PREVIEW / futures_5min / 2018-09-20
file: by_date/futures_5min/2018/2018-09-20.parquet size: 261 KB rows: 15,854
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 |
|---|---|---|---|---|---|---|---|
| 2018-09-20 00:00:00 | ES | Futures | 3170.68 | 3171.5 | 3170.41 | 3171.5 | 312.0 |
| 2018-09-20 00:05:00 | ES | Futures | 3171.5 | 3171.5 | 3170.96 | 3170.96 | 132.0 |
| 2018-09-20 00:10:00 | ES | Futures | 3171.23 | 3171.5 | 3171.23 | 3171.5 | 84.0 |
| 2018-09-20 00:15:00 | ES | Futures | 3171.5 | 3171.5 | 3171.23 | 3171.5 | 67.0 |
| 2018-09-20 00:20:00 | ES | Futures | 3171.5 | 3171.5 | 3171.23 | 3171.23 | 142.0 |
| 2018-09-20 00:25:00 | ES | Futures | 3171.23 | 3171.5 | 3171.23 | 3171.5 | 108.0 |
| 2018-09-20 00:30:00 | ES | Futures | 3171.5 | 3171.77 | 3171.5 | 3171.5 | 134.0 |
| 2018-09-20 00:35:00 | ES | Futures | 3171.77 | 3171.77 | 3171.5 | 3171.77 | 15.0 |
| 2018-09-20 00:40:00 | ES | Futures | 3171.77 | 3171.77 | 3171.5 | 3171.77 | 176.0 |
| 2018-09-20 00:45:00 | ES | Futures | 3171.77 | 3172.32 | 3171.77 | 3171.77 | 247.0 |
| 2018-09-20 00:50:00 | ES | Futures | 3172.04 | 3172.04 | 3171.5 | 3171.5 | 214.0 |
| 2018-09-20 00:55:00 | ES | Futures | 3171.5 | 3171.5 | 3171.23 | 3171.5 | 21.0 |
| 2018-09-20 01:00:00 | ES | Futures | 3171.5 | 3171.5 | 3170.68 | 3170.96 | 535.0 |
| 2018-09-20 01:05:00 | ES | Futures | 3170.96 | 3170.96 | 3170.41 | 3170.96 | 396.0 |
| 2018-09-20 01:10:00 | ES | Futures | 3170.96 | 3171.23 | 3170.41 | 3170.68 | 321.0 |
| 2018-09-20 01:15:00 | ES | Futures | 3170.41 | 3170.96 | 3169.87 | 3170.68 | 1292.0 |
| 2018-09-20 01:20:00 | ES | Futures | 3170.96 | 3171.23 | 3170.68 | 3170.96 | 320.0 |
| 2018-09-20 01:25:00 | ES | Futures | 3170.96 | 3171.23 | 3170.96 | 3170.96 | 194.0 |
| 2018-09-20 01:30:00 | ES | Futures | 3170.96 | 3171.5 | 3170.96 | 3171.5 | 213.0 |
| 2018-09-20 01:35:00 | ES | Futures | 3171.5 | 3171.5 | 3170.96 | 3171.23 | 325.0 |
| 2018-09-20 01:40:00 | ES | Futures | 3171.23 | 3171.5 | 3171.23 | 3171.23 | 339.0 |
| 2018-09-20 01:45:00 | ES | Futures | 3171.5 | 3171.77 | 3171.5 | 3171.77 | 79.0 |
| 2018-09-20 01:50:00 | ES | Futures | 3171.5 | 3171.5 | 3170.96 | 3170.96 | 149.0 |
| 2018-09-20 01:55:00 | ES | Futures | 3170.96 | 3171.23 | 3170.96 | 3170.96 | 81.0 |
| 2018-09-20 02:00:00 | ES | Futures | 3170.68 | 3170.68 | 3170.14 | 3170.41 | 553.0 |
| 2018-09-20 02:05:00 | ES | Futures | 3170.68 | 3170.68 | 3169.6 | 3169.6 | 434.0 |
| 2018-09-20 02:10:00 | ES | Futures | 3169.6 | 3170.41 | 3169.6 | 3170.41 | 477.0 |
| 2018-09-20 02:15:00 | ES | Futures | 3170.41 | 3170.68 | 3170.14 | 3170.68 | 226.0 |
| 2018-09-20 02:20:00 | ES | Futures | 3170.68 | 3170.96 | 3170.41 | 3170.68 | 332.0 |
| 2018-09-20 02:25:00 | ES | Futures | 3170.96 | 3171.23 | 3170.68 | 3171.23 | 383.0 |
| 2018-09-20 02:30:00 | ES | Futures | 3171.23 | 3171.23 | 3170.41 | 3171.23 | 694.0 |
| 2018-09-20 02:35:00 | ES | Futures | 3171.23 | 3171.23 | 3170.68 | 3170.96 | 154.0 |
| 2018-09-20 02:40:00 | ES | Futures | 3170.68 | 3171.23 | 3170.68 | 3171.23 | 147.0 |
| 2018-09-20 02:45:00 | ES | Futures | 3171.23 | 3171.5 | 3170.96 | 3171.5 | 170.0 |
| 2018-09-20 02:50:00 | ES | Futures | 3171.5 | 3171.77 | 3170.96 | 3171.5 | 718.0 |
| 2018-09-20 02:55:00 | ES | Futures | 3171.77 | 3171.77 | 3170.96 | 3171.5 | 811.0 |
| 2018-09-20 03:00:00 | ES | Futures | 3171.23 | 3172.32 | 3170.96 | 3172.32 | 1267.0 |
| 2018-09-20 03:05:00 | ES | Futures | 3172.32 | 3172.59 | 3172.04 | 3172.04 | 880.0 |
| 2018-09-20 03:10:00 | ES | Futures | 3172.04 | 3172.32 | 3172.04 | 3172.32 | 559.0 |
| 2018-09-20 03:15:00 | ES | Futures | 3172.32 | 3173.13 | 3172.32 | 3173.13 | 1004.0 |
| 2018-09-20 03:20:00 | ES | Futures | 3173.13 | 3173.4 | 3172.59 | 3173.13 | 914.0 |
| 2018-09-20 03:25:00 | ES | Futures | 3172.86 | 3173.68 | 3172.86 | 3173.13 | 1007.0 |
| 2018-09-20 03:30:00 | ES | Futures | 3173.13 | 3173.68 | 3172.86 | 3173.4 | 645.0 |
| 2018-09-20 03:35:00 | ES | Futures | 3173.4 | 3173.95 | 3173.4 | 3173.68 | 1014.0 |
| 2018-09-20 03:40:00 | ES | Futures | 3173.68 | 3173.68 | 3173.13 | 3173.68 | 335.0 |
| 2018-09-20 03:45:00 | ES | Futures | 3173.68 | 3174.49 | 3173.68 | 3173.68 | 1055.0 |
| 2018-09-20 03:50:00 | ES | Futures | 3173.68 | 3173.95 | 3172.32 | 3173.13 | 1788.0 |
| 2018-09-20 03:55:00 | ES | Futures | 3173.13 | 3173.13 | 3172.59 | 3172.86 | 436.0 |
| 2018-09-20 04:00:00 | ES | Futures | 3172.86 | 3172.86 | 3172.04 | 3172.32 | 1018.0 |
| 2018-09-20 04:05:00 | ES | Futures | 3172.59 | 3173.13 | 3172.59 | 3172.86 | 521.0 |
> showing 50 of 15,854 rows — these rows as CSV