PREVIEW / futures_5min / 2024-11-25
file: by_date/futures_5min/2024/2024-11-25.parquet size: 375 KB rows: 20,952
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-25 00:00:00 | ES | Futures | 6242.58 | 6242.84 | 6242.06 | 6242.58 | 252.0 |
| 2024-11-25 00:05:00 | ES | Futures | 6242.84 | 6242.84 | 6242.32 | 6242.58 | 151.0 |
| 2024-11-25 00:10:00 | ES | Futures | 6242.58 | 6242.84 | 6241.8 | 6242.58 | 307.0 |
| 2024-11-25 00:15:00 | ES | Futures | 6242.32 | 6242.84 | 6241.54 | 6241.8 | 279.0 |
| 2024-11-25 00:20:00 | ES | Futures | 6241.8 | 6241.8 | 6241.28 | 6241.54 | 260.0 |
| 2024-11-25 00:25:00 | ES | Futures | 6241.8 | 6243.09 | 6241.28 | 6242.06 | 665.0 |
| 2024-11-25 00:30:00 | ES | Futures | 6242.06 | 6242.58 | 6241.8 | 6242.06 | 370.0 |
| 2024-11-25 00:35:00 | ES | Futures | 6241.8 | 6243.09 | 6241.8 | 6243.09 | 225.0 |
| 2024-11-25 00:40:00 | ES | Futures | 6243.09 | 6243.35 | 6242.06 | 6242.06 | 520.0 |
| 2024-11-25 00:45:00 | ES | Futures | 6242.06 | 6242.58 | 6242.06 | 6242.32 | 165.0 |
| 2024-11-25 00:50:00 | ES | Futures | 6242.32 | 6242.58 | 6242.06 | 6242.58 | 225.0 |
| 2024-11-25 00:55:00 | ES | Futures | 6242.58 | 6243.35 | 6242.32 | 6243.09 | 248.0 |
| 2024-11-25 01:00:00 | ES | Futures | 6243.09 | 6243.09 | 6241.28 | 6241.54 | 569.0 |
| 2024-11-25 01:05:00 | ES | Futures | 6241.54 | 6241.54 | 6240.76 | 6241.54 | 466.0 |
| 2024-11-25 01:10:00 | ES | Futures | 6241.54 | 6241.8 | 6240.76 | 6241.28 | 280.0 |
| 2024-11-25 01:15:00 | ES | Futures | 6241.02 | 6241.28 | 6240.76 | 6241.02 | 226.0 |
| 2024-11-25 01:20:00 | ES | Futures | 6240.76 | 6242.06 | 6240.76 | 6241.8 | 384.0 |
| 2024-11-25 01:25:00 | ES | Futures | 6241.8 | 6242.32 | 6241.54 | 6241.54 | 274.0 |
| 2024-11-25 01:30:00 | ES | Futures | 6241.54 | 6242.06 | 6241.02 | 6241.02 | 537.0 |
| 2024-11-25 01:35:00 | ES | Futures | 6241.02 | 6241.8 | 6241.02 | 6241.54 | 278.0 |
| 2024-11-25 01:40:00 | ES | Futures | 6241.54 | 6242.32 | 6241.02 | 6241.02 | 486.0 |
| 2024-11-25 01:45:00 | ES | Futures | 6241.28 | 6241.54 | 6240.5 | 6241.02 | 266.0 |
| 2024-11-25 01:50:00 | ES | Futures | 6240.76 | 6241.54 | 6240.76 | 6241.28 | 302.0 |
| 2024-11-25 01:55:00 | ES | Futures | 6241.28 | 6241.28 | 6240.76 | 6241.28 | 319.0 |
| 2024-11-25 02:00:00 | ES | Futures | 6241.28 | 6241.28 | 6239.98 | 6240.24 | 1019.0 |
| 2024-11-25 02:05:00 | ES | Futures | 6240.24 | 6242.06 | 6240.24 | 6241.54 | 584.0 |
| 2024-11-25 02:10:00 | ES | Futures | 6241.54 | 6241.8 | 6240.24 | 6240.76 | 370.0 |
| 2024-11-25 02:15:00 | ES | Futures | 6240.76 | 6241.54 | 6240.5 | 6241.28 | 371.0 |
| 2024-11-25 02:20:00 | ES | Futures | 6241.28 | 6241.28 | 6240.24 | 6240.24 | 250.0 |
| 2024-11-25 02:25:00 | ES | Futures | 6240.5 | 6240.76 | 6239.2 | 6239.46 | 425.0 |
| 2024-11-25 02:30:00 | ES | Futures | 6239.2 | 6239.72 | 6237.9 | 6238.68 | 650.0 |
| 2024-11-25 02:35:00 | ES | Futures | 6238.94 | 6239.46 | 6238.42 | 6238.94 | 410.0 |
| 2024-11-25 02:40:00 | ES | Futures | 6238.94 | 6239.72 | 6238.94 | 6239.72 | 445.0 |
| 2024-11-25 02:45:00 | ES | Futures | 6239.46 | 6240.76 | 6239.46 | 6240.24 | 571.0 |
| 2024-11-25 02:50:00 | ES | Futures | 6240.24 | 6241.8 | 6240.24 | 6241.8 | 408.0 |
| 2024-11-25 02:55:00 | ES | Futures | 6241.54 | 6242.06 | 6240.5 | 6240.5 | 765.0 |
| 2024-11-25 03:00:00 | ES | Futures | 6240.76 | 6243.09 | 6240.76 | 6242.84 | 1898.0 |
| 2024-11-25 03:05:00 | ES | Futures | 6242.84 | 6243.35 | 6242.06 | 6242.58 | 1126.0 |
| 2024-11-25 03:10:00 | ES | Futures | 6242.32 | 6243.09 | 6241.28 | 6242.58 | 1364.0 |
| 2024-11-25 03:15:00 | ES | Futures | 6242.84 | 6243.61 | 6242.32 | 6243.09 | 1468.0 |
| 2024-11-25 03:20:00 | ES | Futures | 6242.84 | 6243.35 | 6240.5 | 6241.28 | 1438.0 |
| 2024-11-25 03:25:00 | ES | Futures | 6241.28 | 6242.58 | 6239.72 | 6242.06 | 947.0 |
| 2024-11-25 03:30:00 | ES | Futures | 6241.8 | 6242.06 | 6240.5 | 6241.54 | 746.0 |
| 2024-11-25 03:35:00 | ES | Futures | 6241.54 | 6243.09 | 6241.28 | 6243.09 | 805.0 |
| 2024-11-25 03:40:00 | ES | Futures | 6242.84 | 6243.61 | 6242.32 | 6243.35 | 1360.0 |
| 2024-11-25 03:45:00 | ES | Futures | 6243.09 | 6243.09 | 6242.06 | 6242.84 | 731.0 |
| 2024-11-25 03:50:00 | ES | Futures | 6242.58 | 6243.09 | 6241.02 | 6241.8 | 710.0 |
| 2024-11-25 03:55:00 | ES | Futures | 6241.8 | 6242.84 | 6241.54 | 6241.8 | 980.0 |
| 2024-11-25 04:00:00 | ES | Futures | 6241.8 | 6242.32 | 6239.98 | 6241.02 | 1673.0 |
| 2024-11-25 04:05:00 | ES | Futures | 6241.02 | 6242.06 | 6240.24 | 6241.54 | 729.0 |
> showing 50 of 20,952 rows — these rows as CSV