PREVIEW / futures_5min / 2015-10-14
file: by_date/futures_5min/2015/2015-10-14.parquet size: 249 KB rows: 14,939
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 |
|---|---|---|---|---|---|---|---|
| 2015-10-14 00:00:00 | ES | Futures | 2134.46 | 2134.46 | 2134.19 | 2134.19 | 205.0 |
| 2015-10-14 00:05:00 | ES | Futures | 2134.46 | 2134.99 | 2134.46 | 2134.99 | 91.0 |
| 2015-10-14 00:10:00 | ES | Futures | 2134.99 | 2134.99 | 2134.19 | 2134.46 | 161.0 |
| 2015-10-14 00:15:00 | ES | Futures | 2134.46 | 2134.46 | 2134.19 | 2134.46 | 180.0 |
| 2015-10-14 00:20:00 | ES | Futures | 2134.46 | 2134.46 | 2133.66 | 2133.92 | 193.0 |
| 2015-10-14 00:25:00 | ES | Futures | 2134.19 | 2134.19 | 2133.66 | 2133.92 | 157.0 |
| 2015-10-14 00:30:00 | ES | Futures | 2134.19 | 2134.19 | 2133.66 | 2134.19 | 82.0 |
| 2015-10-14 00:35:00 | ES | Futures | 2133.92 | 2134.46 | 2133.92 | 2134.46 | 261.0 |
| 2015-10-14 00:40:00 | ES | Futures | 2134.46 | 2134.99 | 2134.46 | 2134.99 | 122.0 |
| 2015-10-14 00:45:00 | ES | Futures | 2134.99 | 2135.26 | 2134.19 | 2134.46 | 202.0 |
| 2015-10-14 00:50:00 | ES | Futures | 2134.19 | 2134.73 | 2134.19 | 2134.19 | 79.0 |
| 2015-10-14 00:55:00 | ES | Futures | 2134.46 | 2134.46 | 2133.92 | 2133.92 | 187.0 |
| 2015-10-14 01:00:00 | ES | Futures | 2134.19 | 2134.19 | 2133.12 | 2133.66 | 319.0 |
| 2015-10-14 01:05:00 | ES | Futures | 2133.39 | 2133.39 | 2132.32 | 2132.59 | 490.0 |
| 2015-10-14 01:10:00 | ES | Futures | 2132.59 | 2132.85 | 2132.05 | 2132.59 | 334.0 |
| 2015-10-14 01:15:00 | ES | Futures | 2132.32 | 2132.85 | 2132.32 | 2132.85 | 360.0 |
| 2015-10-14 01:20:00 | ES | Futures | 2132.85 | 2133.12 | 2132.32 | 2132.32 | 177.0 |
| 2015-10-14 01:25:00 | ES | Futures | 2132.32 | 2132.85 | 2132.05 | 2132.59 | 167.0 |
| 2015-10-14 01:30:00 | ES | Futures | 2132.32 | 2132.32 | 2131.52 | 2131.78 | 364.0 |
| 2015-10-14 01:35:00 | ES | Futures | 2131.78 | 2132.05 | 2131.52 | 2131.78 | 142.0 |
| 2015-10-14 01:40:00 | ES | Futures | 2132.05 | 2132.32 | 2131.78 | 2131.78 | 363.0 |
| 2015-10-14 01:45:00 | ES | Futures | 2131.78 | 2132.59 | 2131.52 | 2132.05 | 340.0 |
| 2015-10-14 01:50:00 | ES | Futures | 2132.05 | 2132.32 | 2131.78 | 2132.32 | 392.0 |
| 2015-10-14 01:55:00 | ES | Futures | 2132.59 | 2132.85 | 2132.05 | 2132.85 | 897.0 |
| 2015-10-14 02:00:00 | ES | Futures | 2133.12 | 2133.92 | 2132.85 | 2133.12 | 1364.0 |
| 2015-10-14 02:05:00 | ES | Futures | 2133.12 | 2133.66 | 2132.85 | 2133.39 | 612.0 |
| 2015-10-14 02:10:00 | ES | Futures | 2133.66 | 2134.19 | 2132.85 | 2133.66 | 1038.0 |
| 2015-10-14 02:15:00 | ES | Futures | 2133.66 | 2134.73 | 2133.39 | 2134.46 | 782.0 |
| 2015-10-14 02:20:00 | ES | Futures | 2134.19 | 2134.19 | 2133.39 | 2133.66 | 475.0 |
| 2015-10-14 02:25:00 | ES | Futures | 2133.66 | 2133.92 | 2132.85 | 2133.39 | 679.0 |
| 2015-10-14 02:30:00 | ES | Futures | 2133.66 | 2133.66 | 2132.59 | 2133.12 | 612.0 |
| 2015-10-14 02:35:00 | ES | Futures | 2133.12 | 2135.26 | 2133.12 | 2135.26 | 780.0 |
| 2015-10-14 02:40:00 | ES | Futures | 2135.26 | 2135.8 | 2134.73 | 2135.26 | 731.0 |
| 2015-10-14 02:45:00 | ES | Futures | 2135.53 | 2135.8 | 2134.73 | 2134.99 | 556.0 |
| 2015-10-14 02:50:00 | ES | Futures | 2134.99 | 2134.99 | 2134.19 | 2134.46 | 385.0 |
| 2015-10-14 02:55:00 | ES | Futures | 2134.46 | 2134.73 | 2133.66 | 2133.92 | 602.0 |
| 2015-10-14 03:00:00 | ES | Futures | 2133.92 | 2134.99 | 2132.05 | 2132.59 | 2113.0 |
| 2015-10-14 03:05:00 | ES | Futures | 2132.32 | 2134.19 | 2131.52 | 2133.12 | 2020.0 |
| 2015-10-14 03:10:00 | ES | Futures | 2133.39 | 2134.73 | 2132.59 | 2133.39 | 1853.0 |
| 2015-10-14 03:15:00 | ES | Futures | 2133.39 | 2133.92 | 2131.78 | 2132.05 | 1224.0 |
| 2015-10-14 03:20:00 | ES | Futures | 2132.05 | 2133.12 | 2131.25 | 2132.32 | 1554.0 |
| 2015-10-14 03:25:00 | ES | Futures | 2132.32 | 2132.59 | 2131.25 | 2131.52 | 1172.0 |
| 2015-10-14 03:30:00 | ES | Futures | 2131.25 | 2131.52 | 2129.91 | 2130.45 | 1964.0 |
| 2015-10-14 03:35:00 | ES | Futures | 2130.45 | 2130.71 | 2129.11 | 2129.91 | 3630.0 |
| 2015-10-14 03:40:00 | ES | Futures | 2129.91 | 2131.52 | 2129.64 | 2131.25 | 1528.0 |
| 2015-10-14 03:45:00 | ES | Futures | 2131.25 | 2133.12 | 2130.98 | 2133.12 | 1969.0 |
| 2015-10-14 03:50:00 | ES | Futures | 2132.85 | 2134.19 | 2132.59 | 2133.66 | 2033.0 |
| 2015-10-14 03:55:00 | ES | Futures | 2133.92 | 2134.46 | 2132.59 | 2132.59 | 1396.0 |
| 2015-10-14 04:00:00 | ES | Futures | 2132.85 | 2136.33 | 2132.32 | 2136.06 | 3194.0 |
| 2015-10-14 04:05:00 | ES | Futures | 2136.06 | 2136.87 | 2134.99 | 2135.26 | 3304.0 |
> showing 50 of 14,939 rows — these rows as CSV