PREVIEW / futures_5min / 2024-12-19
file: by_date/futures_5min/2024/2024-12-19.parquet size: 399 KB rows: 21,235
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-19 00:00:00 | ES | Futures | 6098.71 | 6100.76 | 6098.2 | 6098.97 | 797.0 |
| 2024-12-19 00:05:00 | ES | Futures | 6099.22 | 6099.99 | 6098.71 | 6099.22 | 372.0 |
| 2024-12-19 00:10:00 | ES | Futures | 6099.22 | 6102.3 | 6099.22 | 6102.3 | 900.0 |
| 2024-12-19 00:15:00 | ES | Futures | 6102.3 | 6102.3 | 6100.5 | 6101.02 | 399.0 |
| 2024-12-19 00:20:00 | ES | Futures | 6101.02 | 6101.53 | 6098.2 | 6098.71 | 686.0 |
| 2024-12-19 00:25:00 | ES | Futures | 6098.71 | 6098.71 | 6097.17 | 6098.71 | 735.0 |
| 2024-12-19 00:30:00 | ES | Futures | 6098.45 | 6099.22 | 6096.92 | 6096.92 | 819.0 |
| 2024-12-19 00:35:00 | ES | Futures | 6096.92 | 6097.43 | 6095.12 | 6095.63 | 476.0 |
| 2024-12-19 00:40:00 | ES | Futures | 6095.63 | 6097.43 | 6095.63 | 6096.92 | 226.0 |
| 2024-12-19 00:45:00 | ES | Futures | 6096.92 | 6097.43 | 6094.1 | 6095.63 | 1098.0 |
| 2024-12-19 00:50:00 | ES | Futures | 6095.63 | 6096.4 | 6090.25 | 6093.07 | 1382.0 |
| 2024-12-19 00:55:00 | ES | Futures | 6093.07 | 6095.38 | 6087.43 | 6088.46 | 1750.0 |
| 2024-12-19 01:00:00 | ES | Futures | 6088.46 | 6094.61 | 6087.94 | 6094.35 | 986.0 |
| 2024-12-19 01:05:00 | ES | Futures | 6094.35 | 6097.94 | 6094.35 | 6097.17 | 934.0 |
| 2024-12-19 01:10:00 | ES | Futures | 6096.92 | 6098.71 | 6093.58 | 6095.12 | 1467.0 |
| 2024-12-19 01:15:00 | ES | Futures | 6095.38 | 6096.92 | 6092.81 | 6093.58 | 1210.0 |
| 2024-12-19 01:20:00 | ES | Futures | 6093.58 | 6094.35 | 6092.3 | 6093.33 | 1010.0 |
| 2024-12-19 01:25:00 | ES | Futures | 6093.58 | 6095.38 | 6092.81 | 6094.1 | 555.0 |
| 2024-12-19 01:30:00 | ES | Futures | 6094.1 | 6096.15 | 6089.99 | 6090.25 | 1587.0 |
| 2024-12-19 01:35:00 | ES | Futures | 6090.51 | 6096.15 | 6090.51 | 6095.38 | 506.0 |
| 2024-12-19 01:40:00 | ES | Futures | 6095.63 | 6098.97 | 6094.1 | 6098.2 | 894.0 |
| 2024-12-19 01:45:00 | ES | Futures | 6098.2 | 6099.22 | 6095.89 | 6096.66 | 666.0 |
| 2024-12-19 01:50:00 | ES | Futures | 6096.66 | 6097.94 | 6093.33 | 6095.63 | 732.0 |
| 2024-12-19 01:55:00 | ES | Futures | 6095.89 | 6096.66 | 6093.84 | 6095.12 | 829.0 |
| 2024-12-19 02:00:00 | ES | Futures | 6095.12 | 6096.66 | 6093.84 | 6094.61 | 1344.0 |
| 2024-12-19 02:05:00 | ES | Futures | 6094.61 | 6100.76 | 6094.1 | 6099.48 | 1369.0 |
| 2024-12-19 02:10:00 | ES | Futures | 6099.74 | 6099.99 | 6095.89 | 6099.74 | 1301.0 |
| 2024-12-19 02:15:00 | ES | Futures | 6099.99 | 6106.4 | 6098.97 | 6106.15 | 2305.0 |
| 2024-12-19 02:20:00 | ES | Futures | 6105.89 | 6107.94 | 6105.12 | 6106.91 | 3003.0 |
| 2024-12-19 02:25:00 | ES | Futures | 6106.91 | 6111.79 | 6106.4 | 6111.53 | 2944.0 |
| 2024-12-19 02:30:00 | ES | Futures | 6111.27 | 6111.53 | 6105.89 | 6106.91 | 1974.0 |
| 2024-12-19 02:35:00 | ES | Futures | 6106.91 | 6107.68 | 6105.38 | 6107.43 | 1080.0 |
| 2024-12-19 02:40:00 | ES | Futures | 6107.43 | 6108.97 | 6105.89 | 6106.66 | 1195.0 |
| 2024-12-19 02:45:00 | ES | Futures | 6106.91 | 6109.73 | 6104.61 | 6108.71 | 1730.0 |
| 2024-12-19 02:50:00 | ES | Futures | 6108.45 | 6114.86 | 6107.17 | 6114.61 | 2458.0 |
| 2024-12-19 02:55:00 | ES | Futures | 6114.61 | 6115.12 | 6112.81 | 6113.07 | 2200.0 |
| 2024-12-19 03:00:00 | ES | Futures | 6113.07 | 6113.32 | 6109.22 | 6111.79 | 3478.0 |
| 2024-12-19 03:05:00 | ES | Futures | 6111.27 | 6114.09 | 6109.73 | 6109.99 | 3069.0 |
| 2024-12-19 03:10:00 | ES | Futures | 6109.99 | 6109.99 | 6105.63 | 6108.2 | 2772.0 |
| 2024-12-19 03:15:00 | ES | Futures | 6108.2 | 6108.2 | 6105.89 | 6107.68 | 1734.0 |
| 2024-12-19 03:20:00 | ES | Futures | 6107.94 | 6112.3 | 6107.94 | 6110.76 | 2286.0 |
| 2024-12-19 03:25:00 | ES | Futures | 6110.76 | 6111.79 | 6108.71 | 6109.22 | 2755.0 |
| 2024-12-19 03:30:00 | ES | Futures | 6109.48 | 6114.35 | 6107.94 | 6112.04 | 2786.0 |
| 2024-12-19 03:35:00 | ES | Futures | 6111.79 | 6115.63 | 6111.79 | 6114.86 | 1940.0 |
| 2024-12-19 03:40:00 | ES | Futures | 6115.12 | 6115.89 | 6111.79 | 6113.84 | 2281.0 |
| 2024-12-19 03:45:00 | ES | Futures | 6114.09 | 6116.14 | 6113.32 | 6114.61 | 1626.0 |
| 2024-12-19 03:50:00 | ES | Futures | 6114.35 | 6116.91 | 6113.32 | 6115.89 | 1626.0 |
| 2024-12-19 03:55:00 | ES | Futures | 6115.89 | 6118.45 | 6115.12 | 6117.68 | 2038.0 |
| 2024-12-19 04:00:00 | ES | Futures | 6117.43 | 6118.96 | 6116.14 | 6116.91 | 3839.0 |
| 2024-12-19 04:05:00 | ES | Futures | 6116.91 | 6117.68 | 6114.09 | 6114.61 | 2398.0 |
> showing 50 of 21,235 rows — these rows as CSV