PREVIEW / futures_5min / 2018-09-21
file: by_date/futures_5min/2018/2018-09-21.parquet size: 206 KB rows: 13,085
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 |
|---|---|---|---|---|---|---|---|
| 2018-09-21 00:00:00 | ES | Futures | 3200.33 | 3200.6 | 3200.06 | 3200.06 | 405.0 |
| 2018-09-21 00:05:00 | ES | Futures | 3200.06 | 3200.33 | 3200.06 | 3200.33 | 103.0 |
| 2018-09-21 00:10:00 | ES | Futures | 3200.06 | 3200.33 | 3199.79 | 3200.33 | 224.0 |
| 2018-09-21 00:15:00 | ES | Futures | 3200.33 | 3200.33 | 3200.06 | 3200.06 | 181.0 |
| 2018-09-21 00:20:00 | ES | Futures | 3200.06 | 3200.33 | 3200.06 | 3200.06 | 236.0 |
| 2018-09-21 00:25:00 | ES | Futures | 3200.06 | 3200.06 | 3199.79 | 3199.79 | 131.0 |
| 2018-09-21 00:30:00 | ES | Futures | 3199.79 | 3200.06 | 3199.52 | 3199.79 | 222.0 |
| 2018-09-21 00:35:00 | ES | Futures | 3200.06 | 3200.06 | 3199.24 | 3199.52 | 388.0 |
| 2018-09-21 00:40:00 | ES | Futures | 3199.52 | 3199.79 | 3198.97 | 3198.97 | 340.0 |
| 2018-09-21 00:45:00 | ES | Futures | 3199.24 | 3199.52 | 3198.43 | 3199.24 | 483.0 |
| 2018-09-21 00:50:00 | ES | Futures | 3199.52 | 3200.06 | 3199.52 | 3200.06 | 103.0 |
| 2018-09-21 00:55:00 | ES | Futures | 3199.79 | 3200.33 | 3199.79 | 3200.06 | 187.0 |
| 2018-09-21 01:00:00 | ES | Futures | 3200.33 | 3200.88 | 3199.79 | 3200.6 | 1548.0 |
| 2018-09-21 01:05:00 | ES | Futures | 3200.6 | 3201.15 | 3200.33 | 3200.88 | 574.0 |
| 2018-09-21 01:10:00 | ES | Futures | 3200.88 | 3200.88 | 3200.33 | 3200.6 | 935.0 |
| 2018-09-21 01:15:00 | ES | Futures | 3200.33 | 3200.88 | 3200.33 | 3200.88 | 199.0 |
| 2018-09-21 01:20:00 | ES | Futures | 3200.88 | 3200.88 | 3200.6 | 3200.6 | 932.0 |
| 2018-09-21 01:25:00 | ES | Futures | 3200.6 | 3201.15 | 3200.6 | 3201.15 | 668.0 |
| 2018-09-21 01:30:00 | ES | Futures | 3201.15 | 3201.69 | 3200.88 | 3201.42 | 573.0 |
| 2018-09-21 01:35:00 | ES | Futures | 3201.15 | 3201.69 | 3201.15 | 3201.42 | 657.0 |
| 2018-09-21 01:40:00 | ES | Futures | 3201.42 | 3201.69 | 3201.15 | 3201.15 | 166.0 |
| 2018-09-21 01:45:00 | ES | Futures | 3201.42 | 3201.42 | 3200.88 | 3201.15 | 144.0 |
| 2018-09-21 01:50:00 | ES | Futures | 3201.15 | 3201.15 | 3200.33 | 3200.33 | 388.0 |
| 2018-09-21 01:55:00 | ES | Futures | 3200.33 | 3200.88 | 3200.33 | 3200.6 | 471.0 |
| 2018-09-21 02:00:00 | ES | Futures | 3200.6 | 3200.88 | 3199.52 | 3199.79 | 666.0 |
| 2018-09-21 02:05:00 | ES | Futures | 3200.06 | 3200.88 | 3199.79 | 3200.33 | 407.0 |
| 2018-09-21 02:10:00 | ES | Futures | 3200.6 | 3201.15 | 3200.33 | 3201.15 | 636.0 |
| 2018-09-21 02:15:00 | ES | Futures | 3200.88 | 3201.15 | 3200.88 | 3201.15 | 568.0 |
| 2018-09-21 02:20:00 | ES | Futures | 3201.15 | 3201.42 | 3201.15 | 3201.42 | 391.0 |
| 2018-09-21 02:25:00 | ES | Futures | 3201.42 | 3201.42 | 3200.88 | 3201.15 | 628.0 |
| 2018-09-21 02:30:00 | ES | Futures | 3200.88 | 3201.15 | 3200.88 | 3200.88 | 341.0 |
| 2018-09-21 02:35:00 | ES | Futures | 3200.88 | 3201.69 | 3200.88 | 3201.42 | 310.0 |
| 2018-09-21 02:40:00 | ES | Futures | 3201.42 | 3202.23 | 3201.15 | 3202.23 | 696.0 |
| 2018-09-21 02:45:00 | ES | Futures | 3202.23 | 3203.32 | 3201.96 | 3203.05 | 1639.0 |
| 2018-09-21 02:50:00 | ES | Futures | 3203.32 | 3203.32 | 3202.23 | 3202.23 | 723.0 |
| 2018-09-21 02:55:00 | ES | Futures | 3202.23 | 3202.78 | 3201.96 | 3202.51 | 553.0 |
| 2018-09-21 03:00:00 | ES | Futures | 3202.78 | 3204.14 | 3201.96 | 3204.14 | 2698.0 |
| 2018-09-21 03:05:00 | ES | Futures | 3203.87 | 3204.14 | 3203.05 | 3203.32 | 1380.0 |
| 2018-09-21 03:10:00 | ES | Futures | 3203.59 | 3204.14 | 3203.05 | 3204.14 | 1166.0 |
| 2018-09-21 03:15:00 | ES | Futures | 3203.87 | 3204.14 | 3202.78 | 3203.59 | 1333.0 |
| 2018-09-21 03:20:00 | ES | Futures | 3203.59 | 3203.59 | 3202.78 | 3203.05 | 1332.0 |
| 2018-09-21 03:25:00 | ES | Futures | 3203.05 | 3203.87 | 3202.51 | 3203.59 | 968.0 |
| 2018-09-21 03:30:00 | ES | Futures | 3203.59 | 3203.87 | 3203.05 | 3203.32 | 977.0 |
| 2018-09-21 03:35:00 | ES | Futures | 3203.59 | 3203.59 | 3202.23 | 3202.23 | 1446.0 |
| 2018-09-21 03:40:00 | ES | Futures | 3202.23 | 3203.32 | 3202.23 | 3202.78 | 1145.0 |
| 2018-09-21 03:45:00 | ES | Futures | 3203.05 | 3203.87 | 3202.51 | 3203.59 | 621.0 |
| 2018-09-21 03:50:00 | ES | Futures | 3203.59 | 3204.14 | 3202.78 | 3203.59 | 2052.0 |
| 2018-09-21 03:55:00 | ES | Futures | 3203.87 | 3204.41 | 3203.59 | 3204.14 | 1089.0 |
| 2018-09-21 04:00:00 | ES | Futures | 3204.14 | 3204.68 | 3203.32 | 3204.41 | 1461.0 |
| 2018-09-21 04:05:00 | ES | Futures | 3204.41 | 3204.68 | 3203.32 | 3203.87 | 1424.0 |
> showing 50 of 13,085 rows — these rows as CSV