PREVIEW / futures_5min / 2012-10-28
file: by_date/futures_5min/2012/2012-10-28.parquet size: 45 KB rows: 2,419
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 |
|---|---|---|---|---|---|---|---|
| 2012-10-28 18:00:00 | ES | Futures | 1436.98 | 1436.98 | 1435.96 | 1436.73 | 2126.0 |
| 2012-10-28 18:05:00 | ES | Futures | 1436.98 | 1437.75 | 1436.73 | 1436.98 | 649.0 |
| 2012-10-28 18:10:00 | ES | Futures | 1436.98 | 1437.24 | 1436.73 | 1436.73 | 166.0 |
| 2012-10-28 18:15:00 | ES | Futures | 1436.73 | 1437.24 | 1436.73 | 1437.24 | 202.0 |
| 2012-10-28 18:20:00 | ES | Futures | 1436.98 | 1437.24 | 1436.47 | 1436.98 | 379.0 |
| 2012-10-28 18:25:00 | ES | Futures | 1436.98 | 1437.24 | 1436.73 | 1436.73 | 225.0 |
| 2012-10-28 18:30:00 | ES | Futures | 1436.73 | 1436.73 | 1436.47 | 1436.47 | 81.0 |
| 2012-10-28 18:35:00 | ES | Futures | 1436.73 | 1436.98 | 1436.47 | 1436.73 | 191.0 |
| 2012-10-28 18:40:00 | ES | Futures | 1436.73 | 1436.98 | 1435.71 | 1435.71 | 383.0 |
| 2012-10-28 18:45:00 | ES | Futures | 1435.96 | 1435.96 | 1434.17 | 1434.17 | 1420.0 |
| 2012-10-28 18:50:00 | ES | Futures | 1434.17 | 1434.68 | 1433.92 | 1434.17 | 628.0 |
| 2012-10-28 18:55:00 | ES | Futures | 1434.43 | 1434.43 | 1433.41 | 1433.41 | 586.0 |
| 2012-10-28 19:00:00 | ES | Futures | 1433.66 | 1433.92 | 1433.15 | 1433.66 | 737.0 |
| 2012-10-28 19:05:00 | ES | Futures | 1433.66 | 1434.17 | 1433.15 | 1434.17 | 576.0 |
| 2012-10-28 19:10:00 | ES | Futures | 1434.17 | 1434.17 | 1432.64 | 1432.64 | 1259.0 |
| 2012-10-28 19:15:00 | ES | Futures | 1432.9 | 1433.15 | 1432.13 | 1432.39 | 928.0 |
| 2012-10-28 19:20:00 | ES | Futures | 1432.39 | 1432.9 | 1432.39 | 1432.64 | 349.0 |
| 2012-10-28 19:25:00 | ES | Futures | 1432.64 | 1432.64 | 1431.87 | 1432.13 | 274.0 |
| 2012-10-28 19:30:00 | ES | Futures | 1432.13 | 1432.9 | 1432.13 | 1432.9 | 297.0 |
| 2012-10-28 19:35:00 | ES | Futures | 1432.9 | 1433.41 | 1432.9 | 1433.15 | 297.0 |
| 2012-10-28 19:40:00 | ES | Futures | 1433.15 | 1434.17 | 1433.15 | 1433.92 | 379.0 |
| 2012-10-28 19:45:00 | ES | Futures | 1434.17 | 1434.17 | 1433.66 | 1433.92 | 142.0 |
| 2012-10-28 19:50:00 | ES | Futures | 1433.92 | 1434.17 | 1433.15 | 1433.66 | 374.0 |
| 2012-10-28 19:55:00 | ES | Futures | 1433.66 | 1434.17 | 1433.66 | 1433.66 | 238.0 |
| 2012-10-28 20:00:00 | ES | Futures | 1433.66 | 1434.17 | 1433.66 | 1434.17 | 309.0 |
| 2012-10-28 20:05:00 | ES | Futures | 1434.17 | 1435.2 | 1434.17 | 1435.2 | 756.0 |
| 2012-10-28 20:10:00 | ES | Futures | 1435.2 | 1435.96 | 1435.2 | 1435.45 | 955.0 |
| 2012-10-28 20:15:00 | ES | Futures | 1435.45 | 1435.45 | 1434.94 | 1434.94 | 470.0 |
| 2012-10-28 20:20:00 | ES | Futures | 1434.94 | 1435.45 | 1434.94 | 1435.45 | 621.0 |
| 2012-10-28 20:25:00 | ES | Futures | 1435.45 | 1435.45 | 1434.94 | 1435.2 | 272.0 |
| 2012-10-28 20:30:00 | ES | Futures | 1435.2 | 1435.2 | 1434.17 | 1434.68 | 691.0 |
| 2012-10-28 20:35:00 | ES | Futures | 1434.68 | 1434.94 | 1434.17 | 1434.17 | 287.0 |
| 2012-10-28 20:40:00 | ES | Futures | 1434.17 | 1434.94 | 1434.17 | 1434.68 | 538.0 |
| 2012-10-28 20:45:00 | ES | Futures | 1434.94 | 1435.45 | 1434.94 | 1434.94 | 476.0 |
| 2012-10-28 20:50:00 | ES | Futures | 1434.94 | 1434.94 | 1433.41 | 1433.41 | 602.0 |
| 2012-10-28 20:55:00 | ES | Futures | 1433.66 | 1433.92 | 1433.41 | 1433.66 | 571.0 |
| 2012-10-28 21:00:00 | ES | Futures | 1433.92 | 1434.43 | 1433.66 | 1433.92 | 544.0 |
| 2012-10-28 21:05:00 | ES | Futures | 1433.92 | 1434.94 | 1433.92 | 1434.68 | 413.0 |
| 2012-10-28 21:10:00 | ES | Futures | 1434.68 | 1434.94 | 1434.17 | 1434.17 | 508.0 |
| 2012-10-28 21:15:00 | ES | Futures | 1434.43 | 1434.94 | 1434.43 | 1434.68 | 454.0 |
| 2012-10-28 21:20:00 | ES | Futures | 1434.68 | 1434.94 | 1434.43 | 1434.68 | 513.0 |
| 2012-10-28 21:25:00 | ES | Futures | 1434.94 | 1435.71 | 1434.68 | 1435.2 | 803.0 |
| 2012-10-28 21:30:00 | ES | Futures | 1435.45 | 1435.71 | 1434.94 | 1434.94 | 481.0 |
| 2012-10-28 21:35:00 | ES | Futures | 1434.68 | 1435.45 | 1434.68 | 1435.45 | 392.0 |
| 2012-10-28 21:40:00 | ES | Futures | 1435.71 | 1435.71 | 1435.2 | 1435.45 | 357.0 |
| 2012-10-28 21:45:00 | ES | Futures | 1435.2 | 1435.45 | 1434.94 | 1434.94 | 192.0 |
| 2012-10-28 21:50:00 | ES | Futures | 1434.94 | 1435.71 | 1434.94 | 1435.45 | 295.0 |
| 2012-10-28 21:55:00 | ES | Futures | 1435.45 | 1435.71 | 1435.2 | 1435.45 | 340.0 |
| 2012-10-28 22:00:00 | ES | Futures | 1435.71 | 1436.22 | 1435.45 | 1436.22 | 547.0 |
| 2012-10-28 22:05:00 | ES | Futures | 1435.96 | 1436.98 | 1435.96 | 1436.47 | 1254.0 |
> showing 50 of 2,419 rows — these rows as CSV