PREVIEW / futures_5min / 2017-05-16
file: by_date/futures_5min/2017/2017-05-16.parquet size: 255 KB rows: 16,045
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 |
|---|---|---|---|---|---|---|---|
| 2017-05-16 00:00:00 | ES | Futures | 2618.62 | 2618.89 | 2618.35 | 2618.89 | 235.0 |
| 2017-05-16 00:05:00 | ES | Futures | 2618.89 | 2618.89 | 2618.62 | 2618.89 | 33.0 |
| 2017-05-16 00:10:00 | ES | Futures | 2618.62 | 2619.17 | 2618.62 | 2619.17 | 85.0 |
| 2017-05-16 00:15:00 | ES | Futures | 2619.17 | 2619.17 | 2618.89 | 2618.89 | 218.0 |
| 2017-05-16 00:20:00 | ES | Futures | 2618.89 | 2619.17 | 2618.89 | 2618.89 | 50.0 |
| 2017-05-16 00:25:00 | ES | Futures | 2619.17 | 2619.17 | 2618.89 | 2619.17 | 205.0 |
| 2017-05-16 00:30:00 | ES | Futures | 2619.17 | 2619.17 | 2618.89 | 2619.17 | 46.0 |
| 2017-05-16 00:35:00 | ES | Futures | 2618.89 | 2619.17 | 2618.89 | 2618.89 | 34.0 |
| 2017-05-16 00:40:00 | ES | Futures | 2619.17 | 2619.17 | 2618.89 | 2618.89 | 34.0 |
| 2017-05-16 00:45:00 | ES | Futures | 2619.17 | 2619.17 | 2618.89 | 2619.17 | 59.0 |
| 2017-05-16 00:50:00 | ES | Futures | 2618.89 | 2619.44 | 2618.89 | 2619.44 | 77.0 |
| 2017-05-16 00:55:00 | ES | Futures | 2619.44 | 2619.44 | 2619.17 | 2619.44 | 13.0 |
| 2017-05-16 01:00:00 | ES | Futures | 2619.44 | 2619.71 | 2618.89 | 2619.71 | 413.0 |
| 2017-05-16 01:05:00 | ES | Futures | 2619.71 | 2619.71 | 2619.44 | 2619.71 | 334.0 |
| 2017-05-16 01:10:00 | ES | Futures | 2619.71 | 2619.99 | 2619.44 | 2619.71 | 138.0 |
| 2017-05-16 01:15:00 | ES | Futures | 2619.71 | 2619.99 | 2619.71 | 2619.71 | 187.0 |
| 2017-05-16 01:20:00 | ES | Futures | 2619.71 | 2619.71 | 2619.44 | 2619.71 | 31.0 |
| 2017-05-16 01:25:00 | ES | Futures | 2619.44 | 2619.71 | 2619.44 | 2619.71 | 187.0 |
| 2017-05-16 01:30:00 | ES | Futures | 2619.71 | 2619.71 | 2619.17 | 2619.44 | 283.0 |
| 2017-05-16 01:35:00 | ES | Futures | 2619.17 | 2619.17 | 2618.89 | 2618.89 | 135.0 |
| 2017-05-16 01:40:00 | ES | Futures | 2618.89 | 2619.44 | 2618.62 | 2618.62 | 1648.0 |
| 2017-05-16 01:45:00 | ES | Futures | 2618.62 | 2618.89 | 2618.62 | 2618.62 | 445.0 |
| 2017-05-16 01:50:00 | ES | Futures | 2618.89 | 2619.44 | 2618.62 | 2619.17 | 577.0 |
| 2017-05-16 01:55:00 | ES | Futures | 2619.17 | 2619.71 | 2619.17 | 2619.71 | 280.0 |
| 2017-05-16 02:00:00 | ES | Futures | 2619.71 | 2619.71 | 2619.17 | 2619.44 | 858.0 |
| 2017-05-16 02:05:00 | ES | Futures | 2619.71 | 2619.71 | 2619.44 | 2619.44 | 342.0 |
| 2017-05-16 02:10:00 | ES | Futures | 2619.44 | 2619.71 | 2619.17 | 2619.71 | 673.0 |
| 2017-05-16 02:15:00 | ES | Futures | 2619.71 | 2619.99 | 2619.44 | 2619.99 | 219.0 |
| 2017-05-16 02:20:00 | ES | Futures | 2619.99 | 2619.99 | 2619.44 | 2619.71 | 340.0 |
| 2017-05-16 02:25:00 | ES | Futures | 2619.71 | 2620.26 | 2619.71 | 2619.99 | 559.0 |
| 2017-05-16 02:30:00 | ES | Futures | 2619.99 | 2620.53 | 2619.71 | 2620.26 | 1018.0 |
| 2017-05-16 02:35:00 | ES | Futures | 2620.26 | 2620.26 | 2619.99 | 2619.99 | 377.0 |
| 2017-05-16 02:40:00 | ES | Futures | 2620.26 | 2620.26 | 2619.99 | 2619.99 | 157.0 |
| 2017-05-16 02:45:00 | ES | Futures | 2619.99 | 2620.26 | 2619.71 | 2620.26 | 227.0 |
| 2017-05-16 02:50:00 | ES | Futures | 2620.26 | 2620.53 | 2619.99 | 2619.99 | 248.0 |
| 2017-05-16 02:55:00 | ES | Futures | 2620.26 | 2620.26 | 2619.71 | 2619.99 | 467.0 |
| 2017-05-16 03:00:00 | ES | Futures | 2619.99 | 2620.26 | 2619.17 | 2619.99 | 2466.0 |
| 2017-05-16 03:05:00 | ES | Futures | 2620.26 | 2620.26 | 2619.17 | 2619.71 | 2022.0 |
| 2017-05-16 03:10:00 | ES | Futures | 2619.71 | 2619.99 | 2618.89 | 2619.44 | 1808.0 |
| 2017-05-16 03:15:00 | ES | Futures | 2619.44 | 2619.99 | 2619.17 | 2619.71 | 1052.0 |
| 2017-05-16 03:20:00 | ES | Futures | 2619.71 | 2619.99 | 2619.17 | 2619.99 | 1428.0 |
| 2017-05-16 03:25:00 | ES | Futures | 2619.99 | 2620.26 | 2619.71 | 2620.26 | 1124.0 |
| 2017-05-16 03:30:00 | ES | Futures | 2620.26 | 2620.26 | 2619.99 | 2620.26 | 583.0 |
| 2017-05-16 03:35:00 | ES | Futures | 2620.26 | 2621.08 | 2619.99 | 2620.81 | 1839.0 |
| 2017-05-16 03:40:00 | ES | Futures | 2620.53 | 2620.81 | 2620.26 | 2620.26 | 846.0 |
| 2017-05-16 03:45:00 | ES | Futures | 2620.26 | 2620.81 | 2620.26 | 2620.53 | 687.0 |
| 2017-05-16 03:50:00 | ES | Futures | 2620.53 | 2620.53 | 2619.99 | 2620.26 | 1398.0 |
| 2017-05-16 03:55:00 | ES | Futures | 2620.26 | 2620.81 | 2620.26 | 2620.53 | 1193.0 |
| 2017-05-16 04:00:00 | ES | Futures | 2620.53 | 2620.81 | 2620.53 | 2620.81 | 1000.0 |
| 2017-05-16 04:05:00 | ES | Futures | 2620.53 | 2620.81 | 2619.99 | 2619.99 | 838.0 |
> showing 50 of 16,045 rows — these rows as CSV