PREVIEW / futures_5min / 2018-09-03
file: by_date/futures_5min/2018/2018-09-03.parquet size: 158 KB rows: 10,942
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 |
|---|---|---|---|---|---|---|---|
| 2018-09-03 00:00:00 | ES | Futures | 3164.97 | 3165.24 | 3164.15 | 3164.15 | 412.0 |
| 2018-09-03 00:05:00 | ES | Futures | 3164.15 | 3164.42 | 3163.88 | 3164.15 | 162.0 |
| 2018-09-03 00:10:00 | ES | Futures | 3164.15 | 3164.7 | 3164.15 | 3164.42 | 129.0 |
| 2018-09-03 00:15:00 | ES | Futures | 3164.42 | 3164.42 | 3164.15 | 3164.15 | 40.0 |
| 2018-09-03 00:20:00 | ES | Futures | 3164.15 | 3164.42 | 3163.88 | 3164.15 | 264.0 |
| 2018-09-03 00:25:00 | ES | Futures | 3164.15 | 3164.42 | 3164.15 | 3164.42 | 27.0 |
| 2018-09-03 00:30:00 | ES | Futures | 3164.15 | 3164.42 | 3163.88 | 3164.15 | 90.0 |
| 2018-09-03 00:35:00 | ES | Futures | 3164.15 | 3164.42 | 3163.88 | 3164.15 | 197.0 |
| 2018-09-03 00:40:00 | ES | Futures | 3164.15 | 3164.42 | 3164.15 | 3164.15 | 54.0 |
| 2018-09-03 00:45:00 | ES | Futures | 3164.15 | 3164.42 | 3163.88 | 3163.88 | 217.0 |
| 2018-09-03 00:50:00 | ES | Futures | 3163.88 | 3164.15 | 3163.61 | 3163.88 | 120.0 |
| 2018-09-03 00:55:00 | ES | Futures | 3163.88 | 3164.15 | 3163.88 | 3163.88 | 36.0 |
| 2018-09-03 01:00:00 | ES | Futures | 3164.15 | 3164.42 | 3163.61 | 3164.15 | 345.0 |
| 2018-09-03 01:05:00 | ES | Futures | 3164.15 | 3164.15 | 3163.61 | 3163.88 | 573.0 |
| 2018-09-03 01:10:00 | ES | Futures | 3163.88 | 3164.42 | 3163.88 | 3164.15 | 253.0 |
| 2018-09-03 01:15:00 | ES | Futures | 3164.15 | 3164.15 | 3163.88 | 3164.15 | 96.0 |
| 2018-09-03 01:20:00 | ES | Futures | 3164.15 | 3164.42 | 3163.88 | 3164.42 | 226.0 |
| 2018-09-03 01:25:00 | ES | Futures | 3164.15 | 3164.7 | 3164.15 | 3164.7 | 437.0 |
| 2018-09-03 01:30:00 | ES | Futures | 3164.42 | 3164.42 | 3164.15 | 3164.15 | 269.0 |
| 2018-09-03 01:35:00 | ES | Futures | 3164.42 | 3165.79 | 3164.15 | 3165.24 | 607.0 |
| 2018-09-03 01:40:00 | ES | Futures | 3165.24 | 3165.51 | 3164.7 | 3164.97 | 378.0 |
| 2018-09-03 01:45:00 | ES | Futures | 3164.7 | 3165.24 | 3164.7 | 3164.97 | 287.0 |
| 2018-09-03 01:50:00 | ES | Futures | 3164.97 | 3165.24 | 3164.42 | 3164.97 | 346.0 |
| 2018-09-03 01:55:00 | ES | Futures | 3164.97 | 3164.97 | 3164.42 | 3164.7 | 493.0 |
| 2018-09-03 02:00:00 | ES | Futures | 3164.7 | 3164.7 | 3163.88 | 3164.15 | 582.0 |
| 2018-09-03 02:05:00 | ES | Futures | 3164.15 | 3164.97 | 3164.15 | 3164.97 | 572.0 |
| 2018-09-03 02:10:00 | ES | Futures | 3165.24 | 3165.79 | 3164.97 | 3165.51 | 477.0 |
| 2018-09-03 02:15:00 | ES | Futures | 3165.51 | 3165.79 | 3165.24 | 3165.24 | 287.0 |
| 2018-09-03 02:20:00 | ES | Futures | 3165.24 | 3165.51 | 3164.42 | 3164.97 | 607.0 |
| 2018-09-03 02:25:00 | ES | Futures | 3165.24 | 3165.51 | 3165.24 | 3165.24 | 175.0 |
| 2018-09-03 02:30:00 | ES | Futures | 3165.51 | 3165.51 | 3163.88 | 3163.88 | 742.0 |
| 2018-09-03 02:35:00 | ES | Futures | 3163.88 | 3164.7 | 3163.33 | 3164.7 | 1098.0 |
| 2018-09-03 02:40:00 | ES | Futures | 3164.7 | 3164.7 | 3164.15 | 3164.42 | 221.0 |
| 2018-09-03 02:45:00 | ES | Futures | 3164.42 | 3164.7 | 3164.15 | 3164.42 | 172.0 |
| 2018-09-03 02:50:00 | ES | Futures | 3164.42 | 3164.97 | 3164.42 | 3164.42 | 123.0 |
| 2018-09-03 02:55:00 | ES | Futures | 3164.42 | 3164.97 | 3164.42 | 3164.42 | 205.0 |
| 2018-09-03 03:00:00 | ES | Futures | 3164.7 | 3166.88 | 3164.42 | 3166.6 | 2305.0 |
| 2018-09-03 03:05:00 | ES | Futures | 3166.33 | 3166.6 | 3165.51 | 3165.79 | 729.0 |
| 2018-09-03 03:10:00 | ES | Futures | 3165.79 | 3166.06 | 3164.42 | 3165.79 | 1230.0 |
| 2018-09-03 03:15:00 | ES | Futures | 3165.79 | 3166.33 | 3165.24 | 3165.24 | 711.0 |
| 2018-09-03 03:20:00 | ES | Futures | 3165.51 | 3165.51 | 3164.7 | 3165.24 | 373.0 |
| 2018-09-03 03:25:00 | ES | Futures | 3165.24 | 3165.24 | 3164.15 | 3164.7 | 476.0 |
| 2018-09-03 03:30:00 | ES | Futures | 3164.7 | 3166.06 | 3164.42 | 3166.06 | 752.0 |
| 2018-09-03 03:35:00 | ES | Futures | 3166.06 | 3166.6 | 3165.24 | 3165.79 | 774.0 |
| 2018-09-03 03:40:00 | ES | Futures | 3165.79 | 3166.88 | 3165.79 | 3166.06 | 1086.0 |
| 2018-09-03 03:45:00 | ES | Futures | 3166.33 | 3166.33 | 3165.79 | 3166.06 | 551.0 |
| 2018-09-03 03:50:00 | ES | Futures | 3165.79 | 3166.33 | 3165.51 | 3165.79 | 262.0 |
| 2018-09-03 03:55:00 | ES | Futures | 3166.06 | 3167.69 | 3165.51 | 3167.42 | 1005.0 |
| 2018-09-03 04:00:00 | ES | Futures | 3167.42 | 3170.42 | 3166.88 | 3170.15 | 3667.0 |
| 2018-09-03 04:05:00 | ES | Futures | 3169.87 | 3171.78 | 3169.87 | 3171.24 | 2589.0 |
> showing 50 of 10,942 rows — these rows as CSV