PREVIEW / futures_5min / 2015-11-22
file: by_date/futures_5min/2015/2015-11-22.parquet size: 45 KB rows: 2,311
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-22 18:00:00 | ES | Futures | 2236.67 | 2237.21 | 2235.6 | 2236.41 | 3424.0 |
| 2015-11-22 18:05:00 | ES | Futures | 2236.41 | 2238.81 | 2236.14 | 2237.48 | 1029.0 |
| 2015-11-22 18:10:00 | ES | Futures | 2237.48 | 2239.62 | 2237.48 | 2239.08 | 837.0 |
| 2015-11-22 18:15:00 | ES | Futures | 2239.08 | 2239.62 | 2238.01 | 2238.55 | 380.0 |
| 2015-11-22 18:20:00 | ES | Futures | 2238.55 | 2238.81 | 2238.01 | 2238.01 | 174.0 |
| 2015-11-22 18:25:00 | ES | Futures | 2238.01 | 2238.55 | 2238.01 | 2238.28 | 90.0 |
| 2015-11-22 18:30:00 | ES | Futures | 2238.28 | 2238.81 | 2238.01 | 2238.81 | 156.0 |
| 2015-11-22 18:35:00 | ES | Futures | 2238.81 | 2239.08 | 2238.81 | 2238.81 | 108.0 |
| 2015-11-22 18:40:00 | ES | Futures | 2238.81 | 2239.08 | 2238.55 | 2239.08 | 246.0 |
| 2015-11-22 18:45:00 | ES | Futures | 2238.81 | 2239.08 | 2238.55 | 2238.55 | 263.0 |
| 2015-11-22 18:50:00 | ES | Futures | 2238.55 | 2238.81 | 2238.01 | 2238.28 | 283.0 |
| 2015-11-22 18:55:00 | ES | Futures | 2238.01 | 2238.55 | 2238.01 | 2238.01 | 99.0 |
| 2015-11-22 19:00:00 | ES | Futures | 2238.01 | 2238.55 | 2237.74 | 2237.74 | 498.0 |
| 2015-11-22 19:05:00 | ES | Futures | 2237.74 | 2238.28 | 2237.74 | 2238.28 | 143.0 |
| 2015-11-22 19:10:00 | ES | Futures | 2238.01 | 2238.28 | 2238.01 | 2238.01 | 177.0 |
| 2015-11-22 19:15:00 | ES | Futures | 2238.01 | 2238.81 | 2238.01 | 2238.55 | 174.0 |
| 2015-11-22 19:20:00 | ES | Futures | 2238.55 | 2238.81 | 2238.55 | 2238.55 | 34.0 |
| 2015-11-22 19:25:00 | ES | Futures | 2238.55 | 2238.81 | 2238.28 | 2238.55 | 122.0 |
| 2015-11-22 19:30:00 | ES | Futures | 2238.81 | 2239.08 | 2238.55 | 2239.08 | 435.0 |
| 2015-11-22 19:35:00 | ES | Futures | 2238.81 | 2239.08 | 2238.28 | 2238.28 | 341.0 |
| 2015-11-22 19:40:00 | ES | Futures | 2238.28 | 2238.55 | 2238.28 | 2238.55 | 95.0 |
| 2015-11-22 19:45:00 | ES | Futures | 2238.55 | 2238.81 | 2238.55 | 2238.55 | 90.0 |
| 2015-11-22 19:50:00 | ES | Futures | 2238.55 | 2238.81 | 2238.55 | 2238.55 | 20.0 |
| 2015-11-22 19:55:00 | ES | Futures | 2238.55 | 2239.08 | 2238.55 | 2238.81 | 145.0 |
| 2015-11-22 20:00:00 | ES | Futures | 2238.81 | 2238.81 | 2238.55 | 2238.81 | 57.0 |
| 2015-11-22 20:05:00 | ES | Futures | 2238.81 | 2238.81 | 2238.28 | 2238.28 | 202.0 |
| 2015-11-22 20:10:00 | ES | Futures | 2238.55 | 2238.55 | 2238.01 | 2238.01 | 145.0 |
| 2015-11-22 20:15:00 | ES | Futures | 2238.01 | 2238.28 | 2237.74 | 2238.01 | 257.0 |
| 2015-11-22 20:20:00 | ES | Futures | 2238.01 | 2238.28 | 2237.74 | 2237.74 | 147.0 |
| 2015-11-22 20:25:00 | ES | Futures | 2237.74 | 2238.01 | 2237.74 | 2237.74 | 141.0 |
| 2015-11-22 20:30:00 | ES | Futures | 2237.74 | 2238.01 | 2237.74 | 2237.74 | 284.0 |
| 2015-11-22 20:35:00 | ES | Futures | 2237.74 | 2238.01 | 2236.14 | 2236.41 | 1201.0 |
| 2015-11-22 20:40:00 | ES | Futures | 2236.41 | 2236.67 | 2236.14 | 2236.14 | 282.0 |
| 2015-11-22 20:45:00 | ES | Futures | 2236.41 | 2236.41 | 2236.14 | 2236.14 | 138.0 |
| 2015-11-22 20:50:00 | ES | Futures | 2236.14 | 2236.14 | 2235.07 | 2236.14 | 1019.0 |
| 2015-11-22 20:55:00 | ES | Futures | 2235.87 | 2235.87 | 2235.07 | 2235.07 | 215.0 |
| 2015-11-22 21:00:00 | ES | Futures | 2235.07 | 2235.34 | 2234.26 | 2234.53 | 701.0 |
| 2015-11-22 21:05:00 | ES | Futures | 2234.53 | 2234.8 | 2234.26 | 2234.53 | 243.0 |
| 2015-11-22 21:10:00 | ES | Futures | 2234.8 | 2235.34 | 2234.26 | 2235.07 | 506.0 |
| 2015-11-22 21:15:00 | ES | Futures | 2235.07 | 2235.6 | 2234.26 | 2234.26 | 610.0 |
| 2015-11-22 21:20:00 | ES | Futures | 2234.26 | 2235.07 | 2234.0 | 2234.8 | 332.0 |
| 2015-11-22 21:25:00 | ES | Futures | 2235.07 | 2235.07 | 2234.53 | 2234.8 | 175.0 |
| 2015-11-22 21:30:00 | ES | Futures | 2234.8 | 2235.07 | 2234.53 | 2234.53 | 163.0 |
| 2015-11-22 21:35:00 | ES | Futures | 2234.53 | 2235.34 | 2234.53 | 2235.34 | 221.0 |
| 2015-11-22 21:40:00 | ES | Futures | 2235.07 | 2236.14 | 2235.07 | 2236.14 | 336.0 |
| 2015-11-22 21:45:00 | ES | Futures | 2236.14 | 2236.41 | 2235.34 | 2235.6 | 555.0 |
| 2015-11-22 21:50:00 | ES | Futures | 2235.34 | 2235.87 | 2235.34 | 2235.6 | 101.0 |
| 2015-11-22 21:55:00 | ES | Futures | 2235.6 | 2236.14 | 2235.6 | 2235.87 | 91.0 |
| 2015-11-22 22:00:00 | ES | Futures | 2236.14 | 2236.41 | 2235.6 | 2235.6 | 163.0 |
| 2015-11-22 22:05:00 | ES | Futures | 2235.87 | 2236.41 | 2235.6 | 2236.14 | 188.0 |
> showing 50 of 2,311 rows — these rows as CSV