PREVIEW / futures_5min / 2012-03-20
file: by_date/futures_5min/2012/2012-03-20.parquet size: 215 KB rows: 13,363
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 |
|---|---|---|---|---|---|---|---|
| 2012-03-20 00:00:00 | ES | Futures | 1419.5 | 1419.75 | 1419.5 | 1419.75 | 118.0 |
| 2012-03-20 00:05:00 | ES | Futures | 1419.75 | 1420.0 | 1419.75 | 1420.0 | 50.0 |
| 2012-03-20 00:10:00 | ES | Futures | 1420.0 | 1420.0 | 1419.75 | 1420.0 | 128.0 |
| 2012-03-20 00:15:00 | ES | Futures | 1420.0 | 1420.0 | 1419.75 | 1419.75 | 123.0 |
| 2012-03-20 00:20:00 | ES | Futures | 1419.75 | 1420.25 | 1419.75 | 1419.75 | 201.0 |
| 2012-03-20 00:25:00 | ES | Futures | 1420.0 | 1420.25 | 1419.75 | 1419.75 | 144.0 |
| 2012-03-20 00:30:00 | ES | Futures | 1419.75 | 1420.0 | 1419.24 | 1419.24 | 291.0 |
| 2012-03-20 00:35:00 | ES | Futures | 1419.24 | 1419.24 | 1418.99 | 1418.99 | 194.0 |
| 2012-03-20 00:40:00 | ES | Futures | 1419.24 | 1419.75 | 1418.99 | 1419.75 | 284.0 |
| 2012-03-20 00:45:00 | ES | Futures | 1419.5 | 1419.75 | 1419.24 | 1419.5 | 367.0 |
| 2012-03-20 00:50:00 | ES | Futures | 1419.75 | 1419.75 | 1419.24 | 1419.5 | 96.0 |
| 2012-03-20 00:55:00 | ES | Futures | 1419.24 | 1419.24 | 1418.74 | 1418.74 | 304.0 |
| 2012-03-20 01:00:00 | ES | Futures | 1418.74 | 1419.5 | 1418.74 | 1418.99 | 274.0 |
| 2012-03-20 01:05:00 | ES | Futures | 1418.99 | 1418.99 | 1418.48 | 1418.48 | 373.0 |
| 2012-03-20 01:10:00 | ES | Futures | 1418.74 | 1418.99 | 1418.48 | 1418.99 | 292.0 |
| 2012-03-20 01:15:00 | ES | Futures | 1418.74 | 1418.99 | 1418.74 | 1418.99 | 450.0 |
| 2012-03-20 01:20:00 | ES | Futures | 1418.99 | 1418.99 | 1418.74 | 1418.74 | 371.0 |
| 2012-03-20 01:25:00 | ES | Futures | 1418.74 | 1418.99 | 1418.48 | 1418.74 | 259.0 |
| 2012-03-20 01:30:00 | ES | Futures | 1418.99 | 1419.5 | 1418.74 | 1419.5 | 507.0 |
| 2012-03-20 01:35:00 | ES | Futures | 1419.24 | 1419.5 | 1419.24 | 1419.24 | 488.0 |
| 2012-03-20 01:40:00 | ES | Futures | 1419.24 | 1420.0 | 1419.24 | 1419.5 | 469.0 |
| 2012-03-20 01:45:00 | ES | Futures | 1419.75 | 1419.75 | 1419.5 | 1419.5 | 50.0 |
| 2012-03-20 01:50:00 | ES | Futures | 1419.5 | 1419.75 | 1419.24 | 1419.5 | 254.0 |
| 2012-03-20 01:55:00 | ES | Futures | 1419.75 | 1420.0 | 1419.5 | 1420.0 | 239.0 |
| 2012-03-20 02:00:00 | ES | Futures | 1419.75 | 1420.25 | 1419.75 | 1420.0 | 261.0 |
| 2012-03-20 02:05:00 | ES | Futures | 1420.0 | 1420.0 | 1419.75 | 1420.0 | 180.0 |
| 2012-03-20 02:10:00 | ES | Futures | 1419.75 | 1420.0 | 1419.75 | 1419.75 | 70.0 |
| 2012-03-20 02:15:00 | ES | Futures | 1420.0 | 1420.0 | 1419.5 | 1419.75 | 128.0 |
| 2012-03-20 02:20:00 | ES | Futures | 1419.75 | 1420.25 | 1419.75 | 1420.0 | 158.0 |
| 2012-03-20 02:25:00 | ES | Futures | 1420.0 | 1420.51 | 1420.0 | 1420.25 | 425.0 |
| 2012-03-20 02:30:00 | ES | Futures | 1420.25 | 1420.76 | 1420.25 | 1420.51 | 183.0 |
| 2012-03-20 02:35:00 | ES | Futures | 1420.51 | 1420.76 | 1420.51 | 1420.51 | 60.0 |
| 2012-03-20 02:40:00 | ES | Futures | 1420.51 | 1420.76 | 1420.51 | 1420.51 | 553.0 |
| 2012-03-20 02:45:00 | ES | Futures | 1420.51 | 1420.76 | 1420.25 | 1420.51 | 419.0 |
| 2012-03-20 02:50:00 | ES | Futures | 1420.25 | 1420.51 | 1420.0 | 1420.51 | 473.0 |
| 2012-03-20 02:55:00 | ES | Futures | 1420.51 | 1420.51 | 1420.0 | 1420.25 | 408.0 |
| 2012-03-20 03:00:00 | ES | Futures | 1420.0 | 1420.25 | 1418.99 | 1419.24 | 1636.0 |
| 2012-03-20 03:05:00 | ES | Futures | 1419.5 | 1419.75 | 1418.74 | 1418.99 | 1144.0 |
| 2012-03-20 03:10:00 | ES | Futures | 1418.99 | 1419.24 | 1418.74 | 1418.74 | 606.0 |
| 2012-03-20 03:15:00 | ES | Futures | 1418.74 | 1419.24 | 1418.48 | 1419.24 | 435.0 |
| 2012-03-20 03:20:00 | ES | Futures | 1419.24 | 1419.24 | 1418.99 | 1418.99 | 184.0 |
| 2012-03-20 03:25:00 | ES | Futures | 1418.99 | 1419.24 | 1418.74 | 1419.24 | 301.0 |
| 2012-03-20 03:30:00 | ES | Futures | 1419.24 | 1419.24 | 1418.74 | 1418.74 | 440.0 |
| 2012-03-20 03:35:00 | ES | Futures | 1418.48 | 1418.74 | 1418.23 | 1418.48 | 1425.0 |
| 2012-03-20 03:40:00 | ES | Futures | 1418.23 | 1418.23 | 1417.72 | 1417.72 | 1089.0 |
| 2012-03-20 03:45:00 | ES | Futures | 1417.72 | 1418.23 | 1417.72 | 1417.72 | 916.0 |
| 2012-03-20 03:50:00 | ES | Futures | 1417.98 | 1418.23 | 1417.72 | 1418.23 | 516.0 |
| 2012-03-20 03:55:00 | ES | Futures | 1417.98 | 1418.23 | 1417.72 | 1417.72 | 1117.0 |
| 2012-03-20 04:00:00 | ES | Futures | 1417.72 | 1418.23 | 1417.47 | 1417.47 | 2664.0 |
| 2012-03-20 04:05:00 | ES | Futures | 1417.47 | 1417.98 | 1417.22 | 1417.72 | 2634.0 |
> showing 50 of 13,363 rows — these rows as CSV