PREVIEW / futures_5min / 2015-01-21
file: by_date/futures_5min/2015/2015-01-21.parquet size: 257 KB rows: 15,084
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-21 00:00:00 | ES | Futures | 2125.48 | 2125.74 | 2124.42 | 2124.42 | 408.0 |
| 2015-01-21 00:05:00 | ES | Futures | 2124.42 | 2126.27 | 2124.42 | 2126.27 | 142.0 |
| 2015-01-21 00:10:00 | ES | Futures | 2126.27 | 2126.53 | 2126.0 | 2126.27 | 222.0 |
| 2015-01-21 00:15:00 | ES | Futures | 2126.53 | 2127.06 | 2126.27 | 2126.27 | 278.0 |
| 2015-01-21 00:20:00 | ES | Futures | 2126.27 | 2126.53 | 2125.48 | 2126.53 | 220.0 |
| 2015-01-21 00:25:00 | ES | Futures | 2126.53 | 2126.53 | 2126.0 | 2126.0 | 98.0 |
| 2015-01-21 00:30:00 | ES | Futures | 2126.0 | 2126.0 | 2125.21 | 2125.48 | 82.0 |
| 2015-01-21 00:35:00 | ES | Futures | 2125.48 | 2125.74 | 2124.95 | 2124.95 | 100.0 |
| 2015-01-21 00:40:00 | ES | Futures | 2125.21 | 2126.0 | 2125.21 | 2126.0 | 186.0 |
| 2015-01-21 00:45:00 | ES | Futures | 2126.0 | 2126.79 | 2126.0 | 2126.53 | 122.0 |
| 2015-01-21 00:50:00 | ES | Futures | 2126.27 | 2126.53 | 2125.21 | 2126.0 | 239.0 |
| 2015-01-21 00:55:00 | ES | Futures | 2126.27 | 2126.27 | 2124.42 | 2124.69 | 143.0 |
| 2015-01-21 01:00:00 | ES | Futures | 2124.95 | 2125.21 | 2124.42 | 2124.69 | 120.0 |
| 2015-01-21 01:05:00 | ES | Futures | 2124.69 | 2124.95 | 2124.42 | 2124.42 | 269.0 |
| 2015-01-21 01:10:00 | ES | Futures | 2124.42 | 2124.95 | 2124.16 | 2124.42 | 217.0 |
| 2015-01-21 01:15:00 | ES | Futures | 2124.42 | 2125.48 | 2124.16 | 2125.21 | 225.0 |
| 2015-01-21 01:20:00 | ES | Futures | 2124.95 | 2125.74 | 2124.95 | 2125.48 | 72.0 |
| 2015-01-21 01:25:00 | ES | Futures | 2125.74 | 2126.0 | 2125.48 | 2125.74 | 41.0 |
| 2015-01-21 01:30:00 | ES | Futures | 2126.0 | 2126.27 | 2124.42 | 2125.21 | 198.0 |
| 2015-01-21 01:35:00 | ES | Futures | 2124.95 | 2125.48 | 2124.69 | 2124.69 | 109.0 |
| 2015-01-21 01:40:00 | ES | Futures | 2124.42 | 2124.69 | 2124.42 | 2124.42 | 7.0 |
| 2015-01-21 01:45:00 | ES | Futures | 2124.42 | 2125.21 | 2124.42 | 2124.95 | 175.0 |
| 2015-01-21 01:50:00 | ES | Futures | 2124.95 | 2125.21 | 2123.64 | 2123.9 | 297.0 |
| 2015-01-21 01:55:00 | ES | Futures | 2123.9 | 2124.16 | 2122.58 | 2123.37 | 596.0 |
| 2015-01-21 02:00:00 | ES | Futures | 2123.37 | 2123.9 | 2122.58 | 2122.85 | 432.0 |
| 2015-01-21 02:05:00 | ES | Futures | 2122.85 | 2123.37 | 2122.85 | 2123.11 | 147.0 |
| 2015-01-21 02:10:00 | ES | Futures | 2123.37 | 2123.37 | 2121.79 | 2122.32 | 510.0 |
| 2015-01-21 02:15:00 | ES | Futures | 2122.06 | 2123.11 | 2121.79 | 2122.32 | 672.0 |
| 2015-01-21 02:20:00 | ES | Futures | 2122.32 | 2122.58 | 2121.79 | 2121.79 | 232.0 |
| 2015-01-21 02:25:00 | ES | Futures | 2121.79 | 2121.79 | 2120.48 | 2120.74 | 1136.0 |
| 2015-01-21 02:30:00 | ES | Futures | 2121.0 | 2122.06 | 2120.74 | 2121.53 | 529.0 |
| 2015-01-21 02:35:00 | ES | Futures | 2121.53 | 2122.32 | 2120.74 | 2121.53 | 558.0 |
| 2015-01-21 02:40:00 | ES | Futures | 2121.27 | 2121.79 | 2120.74 | 2120.74 | 495.0 |
| 2015-01-21 02:45:00 | ES | Futures | 2120.74 | 2121.0 | 2119.95 | 2120.21 | 542.0 |
| 2015-01-21 02:50:00 | ES | Futures | 2119.95 | 2121.0 | 2119.16 | 2120.74 | 781.0 |
| 2015-01-21 02:55:00 | ES | Futures | 2120.74 | 2122.32 | 2120.48 | 2122.32 | 747.0 |
| 2015-01-21 03:00:00 | ES | Futures | 2122.58 | 2123.9 | 2121.27 | 2122.85 | 2068.0 |
| 2015-01-21 03:05:00 | ES | Futures | 2122.85 | 2123.11 | 2121.53 | 2122.06 | 1376.0 |
| 2015-01-21 03:10:00 | ES | Futures | 2121.79 | 2122.85 | 2121.0 | 2121.27 | 1523.0 |
| 2015-01-21 03:15:00 | ES | Futures | 2121.27 | 2122.32 | 2120.74 | 2121.53 | 1279.0 |
| 2015-01-21 03:20:00 | ES | Futures | 2121.53 | 2122.06 | 2119.69 | 2121.79 | 1539.0 |
| 2015-01-21 03:25:00 | ES | Futures | 2121.53 | 2122.06 | 2119.69 | 2120.21 | 1306.0 |
| 2015-01-21 03:30:00 | ES | Futures | 2119.95 | 2121.27 | 2119.69 | 2120.74 | 732.0 |
| 2015-01-21 03:35:00 | ES | Futures | 2120.48 | 2120.74 | 2118.64 | 2120.21 | 1519.0 |
| 2015-01-21 03:40:00 | ES | Futures | 2119.95 | 2120.48 | 2119.43 | 2119.69 | 900.0 |
| 2015-01-21 03:45:00 | ES | Futures | 2119.43 | 2119.69 | 2118.37 | 2119.43 | 1186.0 |
| 2015-01-21 03:50:00 | ES | Futures | 2119.43 | 2120.21 | 2119.16 | 2119.43 | 1272.0 |
| 2015-01-21 03:55:00 | ES | Futures | 2119.16 | 2120.48 | 2118.37 | 2119.95 | 1266.0 |
| 2015-01-21 04:00:00 | ES | Futures | 2119.95 | 2122.06 | 2119.69 | 2122.06 | 1789.0 |
| 2015-01-21 04:05:00 | ES | Futures | 2121.79 | 2124.42 | 2121.79 | 2124.16 | 1724.0 |
> showing 50 of 15,084 rows — these rows as CSV