PREVIEW / futures_5min / 2024-12-30
file: by_date/futures_5min/2024/2024-12-30.parquet size: 356 KB rows: 19,720
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-30 00:00:00 | ES | Futures | 6171.27 | 6171.78 | 6169.47 | 6169.98 | 541.0 |
| 2024-12-30 00:05:00 | ES | Futures | 6170.24 | 6172.03 | 6170.24 | 6171.78 | 303.0 |
| 2024-12-30 00:10:00 | ES | Futures | 6171.78 | 6172.29 | 6169.98 | 6169.98 | 261.0 |
| 2024-12-30 00:15:00 | ES | Futures | 6169.98 | 6171.27 | 6169.73 | 6171.01 | 225.0 |
| 2024-12-30 00:20:00 | ES | Futures | 6171.01 | 6171.01 | 6169.98 | 6171.01 | 198.0 |
| 2024-12-30 00:25:00 | ES | Futures | 6170.75 | 6171.27 | 6168.96 | 6169.73 | 243.0 |
| 2024-12-30 00:30:00 | ES | Futures | 6169.73 | 6169.98 | 6164.86 | 6165.11 | 1227.0 |
| 2024-12-30 00:35:00 | ES | Futures | 6165.37 | 6166.91 | 6164.86 | 6165.88 | 396.0 |
| 2024-12-30 00:40:00 | ES | Futures | 6166.14 | 6167.68 | 6165.88 | 6166.39 | 245.0 |
| 2024-12-30 00:45:00 | ES | Futures | 6166.39 | 6167.16 | 6166.14 | 6166.39 | 223.0 |
| 2024-12-30 00:50:00 | ES | Futures | 6166.39 | 6167.68 | 6166.39 | 6167.68 | 220.0 |
| 2024-12-30 00:55:00 | ES | Futures | 6167.68 | 6167.93 | 6166.65 | 6166.65 | 203.0 |
| 2024-12-30 01:00:00 | ES | Futures | 6166.91 | 6170.24 | 6165.88 | 6169.98 | 523.0 |
| 2024-12-30 01:05:00 | ES | Futures | 6169.73 | 6171.78 | 6169.47 | 6170.5 | 445.0 |
| 2024-12-30 01:10:00 | ES | Futures | 6170.5 | 6172.8 | 6170.5 | 6172.55 | 259.0 |
| 2024-12-30 01:15:00 | ES | Futures | 6172.29 | 6173.57 | 6172.03 | 6172.8 | 230.0 |
| 2024-12-30 01:20:00 | ES | Futures | 6172.8 | 6174.09 | 6172.8 | 6173.83 | 172.0 |
| 2024-12-30 01:25:00 | ES | Futures | 6173.57 | 6173.83 | 6172.55 | 6173.06 | 275.0 |
| 2024-12-30 01:30:00 | ES | Futures | 6173.32 | 6173.83 | 6172.55 | 6172.8 | 241.0 |
| 2024-12-30 01:35:00 | ES | Futures | 6172.8 | 6173.57 | 6172.55 | 6173.06 | 154.0 |
| 2024-12-30 01:40:00 | ES | Futures | 6173.06 | 6173.06 | 6169.73 | 6169.98 | 366.0 |
| 2024-12-30 01:45:00 | ES | Futures | 6169.98 | 6170.5 | 6166.65 | 6167.42 | 639.0 |
| 2024-12-30 01:50:00 | ES | Futures | 6167.68 | 6169.21 | 6166.39 | 6166.91 | 428.0 |
| 2024-12-30 01:55:00 | ES | Futures | 6166.65 | 6168.7 | 6166.65 | 6167.68 | 339.0 |
| 2024-12-30 02:00:00 | ES | Futures | 6167.42 | 6167.42 | 6162.29 | 6165.11 | 911.0 |
| 2024-12-30 02:05:00 | ES | Futures | 6165.11 | 6166.14 | 6163.32 | 6164.86 | 324.0 |
| 2024-12-30 02:10:00 | ES | Futures | 6164.6 | 6166.65 | 6163.32 | 6165.62 | 570.0 |
| 2024-12-30 02:15:00 | ES | Futures | 6165.37 | 6167.16 | 6162.55 | 6162.8 | 471.0 |
| 2024-12-30 02:20:00 | ES | Futures | 6162.8 | 6162.8 | 6160.75 | 6161.52 | 494.0 |
| 2024-12-30 02:25:00 | ES | Futures | 6161.52 | 6162.29 | 6158.19 | 6158.7 | 814.0 |
| 2024-12-30 02:30:00 | ES | Futures | 6158.45 | 6160.24 | 6156.65 | 6157.68 | 1547.0 |
| 2024-12-30 02:35:00 | ES | Futures | 6157.93 | 6160.24 | 6156.91 | 6160.24 | 861.0 |
| 2024-12-30 02:40:00 | ES | Futures | 6160.24 | 6161.01 | 6158.45 | 6158.7 | 590.0 |
| 2024-12-30 02:45:00 | ES | Futures | 6158.96 | 6162.29 | 6158.96 | 6160.24 | 737.0 |
| 2024-12-30 02:50:00 | ES | Futures | 6160.5 | 6160.75 | 6159.22 | 6160.24 | 488.0 |
| 2024-12-30 02:55:00 | ES | Futures | 6160.24 | 6161.52 | 6159.73 | 6160.24 | 489.0 |
| 2024-12-30 03:00:00 | ES | Futures | 6159.98 | 6162.8 | 6157.42 | 6162.55 | 1714.0 |
| 2024-12-30 03:05:00 | ES | Futures | 6162.55 | 6167.68 | 6161.78 | 6163.83 | 1972.0 |
| 2024-12-30 03:10:00 | ES | Futures | 6163.57 | 6163.83 | 6160.24 | 6163.57 | 1202.0 |
| 2024-12-30 03:15:00 | ES | Futures | 6163.32 | 6166.39 | 6163.06 | 6165.88 | 761.0 |
| 2024-12-30 03:20:00 | ES | Futures | 6165.88 | 6167.16 | 6164.6 | 6166.14 | 709.0 |
| 2024-12-30 03:25:00 | ES | Futures | 6166.14 | 6166.65 | 6164.86 | 6166.39 | 743.0 |
| 2024-12-30 03:30:00 | ES | Futures | 6166.14 | 6168.45 | 6165.62 | 6166.91 | 982.0 |
| 2024-12-30 03:35:00 | ES | Futures | 6166.65 | 6167.93 | 6165.62 | 6167.16 | 578.0 |
| 2024-12-30 03:40:00 | ES | Futures | 6167.16 | 6167.42 | 6165.37 | 6165.88 | 487.0 |
| 2024-12-30 03:45:00 | ES | Futures | 6165.88 | 6166.91 | 6164.6 | 6164.6 | 891.0 |
| 2024-12-30 03:50:00 | ES | Futures | 6164.6 | 6165.88 | 6163.83 | 6165.37 | 520.0 |
| 2024-12-30 03:55:00 | ES | Futures | 6165.37 | 6166.65 | 6164.09 | 6165.11 | 490.0 |
| 2024-12-30 04:00:00 | ES | Futures | 6165.11 | 6166.91 | 6164.6 | 6165.37 | 982.0 |
| 2024-12-30 04:05:00 | ES | Futures | 6165.62 | 6165.88 | 6163.57 | 6164.86 | 861.0 |
> showing 50 of 19,720 rows — these rows as CSV