PREVIEW / futures_5min / 2010-11-24
file: by_date/futures_5min/2010/2010-11-24.parquet size: 214 KB rows: 12,066
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 |
|---|---|---|---|---|---|---|---|
| 2010-11-24 00:00:00 | ES | Futures | 1167.32 | 1167.57 | 1167.08 | 1167.32 | 116.0 |
| 2010-11-24 00:05:00 | ES | Futures | 1167.32 | 1167.32 | 1167.08 | 1167.32 | 136.0 |
| 2010-11-24 00:10:00 | ES | Futures | 1167.08 | 1167.57 | 1167.08 | 1167.32 | 266.0 |
| 2010-11-24 00:15:00 | ES | Futures | 1167.57 | 1167.82 | 1167.32 | 1167.82 | 330.0 |
| 2010-11-24 00:20:00 | ES | Futures | 1167.57 | 1167.82 | 1167.57 | 1167.82 | 156.0 |
| 2010-11-24 00:25:00 | ES | Futures | 1167.57 | 1167.82 | 1167.32 | 1167.32 | 530.0 |
| 2010-11-24 00:30:00 | ES | Futures | 1167.32 | 1167.57 | 1167.08 | 1167.32 | 385.0 |
| 2010-11-24 00:35:00 | ES | Futures | 1167.57 | 1167.57 | 1167.32 | 1167.32 | 83.0 |
| 2010-11-24 00:40:00 | ES | Futures | 1167.57 | 1167.57 | 1167.32 | 1167.32 | 77.0 |
| 2010-11-24 00:45:00 | ES | Futures | 1167.32 | 1167.57 | 1167.32 | 1167.32 | 363.0 |
| 2010-11-24 00:50:00 | ES | Futures | 1167.32 | 1167.57 | 1167.32 | 1167.57 | 91.0 |
| 2010-11-24 00:55:00 | ES | Futures | 1167.32 | 1167.57 | 1166.58 | 1166.83 | 410.0 |
| 2010-11-24 01:00:00 | ES | Futures | 1166.58 | 1167.08 | 1166.34 | 1166.83 | 227.0 |
| 2010-11-24 01:05:00 | ES | Futures | 1166.83 | 1167.08 | 1166.58 | 1167.08 | 272.0 |
| 2010-11-24 01:10:00 | ES | Futures | 1166.83 | 1167.08 | 1166.83 | 1166.83 | 44.0 |
| 2010-11-24 01:15:00 | ES | Futures | 1167.08 | 1167.08 | 1166.83 | 1167.08 | 101.0 |
| 2010-11-24 01:20:00 | ES | Futures | 1166.83 | 1167.32 | 1166.83 | 1167.32 | 300.0 |
| 2010-11-24 01:25:00 | ES | Futures | 1167.32 | 1167.32 | 1166.58 | 1166.58 | 374.0 |
| 2010-11-24 01:30:00 | ES | Futures | 1166.58 | 1166.83 | 1166.58 | 1166.83 | 100.0 |
| 2010-11-24 01:35:00 | ES | Futures | 1166.83 | 1167.57 | 1166.83 | 1167.32 | 165.0 |
| 2010-11-24 01:40:00 | ES | Futures | 1167.32 | 1167.32 | 1167.08 | 1167.32 | 64.0 |
| 2010-11-24 01:45:00 | ES | Futures | 1167.32 | 1167.82 | 1167.08 | 1167.57 | 358.0 |
| 2010-11-24 01:50:00 | ES | Futures | 1167.57 | 1167.57 | 1166.34 | 1166.34 | 616.0 |
| 2010-11-24 01:55:00 | ES | Futures | 1166.34 | 1166.58 | 1165.35 | 1165.35 | 781.0 |
| 2010-11-24 02:00:00 | ES | Futures | 1165.6 | 1166.09 | 1165.35 | 1165.85 | 1823.0 |
| 2010-11-24 02:05:00 | ES | Futures | 1165.85 | 1166.34 | 1165.6 | 1166.34 | 1831.0 |
| 2010-11-24 02:10:00 | ES | Futures | 1166.34 | 1166.34 | 1165.85 | 1165.85 | 746.0 |
| 2010-11-24 02:15:00 | ES | Futures | 1165.85 | 1166.09 | 1165.6 | 1165.85 | 663.0 |
| 2010-11-24 02:20:00 | ES | Futures | 1165.85 | 1166.09 | 1165.6 | 1165.85 | 801.0 |
| 2010-11-24 02:25:00 | ES | Futures | 1165.6 | 1165.85 | 1165.6 | 1165.85 | 482.0 |
| 2010-11-24 02:30:00 | ES | Futures | 1165.85 | 1166.34 | 1165.6 | 1166.09 | 731.0 |
| 2010-11-24 02:35:00 | ES | Futures | 1166.09 | 1166.58 | 1166.09 | 1166.09 | 405.0 |
| 2010-11-24 02:40:00 | ES | Futures | 1166.09 | 1166.34 | 1165.85 | 1166.09 | 682.0 |
| 2010-11-24 02:45:00 | ES | Futures | 1165.85 | 1166.58 | 1165.85 | 1166.34 | 985.0 |
| 2010-11-24 02:50:00 | ES | Futures | 1166.58 | 1166.58 | 1166.09 | 1166.34 | 1257.0 |
| 2010-11-24 02:55:00 | ES | Futures | 1166.58 | 1166.83 | 1166.09 | 1166.09 | 1914.0 |
| 2010-11-24 03:00:00 | ES | Futures | 1165.85 | 1166.58 | 1165.6 | 1166.09 | 3240.0 |
| 2010-11-24 03:05:00 | ES | Futures | 1166.09 | 1166.34 | 1164.86 | 1164.86 | 5681.0 |
| 2010-11-24 03:10:00 | ES | Futures | 1165.11 | 1165.6 | 1164.61 | 1165.35 | 4193.0 |
| 2010-11-24 03:15:00 | ES | Futures | 1165.35 | 1165.6 | 1164.86 | 1165.6 | 2760.0 |
| 2010-11-24 03:20:00 | ES | Futures | 1165.6 | 1165.6 | 1164.61 | 1164.86 | 2061.0 |
| 2010-11-24 03:25:00 | ES | Futures | 1164.61 | 1165.11 | 1164.12 | 1164.61 | 4986.0 |
| 2010-11-24 03:30:00 | ES | Futures | 1164.61 | 1164.86 | 1162.64 | 1163.13 | 5537.0 |
| 2010-11-24 03:35:00 | ES | Futures | 1163.13 | 1163.38 | 1160.92 | 1161.16 | 7040.0 |
| 2010-11-24 03:40:00 | ES | Futures | 1161.16 | 1162.39 | 1160.92 | 1162.39 | 4077.0 |
| 2010-11-24 03:45:00 | ES | Futures | 1162.39 | 1162.39 | 1160.18 | 1160.42 | 5674.0 |
| 2010-11-24 03:50:00 | ES | Futures | 1160.67 | 1161.41 | 1160.67 | 1161.41 | 2552.0 |
| 2010-11-24 03:55:00 | ES | Futures | 1161.16 | 1161.41 | 1159.44 | 1159.68 | 6216.0 |
| 2010-11-24 04:00:00 | ES | Futures | 1159.68 | 1160.67 | 1159.19 | 1159.93 | 6887.0 |
| 2010-11-24 04:05:00 | ES | Futures | 1159.93 | 1160.42 | 1158.94 | 1159.19 | 3755.0 |
> showing 50 of 12,066 rows — these rows as CSV