PREVIEW / futures_5min / 2015-08-12
file: by_date/futures_5min/2015/2015-08-12.parquet size: 267 KB rows: 14,624
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-12 00:00:00 | ES | Futures | 2200.01 | 2200.28 | 2199.48 | 2200.01 | 1823.0 |
| 2015-08-12 00:05:00 | ES | Futures | 2200.28 | 2200.54 | 2199.74 | 2200.54 | 369.0 |
| 2015-08-12 00:10:00 | ES | Futures | 2200.28 | 2200.54 | 2200.01 | 2200.01 | 259.0 |
| 2015-08-12 00:15:00 | ES | Futures | 2200.28 | 2200.54 | 2199.48 | 2199.48 | 693.0 |
| 2015-08-12 00:20:00 | ES | Futures | 2199.74 | 2200.01 | 2199.21 | 2199.74 | 968.0 |
| 2015-08-12 00:25:00 | ES | Futures | 2200.01 | 2200.28 | 2199.74 | 2200.28 | 297.0 |
| 2015-08-12 00:30:00 | ES | Futures | 2200.28 | 2200.28 | 2199.74 | 2200.01 | 497.0 |
| 2015-08-12 00:35:00 | ES | Futures | 2200.01 | 2200.54 | 2200.01 | 2200.28 | 663.0 |
| 2015-08-12 00:40:00 | ES | Futures | 2200.01 | 2200.28 | 2199.48 | 2199.74 | 524.0 |
| 2015-08-12 00:45:00 | ES | Futures | 2200.01 | 2200.54 | 2200.01 | 2200.28 | 253.0 |
| 2015-08-12 00:50:00 | ES | Futures | 2200.28 | 2200.54 | 2200.28 | 2200.54 | 304.0 |
| 2015-08-12 00:55:00 | ES | Futures | 2200.54 | 2200.54 | 2200.28 | 2200.28 | 56.0 |
| 2015-08-12 01:00:00 | ES | Futures | 2200.28 | 2201.34 | 2200.28 | 2201.07 | 627.0 |
| 2015-08-12 01:05:00 | ES | Futures | 2200.81 | 2201.34 | 2200.54 | 2201.07 | 522.0 |
| 2015-08-12 01:10:00 | ES | Futures | 2201.07 | 2202.41 | 2201.07 | 2202.14 | 2047.0 |
| 2015-08-12 01:15:00 | ES | Futures | 2202.41 | 2204.0 | 2202.14 | 2203.47 | 2000.0 |
| 2015-08-12 01:20:00 | ES | Futures | 2203.74 | 2203.74 | 2202.67 | 2203.74 | 831.0 |
| 2015-08-12 01:25:00 | ES | Futures | 2203.47 | 2204.0 | 2203.47 | 2203.47 | 605.0 |
| 2015-08-12 01:30:00 | ES | Futures | 2203.2 | 2203.47 | 2202.14 | 2203.47 | 881.0 |
| 2015-08-12 01:35:00 | ES | Futures | 2203.47 | 2203.47 | 2201.87 | 2202.14 | 547.0 |
| 2015-08-12 01:40:00 | ES | Futures | 2202.14 | 2202.41 | 2201.34 | 2201.61 | 959.0 |
| 2015-08-12 01:45:00 | ES | Futures | 2201.87 | 2202.94 | 2201.34 | 2202.67 | 426.0 |
| 2015-08-12 01:50:00 | ES | Futures | 2202.41 | 2202.67 | 2201.87 | 2202.67 | 264.0 |
| 2015-08-12 01:55:00 | ES | Futures | 2202.41 | 2202.94 | 2201.87 | 2201.87 | 451.0 |
| 2015-08-12 02:00:00 | ES | Futures | 2201.61 | 2201.87 | 2199.21 | 2200.81 | 3507.0 |
| 2015-08-12 02:05:00 | ES | Futures | 2200.54 | 2201.61 | 2200.54 | 2201.61 | 2144.0 |
| 2015-08-12 02:10:00 | ES | Futures | 2201.61 | 2201.87 | 2199.74 | 2199.74 | 996.0 |
| 2015-08-12 02:15:00 | ES | Futures | 2199.74 | 2200.28 | 2198.41 | 2198.94 | 2417.0 |
| 2015-08-12 02:20:00 | ES | Futures | 2198.68 | 2199.21 | 2197.88 | 2199.21 | 1566.0 |
| 2015-08-12 02:25:00 | ES | Futures | 2199.21 | 2200.81 | 2198.94 | 2200.81 | 1458.0 |
| 2015-08-12 02:30:00 | ES | Futures | 2200.81 | 2201.61 | 2199.74 | 2201.34 | 1983.0 |
| 2015-08-12 02:35:00 | ES | Futures | 2201.34 | 2201.87 | 2200.81 | 2201.61 | 708.0 |
| 2015-08-12 02:40:00 | ES | Futures | 2201.87 | 2201.87 | 2201.07 | 2201.87 | 538.0 |
| 2015-08-12 02:45:00 | ES | Futures | 2201.87 | 2202.94 | 2201.87 | 2202.67 | 909.0 |
| 2015-08-12 02:50:00 | ES | Futures | 2202.94 | 2202.94 | 2201.07 | 2201.34 | 1149.0 |
| 2015-08-12 02:55:00 | ES | Futures | 2201.34 | 2201.34 | 2200.01 | 2200.81 | 1321.0 |
| 2015-08-12 03:00:00 | ES | Futures | 2200.81 | 2201.07 | 2198.41 | 2198.41 | 4185.0 |
| 2015-08-12 03:05:00 | ES | Futures | 2198.68 | 2199.21 | 2196.55 | 2197.35 | 6687.0 |
| 2015-08-12 03:10:00 | ES | Futures | 2197.08 | 2198.68 | 2197.08 | 2198.15 | 3958.0 |
| 2015-08-12 03:15:00 | ES | Futures | 2198.15 | 2198.15 | 2196.28 | 2197.88 | 4438.0 |
| 2015-08-12 03:20:00 | ES | Futures | 2197.88 | 2200.28 | 2197.61 | 2200.01 | 4088.0 |
| 2015-08-12 03:25:00 | ES | Futures | 2200.01 | 2200.28 | 2198.68 | 2199.21 | 3523.0 |
| 2015-08-12 03:30:00 | ES | Futures | 2198.94 | 2199.74 | 2196.81 | 2197.08 | 2793.0 |
| 2015-08-12 03:35:00 | ES | Futures | 2197.35 | 2197.35 | 2193.35 | 2194.15 | 11270.0 |
| 2015-08-12 03:40:00 | ES | Futures | 2194.15 | 2194.42 | 2191.22 | 2192.02 | 10931.0 |
| 2015-08-12 03:45:00 | ES | Futures | 2192.29 | 2192.55 | 2191.49 | 2192.02 | 4364.0 |
| 2015-08-12 03:50:00 | ES | Futures | 2192.02 | 2193.89 | 2191.49 | 2193.62 | 4206.0 |
| 2015-08-12 03:55:00 | ES | Futures | 2193.62 | 2195.22 | 2193.62 | 2194.68 | 4020.0 |
| 2015-08-12 04:00:00 | ES | Futures | 2194.95 | 2195.22 | 2192.29 | 2192.29 | 3742.0 |
| 2015-08-12 04:05:00 | ES | Futures | 2192.55 | 2193.09 | 2192.02 | 2192.55 | 2632.0 |
> showing 50 of 14,624 rows — these rows as CSV