PREVIEW / futures_5min / 2015-11-11
file: by_date/futures_5min/2015/2015-11-11.parquet size: 213 KB rows: 14,298
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-11 00:00:00 | ES | Futures | 2226.77 | 2226.77 | 2226.24 | 2226.24 | 314.0 |
| 2015-11-11 00:05:00 | ES | Futures | 2226.51 | 2226.77 | 2226.24 | 2226.51 | 250.0 |
| 2015-11-11 00:10:00 | ES | Futures | 2226.77 | 2226.77 | 2226.24 | 2226.24 | 73.0 |
| 2015-11-11 00:15:00 | ES | Futures | 2226.51 | 2226.77 | 2226.24 | 2226.24 | 543.0 |
| 2015-11-11 00:20:00 | ES | Futures | 2226.51 | 2227.04 | 2225.97 | 2227.04 | 430.0 |
| 2015-11-11 00:25:00 | ES | Futures | 2227.04 | 2227.31 | 2226.24 | 2226.24 | 409.0 |
| 2015-11-11 00:30:00 | ES | Futures | 2226.24 | 2226.24 | 2224.9 | 2225.17 | 536.0 |
| 2015-11-11 00:35:00 | ES | Futures | 2225.43 | 2225.7 | 2224.9 | 2225.17 | 139.0 |
| 2015-11-11 00:40:00 | ES | Futures | 2225.17 | 2225.7 | 2224.63 | 2225.43 | 350.0 |
| 2015-11-11 00:45:00 | ES | Futures | 2225.43 | 2225.97 | 2225.43 | 2225.43 | 358.0 |
| 2015-11-11 00:50:00 | ES | Futures | 2225.43 | 2225.43 | 2224.63 | 2225.17 | 215.0 |
| 2015-11-11 00:55:00 | ES | Futures | 2225.17 | 2225.43 | 2224.63 | 2224.9 | 369.0 |
| 2015-11-11 01:00:00 | ES | Futures | 2224.9 | 2225.43 | 2224.9 | 2225.43 | 187.0 |
| 2015-11-11 01:05:00 | ES | Futures | 2225.43 | 2225.7 | 2224.63 | 2225.43 | 474.0 |
| 2015-11-11 01:10:00 | ES | Futures | 2225.43 | 2226.51 | 2225.43 | 2226.51 | 319.0 |
| 2015-11-11 01:15:00 | ES | Futures | 2226.51 | 2226.51 | 2225.7 | 2225.97 | 232.0 |
| 2015-11-11 01:20:00 | ES | Futures | 2225.97 | 2226.51 | 2225.97 | 2226.51 | 276.0 |
| 2015-11-11 01:25:00 | ES | Futures | 2226.24 | 2226.77 | 2226.24 | 2226.24 | 152.0 |
| 2015-11-11 01:30:00 | ES | Futures | 2226.24 | 2226.51 | 2225.97 | 2226.24 | 103.0 |
| 2015-11-11 01:35:00 | ES | Futures | 2226.24 | 2226.51 | 2225.97 | 2226.24 | 77.0 |
| 2015-11-11 01:40:00 | ES | Futures | 2226.24 | 2226.24 | 2225.7 | 2225.7 | 119.0 |
| 2015-11-11 01:45:00 | ES | Futures | 2225.97 | 2225.97 | 2225.17 | 2225.17 | 106.0 |
| 2015-11-11 01:50:00 | ES | Futures | 2225.43 | 2225.7 | 2225.17 | 2225.43 | 163.0 |
| 2015-11-11 01:55:00 | ES | Futures | 2225.43 | 2225.43 | 2224.9 | 2225.17 | 188.0 |
| 2015-11-11 02:00:00 | ES | Futures | 2225.17 | 2225.17 | 2223.83 | 2224.36 | 685.0 |
| 2015-11-11 02:05:00 | ES | Futures | 2224.1 | 2224.36 | 2223.56 | 2224.36 | 987.0 |
| 2015-11-11 02:10:00 | ES | Futures | 2224.1 | 2224.63 | 2224.1 | 2224.1 | 279.0 |
| 2015-11-11 02:15:00 | ES | Futures | 2224.36 | 2224.9 | 2223.83 | 2223.83 | 281.0 |
| 2015-11-11 02:20:00 | ES | Futures | 2224.1 | 2224.63 | 2224.1 | 2224.36 | 245.0 |
| 2015-11-11 02:25:00 | ES | Futures | 2224.63 | 2225.17 | 2224.36 | 2224.36 | 456.0 |
| 2015-11-11 02:30:00 | ES | Futures | 2224.63 | 2224.9 | 2223.56 | 2223.83 | 611.0 |
| 2015-11-11 02:35:00 | ES | Futures | 2223.56 | 2223.83 | 2223.56 | 2223.83 | 217.0 |
| 2015-11-11 02:40:00 | ES | Futures | 2223.83 | 2224.1 | 2223.83 | 2224.1 | 160.0 |
| 2015-11-11 02:45:00 | ES | Futures | 2224.36 | 2224.9 | 2224.1 | 2224.9 | 403.0 |
| 2015-11-11 02:50:00 | ES | Futures | 2224.9 | 2225.17 | 2224.36 | 2224.36 | 713.0 |
| 2015-11-11 02:55:00 | ES | Futures | 2224.36 | 2224.63 | 2223.83 | 2224.1 | 439.0 |
| 2015-11-11 03:00:00 | ES | Futures | 2224.36 | 2225.43 | 2223.03 | 2225.17 | 2464.0 |
| 2015-11-11 03:05:00 | ES | Futures | 2225.17 | 2226.77 | 2225.17 | 2226.24 | 2659.0 |
| 2015-11-11 03:10:00 | ES | Futures | 2226.24 | 2227.31 | 2225.43 | 2227.31 | 1834.0 |
| 2015-11-11 03:15:00 | ES | Futures | 2227.31 | 2228.38 | 2226.77 | 2227.84 | 2680.0 |
| 2015-11-11 03:20:00 | ES | Futures | 2227.84 | 2228.11 | 2227.31 | 2228.11 | 681.0 |
| 2015-11-11 03:25:00 | ES | Futures | 2228.11 | 2228.38 | 2227.04 | 2227.58 | 1677.0 |
| 2015-11-11 03:30:00 | ES | Futures | 2227.58 | 2227.84 | 2227.04 | 2227.31 | 1113.0 |
| 2015-11-11 03:35:00 | ES | Futures | 2227.31 | 2227.58 | 2226.24 | 2226.77 | 963.0 |
| 2015-11-11 03:40:00 | ES | Futures | 2226.77 | 2228.11 | 2226.51 | 2228.11 | 893.0 |
| 2015-11-11 03:45:00 | ES | Futures | 2228.38 | 2229.72 | 2228.11 | 2228.65 | 2827.0 |
| 2015-11-11 03:50:00 | ES | Futures | 2228.38 | 2228.91 | 2228.38 | 2228.65 | 774.0 |
| 2015-11-11 03:55:00 | ES | Futures | 2228.65 | 2229.45 | 2228.38 | 2229.18 | 998.0 |
| 2015-11-11 04:00:00 | ES | Futures | 2229.18 | 2230.52 | 2229.18 | 2229.98 | 2424.0 |
| 2015-11-11 04:05:00 | ES | Futures | 2230.25 | 2231.05 | 2229.45 | 2229.72 | 2176.0 |
> showing 50 of 14,298 rows — these rows as CSV