PREVIEW / futures_5min / 2024-11-18
file: by_date/futures_5min/2024/2024-11-18.parquet size: 372 KB rows: 21,035
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-18 00:00:00 | ES | Futures | 6139.29 | 6139.8 | 6138.77 | 6139.55 | 549.0 |
| 2024-11-18 00:05:00 | ES | Futures | 6139.55 | 6139.8 | 6138.77 | 6139.03 | 588.0 |
| 2024-11-18 00:10:00 | ES | Futures | 6138.77 | 6138.77 | 6136.95 | 6137.21 | 741.0 |
| 2024-11-18 00:15:00 | ES | Futures | 6137.21 | 6137.47 | 6136.69 | 6137.21 | 455.0 |
| 2024-11-18 00:20:00 | ES | Futures | 6137.21 | 6137.73 | 6136.43 | 6137.21 | 660.0 |
| 2024-11-18 00:25:00 | ES | Futures | 6137.21 | 6138.77 | 6137.21 | 6137.99 | 508.0 |
| 2024-11-18 00:30:00 | ES | Futures | 6137.99 | 6138.25 | 6135.65 | 6135.91 | 446.0 |
| 2024-11-18 00:35:00 | ES | Futures | 6135.91 | 6136.17 | 6135.65 | 6135.91 | 311.0 |
| 2024-11-18 00:40:00 | ES | Futures | 6136.17 | 6137.21 | 6135.91 | 6136.95 | 194.0 |
| 2024-11-18 00:45:00 | ES | Futures | 6136.95 | 6137.99 | 6136.95 | 6137.21 | 398.0 |
| 2024-11-18 00:50:00 | ES | Futures | 6136.95 | 6136.95 | 6136.43 | 6136.69 | 212.0 |
| 2024-11-18 00:55:00 | ES | Futures | 6136.69 | 6137.99 | 6136.43 | 6137.99 | 408.0 |
| 2024-11-18 01:00:00 | ES | Futures | 6137.73 | 6137.73 | 6136.17 | 6136.43 | 621.0 |
| 2024-11-18 01:05:00 | ES | Futures | 6136.69 | 6136.69 | 6135.39 | 6135.91 | 547.0 |
| 2024-11-18 01:10:00 | ES | Futures | 6136.17 | 6136.95 | 6135.91 | 6136.95 | 390.0 |
| 2024-11-18 01:15:00 | ES | Futures | 6136.95 | 6138.25 | 6136.95 | 6137.47 | 244.0 |
| 2024-11-18 01:20:00 | ES | Futures | 6137.47 | 6139.03 | 6137.21 | 6139.03 | 464.0 |
| 2024-11-18 01:25:00 | ES | Futures | 6139.03 | 6139.03 | 6138.25 | 6138.25 | 400.0 |
| 2024-11-18 01:30:00 | ES | Futures | 6138.25 | 6139.29 | 6138.25 | 6139.29 | 637.0 |
| 2024-11-18 01:35:00 | ES | Futures | 6139.03 | 6141.1 | 6139.03 | 6140.84 | 849.0 |
| 2024-11-18 01:40:00 | ES | Futures | 6140.58 | 6140.58 | 6139.55 | 6139.8 | 272.0 |
| 2024-11-18 01:45:00 | ES | Futures | 6140.06 | 6140.58 | 6140.06 | 6140.58 | 214.0 |
| 2024-11-18 01:50:00 | ES | Futures | 6140.84 | 6140.84 | 6139.8 | 6140.58 | 417.0 |
| 2024-11-18 01:55:00 | ES | Futures | 6140.58 | 6140.84 | 6140.06 | 6140.58 | 265.0 |
| 2024-11-18 02:00:00 | ES | Futures | 6140.58 | 6140.84 | 6137.73 | 6138.77 | 1097.0 |
| 2024-11-18 02:05:00 | ES | Futures | 6138.77 | 6138.77 | 6137.21 | 6137.47 | 681.0 |
| 2024-11-18 02:10:00 | ES | Futures | 6137.47 | 6137.99 | 6136.95 | 6137.21 | 644.0 |
| 2024-11-18 02:15:00 | ES | Futures | 6137.21 | 6138.25 | 6136.43 | 6136.95 | 677.0 |
| 2024-11-18 02:20:00 | ES | Futures | 6136.69 | 6137.21 | 6133.06 | 6133.84 | 1459.0 |
| 2024-11-18 02:25:00 | ES | Futures | 6133.58 | 6134.1 | 6131.24 | 6131.5 | 1271.0 |
| 2024-11-18 02:30:00 | ES | Futures | 6131.5 | 6131.76 | 6129.16 | 6130.46 | 1371.0 |
| 2024-11-18 02:35:00 | ES | Futures | 6130.2 | 6132.28 | 6129.94 | 6131.5 | 903.0 |
| 2024-11-18 02:40:00 | ES | Futures | 6131.5 | 6132.28 | 6129.94 | 6130.46 | 791.0 |
| 2024-11-18 02:45:00 | ES | Futures | 6130.46 | 6130.98 | 6124.23 | 6124.75 | 2880.0 |
| 2024-11-18 02:50:00 | ES | Futures | 6124.75 | 6128.65 | 6124.49 | 6127.87 | 1383.0 |
| 2024-11-18 02:55:00 | ES | Futures | 6128.13 | 6129.16 | 6127.09 | 6128.39 | 683.0 |
| 2024-11-18 03:00:00 | ES | Futures | 6128.39 | 6132.02 | 6124.23 | 6127.61 | 4369.0 |
| 2024-11-18 03:05:00 | ES | Futures | 6127.61 | 6127.61 | 6123.45 | 6125.53 | 1991.0 |
| 2024-11-18 03:10:00 | ES | Futures | 6125.79 | 6127.35 | 6123.97 | 6127.09 | 1944.0 |
| 2024-11-18 03:15:00 | ES | Futures | 6127.09 | 6131.24 | 6126.31 | 6130.98 | 1590.0 |
| 2024-11-18 03:20:00 | ES | Futures | 6130.98 | 6133.84 | 6129.16 | 6133.32 | 2691.0 |
| 2024-11-18 03:25:00 | ES | Futures | 6133.06 | 6133.58 | 6131.76 | 6132.54 | 1427.0 |
| 2024-11-18 03:30:00 | ES | Futures | 6132.28 | 6132.28 | 6128.39 | 6129.16 | 1859.0 |
| 2024-11-18 03:35:00 | ES | Futures | 6128.9 | 6130.46 | 6128.39 | 6130.2 | 1219.0 |
| 2024-11-18 03:40:00 | ES | Futures | 6129.94 | 6130.2 | 6126.83 | 6128.9 | 997.0 |
| 2024-11-18 03:45:00 | ES | Futures | 6128.65 | 6130.2 | 6127.35 | 6129.16 | 1103.0 |
| 2024-11-18 03:50:00 | ES | Futures | 6129.16 | 6131.76 | 6128.13 | 6130.46 | 1097.0 |
| 2024-11-18 03:55:00 | ES | Futures | 6130.46 | 6132.02 | 6129.68 | 6130.72 | 951.0 |
| 2024-11-18 04:00:00 | ES | Futures | 6130.98 | 6130.98 | 6124.75 | 6124.75 | 3666.0 |
| 2024-11-18 04:05:00 | ES | Futures | 6125.01 | 6127.09 | 6122.68 | 6126.83 | 3464.0 |
> showing 50 of 21,035 rows — these rows as CSV