PREVIEW / futures_5min / 2014-05-20
file: by_date/futures_5min/2014/2014-05-20.parquet size: 205 KB rows: 13,896
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 |
|---|---|---|---|---|---|---|---|
| 2014-05-20 00:00:00 | ES | Futures | 1955.06 | 1955.06 | 1954.8 | 1954.8 | 9.0 |
| 2014-05-20 00:05:00 | ES | Futures | 1954.8 | 1955.06 | 1954.8 | 1954.8 | 18.0 |
| 2014-05-20 00:10:00 | ES | Futures | 1954.8 | 1954.8 | 1954.54 | 1954.8 | 29.0 |
| 2014-05-20 00:15:00 | ES | Futures | 1954.54 | 1954.8 | 1954.54 | 1954.54 | 140.0 |
| 2014-05-20 00:20:00 | ES | Futures | 1954.54 | 1954.8 | 1954.54 | 1954.8 | 28.0 |
| 2014-05-20 00:25:00 | ES | Futures | 1954.8 | 1955.06 | 1954.54 | 1955.06 | 50.0 |
| 2014-05-20 00:30:00 | ES | Futures | 1954.8 | 1955.06 | 1954.8 | 1954.8 | 9.0 |
| 2014-05-20 00:35:00 | ES | Futures | 1954.8 | 1955.06 | 1954.8 | 1954.8 | 38.0 |
| 2014-05-20 00:40:00 | ES | Futures | 1954.8 | 1955.06 | 1954.8 | 1955.06 | 95.0 |
| 2014-05-20 00:45:00 | ES | Futures | 1954.8 | 1954.8 | 1954.54 | 1954.8 | 90.0 |
| 2014-05-20 00:50:00 | ES | Futures | 1954.54 | 1954.54 | 1954.29 | 1954.54 | 168.0 |
| 2014-05-20 00:55:00 | ES | Futures | 1954.54 | 1954.54 | 1954.54 | 1954.54 | 36.0 |
| 2014-05-20 01:00:00 | ES | Futures | 1954.8 | 1954.8 | 1954.54 | 1954.8 | 140.0 |
| 2014-05-20 01:05:00 | ES | Futures | 1954.54 | 1954.8 | 1954.54 | 1954.54 | 15.0 |
| 2014-05-20 01:10:00 | ES | Futures | 1954.54 | 1954.54 | 1954.54 | 1954.54 | 32.0 |
| 2014-05-20 01:15:00 | ES | Futures | 1954.54 | 1954.8 | 1954.54 | 1954.54 | 72.0 |
| 2014-05-20 01:20:00 | ES | Futures | 1954.54 | 1954.8 | 1954.54 | 1954.8 | 3.0 |
| 2014-05-20 01:25:00 | ES | Futures | 1954.8 | 1954.8 | 1954.8 | 1954.8 | 1.0 |
| 2014-05-20 01:30:00 | ES | Futures | 1954.54 | 1954.8 | 1954.54 | 1954.8 | 42.0 |
| 2014-05-20 01:35:00 | ES | Futures | 1954.54 | 1954.54 | 1954.54 | 1954.54 | 96.0 |
| 2014-05-20 01:40:00 | ES | Futures | 1954.54 | 1954.54 | 1954.03 | 1954.29 | 311.0 |
| 2014-05-20 01:45:00 | ES | Futures | 1954.29 | 1954.54 | 1954.29 | 1954.29 | 115.0 |
| 2014-05-20 01:50:00 | ES | Futures | 1954.03 | 1954.54 | 1954.03 | 1954.03 | 129.0 |
| 2014-05-20 01:55:00 | ES | Futures | 1954.03 | 1954.29 | 1954.03 | 1954.03 | 156.0 |
| 2014-05-20 02:00:00 | ES | Futures | 1954.03 | 1954.29 | 1953.25 | 1953.51 | 1106.0 |
| 2014-05-20 02:05:00 | ES | Futures | 1953.25 | 1953.77 | 1953.25 | 1953.51 | 230.0 |
| 2014-05-20 02:10:00 | ES | Futures | 1953.77 | 1954.03 | 1953.51 | 1953.77 | 287.0 |
| 2014-05-20 02:15:00 | ES | Futures | 1953.51 | 1953.77 | 1953.25 | 1953.51 | 167.0 |
| 2014-05-20 02:20:00 | ES | Futures | 1953.51 | 1953.51 | 1953.25 | 1953.51 | 161.0 |
| 2014-05-20 02:25:00 | ES | Futures | 1953.51 | 1953.51 | 1953.25 | 1953.25 | 341.0 |
| 2014-05-20 02:30:00 | ES | Futures | 1953.51 | 1953.77 | 1953.25 | 1953.77 | 452.0 |
| 2014-05-20 02:35:00 | ES | Futures | 1953.77 | 1953.77 | 1953.51 | 1953.77 | 288.0 |
| 2014-05-20 02:40:00 | ES | Futures | 1953.77 | 1953.77 | 1953.51 | 1953.77 | 194.0 |
| 2014-05-20 02:45:00 | ES | Futures | 1953.77 | 1954.03 | 1953.51 | 1953.77 | 362.0 |
| 2014-05-20 02:50:00 | ES | Futures | 1954.03 | 1954.03 | 1952.73 | 1952.73 | 2083.0 |
| 2014-05-20 02:55:00 | ES | Futures | 1952.99 | 1953.25 | 1952.73 | 1953.25 | 445.0 |
| 2014-05-20 03:00:00 | ES | Futures | 1952.99 | 1953.51 | 1952.47 | 1953.25 | 1770.0 |
| 2014-05-20 03:05:00 | ES | Futures | 1953.25 | 1954.29 | 1953.25 | 1954.03 | 4067.0 |
| 2014-05-20 03:10:00 | ES | Futures | 1954.03 | 1955.32 | 1953.51 | 1955.06 | 3717.0 |
| 2014-05-20 03:15:00 | ES | Futures | 1955.06 | 1955.06 | 1954.03 | 1954.29 | 2482.0 |
| 2014-05-20 03:20:00 | ES | Futures | 1954.03 | 1954.8 | 1953.77 | 1954.8 | 1355.0 |
| 2014-05-20 03:25:00 | ES | Futures | 1954.8 | 1955.84 | 1954.29 | 1955.84 | 3219.0 |
| 2014-05-20 03:30:00 | ES | Futures | 1955.58 | 1956.1 | 1955.58 | 1956.1 | 2266.0 |
| 2014-05-20 03:35:00 | ES | Futures | 1956.36 | 1957.4 | 1956.1 | 1956.36 | 6071.0 |
| 2014-05-20 03:40:00 | ES | Futures | 1956.36 | 1956.62 | 1955.58 | 1955.84 | 2171.0 |
| 2014-05-20 03:45:00 | ES | Futures | 1955.84 | 1956.36 | 1955.58 | 1955.84 | 1596.0 |
| 2014-05-20 03:50:00 | ES | Futures | 1955.84 | 1956.62 | 1955.58 | 1955.58 | 1736.0 |
| 2014-05-20 03:55:00 | ES | Futures | 1955.84 | 1955.84 | 1955.06 | 1955.58 | 2615.0 |
| 2014-05-20 04:00:00 | ES | Futures | 1955.32 | 1955.58 | 1954.8 | 1955.06 | 2608.0 |
| 2014-05-20 04:05:00 | ES | Futures | 1955.06 | 1955.06 | 1954.03 | 1954.29 | 3101.0 |
> showing 50 of 13,896 rows — these rows as CSV