PREVIEW / futures_5min / 2009-12-16
file: by_date/futures_5min/2009/2009-12-16.parquet size: 194 KB rows: 11,998
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 |
|---|---|---|---|---|---|---|---|
| 2009-12-16 00:00:00 | ES | Futures | 1073.74 | 1073.99 | 1073.5 | 1073.5 | 73.0 |
| 2009-12-16 00:05:00 | ES | Futures | 1073.5 | 1073.74 | 1073.5 | 1073.74 | 18.0 |
| 2009-12-16 00:10:00 | ES | Futures | 1073.5 | 1073.74 | 1073.26 | 1073.5 | 237.0 |
| 2009-12-16 00:15:00 | ES | Futures | 1073.5 | 1073.5 | 1073.26 | 1073.5 | 149.0 |
| 2009-12-16 00:20:00 | ES | Futures | 1073.5 | 1073.74 | 1073.5 | 1073.74 | 37.0 |
| 2009-12-16 00:25:00 | ES | Futures | 1073.5 | 1073.74 | 1073.5 | 1073.5 | 62.0 |
| 2009-12-16 00:30:00 | ES | Futures | 1073.5 | 1073.5 | 1073.26 | 1073.26 | 247.0 |
| 2009-12-16 00:35:00 | ES | Futures | 1073.5 | 1073.74 | 1073.26 | 1073.5 | 95.0 |
| 2009-12-16 00:40:00 | ES | Futures | 1073.5 | 1073.74 | 1073.5 | 1073.5 | 33.0 |
| 2009-12-16 00:45:00 | ES | Futures | 1073.5 | 1073.5 | 1073.5 | 1073.5 | 63.0 |
| 2009-12-16 00:50:00 | ES | Futures | 1073.5 | 1073.74 | 1073.5 | 1073.5 | 53.0 |
| 2009-12-16 00:55:00 | ES | Futures | 1073.5 | 1073.99 | 1073.5 | 1073.99 | 103.0 |
| 2009-12-16 01:00:00 | ES | Futures | 1073.74 | 1074.72 | 1073.74 | 1074.72 | 461.0 |
| 2009-12-16 01:05:00 | ES | Futures | 1074.47 | 1074.72 | 1074.47 | 1074.47 | 97.0 |
| 2009-12-16 01:10:00 | ES | Futures | 1074.47 | 1074.72 | 1074.23 | 1074.72 | 151.0 |
| 2009-12-16 01:15:00 | ES | Futures | 1074.72 | 1074.96 | 1074.23 | 1074.47 | 416.0 |
| 2009-12-16 01:20:00 | ES | Futures | 1074.47 | 1074.47 | 1073.99 | 1073.99 | 116.0 |
| 2009-12-16 01:25:00 | ES | Futures | 1074.23 | 1074.23 | 1073.99 | 1074.23 | 117.0 |
| 2009-12-16 01:30:00 | ES | Futures | 1074.23 | 1074.23 | 1073.74 | 1073.99 | 112.0 |
| 2009-12-16 01:35:00 | ES | Futures | 1073.99 | 1074.23 | 1073.74 | 1074.23 | 39.0 |
| 2009-12-16 01:40:00 | ES | Futures | 1074.23 | 1074.47 | 1073.99 | 1073.99 | 207.0 |
| 2009-12-16 01:45:00 | ES | Futures | 1073.99 | 1073.99 | 1073.5 | 1073.99 | 204.0 |
| 2009-12-16 01:50:00 | ES | Futures | 1073.74 | 1073.74 | 1073.5 | 1073.5 | 42.0 |
| 2009-12-16 01:55:00 | ES | Futures | 1073.5 | 1073.99 | 1073.26 | 1073.99 | 226.0 |
| 2009-12-16 02:00:00 | ES | Futures | 1073.99 | 1075.2 | 1073.99 | 1074.47 | 2112.0 |
| 2009-12-16 02:05:00 | ES | Futures | 1074.47 | 1074.72 | 1074.23 | 1074.23 | 166.0 |
| 2009-12-16 02:10:00 | ES | Futures | 1074.23 | 1074.72 | 1074.23 | 1074.23 | 131.0 |
| 2009-12-16 02:15:00 | ES | Futures | 1074.23 | 1074.23 | 1073.99 | 1073.99 | 234.0 |
| 2009-12-16 02:20:00 | ES | Futures | 1073.99 | 1074.23 | 1073.99 | 1073.99 | 254.0 |
| 2009-12-16 02:25:00 | ES | Futures | 1073.99 | 1074.23 | 1073.74 | 1073.99 | 124.0 |
| 2009-12-16 02:30:00 | ES | Futures | 1074.23 | 1074.96 | 1073.99 | 1074.47 | 702.0 |
| 2009-12-16 02:35:00 | ES | Futures | 1074.47 | 1074.47 | 1073.99 | 1073.99 | 527.0 |
| 2009-12-16 02:40:00 | ES | Futures | 1073.99 | 1074.23 | 1073.74 | 1073.99 | 300.0 |
| 2009-12-16 02:45:00 | ES | Futures | 1074.23 | 1074.23 | 1073.74 | 1073.74 | 318.0 |
| 2009-12-16 02:50:00 | ES | Futures | 1073.99 | 1074.47 | 1073.5 | 1074.47 | 356.0 |
| 2009-12-16 02:55:00 | ES | Futures | 1074.47 | 1075.45 | 1074.47 | 1074.96 | 1356.0 |
| 2009-12-16 03:00:00 | ES | Futures | 1075.2 | 1075.69 | 1074.96 | 1075.45 | 1697.0 |
| 2009-12-16 03:05:00 | ES | Futures | 1075.45 | 1075.69 | 1075.2 | 1075.2 | 804.0 |
| 2009-12-16 03:10:00 | ES | Futures | 1075.2 | 1076.91 | 1075.2 | 1076.91 | 4471.0 |
| 2009-12-16 03:15:00 | ES | Futures | 1076.66 | 1077.15 | 1076.18 | 1076.42 | 1990.0 |
| 2009-12-16 03:20:00 | ES | Futures | 1076.42 | 1076.42 | 1075.69 | 1076.18 | 1306.0 |
| 2009-12-16 03:25:00 | ES | Futures | 1076.18 | 1076.42 | 1075.69 | 1076.18 | 1339.0 |
| 2009-12-16 03:30:00 | ES | Futures | 1076.18 | 1076.91 | 1076.18 | 1076.42 | 1284.0 |
| 2009-12-16 03:35:00 | ES | Futures | 1076.42 | 1076.66 | 1076.18 | 1076.42 | 575.0 |
| 2009-12-16 03:40:00 | ES | Futures | 1076.42 | 1076.91 | 1075.93 | 1076.91 | 1996.0 |
| 2009-12-16 03:45:00 | ES | Futures | 1076.91 | 1077.15 | 1076.42 | 1076.91 | 903.0 |
| 2009-12-16 03:50:00 | ES | Futures | 1076.91 | 1077.39 | 1076.66 | 1077.39 | 1281.0 |
| 2009-12-16 03:55:00 | ES | Futures | 1077.39 | 1078.85 | 1077.15 | 1078.85 | 5631.0 |
| 2009-12-16 04:00:00 | ES | Futures | 1078.61 | 1080.07 | 1078.61 | 1079.83 | 5308.0 |
| 2009-12-16 04:05:00 | ES | Futures | 1079.83 | 1080.07 | 1079.34 | 1079.34 | 1079.0 |
> showing 50 of 11,998 rows — these rows as CSV