PREVIEW / futures_5min / 2014-11-06
file: by_date/futures_5min/2014/2014-11-06.parquet size: 243 KB rows: 14,785
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-06 00:00:00 | ES | Futures | 2109.89 | 2110.67 | 2109.89 | 2110.15 | 213.0 |
| 2014-11-06 00:05:00 | ES | Futures | 2110.41 | 2110.93 | 2110.41 | 2110.67 | 397.0 |
| 2014-11-06 00:10:00 | ES | Futures | 2110.67 | 2110.67 | 2110.41 | 2110.41 | 130.0 |
| 2014-11-06 00:15:00 | ES | Futures | 2110.67 | 2110.67 | 2109.89 | 2110.41 | 481.0 |
| 2014-11-06 00:20:00 | ES | Futures | 2110.41 | 2110.67 | 2109.62 | 2110.15 | 451.0 |
| 2014-11-06 00:25:00 | ES | Futures | 2109.89 | 2109.89 | 2108.58 | 2109.36 | 1474.0 |
| 2014-11-06 00:30:00 | ES | Futures | 2109.1 | 2109.62 | 2109.1 | 2109.62 | 408.0 |
| 2014-11-06 00:35:00 | ES | Futures | 2109.62 | 2109.62 | 2109.1 | 2109.62 | 163.0 |
| 2014-11-06 00:40:00 | ES | Futures | 2109.89 | 2110.41 | 2109.89 | 2110.15 | 316.0 |
| 2014-11-06 00:45:00 | ES | Futures | 2109.89 | 2109.89 | 2109.36 | 2109.62 | 213.0 |
| 2014-11-06 00:50:00 | ES | Futures | 2109.62 | 2109.89 | 2109.62 | 2109.62 | 56.0 |
| 2014-11-06 00:55:00 | ES | Futures | 2109.62 | 2110.41 | 2109.36 | 2110.15 | 138.0 |
| 2014-11-06 01:00:00 | ES | Futures | 2110.15 | 2110.93 | 2109.89 | 2110.93 | 169.0 |
| 2014-11-06 01:05:00 | ES | Futures | 2110.67 | 2111.2 | 2110.41 | 2110.93 | 269.0 |
| 2014-11-06 01:10:00 | ES | Futures | 2111.2 | 2111.46 | 2110.93 | 2110.93 | 193.0 |
| 2014-11-06 01:15:00 | ES | Futures | 2110.93 | 2112.77 | 2110.93 | 2112.5 | 858.0 |
| 2014-11-06 01:20:00 | ES | Futures | 2112.24 | 2112.5 | 2111.2 | 2111.46 | 242.0 |
| 2014-11-06 01:25:00 | ES | Futures | 2111.46 | 2111.98 | 2110.93 | 2111.72 | 206.0 |
| 2014-11-06 01:30:00 | ES | Futures | 2111.46 | 2112.5 | 2111.46 | 2111.98 | 271.0 |
| 2014-11-06 01:35:00 | ES | Futures | 2112.24 | 2112.5 | 2111.98 | 2111.98 | 180.0 |
| 2014-11-06 01:40:00 | ES | Futures | 2111.98 | 2112.24 | 2111.98 | 2112.24 | 104.0 |
| 2014-11-06 01:45:00 | ES | Futures | 2112.24 | 2112.24 | 2111.72 | 2111.72 | 51.0 |
| 2014-11-06 01:50:00 | ES | Futures | 2111.72 | 2111.72 | 2111.2 | 2111.46 | 148.0 |
| 2014-11-06 01:55:00 | ES | Futures | 2111.46 | 2111.46 | 2111.2 | 2111.2 | 116.0 |
| 2014-11-06 02:00:00 | ES | Futures | 2111.2 | 2111.46 | 2110.67 | 2111.2 | 640.0 |
| 2014-11-06 02:05:00 | ES | Futures | 2111.2 | 2111.72 | 2111.2 | 2111.46 | 581.0 |
| 2014-11-06 02:10:00 | ES | Futures | 2111.46 | 2112.24 | 2111.46 | 2112.24 | 856.0 |
| 2014-11-06 02:15:00 | ES | Futures | 2112.24 | 2112.77 | 2111.98 | 2112.77 | 504.0 |
| 2014-11-06 02:20:00 | ES | Futures | 2112.77 | 2113.03 | 2111.98 | 2111.98 | 665.0 |
| 2014-11-06 02:25:00 | ES | Futures | 2111.98 | 2111.98 | 2111.72 | 2111.72 | 323.0 |
| 2014-11-06 02:30:00 | ES | Futures | 2111.46 | 2111.72 | 2111.2 | 2111.46 | 301.0 |
| 2014-11-06 02:35:00 | ES | Futures | 2111.46 | 2111.46 | 2110.41 | 2110.93 | 818.0 |
| 2014-11-06 02:40:00 | ES | Futures | 2111.2 | 2111.2 | 2110.67 | 2110.67 | 380.0 |
| 2014-11-06 02:45:00 | ES | Futures | 2110.93 | 2110.93 | 2109.62 | 2109.62 | 564.0 |
| 2014-11-06 02:50:00 | ES | Futures | 2109.62 | 2110.41 | 2109.36 | 2110.41 | 838.0 |
| 2014-11-06 02:55:00 | ES | Futures | 2110.41 | 2110.93 | 2110.15 | 2110.41 | 764.0 |
| 2014-11-06 03:00:00 | ES | Futures | 2110.15 | 2110.67 | 2109.36 | 2110.67 | 2503.0 |
| 2014-11-06 03:05:00 | ES | Futures | 2110.41 | 2111.98 | 2110.41 | 2111.98 | 1938.0 |
| 2014-11-06 03:10:00 | ES | Futures | 2111.98 | 2113.03 | 2111.72 | 2111.98 | 2716.0 |
| 2014-11-06 03:15:00 | ES | Futures | 2111.98 | 2112.77 | 2111.2 | 2111.46 | 1890.0 |
| 2014-11-06 03:20:00 | ES | Futures | 2111.46 | 2111.72 | 2111.2 | 2111.2 | 776.0 |
| 2014-11-06 03:25:00 | ES | Futures | 2111.46 | 2111.98 | 2111.2 | 2111.2 | 1325.0 |
| 2014-11-06 03:30:00 | ES | Futures | 2111.2 | 2111.46 | 2110.67 | 2110.93 | 1234.0 |
| 2014-11-06 03:35:00 | ES | Futures | 2110.93 | 2110.93 | 2109.89 | 2110.15 | 1818.0 |
| 2014-11-06 03:40:00 | ES | Futures | 2110.15 | 2111.72 | 2110.15 | 2111.46 | 1177.0 |
| 2014-11-06 03:45:00 | ES | Futures | 2111.2 | 2111.72 | 2110.67 | 2110.93 | 1346.0 |
| 2014-11-06 03:50:00 | ES | Futures | 2111.2 | 2111.2 | 2110.41 | 2111.2 | 1319.0 |
| 2014-11-06 03:55:00 | ES | Futures | 2111.2 | 2111.46 | 2110.67 | 2110.93 | 1230.0 |
| 2014-11-06 04:00:00 | ES | Futures | 2110.93 | 2111.46 | 2110.15 | 2110.67 | 2413.0 |
| 2014-11-06 04:05:00 | ES | Futures | 2110.67 | 2110.93 | 2109.36 | 2110.15 | 2484.0 |
> showing 50 of 14,785 rows — these rows as CSV