PREVIEW / futures_5min / 2024-11-08
file: by_date/futures_5min/2024/2024-11-08.parquet size: 324 KB rows: 17,001
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-08 00:00:00 | ES | Futures | 6231.68 | 6231.94 | 6231.42 | 6231.94 | 256.0 |
| 2024-11-08 00:05:00 | ES | Futures | 6231.94 | 6232.45 | 6231.68 | 6231.68 | 191.0 |
| 2024-11-08 00:10:00 | ES | Futures | 6231.68 | 6232.97 | 6231.68 | 6232.71 | 159.0 |
| 2024-11-08 00:15:00 | ES | Futures | 6232.45 | 6233.23 | 6232.45 | 6232.97 | 177.0 |
| 2024-11-08 00:20:00 | ES | Futures | 6232.71 | 6233.49 | 6232.71 | 6232.97 | 215.0 |
| 2024-11-08 00:25:00 | ES | Futures | 6232.97 | 6233.75 | 6232.71 | 6233.23 | 149.0 |
| 2024-11-08 00:30:00 | ES | Futures | 6233.23 | 6234.53 | 6232.97 | 6234.27 | 539.0 |
| 2024-11-08 00:35:00 | ES | Futures | 6234.53 | 6236.09 | 6234.27 | 6236.09 | 429.0 |
| 2024-11-08 00:40:00 | ES | Futures | 6236.09 | 6238.42 | 6236.09 | 6237.64 | 1085.0 |
| 2024-11-08 00:45:00 | ES | Futures | 6237.9 | 6238.42 | 6236.61 | 6238.16 | 518.0 |
| 2024-11-08 00:50:00 | ES | Futures | 6238.42 | 6238.68 | 6236.35 | 6236.61 | 472.0 |
| 2024-11-08 00:55:00 | ES | Futures | 6236.35 | 6236.87 | 6236.09 | 6236.35 | 181.0 |
| 2024-11-08 01:00:00 | ES | Futures | 6236.35 | 6237.64 | 6236.09 | 6237.13 | 283.0 |
| 2024-11-08 01:05:00 | ES | Futures | 6237.13 | 6237.13 | 6235.57 | 6236.09 | 310.0 |
| 2024-11-08 01:10:00 | ES | Futures | 6235.83 | 6236.09 | 6235.05 | 6235.31 | 311.0 |
| 2024-11-08 01:15:00 | ES | Futures | 6235.05 | 6235.05 | 6232.19 | 6233.49 | 589.0 |
| 2024-11-08 01:20:00 | ES | Futures | 6233.23 | 6234.01 | 6232.71 | 6234.01 | 431.0 |
| 2024-11-08 01:25:00 | ES | Futures | 6233.75 | 6234.27 | 6233.23 | 6233.75 | 338.0 |
| 2024-11-08 01:30:00 | ES | Futures | 6233.75 | 6234.01 | 6232.97 | 6233.23 | 342.0 |
| 2024-11-08 01:35:00 | ES | Futures | 6233.49 | 6234.53 | 6231.94 | 6232.19 | 566.0 |
| 2024-11-08 01:40:00 | ES | Futures | 6232.19 | 6232.45 | 6231.42 | 6232.45 | 403.0 |
| 2024-11-08 01:45:00 | ES | Futures | 6232.19 | 6232.97 | 6231.94 | 6232.97 | 251.0 |
| 2024-11-08 01:50:00 | ES | Futures | 6232.97 | 6234.01 | 6232.71 | 6233.75 | 206.0 |
| 2024-11-08 01:55:00 | ES | Futures | 6233.75 | 6234.01 | 6233.49 | 6233.75 | 177.0 |
| 2024-11-08 02:00:00 | ES | Futures | 6234.01 | 6235.57 | 6234.01 | 6235.31 | 498.0 |
| 2024-11-08 02:05:00 | ES | Futures | 6235.31 | 6235.31 | 6232.45 | 6232.97 | 381.0 |
| 2024-11-08 02:10:00 | ES | Futures | 6233.23 | 6234.53 | 6233.23 | 6234.27 | 386.0 |
| 2024-11-08 02:15:00 | ES | Futures | 6234.27 | 6235.31 | 6234.01 | 6234.27 | 347.0 |
| 2024-11-08 02:20:00 | ES | Futures | 6234.27 | 6236.09 | 6233.75 | 6236.09 | 334.0 |
| 2024-11-08 02:25:00 | ES | Futures | 6236.09 | 6236.61 | 6235.57 | 6236.35 | 256.0 |
| 2024-11-08 02:30:00 | ES | Futures | 6236.35 | 6236.61 | 6235.31 | 6236.35 | 482.0 |
| 2024-11-08 02:35:00 | ES | Futures | 6236.35 | 6237.13 | 6236.35 | 6236.61 | 290.0 |
| 2024-11-08 02:40:00 | ES | Futures | 6236.61 | 6238.16 | 6236.61 | 6237.9 | 445.0 |
| 2024-11-08 02:45:00 | ES | Futures | 6237.9 | 6238.94 | 6237.9 | 6238.42 | 737.0 |
| 2024-11-08 02:50:00 | ES | Futures | 6238.42 | 6238.94 | 6237.64 | 6237.9 | 470.0 |
| 2024-11-08 02:55:00 | ES | Futures | 6237.9 | 6238.16 | 6236.87 | 6237.39 | 808.0 |
| 2024-11-08 03:00:00 | ES | Futures | 6237.39 | 6238.42 | 6234.27 | 6234.79 | 1649.0 |
| 2024-11-08 03:05:00 | ES | Futures | 6235.05 | 6235.83 | 6233.23 | 6233.75 | 2550.0 |
| 2024-11-08 03:10:00 | ES | Futures | 6233.49 | 6235.57 | 6230.9 | 6234.79 | 3102.0 |
| 2024-11-08 03:15:00 | ES | Futures | 6235.05 | 6238.42 | 6235.05 | 6236.35 | 1948.0 |
| 2024-11-08 03:20:00 | ES | Futures | 6236.61 | 6238.94 | 6236.09 | 6236.61 | 1244.0 |
| 2024-11-08 03:25:00 | ES | Futures | 6236.35 | 6237.13 | 6234.53 | 6236.61 | 1316.0 |
| 2024-11-08 03:30:00 | ES | Futures | 6236.87 | 6238.94 | 6235.57 | 6238.68 | 1398.0 |
| 2024-11-08 03:35:00 | ES | Futures | 6238.68 | 6238.94 | 6236.87 | 6237.9 | 1154.0 |
| 2024-11-08 03:40:00 | ES | Futures | 6238.16 | 6238.16 | 6235.57 | 6236.35 | 1023.0 |
| 2024-11-08 03:45:00 | ES | Futures | 6236.35 | 6237.13 | 6234.53 | 6235.57 | 1012.0 |
| 2024-11-08 03:50:00 | ES | Futures | 6235.57 | 6236.35 | 6234.53 | 6235.31 | 746.0 |
| 2024-11-08 03:55:00 | ES | Futures | 6235.31 | 6235.57 | 6233.75 | 6234.79 | 844.0 |
| 2024-11-08 04:00:00 | ES | Futures | 6234.79 | 6236.35 | 6234.01 | 6234.53 | 1226.0 |
| 2024-11-08 04:05:00 | ES | Futures | 6234.79 | 6236.87 | 6233.75 | 6236.35 | 1742.0 |
> showing 50 of 17,001 rows — these rows as CSV