PREVIEW / futures_5min / 2008-09-30
file: by_date/futures_5min/2008/2008-09-30.parquet size: 243 KB rows: 11,391
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 |
|---|---|---|---|---|---|---|---|
| 2008-09-30 00:00:00 | ES | Futures | 1069.18 | 1070.6 | 1068.95 | 1070.6 | 1448.0 |
| 2008-09-30 00:05:00 | ES | Futures | 1070.37 | 1072.73 | 1069.89 | 1071.79 | 2269.0 |
| 2008-09-30 00:10:00 | ES | Futures | 1071.79 | 1072.5 | 1071.08 | 1071.55 | 583.0 |
| 2008-09-30 00:15:00 | ES | Futures | 1071.55 | 1071.55 | 1069.18 | 1069.18 | 532.0 |
| 2008-09-30 00:20:00 | ES | Futures | 1069.18 | 1069.66 | 1068.24 | 1068.95 | 467.0 |
| 2008-09-30 00:25:00 | ES | Futures | 1069.18 | 1069.18 | 1067.53 | 1068.0 | 400.0 |
| 2008-09-30 00:30:00 | ES | Futures | 1068.0 | 1070.37 | 1068.0 | 1069.89 | 297.0 |
| 2008-09-30 00:35:00 | ES | Futures | 1069.89 | 1069.89 | 1068.47 | 1069.66 | 198.0 |
| 2008-09-30 00:40:00 | ES | Futures | 1069.18 | 1070.84 | 1068.95 | 1070.13 | 209.0 |
| 2008-09-30 00:45:00 | ES | Futures | 1070.13 | 1070.37 | 1069.66 | 1069.89 | 185.0 |
| 2008-09-30 00:50:00 | ES | Futures | 1069.66 | 1070.84 | 1069.42 | 1070.6 | 279.0 |
| 2008-09-30 00:55:00 | ES | Futures | 1070.37 | 1071.08 | 1069.89 | 1071.08 | 173.0 |
| 2008-09-30 01:00:00 | ES | Futures | 1071.08 | 1072.5 | 1071.08 | 1072.5 | 372.0 |
| 2008-09-30 01:05:00 | ES | Futures | 1072.26 | 1072.26 | 1071.31 | 1071.55 | 254.0 |
| 2008-09-30 01:10:00 | ES | Futures | 1071.55 | 1071.79 | 1070.6 | 1070.84 | 109.0 |
| 2008-09-30 01:15:00 | ES | Futures | 1070.6 | 1070.84 | 1070.13 | 1070.6 | 119.0 |
| 2008-09-30 01:20:00 | ES | Futures | 1070.84 | 1070.84 | 1069.66 | 1070.84 | 426.0 |
| 2008-09-30 01:25:00 | ES | Futures | 1070.6 | 1072.5 | 1070.37 | 1072.26 | 824.0 |
| 2008-09-30 01:30:00 | ES | Futures | 1072.5 | 1072.73 | 1072.02 | 1072.26 | 676.0 |
| 2008-09-30 01:35:00 | ES | Futures | 1072.26 | 1072.73 | 1072.26 | 1072.5 | 292.0 |
| 2008-09-30 01:40:00 | ES | Futures | 1072.5 | 1073.21 | 1072.5 | 1072.73 | 966.0 |
| 2008-09-30 01:45:00 | ES | Futures | 1072.73 | 1073.44 | 1072.5 | 1072.73 | 527.0 |
| 2008-09-30 01:50:00 | ES | Futures | 1072.97 | 1073.92 | 1072.5 | 1073.92 | 2216.0 |
| 2008-09-30 01:55:00 | ES | Futures | 1073.92 | 1074.15 | 1072.5 | 1072.5 | 1008.0 |
| 2008-09-30 02:00:00 | ES | Futures | 1072.73 | 1073.21 | 1070.37 | 1070.37 | 1909.0 |
| 2008-09-30 02:05:00 | ES | Futures | 1070.6 | 1073.92 | 1070.6 | 1073.92 | 2754.0 |
| 2008-09-30 02:10:00 | ES | Futures | 1073.92 | 1074.86 | 1073.44 | 1074.63 | 2252.0 |
| 2008-09-30 02:15:00 | ES | Futures | 1074.63 | 1074.63 | 1072.73 | 1074.39 | 1587.0 |
| 2008-09-30 02:20:00 | ES | Futures | 1074.63 | 1076.52 | 1074.39 | 1076.28 | 2753.0 |
| 2008-09-30 02:25:00 | ES | Futures | 1076.28 | 1078.41 | 1076.28 | 1076.99 | 4107.0 |
| 2008-09-30 02:30:00 | ES | Futures | 1076.76 | 1077.94 | 1076.52 | 1077.47 | 1954.0 |
| 2008-09-30 02:35:00 | ES | Futures | 1077.47 | 1077.7 | 1076.52 | 1077.23 | 908.0 |
| 2008-09-30 02:40:00 | ES | Futures | 1076.99 | 1077.7 | 1075.81 | 1075.81 | 1562.0 |
| 2008-09-30 02:45:00 | ES | Futures | 1075.81 | 1076.76 | 1074.63 | 1074.86 | 2081.0 |
| 2008-09-30 02:50:00 | ES | Futures | 1075.1 | 1075.57 | 1074.39 | 1075.57 | 1113.0 |
| 2008-09-30 02:55:00 | ES | Futures | 1075.81 | 1078.65 | 1075.57 | 1077.94 | 2069.0 |
| 2008-09-30 03:00:00 | ES | Futures | 1078.18 | 1080.54 | 1077.94 | 1079.12 | 6321.0 |
| 2008-09-30 03:05:00 | ES | Futures | 1078.89 | 1080.07 | 1077.23 | 1077.23 | 3726.0 |
| 2008-09-30 03:10:00 | ES | Futures | 1077.23 | 1077.47 | 1074.63 | 1075.57 | 3804.0 |
| 2008-09-30 03:15:00 | ES | Futures | 1075.57 | 1079.36 | 1075.57 | 1079.36 | 3223.0 |
| 2008-09-30 03:20:00 | ES | Futures | 1079.36 | 1081.96 | 1078.89 | 1081.49 | 7109.0 |
| 2008-09-30 03:25:00 | ES | Futures | 1081.49 | 1082.91 | 1080.54 | 1082.91 | 6023.0 |
| 2008-09-30 03:30:00 | ES | Futures | 1082.91 | 1085.75 | 1082.67 | 1083.86 | 9371.0 |
| 2008-09-30 03:35:00 | ES | Futures | 1083.86 | 1086.46 | 1083.62 | 1085.99 | 5913.0 |
| 2008-09-30 03:40:00 | ES | Futures | 1085.99 | 1088.35 | 1085.75 | 1086.22 | 6583.0 |
| 2008-09-30 03:45:00 | ES | Futures | 1086.22 | 1087.17 | 1084.33 | 1084.8 | 5536.0 |
| 2008-09-30 03:50:00 | ES | Futures | 1084.8 | 1086.22 | 1083.86 | 1084.33 | 4990.0 |
| 2008-09-30 03:55:00 | ES | Futures | 1084.33 | 1087.41 | 1084.09 | 1087.41 | 3344.0 |
| 2008-09-30 04:00:00 | ES | Futures | 1087.41 | 1089.77 | 1087.17 | 1089.3 | 6028.0 |
| 2008-09-30 04:05:00 | ES | Futures | 1089.3 | 1092.85 | 1089.06 | 1091.9 | 8644.0 |
> showing 50 of 11,391 rows — these rows as CSV