PREVIEW / futures_5min / 2012-11-28
file: by_date/futures_5min/2012/2012-11-28.parquet size: 221 KB rows: 14,020
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 |
|---|---|---|---|---|---|---|---|
| 2012-11-28 00:00:00 | ES | Futures | 1427.28 | 1427.53 | 1427.02 | 1427.53 | 230.0 |
| 2012-11-28 00:05:00 | ES | Futures | 1427.28 | 1427.53 | 1426.76 | 1427.02 | 420.0 |
| 2012-11-28 00:10:00 | ES | Futures | 1426.76 | 1427.02 | 1426.25 | 1426.51 | 591.0 |
| 2012-11-28 00:15:00 | ES | Futures | 1426.76 | 1426.76 | 1426.51 | 1426.51 | 413.0 |
| 2012-11-28 00:20:00 | ES | Futures | 1426.51 | 1426.76 | 1426.0 | 1426.25 | 342.0 |
| 2012-11-28 00:25:00 | ES | Futures | 1426.25 | 1426.76 | 1426.25 | 1426.25 | 391.0 |
| 2012-11-28 00:30:00 | ES | Futures | 1426.25 | 1426.51 | 1426.0 | 1426.51 | 267.0 |
| 2012-11-28 00:35:00 | ES | Futures | 1426.51 | 1427.02 | 1426.25 | 1426.51 | 518.0 |
| 2012-11-28 00:40:00 | ES | Futures | 1426.51 | 1426.76 | 1426.25 | 1426.51 | 465.0 |
| 2012-11-28 00:45:00 | ES | Futures | 1426.25 | 1426.51 | 1426.25 | 1426.25 | 97.0 |
| 2012-11-28 00:50:00 | ES | Futures | 1426.25 | 1427.28 | 1426.0 | 1426.76 | 701.0 |
| 2012-11-28 00:55:00 | ES | Futures | 1426.76 | 1427.02 | 1426.51 | 1426.51 | 371.0 |
| 2012-11-28 01:00:00 | ES | Futures | 1426.51 | 1426.76 | 1426.25 | 1426.25 | 267.0 |
| 2012-11-28 01:05:00 | ES | Futures | 1426.25 | 1426.51 | 1426.25 | 1426.51 | 56.0 |
| 2012-11-28 01:10:00 | ES | Futures | 1426.51 | 1426.51 | 1426.0 | 1426.0 | 416.0 |
| 2012-11-28 01:15:00 | ES | Futures | 1426.0 | 1426.0 | 1425.23 | 1425.23 | 624.0 |
| 2012-11-28 01:20:00 | ES | Futures | 1425.23 | 1425.49 | 1424.72 | 1424.72 | 549.0 |
| 2012-11-28 01:25:00 | ES | Futures | 1424.72 | 1425.23 | 1424.21 | 1425.23 | 953.0 |
| 2012-11-28 01:30:00 | ES | Futures | 1425.23 | 1425.74 | 1425.23 | 1425.49 | 528.0 |
| 2012-11-28 01:35:00 | ES | Futures | 1425.23 | 1425.74 | 1425.23 | 1425.49 | 61.0 |
| 2012-11-28 01:40:00 | ES | Futures | 1425.74 | 1425.74 | 1425.49 | 1425.74 | 166.0 |
| 2012-11-28 01:45:00 | ES | Futures | 1425.74 | 1425.74 | 1425.49 | 1425.74 | 44.0 |
| 2012-11-28 01:50:00 | ES | Futures | 1425.74 | 1425.74 | 1425.49 | 1425.74 | 186.0 |
| 2012-11-28 01:55:00 | ES | Futures | 1425.74 | 1425.74 | 1425.49 | 1425.74 | 170.0 |
| 2012-11-28 02:00:00 | ES | Futures | 1425.49 | 1425.74 | 1425.23 | 1425.74 | 316.0 |
| 2012-11-28 02:05:00 | ES | Futures | 1425.49 | 1426.0 | 1425.23 | 1425.74 | 449.0 |
| 2012-11-28 02:10:00 | ES | Futures | 1425.74 | 1426.76 | 1425.74 | 1426.51 | 663.0 |
| 2012-11-28 02:15:00 | ES | Futures | 1426.51 | 1426.51 | 1426.0 | 1426.25 | 256.0 |
| 2012-11-28 02:20:00 | ES | Futures | 1426.25 | 1426.25 | 1425.74 | 1425.74 | 223.0 |
| 2012-11-28 02:25:00 | ES | Futures | 1426.0 | 1426.51 | 1426.0 | 1426.51 | 255.0 |
| 2012-11-28 02:30:00 | ES | Futures | 1426.51 | 1426.76 | 1426.0 | 1426.25 | 458.0 |
| 2012-11-28 02:35:00 | ES | Futures | 1426.25 | 1427.02 | 1426.25 | 1427.02 | 459.0 |
| 2012-11-28 02:40:00 | ES | Futures | 1427.02 | 1427.02 | 1426.51 | 1426.76 | 575.0 |
| 2012-11-28 02:45:00 | ES | Futures | 1426.76 | 1426.76 | 1426.51 | 1426.51 | 296.0 |
| 2012-11-28 02:50:00 | ES | Futures | 1426.76 | 1426.76 | 1425.74 | 1426.0 | 600.0 |
| 2012-11-28 02:55:00 | ES | Futures | 1426.0 | 1426.76 | 1426.0 | 1426.51 | 777.0 |
| 2012-11-28 03:00:00 | ES | Futures | 1426.25 | 1427.28 | 1426.25 | 1426.51 | 1961.0 |
| 2012-11-28 03:05:00 | ES | Futures | 1426.76 | 1428.04 | 1426.25 | 1427.79 | 2468.0 |
| 2012-11-28 03:10:00 | ES | Futures | 1427.79 | 1427.79 | 1426.76 | 1427.02 | 2728.0 |
| 2012-11-28 03:15:00 | ES | Futures | 1427.02 | 1427.28 | 1426.25 | 1426.76 | 2007.0 |
| 2012-11-28 03:20:00 | ES | Futures | 1427.02 | 1427.02 | 1425.49 | 1425.74 | 2969.0 |
| 2012-11-28 03:25:00 | ES | Futures | 1426.0 | 1426.25 | 1425.74 | 1426.0 | 1152.0 |
| 2012-11-28 03:30:00 | ES | Futures | 1425.74 | 1425.74 | 1424.72 | 1425.23 | 3975.0 |
| 2012-11-28 03:35:00 | ES | Futures | 1425.23 | 1426.25 | 1425.23 | 1425.49 | 2343.0 |
| 2012-11-28 03:40:00 | ES | Futures | 1425.49 | 1426.51 | 1425.23 | 1426.51 | 1657.0 |
| 2012-11-28 03:45:00 | ES | Futures | 1426.76 | 1427.28 | 1426.51 | 1427.02 | 1096.0 |
| 2012-11-28 03:50:00 | ES | Futures | 1427.02 | 1427.53 | 1427.02 | 1427.02 | 1185.0 |
| 2012-11-28 03:55:00 | ES | Futures | 1426.76 | 1427.02 | 1425.49 | 1425.74 | 1692.0 |
| 2012-11-28 04:00:00 | ES | Futures | 1425.49 | 1426.0 | 1425.23 | 1425.23 | 1333.0 |
| 2012-11-28 04:05:00 | ES | Futures | 1425.23 | 1425.49 | 1424.72 | 1424.98 | 2770.0 |
> showing 50 of 14,020 rows — these rows as CSV