PREVIEW / futures_5min / 2009-11-22
file: by_date/futures_5min/2009/2009-11-22.parquet size: 40 KB rows: 1,861
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 |
|---|---|---|---|---|---|---|---|
| 2009-11-22 18:00:00 | ES | Futures | 1055.84 | 1056.81 | 1055.12 | 1056.09 | 8218.0 |
| 2009-11-22 18:05:00 | ES | Futures | 1056.09 | 1056.33 | 1055.6 | 1055.84 | 593.0 |
| 2009-11-22 18:10:00 | ES | Futures | 1055.84 | 1056.33 | 1055.6 | 1056.33 | 890.0 |
| 2009-11-22 18:15:00 | ES | Futures | 1056.33 | 1057.06 | 1056.33 | 1056.57 | 909.0 |
| 2009-11-22 18:20:00 | ES | Futures | 1056.57 | 1056.57 | 1056.33 | 1056.33 | 379.0 |
| 2009-11-22 18:25:00 | ES | Futures | 1056.33 | 1056.57 | 1056.33 | 1056.33 | 210.0 |
| 2009-11-22 18:30:00 | ES | Futures | 1056.57 | 1056.57 | 1056.33 | 1056.57 | 250.0 |
| 2009-11-22 18:35:00 | ES | Futures | 1056.57 | 1056.81 | 1056.33 | 1056.33 | 588.0 |
| 2009-11-22 18:40:00 | ES | Futures | 1056.57 | 1056.57 | 1056.09 | 1056.33 | 412.0 |
| 2009-11-22 18:45:00 | ES | Futures | 1056.33 | 1056.33 | 1056.09 | 1056.09 | 164.0 |
| 2009-11-22 18:50:00 | ES | Futures | 1056.09 | 1056.57 | 1056.09 | 1056.57 | 90.0 |
| 2009-11-22 18:55:00 | ES | Futures | 1056.57 | 1056.57 | 1056.09 | 1056.09 | 72.0 |
| 2009-11-22 19:00:00 | ES | Futures | 1056.33 | 1056.81 | 1056.33 | 1056.57 | 370.0 |
| 2009-11-22 19:05:00 | ES | Futures | 1056.57 | 1057.78 | 1056.57 | 1057.78 | 876.0 |
| 2009-11-22 19:10:00 | ES | Futures | 1057.78 | 1060.2 | 1057.78 | 1059.96 | 3561.0 |
| 2009-11-22 19:15:00 | ES | Futures | 1059.96 | 1060.45 | 1059.72 | 1059.72 | 673.0 |
| 2009-11-22 19:20:00 | ES | Futures | 1059.72 | 1059.96 | 1059.48 | 1059.72 | 237.0 |
| 2009-11-22 19:25:00 | ES | Futures | 1059.48 | 1059.96 | 1059.48 | 1059.96 | 528.0 |
| 2009-11-22 19:30:00 | ES | Futures | 1059.96 | 1059.96 | 1059.24 | 1059.24 | 669.0 |
| 2009-11-22 19:35:00 | ES | Futures | 1059.24 | 1059.72 | 1059.24 | 1059.48 | 134.0 |
| 2009-11-22 19:40:00 | ES | Futures | 1059.48 | 1059.96 | 1059.24 | 1059.72 | 320.0 |
| 2009-11-22 19:45:00 | ES | Futures | 1059.72 | 1059.96 | 1059.48 | 1059.48 | 753.0 |
| 2009-11-22 19:50:00 | ES | Futures | 1059.48 | 1059.96 | 1059.48 | 1059.72 | 238.0 |
| 2009-11-22 19:55:00 | ES | Futures | 1059.72 | 1059.72 | 1059.48 | 1059.48 | 133.0 |
| 2009-11-22 20:00:00 | ES | Futures | 1059.48 | 1059.72 | 1059.48 | 1059.48 | 180.0 |
| 2009-11-22 20:05:00 | ES | Futures | 1059.48 | 1059.48 | 1059.24 | 1059.24 | 184.0 |
| 2009-11-22 20:10:00 | ES | Futures | 1059.24 | 1059.24 | 1058.75 | 1058.75 | 177.0 |
| 2009-11-22 20:15:00 | ES | Futures | 1058.75 | 1059.24 | 1058.51 | 1058.99 | 417.0 |
| 2009-11-22 20:20:00 | ES | Futures | 1059.24 | 1059.48 | 1058.99 | 1058.99 | 559.0 |
| 2009-11-22 20:25:00 | ES | Futures | 1058.99 | 1058.99 | 1058.51 | 1058.75 | 294.0 |
| 2009-11-22 20:30:00 | ES | Futures | 1058.99 | 1058.99 | 1058.75 | 1058.75 | 44.0 |
| 2009-11-22 20:35:00 | ES | Futures | 1058.75 | 1059.48 | 1058.75 | 1059.24 | 395.0 |
| 2009-11-22 20:40:00 | ES | Futures | 1059.24 | 1059.48 | 1058.99 | 1058.99 | 259.0 |
| 2009-11-22 20:45:00 | ES | Futures | 1058.99 | 1059.24 | 1058.75 | 1058.75 | 330.0 |
| 2009-11-22 20:50:00 | ES | Futures | 1058.99 | 1058.99 | 1058.75 | 1058.75 | 140.0 |
| 2009-11-22 20:55:00 | ES | Futures | 1058.75 | 1059.24 | 1058.51 | 1059.24 | 225.0 |
| 2009-11-22 21:00:00 | ES | Futures | 1059.24 | 1059.72 | 1059.24 | 1059.48 | 287.0 |
| 2009-11-22 21:05:00 | ES | Futures | 1059.24 | 1059.96 | 1059.24 | 1059.72 | 453.0 |
| 2009-11-22 21:10:00 | ES | Futures | 1059.72 | 1059.96 | 1059.72 | 1059.96 | 146.0 |
| 2009-11-22 21:15:00 | ES | Futures | 1059.72 | 1059.96 | 1059.72 | 1059.96 | 80.0 |
| 2009-11-22 21:20:00 | ES | Futures | 1059.96 | 1060.45 | 1059.96 | 1059.96 | 980.0 |
| 2009-11-22 21:25:00 | ES | Futures | 1060.2 | 1060.45 | 1059.72 | 1060.45 | 564.0 |
| 2009-11-22 21:30:00 | ES | Futures | 1060.45 | 1060.45 | 1059.96 | 1059.96 | 68.0 |
| 2009-11-22 21:35:00 | ES | Futures | 1059.96 | 1060.2 | 1059.96 | 1059.96 | 219.0 |
| 2009-11-22 21:40:00 | ES | Futures | 1059.96 | 1060.2 | 1059.96 | 1059.96 | 37.0 |
| 2009-11-22 21:45:00 | ES | Futures | 1059.96 | 1060.2 | 1059.96 | 1059.96 | 80.0 |
| 2009-11-22 21:50:00 | ES | Futures | 1059.96 | 1059.96 | 1059.96 | 1059.96 | 64.0 |
| 2009-11-22 21:55:00 | ES | Futures | 1059.96 | 1060.45 | 1059.96 | 1060.45 | 204.0 |
| 2009-11-22 22:00:00 | ES | Futures | 1060.45 | 1060.45 | 1059.96 | 1059.96 | 135.0 |
| 2009-11-22 22:05:00 | ES | Futures | 1059.96 | 1060.2 | 1059.96 | 1059.96 | 127.0 |
> showing 50 of 1,861 rows — these rows as CSV