PREVIEW / futures_5min / 2024-11-26
file: by_date/futures_5min/2024/2024-11-26.parquet size: 357 KB rows: 20,769
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-26 00:00:00 | ES | Futures | 6237.39 | 6238.42 | 6236.87 | 6237.9 | 317.0 |
| 2024-11-26 00:05:00 | ES | Futures | 6237.9 | 6238.68 | 6237.64 | 6237.9 | 282.0 |
| 2024-11-26 00:10:00 | ES | Futures | 6237.9 | 6237.9 | 6236.35 | 6236.61 | 342.0 |
| 2024-11-26 00:15:00 | ES | Futures | 6236.61 | 6237.39 | 6235.83 | 6236.35 | 402.0 |
| 2024-11-26 00:20:00 | ES | Futures | 6236.09 | 6237.39 | 6235.83 | 6237.13 | 211.0 |
| 2024-11-26 00:25:00 | ES | Futures | 6237.13 | 6237.13 | 6235.05 | 6235.31 | 519.0 |
| 2024-11-26 00:30:00 | ES | Futures | 6235.31 | 6236.61 | 6233.75 | 6235.31 | 932.0 |
| 2024-11-26 00:35:00 | ES | Futures | 6235.31 | 6235.57 | 6233.75 | 6235.05 | 565.0 |
| 2024-11-26 00:40:00 | ES | Futures | 6235.31 | 6235.83 | 6232.19 | 6233.49 | 636.0 |
| 2024-11-26 00:45:00 | ES | Futures | 6233.49 | 6233.75 | 6230.9 | 6232.71 | 1037.0 |
| 2024-11-26 00:50:00 | ES | Futures | 6232.97 | 6233.23 | 6231.42 | 6231.94 | 468.0 |
| 2024-11-26 00:55:00 | ES | Futures | 6231.94 | 6232.97 | 6231.68 | 6232.45 | 268.0 |
| 2024-11-26 01:00:00 | ES | Futures | 6232.71 | 6234.01 | 6232.45 | 6233.75 | 453.0 |
| 2024-11-26 01:05:00 | ES | Futures | 6233.75 | 6236.09 | 6233.49 | 6235.31 | 605.0 |
| 2024-11-26 01:10:00 | ES | Futures | 6235.05 | 6235.83 | 6234.53 | 6235.31 | 313.0 |
| 2024-11-26 01:15:00 | ES | Futures | 6235.05 | 6236.09 | 6234.53 | 6235.05 | 304.0 |
| 2024-11-26 01:20:00 | ES | Futures | 6235.05 | 6236.61 | 6234.79 | 6235.31 | 389.0 |
| 2024-11-26 01:25:00 | ES | Futures | 6235.31 | 6236.35 | 6234.01 | 6235.57 | 536.0 |
| 2024-11-26 01:30:00 | ES | Futures | 6235.57 | 6236.61 | 6235.05 | 6236.35 | 322.0 |
| 2024-11-26 01:35:00 | ES | Futures | 6236.35 | 6238.42 | 6235.83 | 6238.16 | 355.0 |
| 2024-11-26 01:40:00 | ES | Futures | 6238.16 | 6241.02 | 6237.9 | 6239.72 | 883.0 |
| 2024-11-26 01:45:00 | ES | Futures | 6239.72 | 6239.98 | 6238.42 | 6239.2 | 652.0 |
| 2024-11-26 01:50:00 | ES | Futures | 6239.2 | 6239.2 | 6236.61 | 6236.87 | 470.0 |
| 2024-11-26 01:55:00 | ES | Futures | 6237.13 | 6237.64 | 6235.57 | 6236.87 | 589.0 |
| 2024-11-26 02:00:00 | ES | Futures | 6236.61 | 6236.61 | 6231.94 | 6233.75 | 1125.0 |
| 2024-11-26 02:05:00 | ES | Futures | 6233.75 | 6236.09 | 6232.71 | 6233.23 | 659.0 |
| 2024-11-26 02:10:00 | ES | Futures | 6233.49 | 6235.57 | 6233.49 | 6233.49 | 757.0 |
| 2024-11-26 02:15:00 | ES | Futures | 6233.75 | 6236.61 | 6233.23 | 6236.35 | 539.0 |
| 2024-11-26 02:20:00 | ES | Futures | 6236.35 | 6238.16 | 6235.31 | 6236.61 | 723.0 |
| 2024-11-26 02:25:00 | ES | Futures | 6236.61 | 6237.64 | 6236.09 | 6236.61 | 520.0 |
| 2024-11-26 02:30:00 | ES | Futures | 6236.87 | 6237.9 | 6233.23 | 6233.75 | 917.0 |
| 2024-11-26 02:35:00 | ES | Futures | 6233.49 | 6234.53 | 6230.64 | 6234.27 | 1086.0 |
| 2024-11-26 02:40:00 | ES | Futures | 6234.01 | 6234.53 | 6230.9 | 6231.42 | 851.0 |
| 2024-11-26 02:45:00 | ES | Futures | 6231.68 | 6233.75 | 6230.9 | 6232.97 | 1016.0 |
| 2024-11-26 02:50:00 | ES | Futures | 6233.23 | 6233.75 | 6230.9 | 6230.9 | 757.0 |
| 2024-11-26 02:55:00 | ES | Futures | 6230.9 | 6231.16 | 6229.34 | 6229.86 | 1050.0 |
| 2024-11-26 03:00:00 | ES | Futures | 6229.6 | 6230.9 | 6226.49 | 6230.9 | 3059.0 |
| 2024-11-26 03:05:00 | ES | Futures | 6230.9 | 6233.49 | 6228.3 | 6228.56 | 1912.0 |
| 2024-11-26 03:10:00 | ES | Futures | 6228.56 | 6231.16 | 6226.49 | 6229.34 | 1881.0 |
| 2024-11-26 03:15:00 | ES | Futures | 6229.34 | 6233.75 | 6228.56 | 6232.97 | 1727.0 |
| 2024-11-26 03:20:00 | ES | Futures | 6232.97 | 6232.97 | 6228.56 | 6229.08 | 1567.0 |
| 2024-11-26 03:25:00 | ES | Futures | 6228.82 | 6231.42 | 6227.78 | 6230.38 | 1980.0 |
| 2024-11-26 03:30:00 | ES | Futures | 6230.12 | 6230.12 | 6226.49 | 6228.82 | 2391.0 |
| 2024-11-26 03:35:00 | ES | Futures | 6229.08 | 6229.86 | 6225.45 | 6227.52 | 1570.0 |
| 2024-11-26 03:40:00 | ES | Futures | 6227.26 | 6228.56 | 6225.97 | 6228.3 | 976.0 |
| 2024-11-26 03:45:00 | ES | Futures | 6228.04 | 6231.94 | 6227.26 | 6231.42 | 1144.0 |
| 2024-11-26 03:50:00 | ES | Futures | 6231.16 | 6232.45 | 6230.12 | 6230.64 | 1018.0 |
| 2024-11-26 03:55:00 | ES | Futures | 6230.38 | 6230.9 | 6227.26 | 6229.08 | 903.0 |
| 2024-11-26 04:00:00 | ES | Futures | 6229.34 | 6234.79 | 6228.3 | 6233.75 | 1895.0 |
| 2024-11-26 04:05:00 | ES | Futures | 6233.49 | 6236.09 | 6231.94 | 6232.97 | 1780.0 |
> showing 50 of 20,769 rows — these rows as CSV