PREVIEW / futures_5min / 2019-10-30
file: by_date/futures_5min/2019/2019-10-30.parquet size: 281 KB rows: 18,133
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 |
|---|---|---|---|---|---|---|---|
| 2019-10-30 00:00:00 | ES | Futures | 3295.7 | 3296.24 | 3295.7 | 3295.7 | 120.0 |
| 2019-10-30 00:05:00 | ES | Futures | 3295.7 | 3295.97 | 3294.88 | 3295.16 | 377.0 |
| 2019-10-30 00:10:00 | ES | Futures | 3295.16 | 3295.97 | 3295.16 | 3295.7 | 347.0 |
| 2019-10-30 00:15:00 | ES | Futures | 3295.7 | 3295.97 | 3295.7 | 3295.7 | 45.0 |
| 2019-10-30 00:20:00 | ES | Futures | 3295.7 | 3295.97 | 3295.43 | 3295.43 | 256.0 |
| 2019-10-30 00:25:00 | ES | Futures | 3295.16 | 3295.43 | 3295.16 | 3295.43 | 27.0 |
| 2019-10-30 00:30:00 | ES | Futures | 3295.16 | 3295.7 | 3295.16 | 3295.7 | 467.0 |
| 2019-10-30 00:35:00 | ES | Futures | 3295.97 | 3295.97 | 3294.61 | 3294.88 | 415.0 |
| 2019-10-30 00:40:00 | ES | Futures | 3294.61 | 3295.7 | 3294.61 | 3295.43 | 312.0 |
| 2019-10-30 00:45:00 | ES | Futures | 3295.7 | 3295.7 | 3294.88 | 3295.16 | 196.0 |
| 2019-10-30 00:50:00 | ES | Futures | 3295.43 | 3295.7 | 3295.16 | 3295.7 | 211.0 |
| 2019-10-30 00:55:00 | ES | Futures | 3295.7 | 3295.7 | 3295.16 | 3295.43 | 180.0 |
| 2019-10-30 01:00:00 | ES | Futures | 3295.7 | 3295.97 | 3295.43 | 3295.7 | 96.0 |
| 2019-10-30 01:05:00 | ES | Futures | 3295.97 | 3296.79 | 3295.43 | 3296.79 | 206.0 |
| 2019-10-30 01:10:00 | ES | Futures | 3296.51 | 3296.51 | 3295.7 | 3295.97 | 241.0 |
| 2019-10-30 01:15:00 | ES | Futures | 3295.97 | 3296.51 | 3295.97 | 3296.51 | 160.0 |
| 2019-10-30 01:20:00 | ES | Futures | 3296.51 | 3296.51 | 3295.97 | 3296.51 | 248.0 |
| 2019-10-30 01:25:00 | ES | Futures | 3296.51 | 3297.06 | 3296.51 | 3297.06 | 303.0 |
| 2019-10-30 01:30:00 | ES | Futures | 3297.06 | 3297.06 | 3296.51 | 3296.79 | 417.0 |
| 2019-10-30 01:35:00 | ES | Futures | 3296.51 | 3296.79 | 3296.51 | 3296.79 | 142.0 |
| 2019-10-30 01:40:00 | ES | Futures | 3296.79 | 3296.79 | 3295.97 | 3296.51 | 570.0 |
| 2019-10-30 01:45:00 | ES | Futures | 3296.51 | 3296.51 | 3295.97 | 3296.24 | 225.0 |
| 2019-10-30 01:50:00 | ES | Futures | 3296.24 | 3296.51 | 3295.97 | 3295.97 | 273.0 |
| 2019-10-30 01:55:00 | ES | Futures | 3295.97 | 3296.51 | 3295.7 | 3296.24 | 437.0 |
| 2019-10-30 02:00:00 | ES | Futures | 3295.97 | 3296.51 | 3295.7 | 3295.97 | 862.0 |
| 2019-10-30 02:05:00 | ES | Futures | 3295.97 | 3295.97 | 3294.88 | 3295.16 | 650.0 |
| 2019-10-30 02:10:00 | ES | Futures | 3294.88 | 3295.43 | 3294.88 | 3295.16 | 300.0 |
| 2019-10-30 02:15:00 | ES | Futures | 3294.88 | 3295.43 | 3294.88 | 3294.88 | 404.0 |
| 2019-10-30 02:20:00 | ES | Futures | 3295.16 | 3295.7 | 3295.16 | 3295.43 | 68.0 |
| 2019-10-30 02:25:00 | ES | Futures | 3295.7 | 3295.7 | 3295.16 | 3295.43 | 212.0 |
| 2019-10-30 02:30:00 | ES | Futures | 3295.43 | 3295.97 | 3295.43 | 3295.7 | 230.0 |
| 2019-10-30 02:35:00 | ES | Futures | 3295.7 | 3296.51 | 3295.7 | 3296.24 | 240.0 |
| 2019-10-30 02:40:00 | ES | Futures | 3295.97 | 3296.24 | 3295.7 | 3295.7 | 132.0 |
| 2019-10-30 02:45:00 | ES | Futures | 3295.7 | 3295.97 | 3295.43 | 3295.7 | 462.0 |
| 2019-10-30 02:50:00 | ES | Futures | 3295.97 | 3295.97 | 3295.43 | 3295.7 | 187.0 |
| 2019-10-30 02:55:00 | ES | Futures | 3295.43 | 3296.51 | 3295.43 | 3296.24 | 257.0 |
| 2019-10-30 03:00:00 | ES | Futures | 3296.51 | 3296.51 | 3295.97 | 3296.24 | 424.0 |
| 2019-10-30 03:05:00 | ES | Futures | 3296.24 | 3296.24 | 3295.16 | 3295.43 | 253.0 |
| 2019-10-30 03:10:00 | ES | Futures | 3295.43 | 3295.7 | 3295.16 | 3295.7 | 164.0 |
| 2019-10-30 03:15:00 | ES | Futures | 3295.43 | 3296.51 | 3295.43 | 3295.97 | 511.0 |
| 2019-10-30 03:20:00 | ES | Futures | 3295.97 | 3296.24 | 3295.7 | 3295.97 | 143.0 |
| 2019-10-30 03:25:00 | ES | Futures | 3295.7 | 3296.24 | 3295.7 | 3295.7 | 325.0 |
| 2019-10-30 03:30:00 | ES | Futures | 3295.7 | 3295.97 | 3295.16 | 3295.7 | 307.0 |
| 2019-10-30 03:35:00 | ES | Futures | 3295.7 | 3296.51 | 3295.7 | 3295.7 | 520.0 |
| 2019-10-30 03:40:00 | ES | Futures | 3295.7 | 3295.97 | 3295.16 | 3295.43 | 627.0 |
| 2019-10-30 03:45:00 | ES | Futures | 3295.43 | 3295.97 | 3295.43 | 3295.7 | 167.0 |
| 2019-10-30 03:50:00 | ES | Futures | 3295.7 | 3295.97 | 3295.43 | 3295.43 | 607.0 |
| 2019-10-30 03:55:00 | ES | Futures | 3295.7 | 3297.06 | 3295.7 | 3297.06 | 586.0 |
| 2019-10-30 04:00:00 | ES | Futures | 3297.33 | 3298.69 | 3296.79 | 3297.87 | 2421.0 |
| 2019-10-30 04:05:00 | ES | Futures | 3297.87 | 3298.41 | 3297.6 | 3298.14 | 1398.0 |
> showing 50 of 18,133 rows — these rows as CSV