PREVIEW / futures_5min / 2015-08-21
file: by_date/futures_5min/2015/2015-08-21.parquet size: 231 KB rows: 12,074
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-21 00:00:00 | ES | Futures | 2148.36 | 2148.62 | 2146.76 | 2147.29 | 742.0 |
| 2015-08-21 00:05:00 | ES | Futures | 2147.29 | 2147.56 | 2147.03 | 2147.56 | 176.0 |
| 2015-08-21 00:10:00 | ES | Futures | 2147.56 | 2148.62 | 2146.76 | 2148.09 | 665.0 |
| 2015-08-21 00:15:00 | ES | Futures | 2148.36 | 2148.36 | 2147.29 | 2147.56 | 181.0 |
| 2015-08-21 00:20:00 | ES | Futures | 2147.56 | 2147.82 | 2147.03 | 2147.03 | 264.0 |
| 2015-08-21 00:25:00 | ES | Futures | 2147.29 | 2147.29 | 2144.9 | 2145.69 | 1676.0 |
| 2015-08-21 00:30:00 | ES | Futures | 2145.69 | 2147.29 | 2145.43 | 2146.76 | 561.0 |
| 2015-08-21 00:35:00 | ES | Futures | 2146.76 | 2146.76 | 2145.69 | 2146.23 | 955.0 |
| 2015-08-21 00:40:00 | ES | Futures | 2146.23 | 2146.49 | 2145.43 | 2145.96 | 708.0 |
| 2015-08-21 00:45:00 | ES | Futures | 2145.69 | 2145.96 | 2145.16 | 2145.69 | 444.0 |
| 2015-08-21 00:50:00 | ES | Futures | 2145.69 | 2145.69 | 2145.43 | 2145.43 | 596.0 |
| 2015-08-21 00:55:00 | ES | Futures | 2145.69 | 2146.23 | 2145.43 | 2145.96 | 473.0 |
| 2015-08-21 01:00:00 | ES | Futures | 2145.96 | 2146.23 | 2145.43 | 2145.69 | 476.0 |
| 2015-08-21 01:05:00 | ES | Futures | 2145.96 | 2147.56 | 2145.43 | 2147.56 | 1313.0 |
| 2015-08-21 01:10:00 | ES | Futures | 2147.56 | 2147.82 | 2146.49 | 2147.03 | 1256.0 |
| 2015-08-21 01:15:00 | ES | Futures | 2147.03 | 2147.29 | 2146.23 | 2146.23 | 1075.0 |
| 2015-08-21 01:20:00 | ES | Futures | 2146.23 | 2147.03 | 2145.96 | 2146.23 | 534.0 |
| 2015-08-21 01:25:00 | ES | Futures | 2146.23 | 2146.76 | 2145.43 | 2145.43 | 991.0 |
| 2015-08-21 01:30:00 | ES | Futures | 2145.43 | 2146.49 | 2145.16 | 2145.96 | 1039.0 |
| 2015-08-21 01:35:00 | ES | Futures | 2145.69 | 2146.23 | 2145.69 | 2145.96 | 338.0 |
| 2015-08-21 01:40:00 | ES | Futures | 2145.69 | 2146.23 | 2144.9 | 2145.69 | 2729.0 |
| 2015-08-21 01:45:00 | ES | Futures | 2145.43 | 2145.96 | 2142.77 | 2143.56 | 3290.0 |
| 2015-08-21 01:50:00 | ES | Futures | 2143.56 | 2145.69 | 2143.3 | 2145.43 | 2377.0 |
| 2015-08-21 01:55:00 | ES | Futures | 2145.69 | 2146.49 | 2145.43 | 2146.23 | 2711.0 |
| 2015-08-21 02:00:00 | ES | Futures | 2145.96 | 2147.56 | 2145.43 | 2146.76 | 5146.0 |
| 2015-08-21 02:05:00 | ES | Futures | 2147.03 | 2148.89 | 2145.96 | 2147.29 | 4971.0 |
| 2015-08-21 02:10:00 | ES | Futures | 2147.29 | 2149.42 | 2147.29 | 2147.82 | 3086.0 |
| 2015-08-21 02:15:00 | ES | Futures | 2147.82 | 2148.09 | 2147.29 | 2147.82 | 1199.0 |
| 2015-08-21 02:20:00 | ES | Futures | 2147.82 | 2148.62 | 2147.29 | 2148.62 | 1848.0 |
| 2015-08-21 02:25:00 | ES | Futures | 2148.36 | 2148.62 | 2147.56 | 2148.36 | 792.0 |
| 2015-08-21 02:30:00 | ES | Futures | 2148.09 | 2149.42 | 2148.09 | 2148.62 | 1803.0 |
| 2015-08-21 02:35:00 | ES | Futures | 2148.62 | 2150.22 | 2148.36 | 2149.69 | 1579.0 |
| 2015-08-21 02:40:00 | ES | Futures | 2149.42 | 2150.22 | 2148.36 | 2148.62 | 2167.0 |
| 2015-08-21 02:45:00 | ES | Futures | 2148.62 | 2149.69 | 2148.36 | 2149.16 | 1009.0 |
| 2015-08-21 02:50:00 | ES | Futures | 2149.16 | 2150.22 | 2149.16 | 2149.95 | 1728.0 |
| 2015-08-21 02:55:00 | ES | Futures | 2149.95 | 2150.22 | 2148.89 | 2149.42 | 1069.0 |
| 2015-08-21 03:00:00 | ES | Futures | 2149.16 | 2151.55 | 2149.16 | 2150.22 | 6301.0 |
| 2015-08-21 03:05:00 | ES | Futures | 2150.49 | 2153.42 | 2149.16 | 2149.95 | 8867.0 |
| 2015-08-21 03:10:00 | ES | Futures | 2149.69 | 2152.08 | 2149.69 | 2150.75 | 3378.0 |
| 2015-08-21 03:15:00 | ES | Futures | 2150.75 | 2153.95 | 2150.49 | 2152.88 | 6142.0 |
| 2015-08-21 03:20:00 | ES | Futures | 2152.62 | 2153.68 | 2152.35 | 2152.88 | 3948.0 |
| 2015-08-21 03:25:00 | ES | Futures | 2152.62 | 2155.55 | 2152.62 | 2154.75 | 6975.0 |
| 2015-08-21 03:30:00 | ES | Futures | 2154.75 | 2158.74 | 2154.21 | 2156.88 | 10994.0 |
| 2015-08-21 03:35:00 | ES | Futures | 2156.88 | 2156.88 | 2153.68 | 2153.95 | 4294.0 |
| 2015-08-21 03:40:00 | ES | Futures | 2153.95 | 2154.21 | 2151.55 | 2152.88 | 5775.0 |
| 2015-08-21 03:45:00 | ES | Futures | 2152.88 | 2156.34 | 2152.62 | 2154.21 | 4030.0 |
| 2015-08-21 03:50:00 | ES | Futures | 2154.21 | 2155.28 | 2153.15 | 2154.75 | 5110.0 |
| 2015-08-21 03:55:00 | ES | Futures | 2154.48 | 2155.81 | 2154.48 | 2154.75 | 3292.0 |
| 2015-08-21 04:00:00 | ES | Futures | 2154.75 | 2156.61 | 2154.21 | 2156.34 | 3902.0 |
| 2015-08-21 04:05:00 | ES | Futures | 2156.08 | 2157.41 | 2156.08 | 2156.08 | 4583.0 |
> showing 50 of 12,074 rows — these rows as CSV