PREVIEW / futures_5min / 2024-11-14
file: by_date/futures_5min/2024/2024-11-14.parquet size: 394 KB rows: 21,076
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-14 00:00:00 | ES | Futures | 6241.02 | 6241.8 | 6239.72 | 6239.98 | 680.0 |
| 2024-11-14 00:05:00 | ES | Futures | 6239.98 | 6239.98 | 6237.39 | 6237.9 | 620.0 |
| 2024-11-14 00:10:00 | ES | Futures | 6237.9 | 6237.9 | 6234.79 | 6236.09 | 1005.0 |
| 2024-11-14 00:15:00 | ES | Futures | 6235.83 | 6236.61 | 6235.31 | 6235.83 | 515.0 |
| 2024-11-14 00:20:00 | ES | Futures | 6235.83 | 6237.39 | 6235.57 | 6237.13 | 347.0 |
| 2024-11-14 00:25:00 | ES | Futures | 6237.13 | 6238.16 | 6237.13 | 6237.64 | 432.0 |
| 2024-11-14 00:30:00 | ES | Futures | 6237.64 | 6237.64 | 6236.61 | 6237.64 | 605.0 |
| 2024-11-14 00:35:00 | ES | Futures | 6237.64 | 6239.2 | 6236.61 | 6238.68 | 777.0 |
| 2024-11-14 00:40:00 | ES | Futures | 6238.68 | 6238.68 | 6237.13 | 6237.13 | 266.0 |
| 2024-11-14 00:45:00 | ES | Futures | 6237.13 | 6238.16 | 6237.13 | 6237.9 | 167.0 |
| 2024-11-14 00:50:00 | ES | Futures | 6237.9 | 6237.9 | 6237.39 | 6237.64 | 157.0 |
| 2024-11-14 00:55:00 | ES | Futures | 6237.9 | 6238.94 | 6237.64 | 6238.94 | 170.0 |
| 2024-11-14 01:00:00 | ES | Futures | 6238.68 | 6239.72 | 6238.16 | 6238.42 | 418.0 |
| 2024-11-14 01:05:00 | ES | Futures | 6238.42 | 6238.94 | 6237.64 | 6238.42 | 217.0 |
| 2024-11-14 01:10:00 | ES | Futures | 6238.68 | 6238.94 | 6237.9 | 6237.9 | 316.0 |
| 2024-11-14 01:15:00 | ES | Futures | 6237.9 | 6239.98 | 6237.9 | 6239.2 | 380.0 |
| 2024-11-14 01:20:00 | ES | Futures | 6239.2 | 6239.2 | 6236.61 | 6237.13 | 461.0 |
| 2024-11-14 01:25:00 | ES | Futures | 6237.13 | 6238.16 | 6236.61 | 6236.87 | 528.0 |
| 2024-11-14 01:30:00 | ES | Futures | 6237.13 | 6238.68 | 6237.13 | 6238.16 | 352.0 |
| 2024-11-14 01:35:00 | ES | Futures | 6238.16 | 6238.68 | 6237.13 | 6238.16 | 453.0 |
| 2024-11-14 01:40:00 | ES | Futures | 6238.42 | 6239.2 | 6238.42 | 6238.68 | 243.0 |
| 2024-11-14 01:45:00 | ES | Futures | 6238.68 | 6238.94 | 6236.35 | 6236.87 | 336.0 |
| 2024-11-14 01:50:00 | ES | Futures | 6236.87 | 6237.13 | 6235.05 | 6235.31 | 396.0 |
| 2024-11-14 01:55:00 | ES | Futures | 6235.05 | 6235.31 | 6234.53 | 6234.53 | 443.0 |
| 2024-11-14 02:00:00 | ES | Futures | 6234.79 | 6235.57 | 6234.01 | 6234.27 | 777.0 |
| 2024-11-14 02:05:00 | ES | Futures | 6234.27 | 6234.53 | 6232.97 | 6234.01 | 586.0 |
| 2024-11-14 02:10:00 | ES | Futures | 6234.27 | 6235.05 | 6233.49 | 6233.75 | 468.0 |
| 2024-11-14 02:15:00 | ES | Futures | 6234.01 | 6234.01 | 6232.71 | 6233.23 | 535.0 |
| 2024-11-14 02:20:00 | ES | Futures | 6233.49 | 6235.83 | 6233.23 | 6235.31 | 806.0 |
| 2024-11-14 02:25:00 | ES | Futures | 6235.31 | 6237.9 | 6235.05 | 6237.64 | 850.0 |
| 2024-11-14 02:30:00 | ES | Futures | 6237.9 | 6240.5 | 6237.64 | 6239.98 | 889.0 |
| 2024-11-14 02:35:00 | ES | Futures | 6239.98 | 6241.8 | 6239.98 | 6241.8 | 1262.0 |
| 2024-11-14 02:40:00 | ES | Futures | 6241.8 | 6243.35 | 6241.02 | 6241.8 | 978.0 |
| 2024-11-14 02:45:00 | ES | Futures | 6241.8 | 6243.61 | 6241.54 | 6243.61 | 777.0 |
| 2024-11-14 02:50:00 | ES | Futures | 6243.35 | 6243.87 | 6242.58 | 6243.35 | 729.0 |
| 2024-11-14 02:55:00 | ES | Futures | 6243.35 | 6243.35 | 6242.32 | 6242.84 | 618.0 |
| 2024-11-14 03:00:00 | ES | Futures | 6242.84 | 6244.91 | 6241.8 | 6243.87 | 2222.0 |
| 2024-11-14 03:05:00 | ES | Futures | 6243.87 | 6246.73 | 6243.87 | 6245.95 | 1588.0 |
| 2024-11-14 03:10:00 | ES | Futures | 6246.21 | 6249.32 | 6245.69 | 6248.03 | 2215.0 |
| 2024-11-14 03:15:00 | ES | Futures | 6247.77 | 6248.29 | 6246.21 | 6246.73 | 1250.0 |
| 2024-11-14 03:20:00 | ES | Futures | 6246.73 | 6247.25 | 6245.43 | 6246.73 | 1005.0 |
| 2024-11-14 03:25:00 | ES | Futures | 6246.73 | 6249.06 | 6246.73 | 6248.8 | 997.0 |
| 2024-11-14 03:30:00 | ES | Futures | 6248.54 | 6249.58 | 6248.29 | 6248.8 | 995.0 |
| 2024-11-14 03:35:00 | ES | Futures | 6248.8 | 6252.7 | 6248.54 | 6250.36 | 2429.0 |
| 2024-11-14 03:40:00 | ES | Futures | 6250.62 | 6250.88 | 6248.29 | 6250.36 | 1308.0 |
| 2024-11-14 03:45:00 | ES | Futures | 6250.36 | 6250.36 | 6246.99 | 6247.25 | 990.0 |
| 2024-11-14 03:50:00 | ES | Futures | 6247.51 | 6248.8 | 6247.51 | 6248.29 | 455.0 |
| 2024-11-14 03:55:00 | ES | Futures | 6248.54 | 6249.06 | 6245.95 | 6248.54 | 1127.0 |
| 2024-11-14 04:00:00 | ES | Futures | 6248.54 | 6253.99 | 6248.54 | 6253.48 | 1528.0 |
| 2024-11-14 04:05:00 | ES | Futures | 6253.48 | 6253.48 | 6252.18 | 6253.22 | 1169.0 |
> showing 50 of 21,076 rows — these rows as CSV