PREVIEW / futures_5min / 2017-03-15
file: by_date/futures_5min/2017/2017-03-15.parquet size: 253 KB rows: 15,637
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 |
|---|---|---|---|---|---|---|---|
| 2017-03-15 00:00:00 | ES | Futures | 2585.57 | 2585.57 | 2585.3 | 2585.3 | 87.0 |
| 2017-03-15 00:05:00 | ES | Futures | 2585.3 | 2585.57 | 2585.3 | 2585.3 | 75.0 |
| 2017-03-15 00:10:00 | ES | Futures | 2585.3 | 2585.3 | 2585.03 | 2585.03 | 157.0 |
| 2017-03-15 00:15:00 | ES | Futures | 2585.03 | 2585.57 | 2585.03 | 2585.03 | 115.0 |
| 2017-03-15 00:20:00 | ES | Futures | 2585.3 | 2585.57 | 2585.3 | 2585.57 | 290.0 |
| 2017-03-15 00:25:00 | ES | Futures | 2585.57 | 2585.57 | 2585.3 | 2585.57 | 85.0 |
| 2017-03-15 00:30:00 | ES | Futures | 2585.84 | 2586.39 | 2585.57 | 2586.39 | 692.0 |
| 2017-03-15 00:35:00 | ES | Futures | 2586.39 | 2586.94 | 2586.12 | 2586.39 | 375.0 |
| 2017-03-15 00:40:00 | ES | Futures | 2586.39 | 2586.66 | 2586.39 | 2586.66 | 88.0 |
| 2017-03-15 00:45:00 | ES | Futures | 2586.39 | 2586.66 | 2586.12 | 2586.12 | 163.0 |
| 2017-03-15 00:50:00 | ES | Futures | 2586.12 | 2586.39 | 2586.12 | 2586.12 | 54.0 |
| 2017-03-15 00:55:00 | ES | Futures | 2586.12 | 2586.39 | 2586.12 | 2586.39 | 31.0 |
| 2017-03-15 01:00:00 | ES | Futures | 2586.39 | 2586.39 | 2586.12 | 2586.39 | 121.0 |
| 2017-03-15 01:05:00 | ES | Futures | 2586.39 | 2586.66 | 2586.39 | 2586.66 | 113.0 |
| 2017-03-15 01:10:00 | ES | Futures | 2586.66 | 2586.66 | 2586.12 | 2586.12 | 234.0 |
| 2017-03-15 01:15:00 | ES | Futures | 2586.12 | 2586.39 | 2586.12 | 2586.12 | 150.0 |
| 2017-03-15 01:20:00 | ES | Futures | 2586.12 | 2586.39 | 2586.12 | 2586.12 | 131.0 |
| 2017-03-15 01:25:00 | ES | Futures | 2586.12 | 2586.39 | 2586.12 | 2586.39 | 218.0 |
| 2017-03-15 01:30:00 | ES | Futures | 2586.39 | 2586.39 | 2586.12 | 2586.39 | 47.0 |
| 2017-03-15 01:35:00 | ES | Futures | 2586.12 | 2586.39 | 2586.12 | 2586.39 | 110.0 |
| 2017-03-15 01:40:00 | ES | Futures | 2586.39 | 2586.66 | 2586.39 | 2586.66 | 13.0 |
| 2017-03-15 01:45:00 | ES | Futures | 2586.39 | 2586.66 | 2586.39 | 2586.39 | 42.0 |
| 2017-03-15 01:50:00 | ES | Futures | 2586.39 | 2586.39 | 2586.39 | 2586.39 | 100.0 |
| 2017-03-15 01:55:00 | ES | Futures | 2586.12 | 2586.39 | 2585.84 | 2586.12 | 829.0 |
| 2017-03-15 02:00:00 | ES | Futures | 2586.12 | 2586.12 | 2585.84 | 2585.84 | 469.0 |
| 2017-03-15 02:05:00 | ES | Futures | 2586.12 | 2586.12 | 2585.84 | 2585.84 | 94.0 |
| 2017-03-15 02:10:00 | ES | Futures | 2585.84 | 2586.39 | 2585.84 | 2585.84 | 593.0 |
| 2017-03-15 02:15:00 | ES | Futures | 2585.84 | 2586.39 | 2585.84 | 2586.12 | 154.0 |
| 2017-03-15 02:20:00 | ES | Futures | 2586.12 | 2586.66 | 2586.12 | 2586.12 | 148.0 |
| 2017-03-15 02:25:00 | ES | Futures | 2586.39 | 2586.39 | 2586.12 | 2586.39 | 32.0 |
| 2017-03-15 02:30:00 | ES | Futures | 2586.12 | 2586.39 | 2585.84 | 2585.84 | 96.0 |
| 2017-03-15 02:35:00 | ES | Futures | 2586.12 | 2586.12 | 2585.84 | 2586.12 | 196.0 |
| 2017-03-15 02:40:00 | ES | Futures | 2586.12 | 2586.66 | 2585.84 | 2586.39 | 339.0 |
| 2017-03-15 02:45:00 | ES | Futures | 2586.39 | 2586.66 | 2586.12 | 2586.39 | 147.0 |
| 2017-03-15 02:50:00 | ES | Futures | 2586.39 | 2586.66 | 2585.84 | 2585.84 | 223.0 |
| 2017-03-15 02:55:00 | ES | Futures | 2585.84 | 2586.12 | 2585.57 | 2586.12 | 164.0 |
| 2017-03-15 03:00:00 | ES | Futures | 2586.12 | 2586.12 | 2585.3 | 2585.57 | 382.0 |
| 2017-03-15 03:05:00 | ES | Futures | 2585.57 | 2585.84 | 2585.03 | 2585.03 | 704.0 |
| 2017-03-15 03:10:00 | ES | Futures | 2585.03 | 2585.57 | 2585.03 | 2585.57 | 356.0 |
| 2017-03-15 03:15:00 | ES | Futures | 2585.84 | 2586.39 | 2585.57 | 2586.12 | 961.0 |
| 2017-03-15 03:20:00 | ES | Futures | 2586.12 | 2586.12 | 2585.57 | 2585.84 | 225.0 |
| 2017-03-15 03:25:00 | ES | Futures | 2585.57 | 2585.84 | 2585.57 | 2585.84 | 102.0 |
| 2017-03-15 03:30:00 | ES | Futures | 2585.57 | 2585.84 | 2585.57 | 2585.84 | 156.0 |
| 2017-03-15 03:35:00 | ES | Futures | 2585.57 | 2585.84 | 2585.3 | 2585.84 | 346.0 |
| 2017-03-15 03:40:00 | ES | Futures | 2585.84 | 2586.39 | 2585.84 | 2586.39 | 635.0 |
| 2017-03-15 03:45:00 | ES | Futures | 2586.12 | 2586.66 | 2586.12 | 2586.12 | 298.0 |
| 2017-03-15 03:50:00 | ES | Futures | 2586.12 | 2586.66 | 2586.12 | 2586.39 | 233.0 |
| 2017-03-15 03:55:00 | ES | Futures | 2586.66 | 2586.94 | 2586.12 | 2586.39 | 562.0 |
| 2017-03-15 04:00:00 | ES | Futures | 2586.66 | 2587.48 | 2585.57 | 2585.84 | 2996.0 |
| 2017-03-15 04:05:00 | ES | Futures | 2585.57 | 2587.21 | 2585.57 | 2586.94 | 2647.0 |
> showing 50 of 15,637 rows — these rows as CSV