PREVIEW / futures_5min / 2016-03-14
file: by_date/futures_5min/2016/2016-03-14.parquet size: 234 KB rows: 14,792
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 |
|---|---|---|---|---|---|---|---|
| 2016-03-14 00:00:00 | ES | Futures | 2169.02 | 2169.56 | 2169.02 | 2169.29 | 64.0 |
| 2016-03-14 00:05:00 | ES | Futures | 2169.56 | 2169.83 | 2169.29 | 2169.83 | 174.0 |
| 2016-03-14 00:10:00 | ES | Futures | 2169.56 | 2170.1 | 2169.56 | 2169.83 | 135.0 |
| 2016-03-14 00:15:00 | ES | Futures | 2170.1 | 2170.37 | 2169.56 | 2170.37 | 454.0 |
| 2016-03-14 00:20:00 | ES | Futures | 2170.1 | 2170.37 | 2169.56 | 2169.83 | 116.0 |
| 2016-03-14 00:25:00 | ES | Futures | 2169.83 | 2170.1 | 2169.02 | 2169.56 | 129.0 |
| 2016-03-14 00:30:00 | ES | Futures | 2169.29 | 2169.56 | 2168.75 | 2169.02 | 230.0 |
| 2016-03-14 00:35:00 | ES | Futures | 2169.02 | 2169.83 | 2169.02 | 2169.83 | 198.0 |
| 2016-03-14 00:40:00 | ES | Futures | 2169.83 | 2169.83 | 2169.02 | 2169.29 | 99.0 |
| 2016-03-14 00:45:00 | ES | Futures | 2169.56 | 2169.83 | 2169.29 | 2169.29 | 120.0 |
| 2016-03-14 00:50:00 | ES | Futures | 2169.02 | 2169.29 | 2169.02 | 2169.02 | 65.0 |
| 2016-03-14 00:55:00 | ES | Futures | 2169.02 | 2169.29 | 2167.67 | 2168.48 | 690.0 |
| 2016-03-14 01:00:00 | ES | Futures | 2168.48 | 2169.02 | 2168.48 | 2168.75 | 131.0 |
| 2016-03-14 01:05:00 | ES | Futures | 2169.02 | 2169.56 | 2169.02 | 2169.02 | 248.0 |
| 2016-03-14 01:10:00 | ES | Futures | 2169.02 | 2169.29 | 2168.75 | 2168.75 | 255.0 |
| 2016-03-14 01:15:00 | ES | Futures | 2168.48 | 2168.75 | 2167.67 | 2167.94 | 315.0 |
| 2016-03-14 01:20:00 | ES | Futures | 2167.94 | 2168.21 | 2167.67 | 2167.94 | 305.0 |
| 2016-03-14 01:25:00 | ES | Futures | 2168.21 | 2168.48 | 2167.67 | 2167.94 | 119.0 |
| 2016-03-14 01:30:00 | ES | Futures | 2167.94 | 2168.21 | 2167.4 | 2167.94 | 247.0 |
| 2016-03-14 01:35:00 | ES | Futures | 2167.94 | 2168.21 | 2167.67 | 2167.67 | 134.0 |
| 2016-03-14 01:40:00 | ES | Futures | 2167.94 | 2168.48 | 2167.67 | 2168.21 | 262.0 |
| 2016-03-14 01:45:00 | ES | Futures | 2168.21 | 2168.21 | 2167.67 | 2167.94 | 120.0 |
| 2016-03-14 01:50:00 | ES | Futures | 2167.94 | 2168.48 | 2167.94 | 2168.21 | 236.0 |
| 2016-03-14 01:55:00 | ES | Futures | 2168.21 | 2168.75 | 2168.21 | 2168.21 | 365.0 |
| 2016-03-14 02:00:00 | ES | Futures | 2168.21 | 2168.48 | 2167.67 | 2168.21 | 242.0 |
| 2016-03-14 02:05:00 | ES | Futures | 2167.94 | 2168.21 | 2167.94 | 2168.21 | 113.0 |
| 2016-03-14 02:10:00 | ES | Futures | 2167.94 | 2168.48 | 2167.94 | 2168.21 | 219.0 |
| 2016-03-14 02:15:00 | ES | Futures | 2167.94 | 2168.48 | 2167.67 | 2167.94 | 292.0 |
| 2016-03-14 02:20:00 | ES | Futures | 2167.94 | 2167.94 | 2167.4 | 2167.94 | 271.0 |
| 2016-03-14 02:25:00 | ES | Futures | 2167.94 | 2168.21 | 2167.67 | 2167.94 | 323.0 |
| 2016-03-14 02:30:00 | ES | Futures | 2167.94 | 2167.94 | 2167.67 | 2167.67 | 76.0 |
| 2016-03-14 02:35:00 | ES | Futures | 2167.67 | 2167.67 | 2167.4 | 2167.67 | 292.0 |
| 2016-03-14 02:40:00 | ES | Futures | 2167.4 | 2168.21 | 2167.4 | 2168.21 | 79.0 |
| 2016-03-14 02:45:00 | ES | Futures | 2167.94 | 2168.21 | 2167.94 | 2167.94 | 139.0 |
| 2016-03-14 02:50:00 | ES | Futures | 2167.94 | 2167.94 | 2167.4 | 2167.67 | 101.0 |
| 2016-03-14 02:55:00 | ES | Futures | 2167.67 | 2168.21 | 2167.4 | 2167.94 | 390.0 |
| 2016-03-14 03:00:00 | ES | Futures | 2168.21 | 2169.29 | 2167.94 | 2168.21 | 935.0 |
| 2016-03-14 03:05:00 | ES | Futures | 2168.21 | 2168.21 | 2166.59 | 2166.86 | 1429.0 |
| 2016-03-14 03:10:00 | ES | Futures | 2166.86 | 2167.4 | 2166.32 | 2167.4 | 933.0 |
| 2016-03-14 03:15:00 | ES | Futures | 2167.4 | 2168.21 | 2167.13 | 2168.21 | 1130.0 |
| 2016-03-14 03:20:00 | ES | Futures | 2168.21 | 2168.21 | 2167.4 | 2167.67 | 421.0 |
| 2016-03-14 03:25:00 | ES | Futures | 2167.67 | 2169.02 | 2167.4 | 2168.48 | 827.0 |
| 2016-03-14 03:30:00 | ES | Futures | 2168.75 | 2169.29 | 2168.21 | 2168.48 | 838.0 |
| 2016-03-14 03:35:00 | ES | Futures | 2168.21 | 2168.21 | 2167.4 | 2167.4 | 583.0 |
| 2016-03-14 03:40:00 | ES | Futures | 2167.4 | 2168.21 | 2166.59 | 2167.4 | 1343.0 |
| 2016-03-14 03:45:00 | ES | Futures | 2167.4 | 2167.94 | 2166.86 | 2167.94 | 814.0 |
| 2016-03-14 03:50:00 | ES | Futures | 2167.94 | 2169.83 | 2167.94 | 2169.56 | 1651.0 |
| 2016-03-14 03:55:00 | ES | Futures | 2169.29 | 2170.1 | 2168.75 | 2168.75 | 2363.0 |
| 2016-03-14 04:00:00 | ES | Futures | 2169.02 | 2169.29 | 2166.86 | 2169.29 | 3385.0 |
| 2016-03-14 04:05:00 | ES | Futures | 2169.02 | 2170.91 | 2168.21 | 2170.37 | 3750.0 |
> showing 50 of 14,792 rows — these rows as CSV