PREVIEW / futures_5min / 2015-01-28
file: by_date/futures_5min/2015/2015-01-28.parquet size: 258 KB rows: 14,891
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-28 00:00:00 | ES | Futures | 2151.0 | 2152.06 | 2151.0 | 2152.06 | 464.0 |
| 2015-01-28 00:05:00 | ES | Futures | 2152.06 | 2152.32 | 2151.79 | 2152.32 | 351.0 |
| 2015-01-28 00:10:00 | ES | Futures | 2152.06 | 2152.32 | 2151.79 | 2151.79 | 178.0 |
| 2015-01-28 00:15:00 | ES | Futures | 2152.06 | 2152.06 | 2151.27 | 2151.79 | 404.0 |
| 2015-01-28 00:20:00 | ES | Futures | 2151.53 | 2152.06 | 2151.0 | 2151.27 | 116.0 |
| 2015-01-28 00:25:00 | ES | Futures | 2151.27 | 2152.32 | 2151.27 | 2152.06 | 249.0 |
| 2015-01-28 00:30:00 | ES | Futures | 2151.79 | 2152.32 | 2151.79 | 2152.32 | 187.0 |
| 2015-01-28 00:35:00 | ES | Futures | 2152.06 | 2152.32 | 2151.79 | 2152.06 | 183.0 |
| 2015-01-28 00:40:00 | ES | Futures | 2151.79 | 2152.06 | 2151.53 | 2151.79 | 108.0 |
| 2015-01-28 00:45:00 | ES | Futures | 2151.79 | 2152.06 | 2151.0 | 2151.0 | 396.0 |
| 2015-01-28 00:50:00 | ES | Futures | 2151.0 | 2151.27 | 2150.74 | 2151.27 | 274.0 |
| 2015-01-28 00:55:00 | ES | Futures | 2151.0 | 2151.0 | 2150.21 | 2150.74 | 373.0 |
| 2015-01-28 01:00:00 | ES | Futures | 2151.0 | 2151.27 | 2149.42 | 2149.42 | 728.0 |
| 2015-01-28 01:05:00 | ES | Futures | 2149.42 | 2149.69 | 2149.42 | 2149.69 | 143.0 |
| 2015-01-28 01:10:00 | ES | Futures | 2149.95 | 2151.0 | 2149.42 | 2151.0 | 311.0 |
| 2015-01-28 01:15:00 | ES | Futures | 2151.0 | 2151.79 | 2151.0 | 2151.53 | 379.0 |
| 2015-01-28 01:20:00 | ES | Futures | 2151.53 | 2151.53 | 2150.74 | 2151.0 | 174.0 |
| 2015-01-28 01:25:00 | ES | Futures | 2150.74 | 2151.0 | 2150.48 | 2151.0 | 83.0 |
| 2015-01-28 01:30:00 | ES | Futures | 2151.0 | 2151.0 | 2149.42 | 2149.69 | 501.0 |
| 2015-01-28 01:35:00 | ES | Futures | 2149.69 | 2149.95 | 2148.9 | 2149.42 | 236.0 |
| 2015-01-28 01:40:00 | ES | Futures | 2149.42 | 2149.42 | 2149.16 | 2149.42 | 120.0 |
| 2015-01-28 01:45:00 | ES | Futures | 2149.42 | 2149.95 | 2149.16 | 2149.95 | 181.0 |
| 2015-01-28 01:50:00 | ES | Futures | 2150.21 | 2150.48 | 2149.42 | 2150.48 | 189.0 |
| 2015-01-28 01:55:00 | ES | Futures | 2150.48 | 2150.48 | 2149.42 | 2149.42 | 259.0 |
| 2015-01-28 02:00:00 | ES | Futures | 2149.42 | 2150.74 | 2149.16 | 2150.74 | 1084.0 |
| 2015-01-28 02:05:00 | ES | Futures | 2150.74 | 2151.27 | 2150.48 | 2151.0 | 541.0 |
| 2015-01-28 02:10:00 | ES | Futures | 2151.0 | 2151.53 | 2150.74 | 2151.53 | 448.0 |
| 2015-01-28 02:15:00 | ES | Futures | 2151.53 | 2151.79 | 2150.21 | 2150.48 | 662.0 |
| 2015-01-28 02:20:00 | ES | Futures | 2150.74 | 2150.74 | 2149.95 | 2150.21 | 325.0 |
| 2015-01-28 02:25:00 | ES | Futures | 2150.21 | 2150.74 | 2149.95 | 2150.21 | 568.0 |
| 2015-01-28 02:30:00 | ES | Futures | 2150.21 | 2152.32 | 2150.21 | 2152.32 | 636.0 |
| 2015-01-28 02:35:00 | ES | Futures | 2152.32 | 2152.85 | 2151.0 | 2151.0 | 1183.0 |
| 2015-01-28 02:40:00 | ES | Futures | 2151.0 | 2151.27 | 2150.21 | 2150.74 | 586.0 |
| 2015-01-28 02:45:00 | ES | Futures | 2150.74 | 2151.53 | 2150.48 | 2151.27 | 527.0 |
| 2015-01-28 02:50:00 | ES | Futures | 2151.0 | 2151.53 | 2150.74 | 2150.74 | 422.0 |
| 2015-01-28 02:55:00 | ES | Futures | 2150.74 | 2150.74 | 2148.63 | 2149.16 | 1341.0 |
| 2015-01-28 03:00:00 | ES | Futures | 2149.42 | 2151.0 | 2148.37 | 2149.95 | 2556.0 |
| 2015-01-28 03:05:00 | ES | Futures | 2149.95 | 2149.95 | 2147.32 | 2148.11 | 2406.0 |
| 2015-01-28 03:10:00 | ES | Futures | 2148.11 | 2148.63 | 2147.06 | 2147.58 | 1894.0 |
| 2015-01-28 03:15:00 | ES | Futures | 2147.58 | 2148.11 | 2144.69 | 2145.48 | 3901.0 |
| 2015-01-28 03:20:00 | ES | Futures | 2145.48 | 2146.27 | 2144.69 | 2145.48 | 1484.0 |
| 2015-01-28 03:25:00 | ES | Futures | 2145.74 | 2147.85 | 2145.74 | 2146.53 | 1798.0 |
| 2015-01-28 03:30:00 | ES | Futures | 2146.53 | 2147.58 | 2146.0 | 2146.0 | 708.0 |
| 2015-01-28 03:35:00 | ES | Futures | 2145.74 | 2146.27 | 2144.95 | 2145.48 | 1275.0 |
| 2015-01-28 03:40:00 | ES | Futures | 2145.21 | 2146.0 | 2144.69 | 2144.95 | 1226.0 |
| 2015-01-28 03:45:00 | ES | Futures | 2144.95 | 2145.74 | 2143.9 | 2145.74 | 1081.0 |
| 2015-01-28 03:50:00 | ES | Futures | 2145.74 | 2146.0 | 2143.9 | 2144.16 | 1042.0 |
| 2015-01-28 03:55:00 | ES | Futures | 2144.42 | 2144.42 | 2142.32 | 2142.85 | 1865.0 |
| 2015-01-28 04:00:00 | ES | Futures | 2143.11 | 2143.64 | 2141.0 | 2142.85 | 2415.0 |
| 2015-01-28 04:05:00 | ES | Futures | 2142.58 | 2142.58 | 2140.21 | 2140.48 | 2737.0 |
> showing 50 of 14,891 rows — these rows as CSV