PREVIEW / futures_5min / 2014-09-03
file: by_date/futures_5min/2014/2014-09-03.parquet size: 206 KB rows: 13,683
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 |
|---|---|---|---|---|---|---|---|
| 2014-09-03 00:00:00 | ES | Futures | 2086.74 | 2087.0 | 2086.74 | 2086.74 | 48.0 |
| 2014-09-03 00:05:00 | ES | Futures | 2086.74 | 2087.0 | 2086.74 | 2086.74 | 20.0 |
| 2014-09-03 00:10:00 | ES | Futures | 2086.74 | 2086.74 | 2086.48 | 2086.74 | 144.0 |
| 2014-09-03 00:15:00 | ES | Futures | 2086.74 | 2087.0 | 2086.21 | 2086.21 | 522.0 |
| 2014-09-03 00:20:00 | ES | Futures | 2086.21 | 2086.21 | 2085.95 | 2086.21 | 177.0 |
| 2014-09-03 00:25:00 | ES | Futures | 2086.21 | 2086.48 | 2085.95 | 2086.48 | 109.0 |
| 2014-09-03 00:30:00 | ES | Futures | 2086.21 | 2086.74 | 2086.21 | 2086.48 | 71.0 |
| 2014-09-03 00:35:00 | ES | Futures | 2086.48 | 2086.74 | 2086.21 | 2086.74 | 264.0 |
| 2014-09-03 00:40:00 | ES | Futures | 2086.48 | 2087.0 | 2086.48 | 2087.0 | 208.0 |
| 2014-09-03 00:45:00 | ES | Futures | 2086.74 | 2086.74 | 2086.48 | 2086.48 | 107.0 |
| 2014-09-03 00:50:00 | ES | Futures | 2086.48 | 2086.48 | 2086.21 | 2086.48 | 349.0 |
| 2014-09-03 00:55:00 | ES | Futures | 2086.48 | 2086.74 | 2086.48 | 2086.48 | 89.0 |
| 2014-09-03 01:00:00 | ES | Futures | 2086.74 | 2086.74 | 2086.48 | 2086.48 | 322.0 |
| 2014-09-03 01:05:00 | ES | Futures | 2086.74 | 2087.0 | 2086.21 | 2086.21 | 414.0 |
| 2014-09-03 01:10:00 | ES | Futures | 2086.48 | 2086.48 | 2086.21 | 2086.48 | 34.0 |
| 2014-09-03 01:15:00 | ES | Futures | 2086.48 | 2086.74 | 2086.48 | 2086.48 | 202.0 |
| 2014-09-03 01:20:00 | ES | Futures | 2086.74 | 2086.74 | 2086.48 | 2086.74 | 293.0 |
| 2014-09-03 01:25:00 | ES | Futures | 2086.74 | 2087.0 | 2086.74 | 2086.74 | 109.0 |
| 2014-09-03 01:30:00 | ES | Futures | 2086.74 | 2087.26 | 2086.74 | 2087.0 | 167.0 |
| 2014-09-03 01:35:00 | ES | Futures | 2087.0 | 2087.52 | 2087.0 | 2087.52 | 210.0 |
| 2014-09-03 01:40:00 | ES | Futures | 2087.26 | 2087.52 | 2087.0 | 2087.26 | 153.0 |
| 2014-09-03 01:45:00 | ES | Futures | 2087.26 | 2087.26 | 2086.74 | 2087.0 | 182.0 |
| 2014-09-03 01:50:00 | ES | Futures | 2087.0 | 2087.26 | 2087.0 | 2087.26 | 111.0 |
| 2014-09-03 01:55:00 | ES | Futures | 2087.0 | 2087.26 | 2087.0 | 2087.26 | 198.0 |
| 2014-09-03 02:00:00 | ES | Futures | 2087.26 | 2087.52 | 2087.0 | 2087.26 | 616.0 |
| 2014-09-03 02:05:00 | ES | Futures | 2087.0 | 2087.52 | 2087.0 | 2087.52 | 666.0 |
| 2014-09-03 02:10:00 | ES | Futures | 2087.52 | 2088.56 | 2087.26 | 2088.04 | 3239.0 |
| 2014-09-03 02:15:00 | ES | Futures | 2088.3 | 2088.3 | 2087.52 | 2087.52 | 1109.0 |
| 2014-09-03 02:20:00 | ES | Futures | 2087.78 | 2088.04 | 2087.52 | 2087.52 | 384.0 |
| 2014-09-03 02:25:00 | ES | Futures | 2087.52 | 2088.3 | 2087.52 | 2088.3 | 343.0 |
| 2014-09-03 02:30:00 | ES | Futures | 2088.3 | 2089.34 | 2088.04 | 2088.82 | 3696.0 |
| 2014-09-03 02:35:00 | ES | Futures | 2088.82 | 2089.08 | 2088.3 | 2088.3 | 530.0 |
| 2014-09-03 02:40:00 | ES | Futures | 2088.3 | 2088.56 | 2088.04 | 2088.3 | 636.0 |
| 2014-09-03 02:45:00 | ES | Futures | 2088.3 | 2088.3 | 2087.78 | 2087.78 | 409.0 |
| 2014-09-03 02:50:00 | ES | Futures | 2087.78 | 2088.3 | 2087.52 | 2088.04 | 609.0 |
| 2014-09-03 02:55:00 | ES | Futures | 2088.3 | 2088.56 | 2088.04 | 2088.3 | 934.0 |
| 2014-09-03 03:00:00 | ES | Futures | 2088.3 | 2088.56 | 2087.52 | 2088.04 | 1722.0 |
| 2014-09-03 03:05:00 | ES | Futures | 2087.78 | 2088.3 | 2087.52 | 2087.78 | 1505.0 |
| 2014-09-03 03:10:00 | ES | Futures | 2087.78 | 2088.3 | 2087.52 | 2088.04 | 1411.0 |
| 2014-09-03 03:15:00 | ES | Futures | 2088.3 | 2089.08 | 2088.04 | 2088.56 | 1942.0 |
| 2014-09-03 03:20:00 | ES | Futures | 2088.56 | 2089.34 | 2088.3 | 2088.56 | 2603.0 |
| 2014-09-03 03:25:00 | ES | Futures | 2088.82 | 2089.08 | 2088.3 | 2088.56 | 1987.0 |
| 2014-09-03 03:30:00 | ES | Futures | 2088.3 | 2088.56 | 2088.04 | 2088.56 | 1230.0 |
| 2014-09-03 03:35:00 | ES | Futures | 2088.56 | 2089.08 | 2088.56 | 2088.82 | 648.0 |
| 2014-09-03 03:40:00 | ES | Futures | 2088.82 | 2089.08 | 2088.56 | 2088.82 | 522.0 |
| 2014-09-03 03:45:00 | ES | Futures | 2088.82 | 2089.08 | 2088.56 | 2088.56 | 860.0 |
| 2014-09-03 03:50:00 | ES | Futures | 2088.56 | 2089.34 | 2088.56 | 2089.08 | 2151.0 |
| 2014-09-03 03:55:00 | ES | Futures | 2089.08 | 2089.86 | 2088.56 | 2089.86 | 2186.0 |
| 2014-09-03 04:00:00 | ES | Futures | 2089.86 | 2094.82 | 2089.6 | 2094.29 | 25947.0 |
| 2014-09-03 04:05:00 | ES | Futures | 2094.29 | 2094.82 | 2092.99 | 2094.82 | 9671.0 |
> showing 50 of 13,683 rows — these rows as CSV