PREVIEW / futures_5min / 2016-08-08
file: by_date/futures_5min/2016/2016-08-08.parquet size: 212 KB rows: 14,578
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 |
|---|---|---|---|---|---|---|---|
| 2016-08-08 00:00:00 | ES | Futures | 2362.03 | 2362.3 | 2362.03 | 2362.3 | 210.0 |
| 2016-08-08 00:05:00 | ES | Futures | 2362.3 | 2362.58 | 2362.03 | 2362.58 | 161.0 |
| 2016-08-08 00:10:00 | ES | Futures | 2362.3 | 2362.58 | 2362.3 | 2362.58 | 289.0 |
| 2016-08-08 00:15:00 | ES | Futures | 2362.58 | 2362.85 | 2362.3 | 2362.3 | 106.0 |
| 2016-08-08 00:20:00 | ES | Futures | 2362.58 | 2362.58 | 2362.3 | 2362.58 | 52.0 |
| 2016-08-08 00:25:00 | ES | Futures | 2362.3 | 2362.58 | 2362.03 | 2362.03 | 191.0 |
| 2016-08-08 00:30:00 | ES | Futures | 2362.03 | 2362.03 | 2361.76 | 2362.03 | 201.0 |
| 2016-08-08 00:35:00 | ES | Futures | 2362.3 | 2362.3 | 2362.03 | 2362.03 | 234.0 |
| 2016-08-08 00:40:00 | ES | Futures | 2362.03 | 2362.3 | 2362.03 | 2362.03 | 77.0 |
| 2016-08-08 00:45:00 | ES | Futures | 2361.76 | 2362.03 | 2361.76 | 2361.76 | 74.0 |
| 2016-08-08 00:50:00 | ES | Futures | 2362.03 | 2362.3 | 2361.76 | 2362.3 | 124.0 |
| 2016-08-08 00:55:00 | ES | Futures | 2362.3 | 2362.3 | 2362.03 | 2362.03 | 99.0 |
| 2016-08-08 01:00:00 | ES | Futures | 2362.3 | 2362.3 | 2361.76 | 2361.76 | 133.0 |
| 2016-08-08 01:05:00 | ES | Futures | 2362.03 | 2362.3 | 2361.76 | 2362.03 | 227.0 |
| 2016-08-08 01:10:00 | ES | Futures | 2362.03 | 2362.03 | 2361.76 | 2362.03 | 183.0 |
| 2016-08-08 01:15:00 | ES | Futures | 2362.03 | 2362.3 | 2361.76 | 2362.03 | 148.0 |
| 2016-08-08 01:20:00 | ES | Futures | 2362.03 | 2362.58 | 2362.03 | 2362.58 | 141.0 |
| 2016-08-08 01:25:00 | ES | Futures | 2362.58 | 2362.58 | 2362.03 | 2362.58 | 223.0 |
| 2016-08-08 01:30:00 | ES | Futures | 2362.3 | 2362.3 | 2362.03 | 2362.3 | 301.0 |
| 2016-08-08 01:35:00 | ES | Futures | 2362.3 | 2362.3 | 2362.03 | 2362.03 | 113.0 |
| 2016-08-08 01:40:00 | ES | Futures | 2362.03 | 2362.58 | 2362.03 | 2362.3 | 279.0 |
| 2016-08-08 01:45:00 | ES | Futures | 2362.03 | 2362.3 | 2362.03 | 2362.03 | 214.0 |
| 2016-08-08 01:50:00 | ES | Futures | 2362.03 | 2362.3 | 2362.03 | 2362.3 | 129.0 |
| 2016-08-08 01:55:00 | ES | Futures | 2362.3 | 2362.85 | 2361.76 | 2362.85 | 855.0 |
| 2016-08-08 02:00:00 | ES | Futures | 2362.85 | 2363.66 | 2362.58 | 2363.12 | 1668.0 |
| 2016-08-08 02:05:00 | ES | Futures | 2363.12 | 2363.12 | 2362.58 | 2362.58 | 306.0 |
| 2016-08-08 02:10:00 | ES | Futures | 2362.58 | 2362.58 | 2362.03 | 2362.3 | 609.0 |
| 2016-08-08 02:15:00 | ES | Futures | 2362.3 | 2362.58 | 2362.03 | 2362.3 | 459.0 |
| 2016-08-08 02:20:00 | ES | Futures | 2362.3 | 2362.58 | 2362.03 | 2362.3 | 350.0 |
| 2016-08-08 02:25:00 | ES | Futures | 2362.3 | 2362.3 | 2361.76 | 2361.76 | 347.0 |
| 2016-08-08 02:30:00 | ES | Futures | 2361.49 | 2361.76 | 2361.22 | 2361.49 | 859.0 |
| 2016-08-08 02:35:00 | ES | Futures | 2361.76 | 2361.76 | 2361.22 | 2361.49 | 511.0 |
| 2016-08-08 02:40:00 | ES | Futures | 2361.22 | 2361.76 | 2361.22 | 2361.76 | 518.0 |
| 2016-08-08 02:45:00 | ES | Futures | 2361.76 | 2362.03 | 2361.76 | 2361.76 | 849.0 |
| 2016-08-08 02:50:00 | ES | Futures | 2362.03 | 2362.3 | 2361.76 | 2362.3 | 671.0 |
| 2016-08-08 02:55:00 | ES | Futures | 2362.03 | 2362.85 | 2361.76 | 2362.58 | 642.0 |
| 2016-08-08 03:00:00 | ES | Futures | 2362.58 | 2362.58 | 2360.95 | 2361.49 | 3589.0 |
| 2016-08-08 03:05:00 | ES | Futures | 2361.49 | 2362.85 | 2361.49 | 2362.58 | 2455.0 |
| 2016-08-08 03:10:00 | ES | Futures | 2362.58 | 2362.85 | 2362.03 | 2362.3 | 1117.0 |
| 2016-08-08 03:15:00 | ES | Futures | 2362.58 | 2363.39 | 2362.58 | 2363.39 | 1851.0 |
| 2016-08-08 03:20:00 | ES | Futures | 2363.39 | 2364.2 | 2363.12 | 2363.39 | 2607.0 |
| 2016-08-08 03:25:00 | ES | Futures | 2363.66 | 2364.2 | 2363.12 | 2363.93 | 2083.0 |
| 2016-08-08 03:30:00 | ES | Futures | 2363.93 | 2365.29 | 2363.93 | 2365.29 | 3071.0 |
| 2016-08-08 03:35:00 | ES | Futures | 2365.29 | 2365.83 | 2365.02 | 2365.83 | 2871.0 |
| 2016-08-08 03:40:00 | ES | Futures | 2366.1 | 2366.1 | 2365.02 | 2365.02 | 1466.0 |
| 2016-08-08 03:45:00 | ES | Futures | 2365.29 | 2365.29 | 2364.75 | 2365.02 | 961.0 |
| 2016-08-08 03:50:00 | ES | Futures | 2364.75 | 2365.56 | 2364.2 | 2365.29 | 1902.0 |
| 2016-08-08 03:55:00 | ES | Futures | 2365.29 | 2366.1 | 2365.02 | 2365.83 | 2133.0 |
| 2016-08-08 04:00:00 | ES | Futures | 2365.83 | 2366.64 | 2365.29 | 2366.1 | 3363.0 |
| 2016-08-08 04:05:00 | ES | Futures | 2366.1 | 2366.64 | 2366.1 | 2366.1 | 1486.0 |
> showing 50 of 14,578 rows — these rows as CSV