PREVIEW / futures_5min / 2015-03-19
file: by_date/futures_5min/2015/2015-03-19.parquet size: 242 KB rows: 14,518
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 |
|---|---|---|---|---|---|---|---|
| 2015-03-19 00:00:00 | ES | Futures | 2213.57 | 2214.1 | 2213.31 | 2213.84 | 750.0 |
| 2015-03-19 00:05:00 | ES | Futures | 2213.84 | 2214.1 | 2213.84 | 2213.84 | 228.0 |
| 2015-03-19 00:10:00 | ES | Futures | 2213.84 | 2214.1 | 2213.31 | 2214.1 | 235.0 |
| 2015-03-19 00:15:00 | ES | Futures | 2214.1 | 2214.1 | 2213.84 | 2214.1 | 141.0 |
| 2015-03-19 00:20:00 | ES | Futures | 2213.84 | 2213.84 | 2213.57 | 2213.84 | 51.0 |
| 2015-03-19 00:25:00 | ES | Futures | 2213.84 | 2214.36 | 2213.57 | 2214.36 | 114.0 |
| 2015-03-19 00:30:00 | ES | Futures | 2214.1 | 2214.36 | 2213.84 | 2214.1 | 198.0 |
| 2015-03-19 00:35:00 | ES | Futures | 2214.36 | 2214.36 | 2214.1 | 2214.1 | 54.0 |
| 2015-03-19 00:40:00 | ES | Futures | 2213.84 | 2214.1 | 2213.57 | 2213.84 | 231.0 |
| 2015-03-19 00:45:00 | ES | Futures | 2213.57 | 2214.1 | 2213.57 | 2213.57 | 234.0 |
| 2015-03-19 00:50:00 | ES | Futures | 2213.57 | 2213.84 | 2213.57 | 2213.84 | 48.0 |
| 2015-03-19 00:55:00 | ES | Futures | 2213.57 | 2214.1 | 2213.57 | 2214.1 | 286.0 |
| 2015-03-19 01:00:00 | ES | Futures | 2214.1 | 2214.1 | 2213.57 | 2213.84 | 127.0 |
| 2015-03-19 01:05:00 | ES | Futures | 2213.57 | 2214.1 | 2213.57 | 2213.84 | 164.0 |
| 2015-03-19 01:10:00 | ES | Futures | 2213.84 | 2214.1 | 2213.84 | 2214.1 | 316.0 |
| 2015-03-19 01:15:00 | ES | Futures | 2214.1 | 2214.36 | 2213.84 | 2214.36 | 282.0 |
| 2015-03-19 01:20:00 | ES | Futures | 2214.1 | 2214.89 | 2214.1 | 2214.36 | 573.0 |
| 2015-03-19 01:25:00 | ES | Futures | 2214.36 | 2214.36 | 2214.1 | 2214.36 | 103.0 |
| 2015-03-19 01:30:00 | ES | Futures | 2214.36 | 2214.89 | 2214.1 | 2214.89 | 413.0 |
| 2015-03-19 01:35:00 | ES | Futures | 2214.63 | 2214.89 | 2214.36 | 2214.89 | 237.0 |
| 2015-03-19 01:40:00 | ES | Futures | 2214.89 | 2214.89 | 2214.1 | 2214.63 | 286.0 |
| 2015-03-19 01:45:00 | ES | Futures | 2214.63 | 2214.89 | 2214.36 | 2214.63 | 215.0 |
| 2015-03-19 01:50:00 | ES | Futures | 2214.63 | 2214.63 | 2214.1 | 2214.36 | 124.0 |
| 2015-03-19 01:55:00 | ES | Futures | 2214.36 | 2215.16 | 2214.1 | 2214.63 | 315.0 |
| 2015-03-19 02:00:00 | ES | Futures | 2214.89 | 2215.16 | 2214.36 | 2214.89 | 498.0 |
| 2015-03-19 02:05:00 | ES | Futures | 2214.63 | 2215.16 | 2214.63 | 2214.89 | 225.0 |
| 2015-03-19 02:10:00 | ES | Futures | 2215.16 | 2215.42 | 2214.89 | 2215.42 | 180.0 |
| 2015-03-19 02:15:00 | ES | Futures | 2215.42 | 2215.95 | 2215.16 | 2215.42 | 464.0 |
| 2015-03-19 02:20:00 | ES | Futures | 2215.16 | 2215.68 | 2214.89 | 2215.68 | 271.0 |
| 2015-03-19 02:25:00 | ES | Futures | 2215.68 | 2215.68 | 2215.42 | 2215.68 | 109.0 |
| 2015-03-19 02:30:00 | ES | Futures | 2215.68 | 2215.95 | 2215.42 | 2215.95 | 231.0 |
| 2015-03-19 02:35:00 | ES | Futures | 2215.68 | 2216.21 | 2215.42 | 2216.21 | 425.0 |
| 2015-03-19 02:40:00 | ES | Futures | 2216.21 | 2216.48 | 2215.68 | 2216.21 | 635.0 |
| 2015-03-19 02:45:00 | ES | Futures | 2215.95 | 2217.0 | 2215.95 | 2215.95 | 840.0 |
| 2015-03-19 02:50:00 | ES | Futures | 2215.95 | 2216.48 | 2215.95 | 2216.21 | 233.0 |
| 2015-03-19 02:55:00 | ES | Futures | 2216.48 | 2216.48 | 2215.42 | 2215.95 | 490.0 |
| 2015-03-19 03:00:00 | ES | Futures | 2215.95 | 2216.48 | 2215.42 | 2215.68 | 1197.0 |
| 2015-03-19 03:05:00 | ES | Futures | 2215.68 | 2216.21 | 2214.63 | 2214.63 | 1101.0 |
| 2015-03-19 03:10:00 | ES | Futures | 2214.63 | 2215.68 | 2214.36 | 2214.63 | 1504.0 |
| 2015-03-19 03:15:00 | ES | Futures | 2214.89 | 2214.89 | 2213.84 | 2214.1 | 2356.0 |
| 2015-03-19 03:20:00 | ES | Futures | 2214.36 | 2214.63 | 2213.31 | 2213.57 | 1722.0 |
| 2015-03-19 03:25:00 | ES | Futures | 2213.57 | 2213.57 | 2211.99 | 2213.31 | 2844.0 |
| 2015-03-19 03:30:00 | ES | Futures | 2213.57 | 2213.57 | 2212.25 | 2212.78 | 1591.0 |
| 2015-03-19 03:35:00 | ES | Futures | 2212.78 | 2213.31 | 2212.25 | 2212.78 | 739.0 |
| 2015-03-19 03:40:00 | ES | Futures | 2212.78 | 2213.31 | 2211.99 | 2213.31 | 1484.0 |
| 2015-03-19 03:45:00 | ES | Futures | 2213.04 | 2213.57 | 2212.51 | 2212.78 | 1007.0 |
| 2015-03-19 03:50:00 | ES | Futures | 2212.78 | 2213.84 | 2212.25 | 2213.57 | 1387.0 |
| 2015-03-19 03:55:00 | ES | Futures | 2213.84 | 2213.84 | 2212.78 | 2213.04 | 1562.0 |
| 2015-03-19 04:00:00 | ES | Futures | 2213.31 | 2214.36 | 2212.25 | 2214.36 | 4294.0 |
| 2015-03-19 04:05:00 | ES | Futures | 2214.1 | 2215.42 | 2213.04 | 2214.1 | 5549.0 |
> showing 50 of 14,518 rows — these rows as CSV