PREVIEW / futures_5min / 2024-11-06
file: by_date/futures_5min/2024/2024-11-06.parquet size: 436 KB rows: 22,181
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-06 00:00:00 | ES | Futures | 6111.26 | 6111.26 | 6103.99 | 6107.62 | 2324.0 |
| 2024-11-06 00:05:00 | ES | Futures | 6107.62 | 6107.88 | 6101.14 | 6101.91 | 2650.0 |
| 2024-11-06 00:10:00 | ES | Futures | 6102.17 | 6102.95 | 6089.72 | 6094.91 | 6246.0 |
| 2024-11-06 00:15:00 | ES | Futures | 6095.17 | 6098.8 | 6093.09 | 6096.98 | 2243.0 |
| 2024-11-06 00:20:00 | ES | Futures | 6096.98 | 6098.8 | 6092.83 | 6098.8 | 2617.0 |
| 2024-11-06 00:25:00 | ES | Futures | 6098.8 | 6103.99 | 6098.02 | 6100.1 | 3820.0 |
| 2024-11-06 00:30:00 | ES | Futures | 6100.36 | 6103.21 | 6099.84 | 6101.4 | 1116.0 |
| 2024-11-06 00:35:00 | ES | Futures | 6101.14 | 6102.69 | 6100.36 | 6101.65 | 1205.0 |
| 2024-11-06 00:40:00 | ES | Futures | 6101.4 | 6103.99 | 6101.4 | 6102.95 | 1604.0 |
| 2024-11-06 00:45:00 | ES | Futures | 6102.69 | 6108.4 | 6102.69 | 6106.33 | 2733.0 |
| 2024-11-06 00:50:00 | ES | Futures | 6106.33 | 6108.14 | 6104.77 | 6107.62 | 1206.0 |
| 2024-11-06 00:55:00 | ES | Futures | 6107.62 | 6111.78 | 6106.85 | 6108.14 | 2426.0 |
| 2024-11-06 01:00:00 | ES | Futures | 6107.88 | 6108.92 | 6105.03 | 6106.59 | 1187.0 |
| 2024-11-06 01:05:00 | ES | Futures | 6106.59 | 6107.36 | 6102.17 | 6104.77 | 1738.0 |
| 2024-11-06 01:10:00 | ES | Futures | 6105.03 | 6106.85 | 6102.69 | 6104.77 | 2152.0 |
| 2024-11-06 01:15:00 | ES | Futures | 6104.77 | 6112.04 | 6104.77 | 6111.52 | 1743.0 |
| 2024-11-06 01:20:00 | ES | Futures | 6111.52 | 6118.52 | 6110.74 | 6117.49 | 3027.0 |
| 2024-11-06 01:25:00 | ES | Futures | 6117.23 | 6121.64 | 6116.71 | 6121.38 | 4027.0 |
| 2024-11-06 01:30:00 | ES | Futures | 6121.38 | 6128.9 | 6120.86 | 6124.75 | 5554.0 |
| 2024-11-06 01:35:00 | ES | Futures | 6124.75 | 6129.94 | 6123.2 | 6127.35 | 4230.0 |
| 2024-11-06 01:40:00 | ES | Futures | 6127.35 | 6129.94 | 6125.27 | 6128.65 | 3346.0 |
| 2024-11-06 01:45:00 | ES | Futures | 6128.65 | 6129.16 | 6125.79 | 6128.39 | 1637.0 |
| 2024-11-06 01:50:00 | ES | Futures | 6128.13 | 6132.8 | 6126.57 | 6131.5 | 3273.0 |
| 2024-11-06 01:55:00 | ES | Futures | 6131.5 | 6134.35 | 6126.05 | 6126.31 | 3284.0 |
| 2024-11-06 02:00:00 | ES | Futures | 6126.31 | 6139.29 | 6126.31 | 6137.73 | 4900.0 |
| 2024-11-06 02:05:00 | ES | Futures | 6137.73 | 6145.51 | 6135.91 | 6143.44 | 6576.0 |
| 2024-11-06 02:10:00 | ES | Futures | 6143.7 | 6145.51 | 6140.84 | 6145.25 | 4779.0 |
| 2024-11-06 02:15:00 | ES | Futures | 6145.0 | 6145.51 | 6142.66 | 6145.0 | 2790.0 |
| 2024-11-06 02:20:00 | ES | Futures | 6145.25 | 6148.11 | 6140.06 | 6141.1 | 4439.0 |
| 2024-11-06 02:25:00 | ES | Futures | 6141.1 | 6143.7 | 6139.55 | 6141.62 | 3025.0 |
| 2024-11-06 02:30:00 | ES | Futures | 6141.62 | 6147.85 | 6141.1 | 6147.85 | 2753.0 |
| 2024-11-06 02:35:00 | ES | Futures | 6148.11 | 6155.64 | 6147.59 | 6150.19 | 7358.0 |
| 2024-11-06 02:40:00 | ES | Futures | 6150.19 | 6150.19 | 6139.03 | 6140.06 | 4912.0 |
| 2024-11-06 02:45:00 | ES | Futures | 6140.32 | 6141.88 | 6135.13 | 6137.21 | 3827.0 |
| 2024-11-06 02:50:00 | ES | Futures | 6137.47 | 6140.32 | 6130.72 | 6138.51 | 5811.0 |
| 2024-11-06 02:55:00 | ES | Futures | 6138.77 | 6147.33 | 6134.1 | 6144.74 | 5967.0 |
| 2024-11-06 03:00:00 | ES | Futures | 6144.48 | 6147.33 | 6142.4 | 6143.7 | 5112.0 |
| 2024-11-06 03:05:00 | ES | Futures | 6143.7 | 6146.03 | 6140.06 | 6141.36 | 5366.0 |
| 2024-11-06 03:10:00 | ES | Futures | 6141.62 | 6150.7 | 6140.32 | 6148.89 | 3887.0 |
| 2024-11-06 03:15:00 | ES | Futures | 6148.89 | 6151.74 | 6146.03 | 6147.33 | 3935.0 |
| 2024-11-06 03:20:00 | ES | Futures | 6147.33 | 6155.9 | 6147.33 | 6152.78 | 6530.0 |
| 2024-11-06 03:25:00 | ES | Futures | 6152.52 | 6155.9 | 6149.93 | 6155.12 | 3920.0 |
| 2024-11-06 03:30:00 | ES | Futures | 6155.38 | 6157.97 | 6153.56 | 6155.12 | 5239.0 |
| 2024-11-06 03:35:00 | ES | Futures | 6155.12 | 6161.09 | 6154.34 | 6161.09 | 4219.0 |
| 2024-11-06 03:40:00 | ES | Futures | 6160.83 | 6163.42 | 6157.19 | 6158.75 | 5777.0 |
| 2024-11-06 03:45:00 | ES | Futures | 6158.75 | 6171.21 | 6158.23 | 6169.39 | 4276.0 |
| 2024-11-06 03:50:00 | ES | Futures | 6169.13 | 6180.81 | 6169.13 | 6174.84 | 7872.0 |
| 2024-11-06 03:55:00 | ES | Futures | 6174.84 | 6175.88 | 6170.69 | 6171.73 | 3270.0 |
| 2024-11-06 04:00:00 | ES | Futures | 6171.73 | 6171.99 | 6166.02 | 6167.31 | 4487.0 |
| 2024-11-06 04:05:00 | ES | Futures | 6167.31 | 6168.87 | 6162.9 | 6164.46 | 4269.0 |
> showing 50 of 22,181 rows — these rows as CSV