PREVIEW / futures_5min / 2018-01-14
file: by_date/futures_5min/2018/2018-01-14.parquet size: 47 KB rows: 2,503
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 |
|---|---|---|---|---|---|---|---|
| 2018-01-14 18:00:00 | ES | Futures | 3050.07 | 3055.26 | 3050.07 | 3054.17 | 4324.0 |
| 2018-01-14 18:05:00 | ES | Futures | 3053.89 | 3055.53 | 3053.62 | 3055.26 | 1773.0 |
| 2018-01-14 18:10:00 | ES | Futures | 3055.26 | 3055.53 | 3054.71 | 3055.53 | 718.0 |
| 2018-01-14 18:15:00 | ES | Futures | 3055.53 | 3055.81 | 3054.99 | 3055.26 | 671.0 |
| 2018-01-14 18:20:00 | ES | Futures | 3055.53 | 3055.53 | 3054.71 | 3054.71 | 336.0 |
| 2018-01-14 18:25:00 | ES | Futures | 3054.71 | 3055.26 | 3054.71 | 3054.99 | 425.0 |
| 2018-01-14 18:30:00 | ES | Futures | 3055.26 | 3055.26 | 3054.44 | 3054.99 | 903.0 |
| 2018-01-14 18:35:00 | ES | Futures | 3055.26 | 3055.26 | 3054.99 | 3054.99 | 318.0 |
| 2018-01-14 18:40:00 | ES | Futures | 3054.99 | 3055.26 | 3054.17 | 3054.71 | 776.0 |
| 2018-01-14 18:45:00 | ES | Futures | 3054.71 | 3055.26 | 3054.17 | 3054.44 | 568.0 |
| 2018-01-14 18:50:00 | ES | Futures | 3054.44 | 3054.71 | 3053.89 | 3054.44 | 592.0 |
| 2018-01-14 18:55:00 | ES | Futures | 3054.44 | 3056.63 | 3054.17 | 3056.35 | 1187.0 |
| 2018-01-14 19:00:00 | ES | Futures | 3056.35 | 3058.54 | 3055.81 | 3056.63 | 2757.0 |
| 2018-01-14 19:05:00 | ES | Futures | 3056.35 | 3056.63 | 3055.81 | 3056.63 | 676.0 |
| 2018-01-14 19:10:00 | ES | Futures | 3056.35 | 3056.9 | 3056.08 | 3056.35 | 432.0 |
| 2018-01-14 19:15:00 | ES | Futures | 3056.35 | 3056.9 | 3055.53 | 3055.81 | 879.0 |
| 2018-01-14 19:20:00 | ES | Futures | 3055.81 | 3055.81 | 3054.99 | 3055.53 | 1024.0 |
| 2018-01-14 19:25:00 | ES | Futures | 3055.26 | 3055.53 | 3054.99 | 3054.99 | 727.0 |
| 2018-01-14 19:30:00 | ES | Futures | 3055.26 | 3055.26 | 3054.71 | 3054.99 | 388.0 |
| 2018-01-14 19:35:00 | ES | Futures | 3055.26 | 3055.81 | 3054.71 | 3055.26 | 1106.0 |
| 2018-01-14 19:40:00 | ES | Futures | 3055.26 | 3055.81 | 3054.44 | 3055.53 | 845.0 |
| 2018-01-14 19:45:00 | ES | Futures | 3055.53 | 3055.81 | 3054.99 | 3055.26 | 708.0 |
| 2018-01-14 19:50:00 | ES | Futures | 3054.99 | 3055.81 | 3054.71 | 3055.53 | 769.0 |
| 2018-01-14 19:55:00 | ES | Futures | 3055.26 | 3055.53 | 3054.71 | 3055.53 | 339.0 |
| 2018-01-14 20:00:00 | ES | Futures | 3055.26 | 3055.53 | 3054.71 | 3054.99 | 295.0 |
| 2018-01-14 20:05:00 | ES | Futures | 3054.71 | 3055.53 | 3054.44 | 3055.26 | 469.0 |
| 2018-01-14 20:10:00 | ES | Futures | 3055.53 | 3055.53 | 3054.44 | 3054.71 | 927.0 |
| 2018-01-14 20:15:00 | ES | Futures | 3054.71 | 3055.53 | 3054.44 | 3054.71 | 593.0 |
| 2018-01-14 20:20:00 | ES | Futures | 3054.99 | 3055.53 | 3054.99 | 3055.26 | 389.0 |
| 2018-01-14 20:25:00 | ES | Futures | 3055.26 | 3055.81 | 3055.26 | 3055.26 | 218.0 |
| 2018-01-14 20:30:00 | ES | Futures | 3055.53 | 3055.81 | 3055.26 | 3055.53 | 216.0 |
| 2018-01-14 20:35:00 | ES | Futures | 3055.26 | 3055.53 | 3054.71 | 3055.26 | 1256.0 |
| 2018-01-14 20:40:00 | ES | Futures | 3055.26 | 3055.53 | 3054.44 | 3055.26 | 702.0 |
| 2018-01-14 20:45:00 | ES | Futures | 3054.99 | 3055.26 | 3054.71 | 3055.26 | 294.0 |
| 2018-01-14 20:50:00 | ES | Futures | 3054.99 | 3055.26 | 3054.71 | 3054.99 | 147.0 |
| 2018-01-14 20:55:00 | ES | Futures | 3054.99 | 3055.26 | 3054.17 | 3054.17 | 413.0 |
| 2018-01-14 21:00:00 | ES | Futures | 3054.44 | 3054.44 | 3053.89 | 3054.17 | 323.0 |
| 2018-01-14 21:05:00 | ES | Futures | 3054.44 | 3054.71 | 3054.17 | 3054.17 | 529.0 |
| 2018-01-14 21:10:00 | ES | Futures | 3054.17 | 3055.26 | 3054.17 | 3055.26 | 576.0 |
| 2018-01-14 21:15:00 | ES | Futures | 3054.99 | 3055.26 | 3054.71 | 3054.99 | 177.0 |
| 2018-01-14 21:20:00 | ES | Futures | 3054.99 | 3054.99 | 3054.44 | 3054.71 | 290.0 |
| 2018-01-14 21:25:00 | ES | Futures | 3054.99 | 3054.99 | 3054.71 | 3054.71 | 178.0 |
| 2018-01-14 21:30:00 | ES | Futures | 3054.71 | 3055.26 | 3054.17 | 3054.99 | 656.0 |
| 2018-01-14 21:35:00 | ES | Futures | 3054.99 | 3054.99 | 3054.44 | 3054.71 | 414.0 |
| 2018-01-14 21:40:00 | ES | Futures | 3054.99 | 3054.99 | 3054.44 | 3054.71 | 242.0 |
| 2018-01-14 21:45:00 | ES | Futures | 3054.99 | 3055.26 | 3054.99 | 3054.99 | 531.0 |
| 2018-01-14 21:50:00 | ES | Futures | 3054.71 | 3054.99 | 3054.44 | 3054.44 | 293.0 |
| 2018-01-14 21:55:00 | ES | Futures | 3054.44 | 3054.71 | 3054.44 | 3054.71 | 278.0 |
| 2018-01-14 22:00:00 | ES | Futures | 3054.71 | 3054.99 | 3054.17 | 3054.99 | 426.0 |
| 2018-01-14 22:05:00 | ES | Futures | 3054.71 | 3054.99 | 3054.71 | 3054.71 | 56.0 |
> showing 50 of 2,503 rows — these rows as CSV