PREVIEW / futures_5min / 2024-12-02
file: by_date/futures_5min/2024/2024-12-02.parquet size: 352 KB rows: 20,218
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-02 00:00:00 | ES | Futures | 6270.34 | 6272.16 | 6269.57 | 6271.64 | 1097.0 |
| 2024-12-02 00:05:00 | ES | Futures | 6271.9 | 6272.16 | 6270.86 | 6271.38 | 398.0 |
| 2024-12-02 00:10:00 | ES | Futures | 6271.64 | 6271.64 | 6270.86 | 6271.12 | 234.0 |
| 2024-12-02 00:15:00 | ES | Futures | 6270.86 | 6271.12 | 6270.09 | 6270.09 | 250.0 |
| 2024-12-02 00:20:00 | ES | Futures | 6270.09 | 6270.34 | 6269.05 | 6269.57 | 450.0 |
| 2024-12-02 00:25:00 | ES | Futures | 6269.83 | 6270.6 | 6269.57 | 6269.57 | 319.0 |
| 2024-12-02 00:30:00 | ES | Futures | 6269.83 | 6270.34 | 6269.31 | 6269.83 | 289.0 |
| 2024-12-02 00:35:00 | ES | Futures | 6269.83 | 6270.6 | 6269.57 | 6270.6 | 295.0 |
| 2024-12-02 00:40:00 | ES | Futures | 6270.34 | 6270.86 | 6270.09 | 6270.6 | 211.0 |
| 2024-12-02 00:45:00 | ES | Futures | 6270.6 | 6271.12 | 6270.09 | 6270.6 | 201.0 |
| 2024-12-02 00:50:00 | ES | Futures | 6270.86 | 6270.86 | 6270.09 | 6270.34 | 261.0 |
| 2024-12-02 00:55:00 | ES | Futures | 6270.6 | 6270.6 | 6268.79 | 6269.05 | 516.0 |
| 2024-12-02 01:00:00 | ES | Futures | 6269.05 | 6269.57 | 6268.27 | 6269.31 | 609.0 |
| 2024-12-02 01:05:00 | ES | Futures | 6269.05 | 6269.31 | 6267.23 | 6267.23 | 793.0 |
| 2024-12-02 01:10:00 | ES | Futures | 6267.23 | 6268.01 | 6267.23 | 6267.75 | 318.0 |
| 2024-12-02 01:15:00 | ES | Futures | 6267.75 | 6268.01 | 6265.93 | 6266.19 | 567.0 |
| 2024-12-02 01:20:00 | ES | Futures | 6266.19 | 6266.97 | 6265.93 | 6266.97 | 281.0 |
| 2024-12-02 01:25:00 | ES | Futures | 6266.71 | 6268.01 | 6266.45 | 6266.97 | 503.0 |
| 2024-12-02 01:30:00 | ES | Futures | 6267.23 | 6267.49 | 6266.71 | 6266.97 | 355.0 |
| 2024-12-02 01:35:00 | ES | Futures | 6266.97 | 6266.97 | 6265.93 | 6266.71 | 488.0 |
| 2024-12-02 01:40:00 | ES | Futures | 6266.45 | 6266.71 | 6266.19 | 6266.45 | 256.0 |
| 2024-12-02 01:45:00 | ES | Futures | 6266.71 | 6267.75 | 6266.71 | 6267.75 | 400.0 |
| 2024-12-02 01:50:00 | ES | Futures | 6267.75 | 6268.79 | 6267.49 | 6268.79 | 321.0 |
| 2024-12-02 01:55:00 | ES | Futures | 6268.79 | 6269.57 | 6268.53 | 6269.57 | 473.0 |
| 2024-12-02 02:00:00 | ES | Futures | 6269.57 | 6270.34 | 6268.79 | 6269.57 | 853.0 |
| 2024-12-02 02:05:00 | ES | Futures | 6269.31 | 6269.83 | 6268.79 | 6269.57 | 407.0 |
| 2024-12-02 02:10:00 | ES | Futures | 6269.31 | 6269.57 | 6267.49 | 6268.01 | 688.0 |
| 2024-12-02 02:15:00 | ES | Futures | 6267.75 | 6268.53 | 6267.23 | 6268.27 | 622.0 |
| 2024-12-02 02:20:00 | ES | Futures | 6268.27 | 6269.57 | 6268.01 | 6268.53 | 518.0 |
| 2024-12-02 02:25:00 | ES | Futures | 6268.53 | 6269.57 | 6268.27 | 6268.53 | 448.0 |
| 2024-12-02 02:30:00 | ES | Futures | 6268.79 | 6268.79 | 6268.01 | 6268.27 | 359.0 |
| 2024-12-02 02:35:00 | ES | Futures | 6268.53 | 6268.53 | 6267.75 | 6268.01 | 224.0 |
| 2024-12-02 02:40:00 | ES | Futures | 6268.27 | 6269.31 | 6268.27 | 6269.31 | 387.0 |
| 2024-12-02 02:45:00 | ES | Futures | 6269.31 | 6269.83 | 6268.53 | 6268.79 | 607.0 |
| 2024-12-02 02:50:00 | ES | Futures | 6268.53 | 6269.05 | 6267.75 | 6268.53 | 484.0 |
| 2024-12-02 02:55:00 | ES | Futures | 6268.53 | 6269.83 | 6268.01 | 6269.83 | 834.0 |
| 2024-12-02 03:00:00 | ES | Futures | 6269.83 | 6271.12 | 6268.79 | 6271.12 | 2282.0 |
| 2024-12-02 03:05:00 | ES | Futures | 6270.86 | 6271.64 | 6270.09 | 6270.6 | 1474.0 |
| 2024-12-02 03:10:00 | ES | Futures | 6270.6 | 6271.12 | 6269.57 | 6269.83 | 1168.0 |
| 2024-12-02 03:15:00 | ES | Futures | 6269.83 | 6270.6 | 6269.05 | 6270.6 | 566.0 |
| 2024-12-02 03:20:00 | ES | Futures | 6270.34 | 6270.6 | 6269.57 | 6270.34 | 544.0 |
| 2024-12-02 03:25:00 | ES | Futures | 6270.6 | 6270.86 | 6268.53 | 6269.05 | 660.0 |
| 2024-12-02 03:30:00 | ES | Futures | 6269.05 | 6270.86 | 6268.79 | 6270.09 | 704.0 |
| 2024-12-02 03:35:00 | ES | Futures | 6270.34 | 6270.86 | 6268.79 | 6269.05 | 584.0 |
| 2024-12-02 03:40:00 | ES | Futures | 6269.31 | 6270.6 | 6269.31 | 6270.6 | 529.0 |
| 2024-12-02 03:45:00 | ES | Futures | 6270.6 | 6271.12 | 6270.09 | 6270.6 | 490.0 |
| 2024-12-02 03:50:00 | ES | Futures | 6270.86 | 6271.64 | 6270.86 | 6271.64 | 791.0 |
| 2024-12-02 03:55:00 | ES | Futures | 6271.38 | 6272.16 | 6271.38 | 6271.9 | 469.0 |
| 2024-12-02 04:00:00 | ES | Futures | 6272.16 | 6272.68 | 6271.12 | 6271.12 | 1957.0 |
| 2024-12-02 04:05:00 | ES | Futures | 6271.12 | 6271.12 | 6269.05 | 6270.09 | 931.0 |
> showing 50 of 20,218 rows — these rows as CSV