PREVIEW / futures_5min / 2015-10-21
file: by_date/futures_5min/2015/2015-10-21.parquet size: 231 KB rows: 14,494
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 |
|---|---|---|---|---|---|---|---|
| 2015-10-21 00:00:00 | ES | Futures | 2167.1 | 2168.17 | 2167.1 | 2167.91 | 865.0 |
| 2015-10-21 00:05:00 | ES | Futures | 2167.91 | 2167.91 | 2167.37 | 2167.37 | 183.0 |
| 2015-10-21 00:10:00 | ES | Futures | 2167.64 | 2167.91 | 2167.37 | 2167.91 | 190.0 |
| 2015-10-21 00:15:00 | ES | Futures | 2167.91 | 2168.98 | 2167.64 | 2168.44 | 1339.0 |
| 2015-10-21 00:20:00 | ES | Futures | 2168.44 | 2169.24 | 2168.44 | 2168.98 | 278.0 |
| 2015-10-21 00:25:00 | ES | Futures | 2168.98 | 2172.19 | 2168.71 | 2171.65 | 3677.0 |
| 2015-10-21 00:30:00 | ES | Futures | 2171.65 | 2173.26 | 2171.12 | 2172.72 | 3401.0 |
| 2015-10-21 00:35:00 | ES | Futures | 2172.72 | 2173.26 | 2172.19 | 2172.72 | 2222.0 |
| 2015-10-21 00:40:00 | ES | Futures | 2172.72 | 2172.99 | 2172.45 | 2172.72 | 1182.0 |
| 2015-10-21 00:45:00 | ES | Futures | 2172.72 | 2174.06 | 2172.72 | 2173.26 | 1801.0 |
| 2015-10-21 00:50:00 | ES | Futures | 2173.26 | 2173.53 | 2172.99 | 2173.26 | 420.0 |
| 2015-10-21 00:55:00 | ES | Futures | 2173.26 | 2173.26 | 2171.92 | 2172.19 | 804.0 |
| 2015-10-21 01:00:00 | ES | Futures | 2172.19 | 2172.72 | 2171.92 | 2172.45 | 315.0 |
| 2015-10-21 01:05:00 | ES | Futures | 2172.45 | 2172.99 | 2172.45 | 2172.72 | 440.0 |
| 2015-10-21 01:10:00 | ES | Futures | 2172.45 | 2172.99 | 2172.19 | 2172.19 | 478.0 |
| 2015-10-21 01:15:00 | ES | Futures | 2172.19 | 2172.19 | 2171.92 | 2172.19 | 238.0 |
| 2015-10-21 01:20:00 | ES | Futures | 2172.19 | 2172.45 | 2171.92 | 2171.92 | 320.0 |
| 2015-10-21 01:25:00 | ES | Futures | 2172.19 | 2172.72 | 2172.19 | 2172.72 | 949.0 |
| 2015-10-21 01:30:00 | ES | Futures | 2172.45 | 2172.99 | 2172.19 | 2172.72 | 487.0 |
| 2015-10-21 01:35:00 | ES | Futures | 2172.72 | 2172.99 | 2172.45 | 2172.45 | 372.0 |
| 2015-10-21 01:40:00 | ES | Futures | 2172.72 | 2177.27 | 2172.45 | 2176.47 | 5675.0 |
| 2015-10-21 01:45:00 | ES | Futures | 2176.47 | 2176.74 | 2175.4 | 2175.67 | 1107.0 |
| 2015-10-21 01:50:00 | ES | Futures | 2175.67 | 2175.67 | 2172.45 | 2172.45 | 2284.0 |
| 2015-10-21 01:55:00 | ES | Futures | 2172.45 | 2173.79 | 2172.19 | 2172.72 | 1560.0 |
| 2015-10-21 02:00:00 | ES | Futures | 2172.72 | 2174.6 | 2172.45 | 2172.99 | 1712.0 |
| 2015-10-21 02:05:00 | ES | Futures | 2173.26 | 2173.79 | 2172.72 | 2173.26 | 651.0 |
| 2015-10-21 02:10:00 | ES | Futures | 2173.26 | 2173.79 | 2172.45 | 2172.72 | 647.0 |
| 2015-10-21 02:15:00 | ES | Futures | 2172.72 | 2173.53 | 2172.45 | 2172.99 | 350.0 |
| 2015-10-21 02:20:00 | ES | Futures | 2172.99 | 2172.99 | 2171.12 | 2171.38 | 1085.0 |
| 2015-10-21 02:25:00 | ES | Futures | 2171.12 | 2171.65 | 2170.58 | 2171.12 | 1672.0 |
| 2015-10-21 02:30:00 | ES | Futures | 2171.12 | 2171.38 | 2170.31 | 2170.31 | 611.0 |
| 2015-10-21 02:35:00 | ES | Futures | 2170.58 | 2170.58 | 2168.98 | 2169.24 | 1938.0 |
| 2015-10-21 02:40:00 | ES | Futures | 2169.24 | 2169.24 | 2167.91 | 2167.91 | 1316.0 |
| 2015-10-21 02:45:00 | ES | Futures | 2167.91 | 2168.98 | 2167.91 | 2168.71 | 577.0 |
| 2015-10-21 02:50:00 | ES | Futures | 2168.71 | 2169.78 | 2168.17 | 2169.51 | 859.0 |
| 2015-10-21 02:55:00 | ES | Futures | 2169.24 | 2169.78 | 2168.44 | 2168.71 | 740.0 |
| 2015-10-21 03:00:00 | ES | Futures | 2168.71 | 2169.51 | 2167.37 | 2167.64 | 1975.0 |
| 2015-10-21 03:05:00 | ES | Futures | 2167.91 | 2167.91 | 2166.57 | 2167.91 | 2406.0 |
| 2015-10-21 03:10:00 | ES | Futures | 2167.64 | 2167.64 | 2164.69 | 2165.77 | 3928.0 |
| 2015-10-21 03:15:00 | ES | Futures | 2165.77 | 2166.84 | 2164.16 | 2165.23 | 2373.0 |
| 2015-10-21 03:20:00 | ES | Futures | 2165.23 | 2166.84 | 2164.96 | 2165.77 | 2028.0 |
| 2015-10-21 03:25:00 | ES | Futures | 2165.77 | 2166.3 | 2164.69 | 2165.77 | 1451.0 |
| 2015-10-21 03:30:00 | ES | Futures | 2165.77 | 2167.1 | 2165.5 | 2167.1 | 1440.0 |
| 2015-10-21 03:35:00 | ES | Futures | 2166.84 | 2167.64 | 2164.69 | 2165.23 | 1828.0 |
| 2015-10-21 03:40:00 | ES | Futures | 2165.23 | 2165.23 | 2163.09 | 2163.89 | 2507.0 |
| 2015-10-21 03:45:00 | ES | Futures | 2163.89 | 2164.96 | 2163.62 | 2164.43 | 1486.0 |
| 2015-10-21 03:50:00 | ES | Futures | 2164.16 | 2164.96 | 2163.62 | 2164.69 | 702.0 |
| 2015-10-21 03:55:00 | ES | Futures | 2164.69 | 2164.69 | 2163.36 | 2163.62 | 1237.0 |
| 2015-10-21 04:00:00 | ES | Futures | 2163.36 | 2164.43 | 2162.55 | 2164.43 | 2483.0 |
| 2015-10-21 04:05:00 | ES | Futures | 2164.43 | 2166.3 | 2164.43 | 2166.03 | 1752.0 |
> showing 50 of 14,494 rows — these rows as CSV