PREVIEW / futures_5min / 2015-09-18
file: by_date/futures_5min/2015/2015-09-18.parquet size: 230 KB rows: 12,184
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-18 00:00:00 | ES | Futures | 2120.54 | 2120.54 | 2120.01 | 2120.28 | 122.0 |
| 2015-09-18 00:05:00 | ES | Futures | 2120.28 | 2121.08 | 2120.28 | 2120.81 | 286.0 |
| 2015-09-18 00:10:00 | ES | Futures | 2120.81 | 2121.08 | 2120.81 | 2120.81 | 328.0 |
| 2015-09-18 00:15:00 | ES | Futures | 2121.08 | 2121.08 | 2120.54 | 2120.81 | 347.0 |
| 2015-09-18 00:20:00 | ES | Futures | 2120.54 | 2120.81 | 2120.01 | 2120.01 | 132.0 |
| 2015-09-18 00:25:00 | ES | Futures | 2120.28 | 2120.28 | 2119.74 | 2119.74 | 162.0 |
| 2015-09-18 00:30:00 | ES | Futures | 2119.74 | 2120.01 | 2119.47 | 2119.74 | 136.0 |
| 2015-09-18 00:35:00 | ES | Futures | 2119.74 | 2120.01 | 2119.47 | 2119.74 | 274.0 |
| 2015-09-18 00:40:00 | ES | Futures | 2119.74 | 2120.01 | 2119.21 | 2119.21 | 362.0 |
| 2015-09-18 00:45:00 | ES | Futures | 2119.47 | 2119.74 | 2118.67 | 2119.47 | 474.0 |
| 2015-09-18 00:50:00 | ES | Futures | 2119.47 | 2119.74 | 2119.21 | 2119.21 | 145.0 |
| 2015-09-18 00:55:00 | ES | Futures | 2119.47 | 2119.47 | 2118.94 | 2118.94 | 209.0 |
| 2015-09-18 01:00:00 | ES | Futures | 2118.94 | 2119.47 | 2117.87 | 2118.14 | 385.0 |
| 2015-09-18 01:05:00 | ES | Futures | 2118.14 | 2118.14 | 2117.33 | 2117.33 | 606.0 |
| 2015-09-18 01:10:00 | ES | Futures | 2117.33 | 2117.6 | 2116.0 | 2116.8 | 1050.0 |
| 2015-09-18 01:15:00 | ES | Futures | 2116.8 | 2117.87 | 2116.53 | 2117.6 | 437.0 |
| 2015-09-18 01:20:00 | ES | Futures | 2117.6 | 2117.87 | 2117.07 | 2117.6 | 217.0 |
| 2015-09-18 01:25:00 | ES | Futures | 2117.87 | 2118.94 | 2117.6 | 2118.67 | 368.0 |
| 2015-09-18 01:30:00 | ES | Futures | 2118.94 | 2118.94 | 2117.87 | 2117.87 | 332.0 |
| 2015-09-18 01:35:00 | ES | Futures | 2118.14 | 2118.14 | 2117.07 | 2117.33 | 642.0 |
| 2015-09-18 01:40:00 | ES | Futures | 2117.6 | 2118.14 | 2117.07 | 2117.87 | 564.0 |
| 2015-09-18 01:45:00 | ES | Futures | 2118.14 | 2118.14 | 2116.53 | 2116.8 | 587.0 |
| 2015-09-18 01:50:00 | ES | Futures | 2116.8 | 2117.87 | 2116.53 | 2117.87 | 1089.0 |
| 2015-09-18 01:55:00 | ES | Futures | 2117.87 | 2118.4 | 2117.6 | 2117.6 | 965.0 |
| 2015-09-18 02:00:00 | ES | Futures | 2117.6 | 2117.87 | 2115.46 | 2115.73 | 2500.0 |
| 2015-09-18 02:05:00 | ES | Futures | 2115.73 | 2117.33 | 2115.46 | 2117.07 | 1620.0 |
| 2015-09-18 02:10:00 | ES | Futures | 2117.07 | 2119.74 | 2117.07 | 2118.94 | 1818.0 |
| 2015-09-18 02:15:00 | ES | Futures | 2119.21 | 2121.62 | 2118.4 | 2120.54 | 1950.0 |
| 2015-09-18 02:20:00 | ES | Futures | 2120.81 | 2122.42 | 2120.81 | 2120.81 | 2662.0 |
| 2015-09-18 02:25:00 | ES | Futures | 2120.81 | 2121.08 | 2120.01 | 2120.81 | 666.0 |
| 2015-09-18 02:30:00 | ES | Futures | 2120.81 | 2121.62 | 2119.47 | 2120.28 | 1364.0 |
| 2015-09-18 02:35:00 | ES | Futures | 2120.28 | 2121.35 | 2120.01 | 2120.28 | 1018.0 |
| 2015-09-18 02:40:00 | ES | Futures | 2120.28 | 2121.08 | 2120.01 | 2121.08 | 615.0 |
| 2015-09-18 02:45:00 | ES | Futures | 2120.81 | 2120.81 | 2119.74 | 2119.74 | 844.0 |
| 2015-09-18 02:50:00 | ES | Futures | 2119.74 | 2120.81 | 2119.21 | 2120.28 | 1029.0 |
| 2015-09-18 02:55:00 | ES | Futures | 2120.28 | 2120.54 | 2118.14 | 2118.67 | 921.0 |
| 2015-09-18 03:00:00 | ES | Futures | 2118.67 | 2118.94 | 2116.8 | 2117.07 | 3845.0 |
| 2015-09-18 03:05:00 | ES | Futures | 2116.8 | 2118.94 | 2116.0 | 2117.33 | 5439.0 |
| 2015-09-18 03:10:00 | ES | Futures | 2117.33 | 2118.14 | 2116.53 | 2116.8 | 1938.0 |
| 2015-09-18 03:15:00 | ES | Futures | 2116.8 | 2117.07 | 2115.46 | 2117.07 | 6292.0 |
| 2015-09-18 03:20:00 | ES | Futures | 2117.07 | 2117.87 | 2116.53 | 2117.87 | 2828.0 |
| 2015-09-18 03:25:00 | ES | Futures | 2117.6 | 2118.94 | 2116.26 | 2118.4 | 2249.0 |
| 2015-09-18 03:30:00 | ES | Futures | 2118.67 | 2120.01 | 2117.87 | 2118.14 | 1958.0 |
| 2015-09-18 03:35:00 | ES | Futures | 2117.87 | 2120.81 | 2117.87 | 2120.81 | 2397.0 |
| 2015-09-18 03:40:00 | ES | Futures | 2120.81 | 2121.08 | 2118.4 | 2118.67 | 3462.0 |
| 2015-09-18 03:45:00 | ES | Futures | 2118.67 | 2119.74 | 2117.87 | 2119.21 | 2008.0 |
| 2015-09-18 03:50:00 | ES | Futures | 2119.21 | 2119.21 | 2116.8 | 2116.8 | 1201.0 |
| 2015-09-18 03:55:00 | ES | Futures | 2117.07 | 2118.94 | 2116.8 | 2118.94 | 3474.0 |
| 2015-09-18 04:00:00 | ES | Futures | 2118.94 | 2120.54 | 2118.14 | 2120.01 | 3522.0 |
| 2015-09-18 04:05:00 | ES | Futures | 2120.01 | 2120.28 | 2118.67 | 2120.01 | 2430.0 |
> showing 50 of 12,184 rows — these rows as CSV