PREVIEW / futures_5min / 2015-08-25
file: by_date/futures_5min/2015/2015-08-25.parquet size: 289 KB rows: 14,788
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-25 00:00:00 | ES | Futures | 2039.99 | 2042.12 | 2037.86 | 2038.4 | 1103.0 |
| 2015-08-25 00:05:00 | ES | Futures | 2038.66 | 2038.93 | 2037.07 | 2037.6 | 654.0 |
| 2015-08-25 00:10:00 | ES | Futures | 2037.86 | 2039.99 | 2037.33 | 2039.2 | 909.0 |
| 2015-08-25 00:15:00 | ES | Futures | 2038.93 | 2040.79 | 2038.93 | 2039.99 | 781.0 |
| 2015-08-25 00:20:00 | ES | Futures | 2039.99 | 2040.53 | 2038.66 | 2038.66 | 421.0 |
| 2015-08-25 00:25:00 | ES | Futures | 2038.66 | 2040.26 | 2037.6 | 2037.86 | 517.0 |
| 2015-08-25 00:30:00 | ES | Futures | 2037.86 | 2039.73 | 2035.73 | 2039.2 | 1234.0 |
| 2015-08-25 00:35:00 | ES | Futures | 2039.2 | 2039.46 | 2034.94 | 2037.6 | 965.0 |
| 2015-08-25 00:40:00 | ES | Futures | 2037.6 | 2039.46 | 2035.2 | 2035.2 | 2062.0 |
| 2015-08-25 00:45:00 | ES | Futures | 2035.2 | 2037.6 | 2033.34 | 2036.0 | 1756.0 |
| 2015-08-25 00:50:00 | ES | Futures | 2036.27 | 2041.06 | 2034.94 | 2040.53 | 1246.0 |
| 2015-08-25 00:55:00 | ES | Futures | 2040.26 | 2044.52 | 2039.73 | 2043.19 | 2296.0 |
| 2015-08-25 01:00:00 | ES | Futures | 2042.92 | 2045.32 | 2039.99 | 2041.06 | 1956.0 |
| 2015-08-25 01:05:00 | ES | Futures | 2041.06 | 2041.86 | 2038.93 | 2039.73 | 915.0 |
| 2015-08-25 01:10:00 | ES | Futures | 2039.73 | 2039.73 | 2034.4 | 2034.94 | 1594.0 |
| 2015-08-25 01:15:00 | ES | Futures | 2035.2 | 2036.0 | 2026.42 | 2030.14 | 2860.0 |
| 2015-08-25 01:20:00 | ES | Futures | 2030.14 | 2030.68 | 2026.42 | 2028.55 | 1424.0 |
| 2015-08-25 01:25:00 | ES | Futures | 2028.55 | 2030.14 | 2026.95 | 2029.88 | 985.0 |
| 2015-08-25 01:30:00 | ES | Futures | 2029.88 | 2030.14 | 2019.23 | 2021.36 | 2209.0 |
| 2015-08-25 01:35:00 | ES | Futures | 2021.36 | 2021.62 | 2015.5 | 2016.03 | 2142.0 |
| 2015-08-25 01:40:00 | ES | Futures | 2015.77 | 2020.29 | 2014.43 | 2016.3 | 2944.0 |
| 2015-08-25 01:45:00 | ES | Futures | 2016.3 | 2016.56 | 2008.04 | 2011.51 | 4656.0 |
| 2015-08-25 01:50:00 | ES | Futures | 2011.77 | 2013.9 | 2009.64 | 2013.37 | 2342.0 |
| 2015-08-25 01:55:00 | ES | Futures | 2013.37 | 2019.76 | 2011.77 | 2016.03 | 2792.0 |
| 2015-08-25 02:00:00 | ES | Futures | 2016.03 | 2030.14 | 2016.03 | 2027.21 | 6396.0 |
| 2015-08-25 02:05:00 | ES | Futures | 2027.21 | 2028.01 | 2014.97 | 2016.83 | 5515.0 |
| 2015-08-25 02:10:00 | ES | Futures | 2016.83 | 2021.36 | 2010.17 | 2012.3 | 4885.0 |
| 2015-08-25 02:15:00 | ES | Futures | 2012.04 | 2020.56 | 2010.71 | 2018.16 | 4934.0 |
| 2015-08-25 02:20:00 | ES | Futures | 2018.43 | 2023.75 | 2018.16 | 2022.16 | 2960.0 |
| 2015-08-25 02:25:00 | ES | Futures | 2021.89 | 2024.82 | 2018.96 | 2018.96 | 2349.0 |
| 2015-08-25 02:30:00 | ES | Futures | 2019.23 | 2025.35 | 2018.96 | 2025.35 | 2462.0 |
| 2015-08-25 02:35:00 | ES | Futures | 2025.08 | 2028.55 | 2023.49 | 2028.55 | 2765.0 |
| 2015-08-25 02:40:00 | ES | Futures | 2028.55 | 2034.94 | 2028.28 | 2034.67 | 5243.0 |
| 2015-08-25 02:45:00 | ES | Futures | 2034.67 | 2035.2 | 2026.42 | 2026.42 | 2813.0 |
| 2015-08-25 02:50:00 | ES | Futures | 2026.42 | 2029.34 | 2022.69 | 2022.95 | 2938.0 |
| 2015-08-25 02:55:00 | ES | Futures | 2022.95 | 2025.08 | 2021.89 | 2022.95 | 2565.0 |
| 2015-08-25 03:00:00 | ES | Futures | 2022.95 | 2034.94 | 2022.95 | 2029.88 | 8835.0 |
| 2015-08-25 03:05:00 | ES | Futures | 2030.14 | 2033.07 | 2025.62 | 2030.94 | 7119.0 |
| 2015-08-25 03:10:00 | ES | Futures | 2031.21 | 2032.81 | 2027.48 | 2027.75 | 5331.0 |
| 2015-08-25 03:15:00 | ES | Futures | 2028.01 | 2032.81 | 2027.21 | 2028.55 | 4101.0 |
| 2015-08-25 03:20:00 | ES | Futures | 2028.81 | 2037.86 | 2027.48 | 2037.86 | 4674.0 |
| 2015-08-25 03:25:00 | ES | Futures | 2038.13 | 2041.06 | 2037.07 | 2039.46 | 5730.0 |
| 2015-08-25 03:30:00 | ES | Futures | 2039.73 | 2041.06 | 2039.46 | 2041.06 | 2863.0 |
| 2015-08-25 03:35:00 | ES | Futures | 2040.79 | 2045.85 | 2038.66 | 2045.32 | 6055.0 |
| 2015-08-25 03:40:00 | ES | Futures | 2045.32 | 2045.32 | 2041.59 | 2044.25 | 4836.0 |
| 2015-08-25 03:45:00 | ES | Futures | 2044.25 | 2053.31 | 2043.99 | 2051.18 | 9367.0 |
| 2015-08-25 03:50:00 | ES | Futures | 2050.91 | 2051.98 | 2047.45 | 2051.18 | 5762.0 |
| 2015-08-25 03:55:00 | ES | Futures | 2051.44 | 2052.77 | 2050.11 | 2050.64 | 2234.0 |
| 2015-08-25 04:00:00 | ES | Futures | 2051.18 | 2054.37 | 2050.38 | 2053.31 | 3941.0 |
| 2015-08-25 04:05:00 | ES | Futures | 2053.31 | 2053.31 | 2049.58 | 2049.85 | 2587.0 |
> showing 50 of 14,788 rows — these rows as CSV