PREVIEW / futures_5min / 2024-11-21
file: by_date/futures_5min/2024/2024-11-21.parquet size: 366 KB rows: 20,577
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-21 00:00:00 | ES | Futures | 6149.67 | 6150.45 | 6148.89 | 6150.19 | 220.0 |
| 2024-11-21 00:05:00 | ES | Futures | 6150.19 | 6151.48 | 6150.19 | 6151.22 | 225.0 |
| 2024-11-21 00:10:00 | ES | Futures | 6150.96 | 6151.48 | 6150.7 | 6151.22 | 163.0 |
| 2024-11-21 00:15:00 | ES | Futures | 6151.22 | 6153.82 | 6150.96 | 6153.3 | 578.0 |
| 2024-11-21 00:20:00 | ES | Futures | 6153.3 | 6155.64 | 6153.3 | 6155.38 | 664.0 |
| 2024-11-21 00:25:00 | ES | Futures | 6155.38 | 6155.64 | 6154.08 | 6154.6 | 380.0 |
| 2024-11-21 00:30:00 | ES | Futures | 6154.34 | 6154.6 | 6152.78 | 6153.04 | 367.0 |
| 2024-11-21 00:35:00 | ES | Futures | 6153.04 | 6153.04 | 6149.41 | 6150.19 | 603.0 |
| 2024-11-21 00:40:00 | ES | Futures | 6150.19 | 6151.22 | 6147.59 | 6150.7 | 780.0 |
| 2024-11-21 00:45:00 | ES | Futures | 6151.22 | 6151.74 | 6150.19 | 6150.45 | 314.0 |
| 2024-11-21 00:50:00 | ES | Futures | 6150.45 | 6151.48 | 6150.45 | 6150.96 | 212.0 |
| 2024-11-21 00:55:00 | ES | Futures | 6150.96 | 6152.0 | 6150.45 | 6151.22 | 228.0 |
| 2024-11-21 01:00:00 | ES | Futures | 6151.48 | 6151.48 | 6150.45 | 6150.7 | 315.0 |
| 2024-11-21 01:05:00 | ES | Futures | 6150.7 | 6152.26 | 6148.89 | 6151.74 | 720.0 |
| 2024-11-21 01:10:00 | ES | Futures | 6152.0 | 6152.26 | 6150.45 | 6151.74 | 481.0 |
| 2024-11-21 01:15:00 | ES | Futures | 6152.0 | 6153.04 | 6150.45 | 6151.74 | 382.0 |
| 2024-11-21 01:20:00 | ES | Futures | 6151.48 | 6151.48 | 6149.93 | 6150.96 | 227.0 |
| 2024-11-21 01:25:00 | ES | Futures | 6150.96 | 6153.56 | 6150.96 | 6153.3 | 342.0 |
| 2024-11-21 01:30:00 | ES | Futures | 6153.3 | 6154.6 | 6153.04 | 6154.08 | 486.0 |
| 2024-11-21 01:35:00 | ES | Futures | 6154.34 | 6154.34 | 6151.48 | 6152.78 | 424.0 |
| 2024-11-21 01:40:00 | ES | Futures | 6152.78 | 6154.34 | 6152.52 | 6153.56 | 341.0 |
| 2024-11-21 01:45:00 | ES | Futures | 6153.82 | 6154.08 | 6152.52 | 6152.78 | 219.0 |
| 2024-11-21 01:50:00 | ES | Futures | 6153.04 | 6153.56 | 6151.74 | 6152.78 | 357.0 |
| 2024-11-21 01:55:00 | ES | Futures | 6152.52 | 6154.08 | 6152.26 | 6153.56 | 219.0 |
| 2024-11-21 02:00:00 | ES | Futures | 6153.56 | 6157.97 | 6153.56 | 6157.97 | 986.0 |
| 2024-11-21 02:05:00 | ES | Futures | 6157.71 | 6161.6 | 6157.71 | 6158.75 | 1183.0 |
| 2024-11-21 02:10:00 | ES | Futures | 6158.49 | 6158.75 | 6155.9 | 6156.67 | 452.0 |
| 2024-11-21 02:15:00 | ES | Futures | 6156.67 | 6157.19 | 6155.12 | 6156.15 | 720.0 |
| 2024-11-21 02:20:00 | ES | Futures | 6156.15 | 6156.15 | 6153.3 | 6155.12 | 658.0 |
| 2024-11-21 02:25:00 | ES | Futures | 6155.12 | 6156.15 | 6135.91 | 6139.55 | 6897.0 |
| 2024-11-21 02:30:00 | ES | Futures | 6139.8 | 6147.07 | 6139.55 | 6140.58 | 4268.0 |
| 2024-11-21 02:35:00 | ES | Futures | 6140.84 | 6145.77 | 6136.43 | 6143.7 | 3322.0 |
| 2024-11-21 02:40:00 | ES | Futures | 6143.96 | 6146.81 | 6140.06 | 6146.03 | 1484.0 |
| 2024-11-21 02:45:00 | ES | Futures | 6145.77 | 6152.52 | 6143.44 | 6151.48 | 1642.0 |
| 2024-11-21 02:50:00 | ES | Futures | 6151.48 | 6156.41 | 6151.22 | 6154.86 | 1905.0 |
| 2024-11-21 02:55:00 | ES | Futures | 6154.6 | 6154.86 | 6149.15 | 6149.93 | 2069.0 |
| 2024-11-21 03:00:00 | ES | Futures | 6149.67 | 6156.67 | 6147.59 | 6153.04 | 3262.0 |
| 2024-11-21 03:05:00 | ES | Futures | 6152.78 | 6153.56 | 6147.59 | 6148.89 | 2133.0 |
| 2024-11-21 03:10:00 | ES | Futures | 6148.89 | 6153.56 | 6147.59 | 6150.7 | 2076.0 |
| 2024-11-21 03:15:00 | ES | Futures | 6150.45 | 6150.45 | 6143.18 | 6147.33 | 1641.0 |
| 2024-11-21 03:20:00 | ES | Futures | 6147.59 | 6153.82 | 6142.66 | 6145.0 | 4242.0 |
| 2024-11-21 03:25:00 | ES | Futures | 6145.25 | 6148.89 | 6142.92 | 6148.11 | 3260.0 |
| 2024-11-21 03:30:00 | ES | Futures | 6147.85 | 6148.11 | 6142.14 | 6145.77 | 3279.0 |
| 2024-11-21 03:35:00 | ES | Futures | 6145.77 | 6147.33 | 6140.32 | 6142.4 | 2507.0 |
| 2024-11-21 03:40:00 | ES | Futures | 6142.66 | 6143.96 | 6139.29 | 6139.55 | 1789.0 |
| 2024-11-21 03:45:00 | ES | Futures | 6139.8 | 6145.77 | 6138.77 | 6145.25 | 1835.0 |
| 2024-11-21 03:50:00 | ES | Futures | 6145.0 | 6149.41 | 6143.96 | 6148.37 | 1429.0 |
| 2024-11-21 03:55:00 | ES | Futures | 6148.37 | 6150.7 | 6146.81 | 6148.11 | 1962.0 |
| 2024-11-21 04:00:00 | ES | Futures | 6147.85 | 6148.11 | 6140.58 | 6142.4 | 3044.0 |
| 2024-11-21 04:05:00 | ES | Futures | 6142.66 | 6145.25 | 6137.21 | 6137.99 | 1993.0 |
> showing 50 of 20,577 rows — these rows as CSV