PREVIEW / futures_5min / 2024-11-27
file: by_date/futures_5min/2024/2024-11-27.parquet size: 349 KB rows: 19,945
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-27 00:00:00 | ES | Futures | 6266.71 | 6266.97 | 6266.19 | 6266.45 | 205.0 |
| 2024-11-27 00:05:00 | ES | Futures | 6266.45 | 6266.71 | 6265.67 | 6266.45 | 296.0 |
| 2024-11-27 00:10:00 | ES | Futures | 6266.45 | 6266.71 | 6265.67 | 6265.93 | 172.0 |
| 2024-11-27 00:15:00 | ES | Futures | 6265.93 | 6265.93 | 6264.12 | 6264.89 | 512.0 |
| 2024-11-27 00:20:00 | ES | Futures | 6264.89 | 6265.93 | 6264.38 | 6265.93 | 312.0 |
| 2024-11-27 00:25:00 | ES | Futures | 6265.93 | 6266.97 | 6265.93 | 6266.45 | 482.0 |
| 2024-11-27 00:30:00 | ES | Futures | 6266.45 | 6268.01 | 6266.19 | 6267.75 | 515.0 |
| 2024-11-27 00:35:00 | ES | Futures | 6267.75 | 6268.27 | 6267.75 | 6268.01 | 352.0 |
| 2024-11-27 00:40:00 | ES | Futures | 6268.01 | 6268.27 | 6267.75 | 6268.01 | 146.0 |
| 2024-11-27 00:45:00 | ES | Futures | 6267.75 | 6268.01 | 6266.71 | 6267.49 | 452.0 |
| 2024-11-27 00:50:00 | ES | Futures | 6267.23 | 6267.49 | 6266.71 | 6266.97 | 178.0 |
| 2024-11-27 00:55:00 | ES | Futures | 6266.97 | 6266.97 | 6265.41 | 6265.67 | 293.0 |
| 2024-11-27 01:00:00 | ES | Futures | 6265.93 | 6266.45 | 6265.15 | 6265.67 | 442.0 |
| 2024-11-27 01:05:00 | ES | Futures | 6265.67 | 6267.75 | 6265.41 | 6266.71 | 656.0 |
| 2024-11-27 01:10:00 | ES | Futures | 6266.71 | 6267.75 | 6266.71 | 6267.49 | 162.0 |
| 2024-11-27 01:15:00 | ES | Futures | 6267.49 | 6269.05 | 6267.23 | 6268.27 | 530.0 |
| 2024-11-27 01:20:00 | ES | Futures | 6268.53 | 6268.79 | 6268.01 | 6268.53 | 180.0 |
| 2024-11-27 01:25:00 | ES | Futures | 6268.53 | 6268.53 | 6267.75 | 6268.27 | 234.0 |
| 2024-11-27 01:30:00 | ES | Futures | 6268.27 | 6269.05 | 6268.01 | 6268.53 | 373.0 |
| 2024-11-27 01:35:00 | ES | Futures | 6268.53 | 6268.53 | 6266.97 | 6267.75 | 345.0 |
| 2024-11-27 01:40:00 | ES | Futures | 6267.75 | 6269.31 | 6267.49 | 6268.79 | 288.0 |
| 2024-11-27 01:45:00 | ES | Futures | 6269.05 | 6269.31 | 6267.75 | 6268.01 | 406.0 |
| 2024-11-27 01:50:00 | ES | Futures | 6267.75 | 6268.53 | 6267.75 | 6268.27 | 289.0 |
| 2024-11-27 01:55:00 | ES | Futures | 6268.27 | 6268.53 | 6266.45 | 6266.71 | 406.0 |
| 2024-11-27 02:00:00 | ES | Futures | 6266.71 | 6268.01 | 6265.67 | 6267.75 | 977.0 |
| 2024-11-27 02:05:00 | ES | Futures | 6267.75 | 6268.79 | 6267.23 | 6267.75 | 643.0 |
| 2024-11-27 02:10:00 | ES | Futures | 6267.75 | 6268.79 | 6266.19 | 6268.27 | 528.0 |
| 2024-11-27 02:15:00 | ES | Futures | 6268.27 | 6269.57 | 6268.01 | 6269.57 | 437.0 |
| 2024-11-27 02:20:00 | ES | Futures | 6269.83 | 6270.6 | 6268.27 | 6268.79 | 656.0 |
| 2024-11-27 02:25:00 | ES | Futures | 6268.79 | 6269.31 | 6268.53 | 6269.31 | 356.0 |
| 2024-11-27 02:30:00 | ES | Futures | 6269.31 | 6271.64 | 6268.79 | 6270.34 | 789.0 |
| 2024-11-27 02:35:00 | ES | Futures | 6270.34 | 6270.86 | 6269.83 | 6270.6 | 397.0 |
| 2024-11-27 02:40:00 | ES | Futures | 6270.6 | 6270.6 | 6269.83 | 6270.6 | 373.0 |
| 2024-11-27 02:45:00 | ES | Futures | 6270.6 | 6270.86 | 6268.27 | 6268.79 | 1027.0 |
| 2024-11-27 02:50:00 | ES | Futures | 6268.79 | 6269.83 | 6267.49 | 6269.57 | 884.0 |
| 2024-11-27 02:55:00 | ES | Futures | 6269.57 | 6269.83 | 6267.49 | 6267.49 | 539.0 |
| 2024-11-27 03:00:00 | ES | Futures | 6267.49 | 6268.27 | 6262.3 | 6262.56 | 3669.0 |
| 2024-11-27 03:05:00 | ES | Futures | 6262.82 | 6266.97 | 6262.04 | 6265.15 | 2287.0 |
| 2024-11-27 03:10:00 | ES | Futures | 6265.41 | 6265.93 | 6262.56 | 6262.56 | 1490.0 |
| 2024-11-27 03:15:00 | ES | Futures | 6262.56 | 6264.89 | 6262.04 | 6263.6 | 1817.0 |
| 2024-11-27 03:20:00 | ES | Futures | 6263.86 | 6264.38 | 6257.89 | 6258.93 | 3671.0 |
| 2024-11-27 03:25:00 | ES | Futures | 6259.19 | 6262.04 | 6258.41 | 6259.96 | 1522.0 |
| 2024-11-27 03:30:00 | ES | Futures | 6259.96 | 6261.52 | 6257.89 | 6261.52 | 1448.0 |
| 2024-11-27 03:35:00 | ES | Futures | 6261.52 | 6262.56 | 6259.7 | 6260.74 | 1008.0 |
| 2024-11-27 03:40:00 | ES | Futures | 6260.48 | 6260.48 | 6256.85 | 6258.41 | 1471.0 |
| 2024-11-27 03:45:00 | ES | Futures | 6258.93 | 6261.52 | 6258.15 | 6260.74 | 1182.0 |
| 2024-11-27 03:50:00 | ES | Futures | 6260.74 | 6261.0 | 6257.37 | 6257.37 | 1184.0 |
| 2024-11-27 03:55:00 | ES | Futures | 6257.37 | 6259.7 | 6256.33 | 6259.19 | 1432.0 |
| 2024-11-27 04:00:00 | ES | Futures | 6259.19 | 6261.78 | 6258.41 | 6261.52 | 1101.0 |
| 2024-11-27 04:05:00 | ES | Futures | 6261.78 | 6262.82 | 6259.44 | 6259.7 | 1877.0 |
> showing 50 of 19,945 rows — these rows as CSV