PREVIEW / futures_5min / 2024-11-15
file: by_date/futures_5min/2024/2024-11-15.parquet size: 326 KB rows: 17,010
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-15 00:00:00 | ES | Futures | 6187.3 | 6189.37 | 6187.04 | 6188.85 | 531.0 |
| 2024-11-15 00:05:00 | ES | Futures | 6189.11 | 6189.37 | 6187.3 | 6188.08 | 417.0 |
| 2024-11-15 00:10:00 | ES | Futures | 6188.08 | 6188.85 | 6187.82 | 6188.34 | 301.0 |
| 2024-11-15 00:15:00 | ES | Futures | 6188.34 | 6190.15 | 6188.08 | 6189.63 | 476.0 |
| 2024-11-15 00:20:00 | ES | Futures | 6189.63 | 6189.63 | 6188.34 | 6188.85 | 347.0 |
| 2024-11-15 00:25:00 | ES | Futures | 6188.85 | 6189.89 | 6188.34 | 6188.85 | 491.0 |
| 2024-11-15 00:30:00 | ES | Futures | 6188.6 | 6188.85 | 6186.52 | 6186.52 | 560.0 |
| 2024-11-15 00:35:00 | ES | Futures | 6187.04 | 6187.56 | 6185.74 | 6186.0 | 429.0 |
| 2024-11-15 00:40:00 | ES | Futures | 6185.74 | 6185.74 | 6183.92 | 6184.44 | 485.0 |
| 2024-11-15 00:45:00 | ES | Futures | 6184.18 | 6184.44 | 6183.15 | 6183.4 | 592.0 |
| 2024-11-15 00:50:00 | ES | Futures | 6183.4 | 6183.92 | 6182.11 | 6182.89 | 509.0 |
| 2024-11-15 00:55:00 | ES | Futures | 6182.89 | 6183.15 | 6182.11 | 6183.15 | 467.0 |
| 2024-11-15 01:00:00 | ES | Futures | 6183.15 | 6183.15 | 6181.33 | 6181.85 | 1035.0 |
| 2024-11-15 01:05:00 | ES | Futures | 6181.85 | 6182.11 | 6178.21 | 6178.73 | 1530.0 |
| 2024-11-15 01:10:00 | ES | Futures | 6178.99 | 6179.25 | 6175.36 | 6176.4 | 2166.0 |
| 2024-11-15 01:15:00 | ES | Futures | 6176.66 | 6178.21 | 6176.4 | 6177.44 | 809.0 |
| 2024-11-15 01:20:00 | ES | Futures | 6177.18 | 6177.18 | 6171.99 | 6171.99 | 1330.0 |
| 2024-11-15 01:25:00 | ES | Futures | 6171.99 | 6172.5 | 6168.87 | 6169.39 | 1918.0 |
| 2024-11-15 01:30:00 | ES | Futures | 6169.39 | 6171.99 | 6169.39 | 6171.47 | 2152.0 |
| 2024-11-15 01:35:00 | ES | Futures | 6171.21 | 6177.18 | 6171.21 | 6176.92 | 1715.0 |
| 2024-11-15 01:40:00 | ES | Futures | 6177.18 | 6177.44 | 6174.58 | 6174.84 | 1175.0 |
| 2024-11-15 01:45:00 | ES | Futures | 6174.58 | 6175.88 | 6173.8 | 6174.58 | 707.0 |
| 2024-11-15 01:50:00 | ES | Futures | 6174.58 | 6175.88 | 6174.06 | 6175.62 | 526.0 |
| 2024-11-15 01:55:00 | ES | Futures | 6175.88 | 6176.14 | 6175.1 | 6175.88 | 407.0 |
| 2024-11-15 02:00:00 | ES | Futures | 6175.62 | 6176.14 | 6174.32 | 6174.84 | 1325.0 |
| 2024-11-15 02:05:00 | ES | Futures | 6174.58 | 6175.88 | 6172.25 | 6172.76 | 1235.0 |
| 2024-11-15 02:10:00 | ES | Futures | 6173.02 | 6174.06 | 6172.25 | 6173.54 | 473.0 |
| 2024-11-15 02:15:00 | ES | Futures | 6173.8 | 6175.1 | 6173.02 | 6174.06 | 744.0 |
| 2024-11-15 02:20:00 | ES | Futures | 6174.06 | 6174.32 | 6171.47 | 6171.99 | 666.0 |
| 2024-11-15 02:25:00 | ES | Futures | 6172.25 | 6173.02 | 6169.65 | 6171.99 | 1184.0 |
| 2024-11-15 02:30:00 | ES | Futures | 6171.99 | 6173.02 | 6170.43 | 6171.47 | 945.0 |
| 2024-11-15 02:35:00 | ES | Futures | 6171.47 | 6172.5 | 6170.17 | 6170.69 | 917.0 |
| 2024-11-15 02:40:00 | ES | Futures | 6170.95 | 6172.25 | 6168.61 | 6172.25 | 1047.0 |
| 2024-11-15 02:45:00 | ES | Futures | 6172.25 | 6172.25 | 6169.65 | 6169.91 | 668.0 |
| 2024-11-15 02:50:00 | ES | Futures | 6170.17 | 6170.95 | 6168.61 | 6169.65 | 1134.0 |
| 2024-11-15 02:55:00 | ES | Futures | 6169.65 | 6169.65 | 6167.31 | 6167.83 | 1826.0 |
| 2024-11-15 03:00:00 | ES | Futures | 6167.83 | 6171.47 | 6167.83 | 6170.17 | 3036.0 |
| 2024-11-15 03:05:00 | ES | Futures | 6169.91 | 6170.43 | 6163.16 | 6163.94 | 2592.0 |
| 2024-11-15 03:10:00 | ES | Futures | 6163.94 | 6164.98 | 6161.6 | 6164.46 | 2912.0 |
| 2024-11-15 03:15:00 | ES | Futures | 6163.94 | 6168.61 | 6162.9 | 6166.28 | 2744.0 |
| 2024-11-15 03:20:00 | ES | Futures | 6166.28 | 6166.28 | 6161.35 | 6162.64 | 2331.0 |
| 2024-11-15 03:25:00 | ES | Futures | 6162.64 | 6162.64 | 6156.67 | 6157.45 | 3382.0 |
| 2024-11-15 03:30:00 | ES | Futures | 6157.45 | 6163.68 | 6156.93 | 6162.12 | 3197.0 |
| 2024-11-15 03:35:00 | ES | Futures | 6162.12 | 6163.68 | 6161.86 | 6163.16 | 2930.0 |
| 2024-11-15 03:40:00 | ES | Futures | 6163.16 | 6166.8 | 6163.16 | 6165.76 | 3610.0 |
| 2024-11-15 03:45:00 | ES | Futures | 6165.76 | 6167.57 | 6164.72 | 6165.24 | 2735.0 |
| 2024-11-15 03:50:00 | ES | Futures | 6165.5 | 6168.09 | 6163.68 | 6167.57 | 2969.0 |
| 2024-11-15 03:55:00 | ES | Futures | 6167.31 | 6169.91 | 6166.54 | 6169.65 | 2537.0 |
| 2024-11-15 04:00:00 | ES | Futures | 6169.39 | 6170.17 | 6167.05 | 6167.57 | 2350.0 |
| 2024-11-15 04:05:00 | ES | Futures | 6167.57 | 6168.61 | 6166.28 | 6167.05 | 1177.0 |
> showing 50 of 17,010 rows — these rows as CSV