PREVIEW / futures_5min / 2011-05-04
file: by_date/futures_5min/2011/2011-05-04.parquet size: 239 KB rows: 13,447
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 |
|---|---|---|---|---|---|---|---|
| 2011-05-04 00:00:00 | ES | Futures | 1338.79 | 1339.04 | 1338.79 | 1339.04 | 322.0 |
| 2011-05-04 00:05:00 | ES | Futures | 1338.79 | 1339.29 | 1338.54 | 1338.54 | 895.0 |
| 2011-05-04 00:10:00 | ES | Futures | 1338.79 | 1339.04 | 1338.54 | 1339.04 | 1199.0 |
| 2011-05-04 00:15:00 | ES | Futures | 1339.04 | 1339.54 | 1338.79 | 1339.54 | 265.0 |
| 2011-05-04 00:20:00 | ES | Futures | 1339.54 | 1339.54 | 1339.29 | 1339.29 | 118.0 |
| 2011-05-04 00:25:00 | ES | Futures | 1339.54 | 1339.79 | 1339.54 | 1339.79 | 90.0 |
| 2011-05-04 00:30:00 | ES | Futures | 1339.54 | 1340.03 | 1339.54 | 1339.79 | 276.0 |
| 2011-05-04 00:35:00 | ES | Futures | 1339.54 | 1339.79 | 1339.54 | 1339.79 | 134.0 |
| 2011-05-04 00:40:00 | ES | Futures | 1339.79 | 1340.03 | 1339.79 | 1339.79 | 90.0 |
| 2011-05-04 00:45:00 | ES | Futures | 1339.79 | 1340.03 | 1339.54 | 1340.03 | 96.0 |
| 2011-05-04 00:50:00 | ES | Futures | 1340.03 | 1340.03 | 1339.79 | 1340.03 | 94.0 |
| 2011-05-04 00:55:00 | ES | Futures | 1340.03 | 1340.03 | 1339.79 | 1340.03 | 27.0 |
| 2011-05-04 01:00:00 | ES | Futures | 1340.03 | 1340.78 | 1340.03 | 1340.78 | 782.0 |
| 2011-05-04 01:05:00 | ES | Futures | 1340.78 | 1341.03 | 1340.53 | 1341.03 | 423.0 |
| 2011-05-04 01:10:00 | ES | Futures | 1341.03 | 1341.28 | 1340.78 | 1341.03 | 556.0 |
| 2011-05-04 01:15:00 | ES | Futures | 1341.03 | 1341.77 | 1341.03 | 1341.03 | 433.0 |
| 2011-05-04 01:20:00 | ES | Futures | 1341.03 | 1341.03 | 1339.79 | 1340.03 | 647.0 |
| 2011-05-04 01:25:00 | ES | Futures | 1340.28 | 1340.28 | 1339.79 | 1340.03 | 128.0 |
| 2011-05-04 01:30:00 | ES | Futures | 1340.03 | 1340.53 | 1339.79 | 1340.28 | 568.0 |
| 2011-05-04 01:35:00 | ES | Futures | 1340.28 | 1340.28 | 1339.29 | 1339.29 | 1444.0 |
| 2011-05-04 01:40:00 | ES | Futures | 1339.54 | 1340.03 | 1339.29 | 1339.54 | 174.0 |
| 2011-05-04 01:45:00 | ES | Futures | 1339.54 | 1340.03 | 1339.29 | 1339.79 | 349.0 |
| 2011-05-04 01:50:00 | ES | Futures | 1339.79 | 1340.53 | 1339.29 | 1339.54 | 784.0 |
| 2011-05-04 01:55:00 | ES | Futures | 1339.29 | 1339.54 | 1339.04 | 1339.04 | 307.0 |
| 2011-05-04 02:00:00 | ES | Futures | 1339.29 | 1340.53 | 1339.04 | 1340.53 | 866.0 |
| 2011-05-04 02:05:00 | ES | Futures | 1340.28 | 1340.78 | 1340.03 | 1340.28 | 609.0 |
| 2011-05-04 02:10:00 | ES | Futures | 1340.28 | 1340.28 | 1339.54 | 1340.28 | 728.0 |
| 2011-05-04 02:15:00 | ES | Futures | 1340.28 | 1340.53 | 1339.79 | 1340.53 | 493.0 |
| 2011-05-04 02:20:00 | ES | Futures | 1340.28 | 1340.78 | 1340.28 | 1340.28 | 540.0 |
| 2011-05-04 02:25:00 | ES | Futures | 1340.53 | 1340.53 | 1339.79 | 1339.79 | 1155.0 |
| 2011-05-04 02:30:00 | ES | Futures | 1340.03 | 1341.28 | 1340.03 | 1341.03 | 796.0 |
| 2011-05-04 02:35:00 | ES | Futures | 1341.03 | 1341.03 | 1339.79 | 1340.03 | 1210.0 |
| 2011-05-04 02:40:00 | ES | Futures | 1339.79 | 1340.78 | 1339.79 | 1340.78 | 687.0 |
| 2011-05-04 02:45:00 | ES | Futures | 1340.78 | 1341.03 | 1340.03 | 1340.78 | 818.0 |
| 2011-05-04 02:50:00 | ES | Futures | 1340.78 | 1342.02 | 1340.53 | 1341.52 | 1654.0 |
| 2011-05-04 02:55:00 | ES | Futures | 1341.77 | 1342.02 | 1341.03 | 1341.03 | 1223.0 |
| 2011-05-04 03:00:00 | ES | Futures | 1341.03 | 1342.02 | 1340.03 | 1340.53 | 3877.0 |
| 2011-05-04 03:05:00 | ES | Futures | 1340.28 | 1341.52 | 1340.28 | 1341.52 | 1533.0 |
| 2011-05-04 03:10:00 | ES | Futures | 1341.52 | 1341.77 | 1340.53 | 1340.53 | 1993.0 |
| 2011-05-04 03:15:00 | ES | Futures | 1340.78 | 1340.78 | 1339.54 | 1340.28 | 2896.0 |
| 2011-05-04 03:20:00 | ES | Futures | 1340.03 | 1340.28 | 1339.04 | 1339.04 | 2859.0 |
| 2011-05-04 03:25:00 | ES | Futures | 1339.29 | 1339.79 | 1339.04 | 1339.79 | 1265.0 |
| 2011-05-04 03:30:00 | ES | Futures | 1339.79 | 1340.78 | 1339.54 | 1340.28 | 1376.0 |
| 2011-05-04 03:35:00 | ES | Futures | 1340.53 | 1342.02 | 1340.28 | 1342.02 | 2788.0 |
| 2011-05-04 03:40:00 | ES | Futures | 1342.02 | 1342.27 | 1341.52 | 1341.77 | 1664.0 |
| 2011-05-04 03:45:00 | ES | Futures | 1342.02 | 1342.52 | 1341.77 | 1342.02 | 1458.0 |
| 2011-05-04 03:50:00 | ES | Futures | 1341.77 | 1342.52 | 1341.77 | 1342.27 | 916.0 |
| 2011-05-04 03:55:00 | ES | Futures | 1342.27 | 1342.27 | 1342.02 | 1342.02 | 539.0 |
| 2011-05-04 04:00:00 | ES | Futures | 1342.27 | 1342.52 | 1341.28 | 1341.28 | 2027.0 |
| 2011-05-04 04:05:00 | ES | Futures | 1341.28 | 1341.28 | 1340.53 | 1341.03 | 1576.0 |
> showing 50 of 13,447 rows — these rows as CSV