PREVIEW / futures_5min / 2024-12-18
file: by_date/futures_5min/2024/2024-12-18.parquet size: 393 KB rows: 20,947
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-18 00:00:00 | ES | Futures | 6292.53 | 6292.53 | 6290.74 | 6291.25 | 394.0 |
| 2024-12-18 00:05:00 | ES | Futures | 6291.25 | 6291.25 | 6289.97 | 6290.48 | 223.0 |
| 2024-12-18 00:10:00 | ES | Futures | 6290.48 | 6290.48 | 6289.46 | 6290.22 | 214.0 |
| 2024-12-18 00:15:00 | ES | Futures | 6290.48 | 6290.74 | 6290.22 | 6290.74 | 122.0 |
| 2024-12-18 00:20:00 | ES | Futures | 6290.74 | 6291.76 | 6290.74 | 6291.25 | 227.0 |
| 2024-12-18 00:25:00 | ES | Futures | 6291.25 | 6291.51 | 6290.99 | 6290.99 | 212.0 |
| 2024-12-18 00:30:00 | ES | Futures | 6290.99 | 6291.25 | 6290.48 | 6290.74 | 217.0 |
| 2024-12-18 00:35:00 | ES | Futures | 6290.48 | 6290.74 | 6290.48 | 6290.74 | 113.0 |
| 2024-12-18 00:40:00 | ES | Futures | 6290.74 | 6292.02 | 6290.74 | 6292.02 | 184.0 |
| 2024-12-18 00:45:00 | ES | Futures | 6291.76 | 6293.04 | 6291.76 | 6293.04 | 107.0 |
| 2024-12-18 00:50:00 | ES | Futures | 6293.04 | 6293.3 | 6292.53 | 6292.79 | 134.0 |
| 2024-12-18 00:55:00 | ES | Futures | 6292.79 | 6292.79 | 6291.76 | 6292.79 | 164.0 |
| 2024-12-18 01:00:00 | ES | Futures | 6292.79 | 6293.04 | 6292.53 | 6292.79 | 234.0 |
| 2024-12-18 01:05:00 | ES | Futures | 6293.04 | 6294.07 | 6293.04 | 6293.56 | 399.0 |
| 2024-12-18 01:10:00 | ES | Futures | 6293.56 | 6294.33 | 6293.56 | 6294.07 | 202.0 |
| 2024-12-18 01:15:00 | ES | Futures | 6294.07 | 6294.33 | 6293.81 | 6294.33 | 157.0 |
| 2024-12-18 01:20:00 | ES | Futures | 6294.33 | 6294.33 | 6292.79 | 6292.79 | 404.0 |
| 2024-12-18 01:25:00 | ES | Futures | 6292.53 | 6293.04 | 6291.76 | 6291.76 | 533.0 |
| 2024-12-18 01:30:00 | ES | Futures | 6291.76 | 6292.28 | 6289.97 | 6289.97 | 544.0 |
| 2024-12-18 01:35:00 | ES | Futures | 6289.97 | 6289.97 | 6288.94 | 6289.71 | 419.0 |
| 2024-12-18 01:40:00 | ES | Futures | 6289.97 | 6291.25 | 6289.97 | 6290.99 | 411.0 |
| 2024-12-18 01:45:00 | ES | Futures | 6291.25 | 6292.02 | 6290.74 | 6291.25 | 416.0 |
| 2024-12-18 01:50:00 | ES | Futures | 6291.25 | 6292.28 | 6291.25 | 6291.76 | 165.0 |
| 2024-12-18 01:55:00 | ES | Futures | 6291.76 | 6292.79 | 6291.51 | 6292.79 | 197.0 |
| 2024-12-18 02:00:00 | ES | Futures | 6292.79 | 6293.3 | 6290.48 | 6290.99 | 647.0 |
| 2024-12-18 02:05:00 | ES | Futures | 6290.99 | 6291.25 | 6289.97 | 6290.99 | 224.0 |
| 2024-12-18 02:10:00 | ES | Futures | 6291.25 | 6291.51 | 6290.74 | 6291.51 | 165.0 |
| 2024-12-18 02:15:00 | ES | Futures | 6291.51 | 6291.51 | 6290.22 | 6291.51 | 200.0 |
| 2024-12-18 02:20:00 | ES | Futures | 6291.25 | 6293.04 | 6291.25 | 6292.53 | 247.0 |
| 2024-12-18 02:25:00 | ES | Futures | 6292.53 | 6292.79 | 6292.02 | 6292.28 | 216.0 |
| 2024-12-18 02:30:00 | ES | Futures | 6292.53 | 6292.53 | 6292.02 | 6292.02 | 204.0 |
| 2024-12-18 02:35:00 | ES | Futures | 6292.02 | 6292.79 | 6291.76 | 6292.02 | 245.0 |
| 2024-12-18 02:40:00 | ES | Futures | 6292.28 | 6292.28 | 6290.74 | 6290.99 | 251.0 |
| 2024-12-18 02:45:00 | ES | Futures | 6290.99 | 6292.02 | 6290.99 | 6291.51 | 276.0 |
| 2024-12-18 02:50:00 | ES | Futures | 6291.25 | 6291.51 | 6290.22 | 6290.22 | 279.0 |
| 2024-12-18 02:55:00 | ES | Futures | 6290.48 | 6292.28 | 6290.48 | 6291.76 | 479.0 |
| 2024-12-18 03:00:00 | ES | Futures | 6291.76 | 6295.35 | 6291.25 | 6294.58 | 1307.0 |
| 2024-12-18 03:05:00 | ES | Futures | 6294.84 | 6296.12 | 6294.33 | 6296.12 | 1289.0 |
| 2024-12-18 03:10:00 | ES | Futures | 6295.86 | 6296.12 | 6294.84 | 6295.35 | 696.0 |
| 2024-12-18 03:15:00 | ES | Futures | 6295.1 | 6295.61 | 6293.3 | 6295.1 | 1291.0 |
| 2024-12-18 03:20:00 | ES | Futures | 6294.84 | 6294.84 | 6291.25 | 6293.3 | 1420.0 |
| 2024-12-18 03:25:00 | ES | Futures | 6293.3 | 6294.58 | 6292.79 | 6293.56 | 911.0 |
| 2024-12-18 03:30:00 | ES | Futures | 6293.3 | 6294.07 | 6292.53 | 6293.04 | 1134.0 |
| 2024-12-18 03:35:00 | ES | Futures | 6293.3 | 6293.3 | 6291.76 | 6291.76 | 819.0 |
| 2024-12-18 03:40:00 | ES | Futures | 6291.76 | 6292.28 | 6290.48 | 6291.76 | 794.0 |
| 2024-12-18 03:45:00 | ES | Futures | 6291.51 | 6293.3 | 6291.51 | 6293.04 | 455.0 |
| 2024-12-18 03:50:00 | ES | Futures | 6292.79 | 6293.04 | 6289.46 | 6289.71 | 557.0 |
| 2024-12-18 03:55:00 | ES | Futures | 6289.46 | 6292.53 | 6289.46 | 6290.99 | 1136.0 |
| 2024-12-18 04:00:00 | ES | Futures | 6290.99 | 6291.25 | 6288.94 | 6290.74 | 1350.0 |
| 2024-12-18 04:05:00 | ES | Futures | 6290.74 | 6291.76 | 6289.2 | 6289.71 | 987.0 |
> showing 50 of 20,947 rows — these rows as CSV