PREVIEW / futures_5min / 2015-06-15
file: by_date/futures_5min/2015/2015-06-15.parquet size: 224 KB rows: 14,008
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 |
|---|---|---|---|---|---|---|---|
| 2015-06-15 00:00:00 | ES | Futures | 2210.13 | 2210.39 | 2210.13 | 2210.39 | 24.0 |
| 2015-06-15 00:05:00 | ES | Futures | 2210.13 | 2210.66 | 2210.13 | 2210.66 | 22.0 |
| 2015-06-15 00:10:00 | ES | Futures | 2210.66 | 2210.66 | 2210.39 | 2210.39 | 107.0 |
| 2015-06-15 00:15:00 | ES | Futures | 2210.39 | 2210.66 | 2210.39 | 2210.39 | 29.0 |
| 2015-06-15 00:20:00 | ES | Futures | 2210.39 | 2210.66 | 2210.39 | 2210.39 | 13.0 |
| 2015-06-15 00:25:00 | ES | Futures | 2210.39 | 2210.66 | 2210.39 | 2210.39 | 19.0 |
| 2015-06-15 00:30:00 | ES | Futures | 2210.39 | 2210.66 | 2210.39 | 2210.66 | 15.0 |
| 2015-06-15 00:35:00 | ES | Futures | 2210.66 | 2210.66 | 2210.39 | 2210.39 | 18.0 |
| 2015-06-15 00:40:00 | ES | Futures | 2210.66 | 2210.93 | 2210.39 | 2210.66 | 155.0 |
| 2015-06-15 00:45:00 | ES | Futures | 2210.66 | 2210.66 | 2210.66 | 2210.66 | 36.0 |
| 2015-06-15 00:50:00 | ES | Futures | 2210.66 | 2210.93 | 2210.66 | 2210.93 | 8.0 |
| 2015-06-15 00:55:00 | ES | Futures | 2210.93 | 2210.93 | 2210.66 | 2210.66 | 5.0 |
| 2015-06-15 01:00:00 | ES | Futures | 2210.93 | 2210.93 | 2210.66 | 2210.93 | 60.0 |
| 2015-06-15 01:05:00 | ES | Futures | 2210.66 | 2210.93 | 2210.66 | 2210.93 | 38.0 |
| 2015-06-15 01:10:00 | ES | Futures | 2210.93 | 2211.19 | 2210.66 | 2210.66 | 542.0 |
| 2015-06-15 01:15:00 | ES | Futures | 2210.66 | 2211.19 | 2210.66 | 2211.19 | 157.0 |
| 2015-06-15 01:20:00 | ES | Futures | 2210.93 | 2211.46 | 2210.93 | 2211.46 | 106.0 |
| 2015-06-15 01:25:00 | ES | Futures | 2211.46 | 2211.72 | 2211.19 | 2211.72 | 179.0 |
| 2015-06-15 01:30:00 | ES | Futures | 2211.46 | 2211.99 | 2210.93 | 2211.99 | 394.0 |
| 2015-06-15 01:35:00 | ES | Futures | 2211.72 | 2212.26 | 2211.72 | 2211.99 | 57.0 |
| 2015-06-15 01:40:00 | ES | Futures | 2211.99 | 2212.52 | 2211.99 | 2211.99 | 255.0 |
| 2015-06-15 01:45:00 | ES | Futures | 2212.26 | 2213.06 | 2212.26 | 2212.52 | 239.0 |
| 2015-06-15 01:50:00 | ES | Futures | 2212.26 | 2212.52 | 2211.99 | 2212.52 | 146.0 |
| 2015-06-15 01:55:00 | ES | Futures | 2212.79 | 2213.59 | 2212.52 | 2213.06 | 695.0 |
| 2015-06-15 02:00:00 | ES | Futures | 2213.06 | 2213.85 | 2211.19 | 2211.46 | 2773.0 |
| 2015-06-15 02:05:00 | ES | Futures | 2211.72 | 2211.99 | 2210.66 | 2210.93 | 1389.0 |
| 2015-06-15 02:10:00 | ES | Futures | 2210.93 | 2211.46 | 2210.39 | 2210.93 | 642.0 |
| 2015-06-15 02:15:00 | ES | Futures | 2210.66 | 2211.19 | 2210.66 | 2211.19 | 320.0 |
| 2015-06-15 02:20:00 | ES | Futures | 2211.19 | 2211.72 | 2210.13 | 2210.66 | 1179.0 |
| 2015-06-15 02:25:00 | ES | Futures | 2210.39 | 2212.52 | 2210.13 | 2212.26 | 1504.0 |
| 2015-06-15 02:30:00 | ES | Futures | 2211.99 | 2215.19 | 2211.99 | 2213.85 | 4203.0 |
| 2015-06-15 02:35:00 | ES | Futures | 2214.12 | 2214.12 | 2213.06 | 2213.06 | 391.0 |
| 2015-06-15 02:40:00 | ES | Futures | 2213.32 | 2214.65 | 2213.32 | 2214.39 | 630.0 |
| 2015-06-15 02:45:00 | ES | Futures | 2214.39 | 2214.92 | 2213.59 | 2213.59 | 821.0 |
| 2015-06-15 02:50:00 | ES | Futures | 2213.59 | 2214.39 | 2213.32 | 2214.39 | 603.0 |
| 2015-06-15 02:55:00 | ES | Futures | 2214.12 | 2215.19 | 2214.12 | 2214.39 | 813.0 |
| 2015-06-15 03:00:00 | ES | Futures | 2214.39 | 2215.72 | 2214.12 | 2214.65 | 3498.0 |
| 2015-06-15 03:05:00 | ES | Futures | 2214.65 | 2215.19 | 2213.85 | 2214.92 | 2132.0 |
| 2015-06-15 03:10:00 | ES | Futures | 2214.92 | 2216.78 | 2214.92 | 2215.45 | 2533.0 |
| 2015-06-15 03:15:00 | ES | Futures | 2215.72 | 2216.25 | 2214.39 | 2215.19 | 1114.0 |
| 2015-06-15 03:20:00 | ES | Futures | 2215.45 | 2215.45 | 2212.79 | 2214.39 | 1692.0 |
| 2015-06-15 03:25:00 | ES | Futures | 2214.39 | 2215.19 | 2214.12 | 2215.19 | 931.0 |
| 2015-06-15 03:30:00 | ES | Futures | 2215.19 | 2216.52 | 2215.19 | 2216.25 | 1738.0 |
| 2015-06-15 03:35:00 | ES | Futures | 2216.25 | 2216.25 | 2214.12 | 2214.12 | 640.0 |
| 2015-06-15 03:40:00 | ES | Futures | 2214.39 | 2214.92 | 2213.06 | 2213.06 | 1200.0 |
| 2015-06-15 03:45:00 | ES | Futures | 2213.32 | 2213.85 | 2212.79 | 2212.79 | 738.0 |
| 2015-06-15 03:50:00 | ES | Futures | 2212.79 | 2213.85 | 2212.52 | 2213.06 | 1116.0 |
| 2015-06-15 03:55:00 | ES | Futures | 2213.06 | 2213.59 | 2212.26 | 2212.26 | 602.0 |
| 2015-06-15 04:00:00 | ES | Futures | 2212.26 | 2212.79 | 2211.72 | 2211.99 | 901.0 |
| 2015-06-15 04:05:00 | ES | Futures | 2212.26 | 2212.79 | 2211.72 | 2212.52 | 700.0 |
> showing 50 of 14,008 rows — these rows as CSV