PREVIEW / futures_5min / 2015-11-24
file: by_date/futures_5min/2015/2015-11-24.parquet size: 237 KB rows: 14,632
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-24 00:00:00 | ES | Futures | 2230.52 | 2230.52 | 2229.72 | 2230.25 | 230.0 |
| 2015-11-24 00:05:00 | ES | Futures | 2230.25 | 2230.25 | 2229.45 | 2229.45 | 230.0 |
| 2015-11-24 00:10:00 | ES | Futures | 2229.45 | 2229.45 | 2229.18 | 2229.45 | 84.0 |
| 2015-11-24 00:15:00 | ES | Futures | 2229.45 | 2229.98 | 2229.45 | 2229.98 | 104.0 |
| 2015-11-24 00:20:00 | ES | Futures | 2229.98 | 2230.25 | 2229.72 | 2230.25 | 108.0 |
| 2015-11-24 00:25:00 | ES | Futures | 2229.98 | 2229.98 | 2229.45 | 2229.45 | 134.0 |
| 2015-11-24 00:30:00 | ES | Futures | 2229.45 | 2230.52 | 2229.45 | 2230.52 | 271.0 |
| 2015-11-24 00:35:00 | ES | Futures | 2230.25 | 2230.79 | 2230.25 | 2230.79 | 125.0 |
| 2015-11-24 00:40:00 | ES | Futures | 2230.79 | 2231.05 | 2230.52 | 2230.79 | 152.0 |
| 2015-11-24 00:45:00 | ES | Futures | 2230.79 | 2230.79 | 2230.25 | 2230.25 | 149.0 |
| 2015-11-24 00:50:00 | ES | Futures | 2230.25 | 2230.52 | 2229.45 | 2229.45 | 317.0 |
| 2015-11-24 00:55:00 | ES | Futures | 2229.45 | 2229.72 | 2228.91 | 2228.91 | 589.0 |
| 2015-11-24 01:00:00 | ES | Futures | 2228.91 | 2229.45 | 2228.91 | 2229.18 | 190.0 |
| 2015-11-24 01:05:00 | ES | Futures | 2229.18 | 2230.52 | 2229.18 | 2230.25 | 458.0 |
| 2015-11-24 01:10:00 | ES | Futures | 2230.25 | 2231.05 | 2230.25 | 2231.05 | 653.0 |
| 2015-11-24 01:15:00 | ES | Futures | 2230.79 | 2231.05 | 2230.52 | 2231.05 | 133.0 |
| 2015-11-24 01:20:00 | ES | Futures | 2230.79 | 2231.05 | 2230.52 | 2231.05 | 170.0 |
| 2015-11-24 01:25:00 | ES | Futures | 2230.79 | 2231.32 | 2230.79 | 2231.32 | 236.0 |
| 2015-11-24 01:30:00 | ES | Futures | 2231.32 | 2231.59 | 2230.79 | 2231.32 | 222.0 |
| 2015-11-24 01:35:00 | ES | Futures | 2231.32 | 2231.59 | 2230.52 | 2231.05 | 704.0 |
| 2015-11-24 01:40:00 | ES | Futures | 2231.05 | 2231.86 | 2231.05 | 2231.05 | 345.0 |
| 2015-11-24 01:45:00 | ES | Futures | 2231.05 | 2231.32 | 2231.05 | 2231.05 | 118.0 |
| 2015-11-24 01:50:00 | ES | Futures | 2231.05 | 2231.05 | 2230.52 | 2231.05 | 290.0 |
| 2015-11-24 01:55:00 | ES | Futures | 2230.79 | 2231.05 | 2230.79 | 2231.05 | 24.0 |
| 2015-11-24 02:00:00 | ES | Futures | 2231.05 | 2232.66 | 2231.05 | 2232.12 | 1137.0 |
| 2015-11-24 02:05:00 | ES | Futures | 2232.39 | 2233.73 | 2232.39 | 2233.73 | 1133.0 |
| 2015-11-24 02:10:00 | ES | Futures | 2233.73 | 2233.73 | 2232.93 | 2232.93 | 505.0 |
| 2015-11-24 02:15:00 | ES | Futures | 2233.19 | 2233.73 | 2232.93 | 2233.73 | 531.0 |
| 2015-11-24 02:20:00 | ES | Futures | 2233.46 | 2234.0 | 2233.46 | 2234.0 | 361.0 |
| 2015-11-24 02:25:00 | ES | Futures | 2233.73 | 2234.0 | 2233.19 | 2233.46 | 220.0 |
| 2015-11-24 02:30:00 | ES | Futures | 2233.73 | 2233.73 | 2233.46 | 2233.46 | 200.0 |
| 2015-11-24 02:35:00 | ES | Futures | 2233.46 | 2233.73 | 2233.19 | 2233.19 | 287.0 |
| 2015-11-24 02:40:00 | ES | Futures | 2233.19 | 2233.19 | 2232.66 | 2232.93 | 376.0 |
| 2015-11-24 02:45:00 | ES | Futures | 2232.93 | 2232.93 | 2232.39 | 2232.66 | 589.0 |
| 2015-11-24 02:50:00 | ES | Futures | 2232.66 | 2232.93 | 2231.32 | 2232.39 | 1242.0 |
| 2015-11-24 02:55:00 | ES | Futures | 2232.39 | 2232.66 | 2231.59 | 2231.86 | 632.0 |
| 2015-11-24 03:00:00 | ES | Futures | 2231.86 | 2232.39 | 2229.98 | 2230.25 | 2989.0 |
| 2015-11-24 03:05:00 | ES | Futures | 2230.52 | 2230.79 | 2226.77 | 2228.91 | 7392.0 |
| 2015-11-24 03:10:00 | ES | Futures | 2228.91 | 2229.98 | 2228.38 | 2229.98 | 3365.0 |
| 2015-11-24 03:15:00 | ES | Futures | 2229.98 | 2230.52 | 2228.38 | 2228.65 | 3129.0 |
| 2015-11-24 03:20:00 | ES | Futures | 2228.38 | 2228.65 | 2227.31 | 2228.11 | 2436.0 |
| 2015-11-24 03:25:00 | ES | Futures | 2227.84 | 2228.38 | 2227.04 | 2227.31 | 1296.0 |
| 2015-11-24 03:30:00 | ES | Futures | 2227.31 | 2227.58 | 2225.7 | 2226.24 | 3392.0 |
| 2015-11-24 03:35:00 | ES | Futures | 2225.97 | 2225.97 | 2223.29 | 2224.9 | 8889.0 |
| 2015-11-24 03:40:00 | ES | Futures | 2225.17 | 2225.43 | 2223.03 | 2224.1 | 4801.0 |
| 2015-11-24 03:45:00 | ES | Futures | 2224.1 | 2224.9 | 2222.49 | 2223.03 | 4683.0 |
| 2015-11-24 03:50:00 | ES | Futures | 2222.76 | 2223.03 | 2217.41 | 2220.08 | 13048.0 |
| 2015-11-24 03:55:00 | ES | Futures | 2219.82 | 2220.08 | 2212.59 | 2213.93 | 7652.0 |
| 2015-11-24 04:00:00 | ES | Futures | 2214.2 | 2217.41 | 2210.72 | 2217.41 | 8972.0 |
| 2015-11-24 04:05:00 | ES | Futures | 2217.14 | 2219.82 | 2216.87 | 2219.82 | 5980.0 |
> showing 50 of 14,632 rows — these rows as CSV