PREVIEW / futures_5min / 2012-05-14
file: by_date/futures_5min/2012/2012-05-14.parquet size: 224 KB rows: 13,596
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 |
|---|---|---|---|---|---|---|---|
| 2012-05-14 00:00:00 | ES | Futures | 1363.84 | 1364.09 | 1363.59 | 1363.84 | 221.0 |
| 2012-05-14 00:05:00 | ES | Futures | 1363.59 | 1364.09 | 1363.08 | 1363.08 | 246.0 |
| 2012-05-14 00:10:00 | ES | Futures | 1363.08 | 1363.33 | 1362.83 | 1363.08 | 177.0 |
| 2012-05-14 00:15:00 | ES | Futures | 1363.33 | 1363.59 | 1363.08 | 1363.33 | 171.0 |
| 2012-05-14 00:20:00 | ES | Futures | 1363.33 | 1363.59 | 1363.08 | 1363.33 | 45.0 |
| 2012-05-14 00:25:00 | ES | Futures | 1363.33 | 1363.33 | 1363.08 | 1363.08 | 68.0 |
| 2012-05-14 00:30:00 | ES | Futures | 1363.08 | 1363.33 | 1362.83 | 1362.83 | 90.0 |
| 2012-05-14 00:35:00 | ES | Futures | 1362.83 | 1363.33 | 1362.83 | 1363.08 | 65.0 |
| 2012-05-14 00:40:00 | ES | Futures | 1363.33 | 1363.59 | 1362.83 | 1363.08 | 389.0 |
| 2012-05-14 00:45:00 | ES | Futures | 1363.08 | 1363.33 | 1363.08 | 1363.33 | 39.0 |
| 2012-05-14 00:50:00 | ES | Futures | 1363.33 | 1363.33 | 1362.57 | 1362.83 | 148.0 |
| 2012-05-14 00:55:00 | ES | Futures | 1362.83 | 1362.83 | 1362.07 | 1362.07 | 352.0 |
| 2012-05-14 01:00:00 | ES | Futures | 1362.32 | 1362.83 | 1361.81 | 1362.57 | 367.0 |
| 2012-05-14 01:05:00 | ES | Futures | 1362.83 | 1362.83 | 1361.56 | 1361.56 | 521.0 |
| 2012-05-14 01:10:00 | ES | Futures | 1361.56 | 1362.07 | 1361.56 | 1362.07 | 213.0 |
| 2012-05-14 01:15:00 | ES | Futures | 1361.81 | 1362.32 | 1361.81 | 1361.81 | 634.0 |
| 2012-05-14 01:20:00 | ES | Futures | 1361.81 | 1363.08 | 1361.81 | 1362.83 | 881.0 |
| 2012-05-14 01:25:00 | ES | Futures | 1362.57 | 1363.33 | 1362.57 | 1363.08 | 385.0 |
| 2012-05-14 01:30:00 | ES | Futures | 1362.83 | 1363.59 | 1362.57 | 1363.08 | 379.0 |
| 2012-05-14 01:35:00 | ES | Futures | 1363.33 | 1363.33 | 1362.83 | 1363.08 | 168.0 |
| 2012-05-14 01:40:00 | ES | Futures | 1363.08 | 1363.33 | 1362.32 | 1362.83 | 291.0 |
| 2012-05-14 01:45:00 | ES | Futures | 1362.83 | 1362.83 | 1362.32 | 1362.32 | 154.0 |
| 2012-05-14 01:50:00 | ES | Futures | 1362.57 | 1362.57 | 1361.56 | 1361.81 | 312.0 |
| 2012-05-14 01:55:00 | ES | Futures | 1361.81 | 1362.32 | 1361.56 | 1362.32 | 665.0 |
| 2012-05-14 02:00:00 | ES | Futures | 1362.07 | 1364.09 | 1361.56 | 1363.59 | 2610.0 |
| 2012-05-14 02:05:00 | ES | Futures | 1363.59 | 1363.84 | 1362.83 | 1363.08 | 447.0 |
| 2012-05-14 02:10:00 | ES | Futures | 1363.08 | 1363.33 | 1362.83 | 1363.08 | 362.0 |
| 2012-05-14 02:15:00 | ES | Futures | 1363.08 | 1363.33 | 1362.57 | 1362.83 | 874.0 |
| 2012-05-14 02:20:00 | ES | Futures | 1362.57 | 1362.83 | 1361.81 | 1361.81 | 813.0 |
| 2012-05-14 02:25:00 | ES | Futures | 1361.81 | 1361.81 | 1360.8 | 1361.06 | 1107.0 |
| 2012-05-14 02:30:00 | ES | Futures | 1361.06 | 1362.07 | 1360.8 | 1362.07 | 464.0 |
| 2012-05-14 02:35:00 | ES | Futures | 1361.81 | 1362.32 | 1361.56 | 1361.56 | 850.0 |
| 2012-05-14 02:40:00 | ES | Futures | 1361.56 | 1361.56 | 1361.31 | 1361.31 | 323.0 |
| 2012-05-14 02:45:00 | ES | Futures | 1361.56 | 1361.56 | 1360.8 | 1360.8 | 592.0 |
| 2012-05-14 02:50:00 | ES | Futures | 1361.06 | 1361.06 | 1360.55 | 1360.8 | 1182.0 |
| 2012-05-14 02:55:00 | ES | Futures | 1360.8 | 1361.06 | 1360.55 | 1361.06 | 978.0 |
| 2012-05-14 03:00:00 | ES | Futures | 1361.06 | 1362.07 | 1358.53 | 1359.28 | 9856.0 |
| 2012-05-14 03:05:00 | ES | Futures | 1359.28 | 1360.55 | 1359.28 | 1360.55 | 4212.0 |
| 2012-05-14 03:10:00 | ES | Futures | 1360.55 | 1360.55 | 1358.53 | 1358.53 | 4844.0 |
| 2012-05-14 03:15:00 | ES | Futures | 1358.53 | 1359.54 | 1358.27 | 1359.03 | 4564.0 |
| 2012-05-14 03:20:00 | ES | Futures | 1359.03 | 1359.03 | 1358.02 | 1358.78 | 5395.0 |
| 2012-05-14 03:25:00 | ES | Futures | 1358.78 | 1359.28 | 1357.77 | 1358.02 | 6482.0 |
| 2012-05-14 03:30:00 | ES | Futures | 1358.02 | 1358.27 | 1356.5 | 1356.76 | 9721.0 |
| 2012-05-14 03:35:00 | ES | Futures | 1356.76 | 1357.77 | 1356.76 | 1357.51 | 3767.0 |
| 2012-05-14 03:40:00 | ES | Futures | 1357.26 | 1357.51 | 1356.76 | 1357.26 | 2153.0 |
| 2012-05-14 03:45:00 | ES | Futures | 1357.01 | 1358.27 | 1356.76 | 1358.02 | 2372.0 |
| 2012-05-14 03:50:00 | ES | Futures | 1358.02 | 1358.02 | 1357.01 | 1357.01 | 2028.0 |
| 2012-05-14 03:55:00 | ES | Futures | 1357.01 | 1358.02 | 1357.01 | 1357.51 | 2555.0 |
| 2012-05-14 04:00:00 | ES | Futures | 1357.51 | 1357.51 | 1356.5 | 1356.76 | 3022.0 |
| 2012-05-14 04:05:00 | ES | Futures | 1357.01 | 1357.26 | 1356.76 | 1357.26 | 1821.0 |
> showing 50 of 13,596 rows — these rows as CSV