PREVIEW / futures_5min / 2014-08-21
file: by_date/futures_5min/2014/2014-08-21.parquet size: 200 KB rows: 13,578
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 |
|---|---|---|---|---|---|---|---|
| 2014-08-21 00:00:00 | ES | Futures | 2068.23 | 2068.23 | 2067.71 | 2067.97 | 211.0 |
| 2014-08-21 00:05:00 | ES | Futures | 2067.97 | 2068.23 | 2067.97 | 2068.23 | 51.0 |
| 2014-08-21 00:10:00 | ES | Futures | 2067.97 | 2067.97 | 2067.71 | 2067.71 | 230.0 |
| 2014-08-21 00:15:00 | ES | Futures | 2067.71 | 2067.97 | 2067.71 | 2067.97 | 57.0 |
| 2014-08-21 00:20:00 | ES | Futures | 2067.97 | 2067.97 | 2067.45 | 2067.45 | 123.0 |
| 2014-08-21 00:25:00 | ES | Futures | 2067.45 | 2067.71 | 2067.45 | 2067.45 | 32.0 |
| 2014-08-21 00:30:00 | ES | Futures | 2067.45 | 2067.45 | 2066.93 | 2066.93 | 377.0 |
| 2014-08-21 00:35:00 | ES | Futures | 2066.93 | 2067.19 | 2066.93 | 2066.93 | 55.0 |
| 2014-08-21 00:40:00 | ES | Futures | 2067.19 | 2067.45 | 2066.93 | 2067.19 | 153.0 |
| 2014-08-21 00:45:00 | ES | Futures | 2067.45 | 2067.45 | 2066.93 | 2067.19 | 224.0 |
| 2014-08-21 00:50:00 | ES | Futures | 2067.19 | 2067.71 | 2067.19 | 2067.19 | 350.0 |
| 2014-08-21 00:55:00 | ES | Futures | 2067.19 | 2067.45 | 2067.19 | 2067.19 | 83.0 |
| 2014-08-21 01:00:00 | ES | Futures | 2067.45 | 2067.45 | 2067.19 | 2067.45 | 75.0 |
| 2014-08-21 01:05:00 | ES | Futures | 2067.45 | 2067.71 | 2067.19 | 2067.71 | 209.0 |
| 2014-08-21 01:10:00 | ES | Futures | 2067.71 | 2067.71 | 2067.45 | 2067.45 | 62.0 |
| 2014-08-21 01:15:00 | ES | Futures | 2067.45 | 2067.71 | 2067.19 | 2067.19 | 133.0 |
| 2014-08-21 01:20:00 | ES | Futures | 2067.19 | 2067.71 | 2067.19 | 2067.45 | 134.0 |
| 2014-08-21 01:25:00 | ES | Futures | 2067.71 | 2067.71 | 2067.45 | 2067.71 | 50.0 |
| 2014-08-21 01:30:00 | ES | Futures | 2067.45 | 2067.71 | 2067.45 | 2067.45 | 310.0 |
| 2014-08-21 01:35:00 | ES | Futures | 2067.71 | 2067.71 | 2067.45 | 2067.71 | 364.0 |
| 2014-08-21 01:40:00 | ES | Futures | 2067.45 | 2067.97 | 2067.45 | 2067.71 | 401.0 |
| 2014-08-21 01:45:00 | ES | Futures | 2067.71 | 2067.71 | 2067.45 | 2067.71 | 275.0 |
| 2014-08-21 01:50:00 | ES | Futures | 2067.71 | 2067.97 | 2067.71 | 2067.97 | 53.0 |
| 2014-08-21 01:55:00 | ES | Futures | 2067.71 | 2067.97 | 2067.71 | 2067.71 | 114.0 |
| 2014-08-21 02:00:00 | ES | Futures | 2067.71 | 2068.23 | 2067.19 | 2067.71 | 1965.0 |
| 2014-08-21 02:05:00 | ES | Futures | 2067.71 | 2067.71 | 2067.19 | 2067.45 | 314.0 |
| 2014-08-21 02:10:00 | ES | Futures | 2067.19 | 2067.45 | 2066.93 | 2067.19 | 648.0 |
| 2014-08-21 02:15:00 | ES | Futures | 2067.19 | 2067.45 | 2066.93 | 2067.19 | 392.0 |
| 2014-08-21 02:20:00 | ES | Futures | 2067.45 | 2067.45 | 2067.19 | 2067.19 | 174.0 |
| 2014-08-21 02:25:00 | ES | Futures | 2067.45 | 2067.45 | 2067.19 | 2067.45 | 493.0 |
| 2014-08-21 02:30:00 | ES | Futures | 2067.45 | 2067.71 | 2067.19 | 2067.45 | 199.0 |
| 2014-08-21 02:35:00 | ES | Futures | 2067.45 | 2067.71 | 2067.45 | 2067.71 | 138.0 |
| 2014-08-21 02:40:00 | ES | Futures | 2067.45 | 2067.71 | 2067.45 | 2067.45 | 465.0 |
| 2014-08-21 02:45:00 | ES | Futures | 2067.71 | 2067.71 | 2067.45 | 2067.71 | 42.0 |
| 2014-08-21 02:50:00 | ES | Futures | 2067.71 | 2067.71 | 2067.19 | 2067.19 | 233.0 |
| 2014-08-21 02:55:00 | ES | Futures | 2067.45 | 2067.45 | 2067.19 | 2067.19 | 350.0 |
| 2014-08-21 03:00:00 | ES | Futures | 2067.19 | 2067.45 | 2066.15 | 2066.67 | 2794.0 |
| 2014-08-21 03:05:00 | ES | Futures | 2066.41 | 2066.93 | 2065.89 | 2066.15 | 2666.0 |
| 2014-08-21 03:10:00 | ES | Futures | 2065.89 | 2066.15 | 2065.11 | 2065.89 | 2731.0 |
| 2014-08-21 03:15:00 | ES | Futures | 2065.63 | 2066.15 | 2065.37 | 2065.63 | 1609.0 |
| 2014-08-21 03:20:00 | ES | Futures | 2065.63 | 2065.89 | 2065.37 | 2065.89 | 1306.0 |
| 2014-08-21 03:25:00 | ES | Futures | 2065.63 | 2065.63 | 2064.84 | 2065.11 | 3110.0 |
| 2014-08-21 03:30:00 | ES | Futures | 2065.37 | 2066.67 | 2065.37 | 2066.41 | 2656.0 |
| 2014-08-21 03:35:00 | ES | Futures | 2066.67 | 2067.45 | 2066.67 | 2067.45 | 2475.0 |
| 2014-08-21 03:40:00 | ES | Futures | 2067.45 | 2068.23 | 2067.45 | 2068.23 | 2298.0 |
| 2014-08-21 03:45:00 | ES | Futures | 2068.23 | 2068.75 | 2067.71 | 2067.97 | 1680.0 |
| 2014-08-21 03:50:00 | ES | Futures | 2067.97 | 2068.49 | 2067.71 | 2068.23 | 804.0 |
| 2014-08-21 03:55:00 | ES | Futures | 2068.23 | 2071.36 | 2067.97 | 2070.84 | 9736.0 |
| 2014-08-21 04:00:00 | ES | Futures | 2070.84 | 2071.1 | 2069.54 | 2070.06 | 3488.0 |
| 2014-08-21 04:05:00 | ES | Futures | 2070.06 | 2070.06 | 2069.28 | 2069.54 | 1097.0 |
> showing 50 of 13,578 rows — these rows as CSV