PREVIEW / futures_5min / 2012-10-31
file: by_date/futures_5min/2012/2012-10-31.parquet size: 214 KB rows: 14,010
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 |
|---|---|---|---|---|---|---|---|
| 2012-10-31 00:00:00 | ES | Futures | 1440.56 | 1440.56 | 1440.05 | 1440.3 | 152.0 |
| 2012-10-31 00:05:00 | ES | Futures | 1440.05 | 1440.3 | 1439.54 | 1439.79 | 160.0 |
| 2012-10-31 00:10:00 | ES | Futures | 1439.79 | 1440.56 | 1439.54 | 1440.56 | 141.0 |
| 2012-10-31 00:15:00 | ES | Futures | 1440.56 | 1440.56 | 1440.3 | 1440.56 | 106.0 |
| 2012-10-31 00:20:00 | ES | Futures | 1440.3 | 1440.3 | 1440.05 | 1440.05 | 85.0 |
| 2012-10-31 00:25:00 | ES | Futures | 1440.05 | 1440.3 | 1440.05 | 1440.3 | 56.0 |
| 2012-10-31 00:30:00 | ES | Futures | 1440.3 | 1440.3 | 1440.05 | 1440.05 | 50.0 |
| 2012-10-31 00:35:00 | ES | Futures | 1440.05 | 1440.3 | 1440.05 | 1440.05 | 119.0 |
| 2012-10-31 00:40:00 | ES | Futures | 1440.3 | 1440.56 | 1440.3 | 1440.3 | 124.0 |
| 2012-10-31 00:45:00 | ES | Futures | 1440.3 | 1440.3 | 1440.05 | 1440.3 | 130.0 |
| 2012-10-31 00:50:00 | ES | Futures | 1440.3 | 1440.56 | 1440.05 | 1440.56 | 129.0 |
| 2012-10-31 00:55:00 | ES | Futures | 1440.56 | 1440.82 | 1440.3 | 1440.56 | 169.0 |
| 2012-10-31 01:00:00 | ES | Futures | 1440.3 | 1440.56 | 1440.05 | 1440.56 | 162.0 |
| 2012-10-31 01:05:00 | ES | Futures | 1440.56 | 1440.56 | 1440.05 | 1440.3 | 93.0 |
| 2012-10-31 01:10:00 | ES | Futures | 1440.05 | 1440.56 | 1440.05 | 1440.3 | 236.0 |
| 2012-10-31 01:15:00 | ES | Futures | 1440.3 | 1440.3 | 1439.79 | 1439.79 | 246.0 |
| 2012-10-31 01:20:00 | ES | Futures | 1439.79 | 1440.05 | 1439.54 | 1440.05 | 164.0 |
| 2012-10-31 01:25:00 | ES | Futures | 1440.05 | 1440.3 | 1439.79 | 1439.79 | 96.0 |
| 2012-10-31 01:30:00 | ES | Futures | 1439.79 | 1439.79 | 1439.03 | 1439.03 | 784.0 |
| 2012-10-31 01:35:00 | ES | Futures | 1439.03 | 1439.54 | 1438.77 | 1439.54 | 281.0 |
| 2012-10-31 01:40:00 | ES | Futures | 1439.28 | 1439.54 | 1439.03 | 1439.28 | 132.0 |
| 2012-10-31 01:45:00 | ES | Futures | 1439.28 | 1439.79 | 1439.28 | 1439.79 | 183.0 |
| 2012-10-31 01:50:00 | ES | Futures | 1439.79 | 1439.79 | 1439.28 | 1439.54 | 58.0 |
| 2012-10-31 01:55:00 | ES | Futures | 1439.28 | 1439.54 | 1439.28 | 1439.54 | 89.0 |
| 2012-10-31 02:00:00 | ES | Futures | 1439.28 | 1439.79 | 1439.28 | 1439.28 | 526.0 |
| 2012-10-31 02:05:00 | ES | Futures | 1439.28 | 1439.28 | 1439.03 | 1439.03 | 98.0 |
| 2012-10-31 02:10:00 | ES | Futures | 1439.03 | 1439.54 | 1439.03 | 1439.28 | 106.0 |
| 2012-10-31 02:15:00 | ES | Futures | 1439.28 | 1439.79 | 1439.28 | 1439.28 | 179.0 |
| 2012-10-31 02:20:00 | ES | Futures | 1439.54 | 1439.54 | 1439.28 | 1439.28 | 115.0 |
| 2012-10-31 02:25:00 | ES | Futures | 1439.28 | 1439.54 | 1439.03 | 1439.28 | 287.0 |
| 2012-10-31 02:30:00 | ES | Futures | 1439.28 | 1439.54 | 1439.03 | 1439.03 | 158.0 |
| 2012-10-31 02:35:00 | ES | Futures | 1439.28 | 1439.54 | 1438.77 | 1439.03 | 342.0 |
| 2012-10-31 02:40:00 | ES | Futures | 1439.03 | 1439.28 | 1438.52 | 1438.77 | 328.0 |
| 2012-10-31 02:45:00 | ES | Futures | 1438.77 | 1439.54 | 1438.52 | 1439.54 | 268.0 |
| 2012-10-31 02:50:00 | ES | Futures | 1439.54 | 1439.54 | 1439.28 | 1439.54 | 47.0 |
| 2012-10-31 02:55:00 | ES | Futures | 1439.54 | 1440.05 | 1439.28 | 1439.79 | 168.0 |
| 2012-10-31 03:00:00 | ES | Futures | 1439.79 | 1441.07 | 1439.79 | 1440.82 | 825.0 |
| 2012-10-31 03:05:00 | ES | Futures | 1440.56 | 1441.58 | 1440.56 | 1440.82 | 1033.0 |
| 2012-10-31 03:10:00 | ES | Futures | 1440.82 | 1441.33 | 1440.56 | 1440.82 | 550.0 |
| 2012-10-31 03:15:00 | ES | Futures | 1440.82 | 1441.33 | 1440.56 | 1441.33 | 526.0 |
| 2012-10-31 03:20:00 | ES | Futures | 1441.58 | 1442.09 | 1441.33 | 1442.09 | 1058.0 |
| 2012-10-31 03:25:00 | ES | Futures | 1442.09 | 1442.6 | 1441.07 | 1442.35 | 1332.0 |
| 2012-10-31 03:30:00 | ES | Futures | 1442.35 | 1443.88 | 1442.09 | 1443.37 | 2560.0 |
| 2012-10-31 03:35:00 | ES | Futures | 1443.37 | 1443.88 | 1443.11 | 1443.37 | 1325.0 |
| 2012-10-31 03:40:00 | ES | Futures | 1443.63 | 1444.65 | 1443.63 | 1444.65 | 2024.0 |
| 2012-10-31 03:45:00 | ES | Futures | 1444.65 | 1444.65 | 1443.63 | 1444.14 | 680.0 |
| 2012-10-31 03:50:00 | ES | Futures | 1444.14 | 1444.65 | 1443.88 | 1444.65 | 673.0 |
| 2012-10-31 03:55:00 | ES | Futures | 1444.39 | 1444.9 | 1444.39 | 1444.39 | 1386.0 |
| 2012-10-31 04:00:00 | ES | Futures | 1444.65 | 1445.67 | 1443.88 | 1445.16 | 3735.0 |
| 2012-10-31 04:05:00 | ES | Futures | 1445.16 | 1446.44 | 1444.65 | 1446.18 | 5121.0 |
> showing 50 of 14,010 rows — these rows as CSV