PREVIEW / futures_5min / 2024-11-05
file: by_date/futures_5min/2024/2024-11-05.parquet size: 412 KB rows: 21,695
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-05 00:00:00 | ES | Futures | 5961.77 | 5963.07 | 5961.77 | 5962.81 | 298.0 |
| 2024-11-05 00:05:00 | ES | Futures | 5962.55 | 5965.92 | 5962.29 | 5964.37 | 419.0 |
| 2024-11-05 00:10:00 | ES | Futures | 5964.37 | 5965.15 | 5963.33 | 5964.37 | 248.0 |
| 2024-11-05 00:15:00 | ES | Futures | 5964.37 | 5965.92 | 5964.11 | 5965.4 | 302.0 |
| 2024-11-05 00:20:00 | ES | Futures | 5965.66 | 5965.92 | 5964.89 | 5965.15 | 262.0 |
| 2024-11-05 00:25:00 | ES | Futures | 5965.4 | 5965.66 | 5964.37 | 5965.15 | 351.0 |
| 2024-11-05 00:30:00 | ES | Futures | 5965.15 | 5966.18 | 5964.63 | 5965.15 | 493.0 |
| 2024-11-05 00:35:00 | ES | Futures | 5965.4 | 5965.66 | 5964.89 | 5964.89 | 330.0 |
| 2024-11-05 00:40:00 | ES | Futures | 5965.15 | 5966.7 | 5965.15 | 5965.92 | 250.0 |
| 2024-11-05 00:45:00 | ES | Futures | 5965.92 | 5965.92 | 5964.89 | 5965.15 | 128.0 |
| 2024-11-05 00:50:00 | ES | Futures | 5964.89 | 5965.66 | 5964.89 | 5965.4 | 197.0 |
| 2024-11-05 00:55:00 | ES | Futures | 5965.4 | 5965.92 | 5965.4 | 5965.66 | 141.0 |
| 2024-11-05 01:00:00 | ES | Futures | 5965.66 | 5965.92 | 5965.15 | 5965.92 | 124.0 |
| 2024-11-05 01:05:00 | ES | Futures | 5965.92 | 5966.44 | 5965.4 | 5965.66 | 147.0 |
| 2024-11-05 01:10:00 | ES | Futures | 5965.66 | 5966.7 | 5965.66 | 5965.92 | 268.0 |
| 2024-11-05 01:15:00 | ES | Futures | 5965.66 | 5966.96 | 5965.15 | 5966.7 | 149.0 |
| 2024-11-05 01:20:00 | ES | Futures | 5966.7 | 5967.22 | 5966.18 | 5966.44 | 123.0 |
| 2024-11-05 01:25:00 | ES | Futures | 5966.18 | 5966.18 | 5964.37 | 5965.4 | 458.0 |
| 2024-11-05 01:30:00 | ES | Futures | 5965.4 | 5968.52 | 5965.4 | 5968.0 | 638.0 |
| 2024-11-05 01:35:00 | ES | Futures | 5968.0 | 5968.52 | 5967.74 | 5968.26 | 300.0 |
| 2024-11-05 01:40:00 | ES | Futures | 5968.26 | 5970.08 | 5968.0 | 5969.82 | 265.0 |
| 2024-11-05 01:45:00 | ES | Futures | 5969.82 | 5969.82 | 5968.52 | 5969.56 | 260.0 |
| 2024-11-05 01:50:00 | ES | Futures | 5969.56 | 5969.82 | 5968.78 | 5968.78 | 433.0 |
| 2024-11-05 01:55:00 | ES | Futures | 5968.52 | 5969.82 | 5968.52 | 5969.3 | 269.0 |
| 2024-11-05 02:00:00 | ES | Futures | 5969.3 | 5969.3 | 5967.22 | 5967.48 | 455.0 |
| 2024-11-05 02:05:00 | ES | Futures | 5967.48 | 5972.67 | 5967.48 | 5971.37 | 784.0 |
| 2024-11-05 02:10:00 | ES | Futures | 5971.37 | 5973.19 | 5971.11 | 5973.19 | 390.0 |
| 2024-11-05 02:15:00 | ES | Futures | 5973.19 | 5974.23 | 5972.67 | 5973.45 | 866.0 |
| 2024-11-05 02:20:00 | ES | Futures | 5973.19 | 5973.19 | 5970.6 | 5970.6 | 488.0 |
| 2024-11-05 02:25:00 | ES | Futures | 5970.34 | 5970.85 | 5969.04 | 5969.04 | 321.0 |
| 2024-11-05 02:30:00 | ES | Futures | 5969.3 | 5969.3 | 5967.48 | 5968.78 | 591.0 |
| 2024-11-05 02:35:00 | ES | Futures | 5968.78 | 5969.04 | 5968.0 | 5968.26 | 167.0 |
| 2024-11-05 02:40:00 | ES | Futures | 5968.26 | 5969.04 | 5967.48 | 5968.52 | 278.0 |
| 2024-11-05 02:45:00 | ES | Futures | 5968.26 | 5968.52 | 5967.22 | 5967.22 | 531.0 |
| 2024-11-05 02:50:00 | ES | Futures | 5967.48 | 5969.82 | 5966.7 | 5969.3 | 512.0 |
| 2024-11-05 02:55:00 | ES | Futures | 5969.56 | 5971.89 | 5969.3 | 5970.6 | 671.0 |
| 2024-11-05 03:00:00 | ES | Futures | 5970.6 | 5971.11 | 5967.74 | 5969.82 | 1610.0 |
| 2024-11-05 03:05:00 | ES | Futures | 5969.82 | 5969.82 | 5966.44 | 5966.44 | 1234.0 |
| 2024-11-05 03:10:00 | ES | Futures | 5966.44 | 5966.44 | 5962.55 | 5963.59 | 1458.0 |
| 2024-11-05 03:15:00 | ES | Futures | 5963.85 | 5967.22 | 5963.59 | 5964.37 | 1220.0 |
| 2024-11-05 03:20:00 | ES | Futures | 5964.37 | 5965.66 | 5963.59 | 5964.37 | 855.0 |
| 2024-11-05 03:25:00 | ES | Futures | 5964.63 | 5966.18 | 5964.11 | 5965.92 | 849.0 |
| 2024-11-05 03:30:00 | ES | Futures | 5965.66 | 5969.82 | 5964.63 | 5969.82 | 1125.0 |
| 2024-11-05 03:35:00 | ES | Futures | 5969.56 | 5969.56 | 5967.74 | 5969.3 | 792.0 |
| 2024-11-05 03:40:00 | ES | Futures | 5969.3 | 5970.6 | 5967.48 | 5968.78 | 1278.0 |
| 2024-11-05 03:45:00 | ES | Futures | 5968.78 | 5969.82 | 5968.0 | 5968.78 | 1192.0 |
| 2024-11-05 03:50:00 | ES | Futures | 5968.78 | 5970.6 | 5968.0 | 5970.6 | 595.0 |
| 2024-11-05 03:55:00 | ES | Futures | 5970.6 | 5973.19 | 5970.08 | 5973.19 | 1119.0 |
| 2024-11-05 04:00:00 | ES | Futures | 5972.93 | 5973.19 | 5970.85 | 5972.41 | 1691.0 |
| 2024-11-05 04:05:00 | ES | Futures | 5972.41 | 5975.27 | 5971.63 | 5975.27 | 1021.0 |
> showing 50 of 21,695 rows — these rows as CSV