.11 | 5972.67 | 702.0 |
| 2024-11-03 20:25:00 | ES | Futures | 5972.93 | 5974.23 | 5972.41 | 5972.41 | 755.0 |
| 2024-11-03 20:30:00 | ES | Futures | 5972.67 | 5976.05 | 5972.67 | 5975.27 | 1274.0 |
| 2024-11-03 20:35:00 | ES | Futures | 5975.53 | 5976.82 | 5973.71 | 5973.97 | 752.0 |
| 2024-11-03 20:40:00 | ES | Futures | 5973.97 | 5975.53 | 5973.71 | 5975.01 | 463.0 |
| 2024-11-03 20:45:00 | ES | Futures | 5974.75 | 5977.86 | 5974.75 | 5977.6 | 619.0 |
| 2024-11-03 20:50:00 | ES | Futures | 5977.6 | 5978.12 | 5976.82 | 5977.34 | 541.0 |
| 2024-11-03 20:55:00 | ES | Futures | 5977.08 | 5980.98 | 5976.82 | 5978.64 | 1388.0 |
| 2024-11-03 21:00:00 | ES | Futures | 5978.9 | 5980.2 | 5978.9 | 5979.94 | 758.0 |
| 2024-11-03 21:05:00 | ES | Futures | 5979.94 | 5980.98 | 5979.68 | 5980.46 | 818.0 |
| 2024-11-03 21:10:00 | ES | Futures | 5980.2 | 5980.2 | 5978.12 | 5978.12 | 688.0 |
| 2024-11-03 21:15:00 | ES | Futures | 5978.38 | 5979.42 | 5978.38 | 5979.16 | 438.0 |
| 2024-11-03 21:20:00 | ES | Futures | 5979.42 | 5983.83 | 5978.9 | 5983.05 | 1464.0 |
| 2024-11-03 21:25:00 | ES | Futures | 5983.05 | 5987.2 | 5982.27 | 5986.69 | 1923.0 |
| 2024-11-03 21:30:00 | ES | Futures | 5986.95 | 5991.36 | 5985.65 | 5985.65 | 2645.0 |
| 2024-11-03 21:35:00 | ES | Futures | 5985.91 | 5986.43 | 5985.39 | 5986.17 | 544.0 |
| 2024-11-03 21:40:00 | ES | Futures | 5986.17 | 5987.2 | 5985.13 | 5985.91 | 640.0 |
| 2024-11-03 21:45:00 | ES | Futures | 5985.65 | 5987.2 | 5985.65 | 5986.43 | 545.0 |
| 2024-11-03 21:50:00 | ES | Futures | 5986.43 | 5986.69 | 5985.39 | 5985.65 | 332.0 |
| 2024-11-03 21:55:00 | ES | Futures | 5985.65 | 5985.65 | 5984.35 | 5985.65 | 732.0 |
| 2024-11-03 22:00:00 | ES | Futures | 5985.39 | 5986.43 | 5984.87 | 5985.65 | 405.0 |
| 2024-11-03 22:05:00 | ES | Futures | 5985.39 | 5986.43 | 5985.39 | 5986.43 | 289.0 |
> showing 50 of 4,480 rows — these rows as CSV