PREVIEW / futures_5min / 2015-11-20
file: by_date/futures_5min/2015/2015-11-20.parquet size: 197 KB rows: 12,169
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-20 00:00:00 | ES | Futures | 2224.36 | 2224.36 | 2223.83 | 2224.36 | 177.0 |
| 2015-11-20 00:05:00 | ES | Futures | 2224.36 | 2224.36 | 2223.83 | 2224.36 | 163.0 |
| 2015-11-20 00:10:00 | ES | Futures | 2224.63 | 2225.17 | 2224.36 | 2224.36 | 344.0 |
| 2015-11-20 00:15:00 | ES | Futures | 2224.36 | 2224.36 | 2224.1 | 2224.1 | 85.0 |
| 2015-11-20 00:20:00 | ES | Futures | 2224.36 | 2224.63 | 2224.1 | 2224.1 | 107.0 |
| 2015-11-20 00:25:00 | ES | Futures | 2224.36 | 2224.36 | 2223.83 | 2224.1 | 66.0 |
| 2015-11-20 00:30:00 | ES | Futures | 2224.1 | 2224.36 | 2224.1 | 2224.1 | 38.0 |
| 2015-11-20 00:35:00 | ES | Futures | 2224.36 | 2224.9 | 2224.36 | 2224.36 | 505.0 |
| 2015-11-20 00:40:00 | ES | Futures | 2224.36 | 2224.36 | 2224.1 | 2224.36 | 184.0 |
| 2015-11-20 00:45:00 | ES | Futures | 2224.1 | 2224.9 | 2224.1 | 2224.63 | 228.0 |
| 2015-11-20 00:50:00 | ES | Futures | 2224.63 | 2224.9 | 2224.36 | 2224.63 | 398.0 |
| 2015-11-20 00:55:00 | ES | Futures | 2224.63 | 2225.17 | 2224.36 | 2224.9 | 382.0 |
| 2015-11-20 01:00:00 | ES | Futures | 2224.9 | 2225.97 | 2224.63 | 2225.97 | 847.0 |
| 2015-11-20 01:05:00 | ES | Futures | 2225.7 | 2225.97 | 2225.43 | 2225.43 | 681.0 |
| 2015-11-20 01:10:00 | ES | Futures | 2225.43 | 2225.97 | 2225.17 | 2225.97 | 222.0 |
| 2015-11-20 01:15:00 | ES | Futures | 2225.97 | 2225.97 | 2225.43 | 2225.97 | 213.0 |
| 2015-11-20 01:20:00 | ES | Futures | 2225.7 | 2225.97 | 2225.43 | 2225.97 | 135.0 |
| 2015-11-20 01:25:00 | ES | Futures | 2225.7 | 2225.97 | 2225.7 | 2225.97 | 82.0 |
| 2015-11-20 01:30:00 | ES | Futures | 2225.97 | 2226.24 | 2225.7 | 2225.97 | 777.0 |
| 2015-11-20 01:35:00 | ES | Futures | 2225.7 | 2225.97 | 2225.43 | 2225.7 | 80.0 |
| 2015-11-20 01:40:00 | ES | Futures | 2225.7 | 2225.97 | 2225.43 | 2225.7 | 93.0 |
| 2015-11-20 01:45:00 | ES | Futures | 2225.7 | 2225.97 | 2225.7 | 2225.7 | 101.0 |
| 2015-11-20 01:50:00 | ES | Futures | 2225.97 | 2225.97 | 2225.7 | 2225.7 | 86.0 |
| 2015-11-20 01:55:00 | ES | Futures | 2225.97 | 2225.97 | 2225.7 | 2225.97 | 73.0 |
| 2015-11-20 02:00:00 | ES | Futures | 2225.97 | 2226.24 | 2224.9 | 2225.17 | 514.0 |
| 2015-11-20 02:05:00 | ES | Futures | 2224.9 | 2225.17 | 2224.36 | 2225.17 | 608.0 |
| 2015-11-20 02:10:00 | ES | Futures | 2224.9 | 2225.43 | 2224.63 | 2224.9 | 316.0 |
| 2015-11-20 02:15:00 | ES | Futures | 2224.9 | 2225.97 | 2224.9 | 2225.7 | 434.0 |
| 2015-11-20 02:20:00 | ES | Futures | 2225.7 | 2226.24 | 2225.7 | 2225.7 | 341.0 |
| 2015-11-20 02:25:00 | ES | Futures | 2225.7 | 2225.97 | 2225.7 | 2225.97 | 596.0 |
| 2015-11-20 02:30:00 | ES | Futures | 2225.7 | 2228.65 | 2225.7 | 2228.11 | 2021.0 |
| 2015-11-20 02:35:00 | ES | Futures | 2228.11 | 2228.65 | 2227.58 | 2227.84 | 1091.0 |
| 2015-11-20 02:40:00 | ES | Futures | 2228.11 | 2228.65 | 2227.84 | 2228.38 | 716.0 |
| 2015-11-20 02:45:00 | ES | Futures | 2228.38 | 2229.18 | 2228.38 | 2228.91 | 1111.0 |
| 2015-11-20 02:50:00 | ES | Futures | 2228.91 | 2230.25 | 2228.65 | 2229.72 | 1906.0 |
| 2015-11-20 02:55:00 | ES | Futures | 2229.98 | 2231.86 | 2229.45 | 2231.59 | 2351.0 |
| 2015-11-20 03:00:00 | ES | Futures | 2231.86 | 2232.39 | 2230.79 | 2231.59 | 2706.0 |
| 2015-11-20 03:05:00 | ES | Futures | 2231.59 | 2231.59 | 2230.25 | 2230.79 | 2279.0 |
| 2015-11-20 03:10:00 | ES | Futures | 2230.79 | 2231.86 | 2228.91 | 2229.45 | 3022.0 |
| 2015-11-20 03:15:00 | ES | Futures | 2229.72 | 2230.52 | 2229.45 | 2229.98 | 1780.0 |
| 2015-11-20 03:20:00 | ES | Futures | 2230.25 | 2230.25 | 2228.38 | 2229.45 | 2053.0 |
| 2015-11-20 03:25:00 | ES | Futures | 2229.18 | 2229.72 | 2228.11 | 2228.91 | 1322.0 |
| 2015-11-20 03:30:00 | ES | Futures | 2228.65 | 2228.91 | 2227.84 | 2228.65 | 1355.0 |
| 2015-11-20 03:35:00 | ES | Futures | 2228.38 | 2229.18 | 2227.84 | 2228.11 | 1026.0 |
| 2015-11-20 03:40:00 | ES | Futures | 2228.11 | 2228.38 | 2226.51 | 2226.77 | 2839.0 |
| 2015-11-20 03:45:00 | ES | Futures | 2226.51 | 2229.18 | 2225.97 | 2228.91 | 2812.0 |
| 2015-11-20 03:50:00 | ES | Futures | 2228.91 | 2228.91 | 2227.58 | 2228.11 | 1583.0 |
| 2015-11-20 03:55:00 | ES | Futures | 2227.84 | 2228.38 | 2227.31 | 2227.31 | 1875.0 |
| 2015-11-20 04:00:00 | ES | Futures | 2227.31 | 2227.58 | 2226.24 | 2227.58 | 1402.0 |
| 2015-11-20 04:05:00 | ES | Futures | 2227.58 | 2227.58 | 2224.36 | 2225.43 | 3483.0 |
> showing 50 of 12,169 rows — these rows as CSV