PREVIEW / futures_5min / 2012-09-11
file: by_date/futures_5min/2012/2012-09-11.parquet size: 182 KB rows: 11,519
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 |
|---|---|---|---|---|---|---|---|
| 2012-09-11 00:00:00 | ES | Futures | 1446.87 | 1447.13 | 1446.62 | 1447.13 | 855.0 |
| 2012-09-11 00:05:00 | ES | Futures | 1447.13 | 1447.38 | 1446.87 | 1447.38 | 630.0 |
| 2012-09-11 00:10:00 | ES | Futures | 1447.38 | 1447.38 | 1447.13 | 1447.38 | 170.0 |
| 2012-09-11 00:15:00 | ES | Futures | 1447.38 | 1447.64 | 1447.13 | 1447.38 | 338.0 |
| 2012-09-11 00:20:00 | ES | Futures | 1447.38 | 1447.38 | 1447.13 | 1447.38 | 117.0 |
| 2012-09-11 00:25:00 | ES | Futures | 1447.38 | 1447.38 | 1446.62 | 1446.62 | 603.0 |
| 2012-09-11 00:30:00 | ES | Futures | 1446.87 | 1446.87 | 1446.62 | 1446.87 | 108.0 |
| 2012-09-11 00:35:00 | ES | Futures | 1446.87 | 1446.87 | 1446.36 | 1446.62 | 147.0 |
| 2012-09-11 00:40:00 | ES | Futures | 1446.62 | 1446.62 | 1446.11 | 1446.11 | 458.0 |
| 2012-09-11 00:45:00 | ES | Futures | 1446.36 | 1446.62 | 1446.11 | 1446.62 | 207.0 |
| 2012-09-11 00:50:00 | ES | Futures | 1446.62 | 1446.87 | 1446.36 | 1446.87 | 220.0 |
| 2012-09-11 00:55:00 | ES | Futures | 1446.87 | 1446.87 | 1446.36 | 1446.36 | 191.0 |
| 2012-09-11 01:00:00 | ES | Futures | 1446.62 | 1446.62 | 1446.11 | 1446.11 | 501.0 |
| 2012-09-11 01:05:00 | ES | Futures | 1446.36 | 1446.62 | 1446.11 | 1446.36 | 302.0 |
| 2012-09-11 01:10:00 | ES | Futures | 1446.62 | 1446.62 | 1446.11 | 1446.62 | 229.0 |
| 2012-09-11 01:15:00 | ES | Futures | 1446.62 | 1446.87 | 1446.36 | 1446.36 | 251.0 |
| 2012-09-11 01:20:00 | ES | Futures | 1446.36 | 1446.87 | 1446.11 | 1446.36 | 804.0 |
| 2012-09-11 01:25:00 | ES | Futures | 1446.36 | 1446.87 | 1446.36 | 1446.87 | 301.0 |
| 2012-09-11 01:30:00 | ES | Futures | 1446.87 | 1447.13 | 1446.62 | 1447.13 | 522.0 |
| 2012-09-11 01:35:00 | ES | Futures | 1447.13 | 1447.38 | 1446.87 | 1447.13 | 358.0 |
| 2012-09-11 01:40:00 | ES | Futures | 1447.38 | 1447.38 | 1447.13 | 1447.38 | 431.0 |
| 2012-09-11 01:45:00 | ES | Futures | 1447.64 | 1447.64 | 1447.38 | 1447.64 | 228.0 |
| 2012-09-11 01:50:00 | ES | Futures | 1447.64 | 1447.64 | 1447.38 | 1447.64 | 529.0 |
| 2012-09-11 01:55:00 | ES | Futures | 1447.64 | 1448.4 | 1447.64 | 1448.14 | 1485.0 |
| 2012-09-11 02:00:00 | ES | Futures | 1448.4 | 1448.91 | 1448.14 | 1448.4 | 1984.0 |
| 2012-09-11 02:05:00 | ES | Futures | 1448.65 | 1448.91 | 1448.14 | 1448.4 | 1688.0 |
| 2012-09-11 02:10:00 | ES | Futures | 1448.4 | 1449.16 | 1448.4 | 1448.91 | 1043.0 |
| 2012-09-11 02:15:00 | ES | Futures | 1448.91 | 1448.91 | 1448.4 | 1448.4 | 562.0 |
| 2012-09-11 02:20:00 | ES | Futures | 1448.65 | 1448.65 | 1448.14 | 1448.14 | 707.0 |
| 2012-09-11 02:25:00 | ES | Futures | 1448.4 | 1448.91 | 1448.4 | 1448.65 | 664.0 |
| 2012-09-11 02:30:00 | ES | Futures | 1448.91 | 1451.2 | 1448.65 | 1450.69 | 5325.0 |
| 2012-09-11 02:35:00 | ES | Futures | 1450.94 | 1451.96 | 1450.69 | 1451.45 | 3345.0 |
| 2012-09-11 02:40:00 | ES | Futures | 1451.45 | 1453.23 | 1451.2 | 1453.23 | 5030.0 |
| 2012-09-11 02:45:00 | ES | Futures | 1453.23 | 1453.48 | 1452.72 | 1452.98 | 2966.0 |
| 2012-09-11 02:50:00 | ES | Futures | 1452.98 | 1453.74 | 1452.98 | 1453.23 | 1601.0 |
| 2012-09-11 02:55:00 | ES | Futures | 1453.23 | 1453.74 | 1452.98 | 1453.23 | 1270.0 |
| 2012-09-11 03:00:00 | ES | Futures | 1453.23 | 1453.99 | 1452.98 | 1453.23 | 4967.0 |
| 2012-09-11 03:05:00 | ES | Futures | 1453.23 | 1455.77 | 1453.23 | 1455.26 | 9912.0 |
| 2012-09-11 03:10:00 | ES | Futures | 1455.26 | 1455.77 | 1453.99 | 1454.25 | 5775.0 |
| 2012-09-11 03:15:00 | ES | Futures | 1454.25 | 1454.76 | 1453.99 | 1454.25 | 3192.0 |
| 2012-09-11 03:20:00 | ES | Futures | 1454.25 | 1455.01 | 1453.99 | 1454.5 | 3345.0 |
| 2012-09-11 03:25:00 | ES | Futures | 1454.5 | 1455.77 | 1454.5 | 1455.26 | 3637.0 |
| 2012-09-11 03:30:00 | ES | Futures | 1455.26 | 1455.77 | 1454.5 | 1454.76 | 3726.0 |
| 2012-09-11 03:35:00 | ES | Futures | 1454.76 | 1455.01 | 1454.5 | 1454.76 | 1041.0 |
| 2012-09-11 03:40:00 | ES | Futures | 1454.76 | 1455.01 | 1453.48 | 1453.48 | 4544.0 |
| 2012-09-11 03:45:00 | ES | Futures | 1453.48 | 1453.99 | 1452.98 | 1453.48 | 3261.0 |
| 2012-09-11 03:50:00 | ES | Futures | 1453.48 | 1454.25 | 1453.48 | 1453.74 | 1428.0 |
| 2012-09-11 03:55:00 | ES | Futures | 1453.74 | 1454.25 | 1453.48 | 1453.99 | 1938.0 |
| 2012-09-11 04:00:00 | ES | Futures | 1453.99 | 1454.5 | 1453.74 | 1453.74 | 2171.0 |
| 2012-09-11 04:05:00 | ES | Futures | 1453.74 | 1453.99 | 1453.74 | 1453.99 | 623.0 |
> showing 50 of 11,519 rows — these rows as CSV