PREVIEW / futures_5min / 2012-10-30
file: by_date/futures_5min/2012/2012-10-30.parquet size: 188 KB rows: 12,856
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 |
|---|---|---|---|---|---|---|---|
| 2012-10-30 00:00:00 | ES | Futures | 1427.02 | 1428.55 | 1426.76 | 1428.3 | 1341.0 |
| 2012-10-30 00:05:00 | ES | Futures | 1428.3 | 1429.06 | 1428.04 | 1428.81 | 960.0 |
| 2012-10-30 00:10:00 | ES | Futures | 1428.81 | 1429.06 | 1428.3 | 1428.55 | 258.0 |
| 2012-10-30 00:15:00 | ES | Futures | 1428.55 | 1428.55 | 1428.04 | 1428.04 | 170.0 |
| 2012-10-30 00:20:00 | ES | Futures | 1428.04 | 1428.55 | 1428.04 | 1428.55 | 223.0 |
| 2012-10-30 00:25:00 | ES | Futures | 1428.81 | 1429.32 | 1428.81 | 1428.81 | 176.0 |
| 2012-10-30 00:30:00 | ES | Futures | 1428.55 | 1429.32 | 1428.55 | 1429.32 | 157.0 |
| 2012-10-30 00:35:00 | ES | Futures | 1429.32 | 1429.57 | 1428.81 | 1428.81 | 325.0 |
| 2012-10-30 00:40:00 | ES | Futures | 1428.81 | 1429.32 | 1428.81 | 1429.06 | 223.0 |
| 2012-10-30 00:45:00 | ES | Futures | 1429.06 | 1429.32 | 1428.81 | 1429.06 | 147.0 |
| 2012-10-30 00:50:00 | ES | Futures | 1429.06 | 1429.32 | 1428.81 | 1428.81 | 95.0 |
| 2012-10-30 00:55:00 | ES | Futures | 1428.81 | 1429.57 | 1428.81 | 1429.57 | 267.0 |
| 2012-10-30 01:00:00 | ES | Futures | 1429.57 | 1430.34 | 1429.57 | 1430.34 | 924.0 |
| 2012-10-30 01:05:00 | ES | Futures | 1430.34 | 1430.85 | 1430.34 | 1430.6 | 698.0 |
| 2012-10-30 01:10:00 | ES | Futures | 1430.6 | 1431.11 | 1430.6 | 1430.6 | 432.0 |
| 2012-10-30 01:15:00 | ES | Futures | 1430.6 | 1430.85 | 1429.83 | 1430.09 | 228.0 |
| 2012-10-30 01:20:00 | ES | Futures | 1429.83 | 1430.85 | 1429.57 | 1430.85 | 383.0 |
| 2012-10-30 01:25:00 | ES | Futures | 1430.6 | 1431.11 | 1430.34 | 1430.34 | 581.0 |
| 2012-10-30 01:30:00 | ES | Futures | 1430.34 | 1430.6 | 1430.09 | 1430.09 | 161.0 |
| 2012-10-30 01:35:00 | ES | Futures | 1430.09 | 1430.09 | 1429.83 | 1429.83 | 59.0 |
| 2012-10-30 01:40:00 | ES | Futures | 1430.09 | 1431.11 | 1430.09 | 1430.6 | 263.0 |
| 2012-10-30 01:45:00 | ES | Futures | 1430.6 | 1430.85 | 1429.06 | 1429.57 | 995.0 |
| 2012-10-30 01:50:00 | ES | Futures | 1429.32 | 1429.57 | 1429.06 | 1429.06 | 394.0 |
| 2012-10-30 01:55:00 | ES | Futures | 1429.06 | 1429.06 | 1427.79 | 1428.55 | 1279.0 |
| 2012-10-30 02:00:00 | ES | Futures | 1428.3 | 1428.55 | 1428.04 | 1428.55 | 311.0 |
| 2012-10-30 02:05:00 | ES | Futures | 1428.55 | 1429.32 | 1428.55 | 1428.55 | 428.0 |
| 2012-10-30 02:10:00 | ES | Futures | 1428.3 | 1428.55 | 1427.79 | 1428.04 | 563.0 |
| 2012-10-30 02:15:00 | ES | Futures | 1428.3 | 1428.55 | 1427.79 | 1428.55 | 224.0 |
| 2012-10-30 02:20:00 | ES | Futures | 1428.55 | 1429.32 | 1428.3 | 1429.06 | 214.0 |
| 2012-10-30 02:25:00 | ES | Futures | 1429.06 | 1429.32 | 1428.81 | 1429.06 | 86.0 |
| 2012-10-30 02:30:00 | ES | Futures | 1429.32 | 1430.6 | 1429.06 | 1429.83 | 635.0 |
| 2012-10-30 02:35:00 | ES | Futures | 1430.09 | 1430.6 | 1429.83 | 1430.6 | 166.0 |
| 2012-10-30 02:40:00 | ES | Futures | 1430.6 | 1430.6 | 1430.09 | 1430.09 | 84.0 |
| 2012-10-30 02:45:00 | ES | Futures | 1430.34 | 1430.6 | 1430.09 | 1430.34 | 71.0 |
| 2012-10-30 02:50:00 | ES | Futures | 1430.09 | 1430.85 | 1429.57 | 1429.57 | 409.0 |
| 2012-10-30 02:55:00 | ES | Futures | 1429.57 | 1430.34 | 1429.57 | 1430.34 | 131.0 |
| 2012-10-30 03:00:00 | ES | Futures | 1430.09 | 1431.36 | 1430.09 | 1431.11 | 552.0 |
| 2012-10-30 03:05:00 | ES | Futures | 1431.11 | 1432.64 | 1431.11 | 1432.39 | 1611.0 |
| 2012-10-30 03:10:00 | ES | Futures | 1432.13 | 1433.15 | 1432.13 | 1432.13 | 1474.0 |
| 2012-10-30 03:15:00 | ES | Futures | 1432.13 | 1432.64 | 1432.13 | 1432.13 | 502.0 |
| 2012-10-30 03:20:00 | ES | Futures | 1432.13 | 1432.39 | 1431.87 | 1431.87 | 494.0 |
| 2012-10-30 03:25:00 | ES | Futures | 1431.87 | 1433.41 | 1431.62 | 1433.15 | 1578.0 |
| 2012-10-30 03:30:00 | ES | Futures | 1433.15 | 1433.41 | 1432.64 | 1432.64 | 719.0 |
| 2012-10-30 03:35:00 | ES | Futures | 1432.64 | 1432.9 | 1432.39 | 1432.64 | 627.0 |
| 2012-10-30 03:40:00 | ES | Futures | 1432.64 | 1432.64 | 1432.13 | 1432.39 | 539.0 |
| 2012-10-30 03:45:00 | ES | Futures | 1432.13 | 1433.41 | 1432.13 | 1432.64 | 909.0 |
| 2012-10-30 03:50:00 | ES | Futures | 1432.64 | 1433.15 | 1432.64 | 1432.9 | 576.0 |
| 2012-10-30 03:55:00 | ES | Futures | 1432.9 | 1433.41 | 1432.39 | 1432.9 | 625.0 |
| 2012-10-30 04:00:00 | ES | Futures | 1432.9 | 1435.2 | 1432.9 | 1434.68 | 3202.0 |
| 2012-10-30 04:05:00 | ES | Futures | 1434.68 | 1436.47 | 1434.68 | 1435.2 | 4301.0 |
> showing 50 of 12,856 rows — these rows as CSV