PREVIEW / futures_5min / 2024-11-29
file: by_date/futures_5min/2024/2024-11-29.parquet size: 250 KB rows: 13,449
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-29 00:00:00 | ES | Futures | 6264.89 | 6265.41 | 6263.34 | 6263.86 | 690.0 |
| 2024-11-29 00:05:00 | ES | Futures | 6263.86 | 6264.12 | 6262.82 | 6263.08 | 370.0 |
| 2024-11-29 00:10:00 | ES | Futures | 6263.08 | 6263.86 | 6262.3 | 6263.08 | 389.0 |
| 2024-11-29 00:15:00 | ES | Futures | 6263.08 | 6263.6 | 6262.82 | 6263.34 | 273.0 |
| 2024-11-29 00:20:00 | ES | Futures | 6263.34 | 6263.6 | 6262.82 | 6263.34 | 177.0 |
| 2024-11-29 00:25:00 | ES | Futures | 6263.34 | 6263.34 | 6262.04 | 6262.3 | 304.0 |
| 2024-11-29 00:30:00 | ES | Futures | 6262.3 | 6262.56 | 6261.26 | 6261.52 | 345.0 |
| 2024-11-29 00:35:00 | ES | Futures | 6261.52 | 6262.56 | 6261.0 | 6262.04 | 427.0 |
| 2024-11-29 00:40:00 | ES | Futures | 6262.04 | 6262.04 | 6261.0 | 6261.52 | 221.0 |
| 2024-11-29 00:45:00 | ES | Futures | 6261.52 | 6262.3 | 6261.52 | 6262.04 | 297.0 |
| 2024-11-29 00:50:00 | ES | Futures | 6261.78 | 6262.3 | 6261.0 | 6261.52 | 210.0 |
| 2024-11-29 00:55:00 | ES | Futures | 6261.52 | 6262.56 | 6260.74 | 6261.0 | 298.0 |
| 2024-11-29 01:00:00 | ES | Futures | 6261.0 | 6261.52 | 6260.74 | 6260.74 | 292.0 |
| 2024-11-29 01:05:00 | ES | Futures | 6260.74 | 6261.0 | 6260.48 | 6260.74 | 242.0 |
| 2024-11-29 01:10:00 | ES | Futures | 6260.74 | 6261.26 | 6260.48 | 6260.74 | 223.0 |
| 2024-11-29 01:15:00 | ES | Futures | 6260.74 | 6260.74 | 6259.19 | 6259.7 | 377.0 |
| 2024-11-29 01:20:00 | ES | Futures | 6259.7 | 6260.74 | 6259.7 | 6260.48 | 219.0 |
| 2024-11-29 01:25:00 | ES | Futures | 6260.22 | 6260.22 | 6259.19 | 6259.44 | 304.0 |
| 2024-11-29 01:30:00 | ES | Futures | 6259.7 | 6262.04 | 6259.7 | 6261.0 | 681.0 |
| 2024-11-29 01:35:00 | ES | Futures | 6261.0 | 6262.3 | 6260.74 | 6260.74 | 286.0 |
| 2024-11-29 01:40:00 | ES | Futures | 6261.0 | 6261.78 | 6261.0 | 6261.52 | 182.0 |
| 2024-11-29 01:45:00 | ES | Futures | 6261.26 | 6261.52 | 6259.44 | 6260.48 | 365.0 |
| 2024-11-29 01:50:00 | ES | Futures | 6260.48 | 6261.0 | 6258.15 | 6259.44 | 385.0 |
| 2024-11-29 01:55:00 | ES | Futures | 6259.19 | 6261.0 | 6259.19 | 6260.74 | 154.0 |
| 2024-11-29 02:00:00 | ES | Futures | 6260.74 | 6260.74 | 6257.63 | 6258.93 | 624.0 |
| 2024-11-29 02:05:00 | ES | Futures | 6258.67 | 6259.44 | 6256.59 | 6257.63 | 654.0 |
| 2024-11-29 02:10:00 | ES | Futures | 6257.63 | 6257.89 | 6256.85 | 6257.37 | 360.0 |
| 2024-11-29 02:15:00 | ES | Futures | 6257.37 | 6257.37 | 6254.77 | 6256.33 | 728.0 |
| 2024-11-29 02:20:00 | ES | Futures | 6256.33 | 6257.37 | 6255.81 | 6257.37 | 374.0 |
| 2024-11-29 02:25:00 | ES | Futures | 6257.11 | 6257.37 | 6256.07 | 6257.11 | 242.0 |
| 2024-11-29 02:30:00 | ES | Futures | 6256.85 | 6256.85 | 6252.96 | 6254.51 | 892.0 |
| 2024-11-29 02:35:00 | ES | Futures | 6254.77 | 6255.29 | 6254.25 | 6255.03 | 488.0 |
| 2024-11-29 02:40:00 | ES | Futures | 6255.03 | 6257.37 | 6254.77 | 6256.07 | 356.0 |
| 2024-11-29 02:45:00 | ES | Futures | 6256.07 | 6258.41 | 6255.55 | 6257.89 | 531.0 |
| 2024-11-29 02:50:00 | ES | Futures | 6258.15 | 6259.19 | 6257.89 | 6257.89 | 455.0 |
| 2024-11-29 02:55:00 | ES | Futures | 6257.89 | 6258.15 | 6255.55 | 6256.85 | 540.0 |
| 2024-11-29 03:00:00 | ES | Futures | 6256.85 | 6262.56 | 6256.59 | 6262.56 | 1492.0 |
| 2024-11-29 03:05:00 | ES | Futures | 6262.3 | 6263.08 | 6261.78 | 6262.56 | 678.0 |
| 2024-11-29 03:10:00 | ES | Futures | 6262.3 | 6262.82 | 6259.44 | 6260.74 | 746.0 |
| 2024-11-29 03:15:00 | ES | Futures | 6260.48 | 6262.04 | 6259.7 | 6260.22 | 764.0 |
| 2024-11-29 03:20:00 | ES | Futures | 6260.22 | 6261.78 | 6259.7 | 6261.52 | 421.0 |
| 2024-11-29 03:25:00 | ES | Futures | 6261.52 | 6262.56 | 6260.74 | 6262.04 | 640.0 |
| 2024-11-29 03:30:00 | ES | Futures | 6261.52 | 6262.3 | 6260.22 | 6260.74 | 644.0 |
| 2024-11-29 03:35:00 | ES | Futures | 6260.74 | 6262.3 | 6260.48 | 6261.0 | 664.0 |
| 2024-11-29 03:40:00 | ES | Futures | 6261.26 | 6261.78 | 6258.15 | 6258.15 | 749.0 |
| 2024-11-29 03:45:00 | ES | Futures | 6258.15 | 6259.7 | 6257.89 | 6259.44 | 443.0 |
| 2024-11-29 03:50:00 | ES | Futures | 6259.7 | 6261.78 | 6258.67 | 6261.78 | 760.0 |
| 2024-11-29 03:55:00 | ES | Futures | 6261.78 | 6262.3 | 6260.48 | 6261.26 | 449.0 |
| 2024-11-29 04:00:00 | ES | Futures | 6261.0 | 6263.34 | 6260.22 | 6263.08 | 1647.0 |
| 2024-11-29 04:05:00 | ES | Futures | 6262.82 | 6263.08 | 6261.52 | 6262.82 | 472.0 |
> showing 50 of 13,449 rows — these rows as CSV