PREVIEW / futures_5min / 2025-01-27
file: by_date/futures_5min/2025/2025-01-27.parquet size: 407 KB rows: 21,438
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 |
|---|---|---|---|---|---|---|---|
| 2025-01-27 00:00:00 | ES | Futures | 6229.98 | 6231.26 | 6228.95 | 6229.21 | 617.0 |
| 2025-01-27 00:05:00 | ES | Futures | 6229.46 | 6229.98 | 6226.9 | 6227.41 | 1031.0 |
| 2025-01-27 00:10:00 | ES | Futures | 6227.16 | 6228.44 | 6224.08 | 6227.67 | 2009.0 |
| 2025-01-27 00:15:00 | ES | Futures | 6227.92 | 6229.46 | 6227.16 | 6227.16 | 625.0 |
| 2025-01-27 00:20:00 | ES | Futures | 6227.41 | 6228.18 | 6223.31 | 6223.57 | 1343.0 |
| 2025-01-27 00:25:00 | ES | Futures | 6223.57 | 6223.57 | 6216.39 | 6217.93 | 2539.0 |
| 2025-01-27 00:30:00 | ES | Futures | 6217.93 | 6219.46 | 6216.64 | 6217.16 | 1225.0 |
| 2025-01-27 00:35:00 | ES | Futures | 6217.41 | 6218.7 | 6216.13 | 6218.44 | 1122.0 |
| 2025-01-27 00:40:00 | ES | Futures | 6218.7 | 6218.95 | 6214.34 | 6217.67 | 2074.0 |
| 2025-01-27 00:45:00 | ES | Futures | 6217.93 | 6218.44 | 6214.34 | 6215.87 | 930.0 |
| 2025-01-27 00:50:00 | ES | Futures | 6215.87 | 6216.39 | 6211.52 | 6216.13 | 1649.0 |
| 2025-01-27 00:55:00 | ES | Futures | 6216.13 | 6216.39 | 6213.31 | 6214.59 | 1077.0 |
| 2025-01-27 01:00:00 | ES | Futures | 6214.59 | 6215.87 | 6213.57 | 6213.82 | 673.0 |
| 2025-01-27 01:05:00 | ES | Futures | 6213.82 | 6214.85 | 6209.98 | 6211.26 | 1440.0 |
| 2025-01-27 01:10:00 | ES | Futures | 6211.26 | 6213.05 | 6210.23 | 6212.54 | 946.0 |
| 2025-01-27 01:15:00 | ES | Futures | 6212.8 | 6214.59 | 6211.52 | 6213.31 | 538.0 |
| 2025-01-27 01:20:00 | ES | Futures | 6213.05 | 6213.57 | 6208.44 | 6209.98 | 1383.0 |
| 2025-01-27 01:25:00 | ES | Futures | 6209.98 | 6211.0 | 6209.47 | 6210.23 | 797.0 |
| 2025-01-27 01:30:00 | ES | Futures | 6209.98 | 6209.98 | 6205.62 | 6206.13 | 1805.0 |
| 2025-01-27 01:35:00 | ES | Futures | 6206.13 | 6207.41 | 6197.42 | 6201.26 | 4420.0 |
| 2025-01-27 01:40:00 | ES | Futures | 6201.26 | 6203.83 | 6201.0 | 6201.26 | 1629.0 |
| 2025-01-27 01:45:00 | ES | Futures | 6201.52 | 6202.03 | 6198.7 | 6199.98 | 2055.0 |
| 2025-01-27 01:50:00 | ES | Futures | 6199.72 | 6204.08 | 6199.72 | 6204.08 | 794.0 |
| 2025-01-27 01:55:00 | ES | Futures | 6204.08 | 6205.88 | 6202.03 | 6202.54 | 1206.0 |
| 2025-01-27 02:00:00 | ES | Futures | 6202.8 | 6206.13 | 6202.54 | 6204.59 | 1524.0 |
| 2025-01-27 02:05:00 | ES | Futures | 6204.59 | 6205.11 | 6199.72 | 6200.49 | 1739.0 |
| 2025-01-27 02:10:00 | ES | Futures | 6200.49 | 6201.0 | 6195.62 | 6196.9 | 2132.0 |
| 2025-01-27 02:15:00 | ES | Futures | 6196.9 | 6197.16 | 6188.7 | 6192.29 | 4861.0 |
| 2025-01-27 02:20:00 | ES | Futures | 6192.29 | 6196.39 | 6192.03 | 6192.29 | 2018.0 |
| 2025-01-27 02:25:00 | ES | Futures | 6192.03 | 6198.44 | 6190.75 | 6193.57 | 2295.0 |
| 2025-01-27 02:30:00 | ES | Futures | 6193.57 | 6196.13 | 6191.78 | 6193.31 | 1357.0 |
| 2025-01-27 02:35:00 | ES | Futures | 6193.31 | 6199.47 | 6192.54 | 6194.08 | 2369.0 |
| 2025-01-27 02:40:00 | ES | Futures | 6194.34 | 6198.44 | 6193.31 | 6197.67 | 1661.0 |
| 2025-01-27 02:45:00 | ES | Futures | 6197.42 | 6198.18 | 6194.34 | 6195.11 | 1102.0 |
| 2025-01-27 02:50:00 | ES | Futures | 6195.11 | 6197.42 | 6190.24 | 6191.52 | 3894.0 |
| 2025-01-27 02:55:00 | ES | Futures | 6191.52 | 6192.54 | 6181.52 | 6182.8 | 6204.0 |
| 2025-01-27 03:00:00 | ES | Futures | 6183.06 | 6189.98 | 6182.03 | 6189.72 | 5520.0 |
| 2025-01-27 03:05:00 | ES | Futures | 6189.47 | 6191.78 | 6184.08 | 6186.65 | 4688.0 |
| 2025-01-27 03:10:00 | ES | Futures | 6186.9 | 6187.67 | 6182.03 | 6184.34 | 3801.0 |
| 2025-01-27 03:15:00 | ES | Futures | 6184.34 | 6184.34 | 6173.32 | 6175.11 | 5070.0 |
| 2025-01-27 03:20:00 | ES | Futures | 6175.37 | 6177.67 | 6169.47 | 6172.03 | 4960.0 |
| 2025-01-27 03:25:00 | ES | Futures | 6172.03 | 6180.49 | 6171.52 | 6174.85 | 4348.0 |
| 2025-01-27 03:30:00 | ES | Futures | 6174.85 | 6177.16 | 6170.24 | 6174.6 | 3524.0 |
| 2025-01-27 03:35:00 | ES | Futures | 6174.34 | 6176.91 | 6165.37 | 6167.93 | 4120.0 |
| 2025-01-27 03:40:00 | ES | Futures | 6168.19 | 6168.45 | 6159.98 | 6163.57 | 6406.0 |
| 2025-01-27 03:45:00 | ES | Futures | 6163.57 | 6172.8 | 6163.32 | 6169.47 | 3587.0 |
| 2025-01-27 03:50:00 | ES | Futures | 6169.47 | 6173.32 | 6168.19 | 6170.5 | 3303.0 |
| 2025-01-27 03:55:00 | ES | Futures | 6170.75 | 6171.27 | 6164.6 | 6171.01 | 4095.0 |
| 2025-01-27 04:00:00 | ES | Futures | 6170.75 | 6171.78 | 6160.5 | 6164.09 | 7284.0 |
| 2025-01-27 04:05:00 | ES | Futures | 6164.09 | 6168.45 | 6162.29 | 6165.37 | 4599.0 |
> showing 50 of 21,438 rows — these rows as CSV