PREVIEW / futures_5min / 2012-11-15
file: by_date/futures_5min/2012/2012-11-15.parquet size: 212 KB rows: 14,191
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 |
|---|---|---|---|---|---|---|---|
| 2012-11-15 00:00:00 | ES | Futures | 1384.61 | 1385.12 | 1384.36 | 1384.61 | 474.0 |
| 2012-11-15 00:05:00 | ES | Futures | 1384.87 | 1385.38 | 1384.61 | 1385.38 | 649.0 |
| 2012-11-15 00:10:00 | ES | Futures | 1385.38 | 1385.64 | 1385.12 | 1385.38 | 823.0 |
| 2012-11-15 00:15:00 | ES | Futures | 1385.38 | 1385.64 | 1385.12 | 1385.38 | 299.0 |
| 2012-11-15 00:20:00 | ES | Futures | 1385.64 | 1385.64 | 1384.87 | 1384.87 | 497.0 |
| 2012-11-15 00:25:00 | ES | Futures | 1384.87 | 1385.12 | 1384.61 | 1384.61 | 463.0 |
| 2012-11-15 00:30:00 | ES | Futures | 1384.87 | 1385.38 | 1384.61 | 1385.12 | 328.0 |
| 2012-11-15 00:35:00 | ES | Futures | 1384.87 | 1385.38 | 1384.87 | 1385.38 | 201.0 |
| 2012-11-15 00:40:00 | ES | Futures | 1385.38 | 1385.64 | 1385.12 | 1385.38 | 392.0 |
| 2012-11-15 00:45:00 | ES | Futures | 1385.38 | 1385.38 | 1384.87 | 1385.12 | 142.0 |
| 2012-11-15 00:50:00 | ES | Futures | 1385.12 | 1385.38 | 1384.87 | 1385.12 | 194.0 |
| 2012-11-15 00:55:00 | ES | Futures | 1385.12 | 1385.38 | 1384.87 | 1384.87 | 227.0 |
| 2012-11-15 01:00:00 | ES | Futures | 1384.61 | 1384.87 | 1384.1 | 1384.36 | 732.0 |
| 2012-11-15 01:05:00 | ES | Futures | 1384.36 | 1384.61 | 1384.1 | 1384.61 | 410.0 |
| 2012-11-15 01:10:00 | ES | Futures | 1384.36 | 1384.61 | 1383.85 | 1383.85 | 226.0 |
| 2012-11-15 01:15:00 | ES | Futures | 1383.85 | 1384.36 | 1383.34 | 1383.34 | 407.0 |
| 2012-11-15 01:20:00 | ES | Futures | 1383.34 | 1383.59 | 1382.83 | 1383.08 | 688.0 |
| 2012-11-15 01:25:00 | ES | Futures | 1383.08 | 1383.34 | 1382.83 | 1382.83 | 388.0 |
| 2012-11-15 01:30:00 | ES | Futures | 1383.08 | 1383.85 | 1383.08 | 1383.85 | 369.0 |
| 2012-11-15 01:35:00 | ES | Futures | 1383.85 | 1383.85 | 1383.34 | 1383.59 | 141.0 |
| 2012-11-15 01:40:00 | ES | Futures | 1383.34 | 1383.85 | 1383.08 | 1383.85 | 401.0 |
| 2012-11-15 01:45:00 | ES | Futures | 1383.59 | 1383.85 | 1383.59 | 1383.59 | 210.0 |
| 2012-11-15 01:50:00 | ES | Futures | 1383.85 | 1384.87 | 1383.59 | 1384.87 | 905.0 |
| 2012-11-15 01:55:00 | ES | Futures | 1384.87 | 1384.87 | 1384.36 | 1384.61 | 586.0 |
| 2012-11-15 02:00:00 | ES | Futures | 1384.61 | 1385.12 | 1384.36 | 1384.36 | 2065.0 |
| 2012-11-15 02:05:00 | ES | Futures | 1384.36 | 1385.38 | 1384.1 | 1385.38 | 1324.0 |
| 2012-11-15 02:10:00 | ES | Futures | 1385.38 | 1385.89 | 1385.12 | 1385.89 | 1546.0 |
| 2012-11-15 02:15:00 | ES | Futures | 1386.15 | 1386.66 | 1385.38 | 1385.38 | 2632.0 |
| 2012-11-15 02:20:00 | ES | Futures | 1385.38 | 1386.4 | 1385.38 | 1386.15 | 810.0 |
| 2012-11-15 02:25:00 | ES | Futures | 1386.15 | 1386.4 | 1385.64 | 1386.15 | 616.0 |
| 2012-11-15 02:30:00 | ES | Futures | 1386.15 | 1386.91 | 1385.89 | 1386.66 | 1766.0 |
| 2012-11-15 02:35:00 | ES | Futures | 1386.4 | 1386.66 | 1385.64 | 1385.89 | 732.0 |
| 2012-11-15 02:40:00 | ES | Futures | 1385.89 | 1385.89 | 1385.38 | 1385.38 | 421.0 |
| 2012-11-15 02:45:00 | ES | Futures | 1385.64 | 1386.15 | 1385.38 | 1386.15 | 446.0 |
| 2012-11-15 02:50:00 | ES | Futures | 1386.15 | 1386.15 | 1384.1 | 1384.36 | 1096.0 |
| 2012-11-15 02:55:00 | ES | Futures | 1384.36 | 1384.61 | 1384.1 | 1384.36 | 881.0 |
| 2012-11-15 03:00:00 | ES | Futures | 1384.61 | 1386.4 | 1384.1 | 1385.12 | 3045.0 |
| 2012-11-15 03:05:00 | ES | Futures | 1385.38 | 1386.4 | 1385.12 | 1385.12 | 3344.0 |
| 2012-11-15 03:10:00 | ES | Futures | 1385.12 | 1386.66 | 1384.87 | 1386.66 | 4029.0 |
| 2012-11-15 03:15:00 | ES | Futures | 1386.66 | 1387.17 | 1386.15 | 1386.66 | 2362.0 |
| 2012-11-15 03:20:00 | ES | Futures | 1386.66 | 1386.91 | 1386.15 | 1386.66 | 1432.0 |
| 2012-11-15 03:25:00 | ES | Futures | 1386.66 | 1387.17 | 1386.15 | 1386.91 | 1902.0 |
| 2012-11-15 03:30:00 | ES | Futures | 1386.66 | 1387.42 | 1386.66 | 1387.17 | 3272.0 |
| 2012-11-15 03:35:00 | ES | Futures | 1387.17 | 1387.42 | 1386.4 | 1386.91 | 3024.0 |
| 2012-11-15 03:40:00 | ES | Futures | 1387.17 | 1387.17 | 1386.15 | 1386.4 | 2231.0 |
| 2012-11-15 03:45:00 | ES | Futures | 1386.4 | 1386.91 | 1386.15 | 1386.91 | 1696.0 |
| 2012-11-15 03:50:00 | ES | Futures | 1386.66 | 1387.68 | 1386.66 | 1387.68 | 2200.0 |
| 2012-11-15 03:55:00 | ES | Futures | 1387.68 | 1387.93 | 1386.66 | 1386.66 | 3189.0 |
| 2012-11-15 04:00:00 | ES | Futures | 1386.91 | 1387.17 | 1386.15 | 1386.15 | 2047.0 |
| 2012-11-15 04:05:00 | ES | Futures | 1386.4 | 1387.17 | 1386.15 | 1386.66 | 1603.0 |
> showing 50 of 14,191 rows — these rows as CSV