PREVIEW / futures_5min / 2019-11-27
file: by_date/futures_5min/2019/2019-11-27.parquet size: 238 KB rows: 16,935
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 |
|---|---|---|---|---|---|---|---|
| 2019-11-27 00:00:00 | ES | Futures | 3418.2 | 3418.75 | 3418.2 | 3418.48 | 497.0 |
| 2019-11-27 00:05:00 | ES | Futures | 3418.75 | 3418.75 | 3417.93 | 3417.93 | 403.0 |
| 2019-11-27 00:10:00 | ES | Futures | 3418.2 | 3418.48 | 3417.93 | 3417.93 | 233.0 |
| 2019-11-27 00:15:00 | ES | Futures | 3417.93 | 3418.48 | 3417.93 | 3418.2 | 194.0 |
| 2019-11-27 00:20:00 | ES | Futures | 3418.2 | 3418.48 | 3417.93 | 3417.93 | 119.0 |
| 2019-11-27 00:25:00 | ES | Futures | 3418.2 | 3418.2 | 3417.12 | 3417.66 | 619.0 |
| 2019-11-27 00:30:00 | ES | Futures | 3417.39 | 3417.93 | 3416.85 | 3417.39 | 681.0 |
| 2019-11-27 00:35:00 | ES | Futures | 3417.12 | 3417.66 | 3417.12 | 3417.66 | 202.0 |
| 2019-11-27 00:40:00 | ES | Futures | 3417.39 | 3417.66 | 3416.85 | 3417.12 | 371.0 |
| 2019-11-27 00:45:00 | ES | Futures | 3417.12 | 3417.66 | 3416.3 | 3416.57 | 551.0 |
| 2019-11-27 00:50:00 | ES | Futures | 3416.85 | 3417.39 | 3416.57 | 3417.39 | 336.0 |
| 2019-11-27 00:55:00 | ES | Futures | 3417.12 | 3417.12 | 3416.57 | 3416.85 | 143.0 |
| 2019-11-27 01:00:00 | ES | Futures | 3416.57 | 3417.12 | 3416.3 | 3417.12 | 624.0 |
| 2019-11-27 01:05:00 | ES | Futures | 3416.85 | 3417.12 | 3416.3 | 3416.57 | 245.0 |
| 2019-11-27 01:10:00 | ES | Futures | 3416.57 | 3417.12 | 3416.57 | 3417.12 | 484.0 |
| 2019-11-27 01:15:00 | ES | Futures | 3417.12 | 3417.66 | 3417.12 | 3417.39 | 459.0 |
| 2019-11-27 01:20:00 | ES | Futures | 3417.39 | 3417.66 | 3417.12 | 3417.66 | 283.0 |
| 2019-11-27 01:25:00 | ES | Futures | 3417.39 | 3417.66 | 3417.39 | 3417.66 | 233.0 |
| 2019-11-27 01:30:00 | ES | Futures | 3417.39 | 3417.66 | 3416.85 | 3417.12 | 222.0 |
| 2019-11-27 01:35:00 | ES | Futures | 3417.39 | 3417.39 | 3417.12 | 3417.39 | 149.0 |
| 2019-11-27 01:40:00 | ES | Futures | 3417.39 | 3417.66 | 3417.12 | 3417.12 | 334.0 |
| 2019-11-27 01:45:00 | ES | Futures | 3417.39 | 3417.39 | 3417.12 | 3417.12 | 44.0 |
| 2019-11-27 01:50:00 | ES | Futures | 3417.39 | 3417.39 | 3417.12 | 3417.39 | 122.0 |
| 2019-11-27 01:55:00 | ES | Futures | 3417.39 | 3417.39 | 3416.85 | 3416.85 | 338.0 |
| 2019-11-27 02:00:00 | ES | Futures | 3417.12 | 3417.93 | 3417.12 | 3417.66 | 585.0 |
| 2019-11-27 02:05:00 | ES | Futures | 3417.66 | 3418.75 | 3417.66 | 3418.48 | 751.0 |
| 2019-11-27 02:10:00 | ES | Futures | 3418.48 | 3418.75 | 3418.2 | 3418.75 | 172.0 |
| 2019-11-27 02:15:00 | ES | Futures | 3418.75 | 3418.75 | 3418.2 | 3418.48 | 157.0 |
| 2019-11-27 02:20:00 | ES | Futures | 3418.2 | 3419.02 | 3418.2 | 3418.75 | 515.0 |
| 2019-11-27 02:25:00 | ES | Futures | 3418.48 | 3419.29 | 3418.2 | 3418.48 | 940.0 |
| 2019-11-27 02:30:00 | ES | Futures | 3418.75 | 3419.02 | 3418.2 | 3418.48 | 698.0 |
| 2019-11-27 02:35:00 | ES | Futures | 3418.48 | 3418.75 | 3418.48 | 3418.48 | 388.0 |
| 2019-11-27 02:40:00 | ES | Futures | 3418.48 | 3419.02 | 3418.48 | 3419.02 | 852.0 |
| 2019-11-27 02:45:00 | ES | Futures | 3419.02 | 3419.02 | 3418.75 | 3419.02 | 232.0 |
| 2019-11-27 02:50:00 | ES | Futures | 3419.02 | 3420.11 | 3419.02 | 3419.56 | 1489.0 |
| 2019-11-27 02:55:00 | ES | Futures | 3419.56 | 3420.38 | 3419.29 | 3419.83 | 1211.0 |
| 2019-11-27 03:00:00 | ES | Futures | 3419.56 | 3420.11 | 3418.75 | 3419.29 | 2148.0 |
| 2019-11-27 03:05:00 | ES | Futures | 3419.29 | 3419.83 | 3417.66 | 3418.2 | 4469.0 |
| 2019-11-27 03:10:00 | ES | Futures | 3417.93 | 3418.75 | 3417.93 | 3418.48 | 2493.0 |
| 2019-11-27 03:15:00 | ES | Futures | 3418.2 | 3418.48 | 3417.39 | 3417.93 | 3385.0 |
| 2019-11-27 03:20:00 | ES | Futures | 3417.93 | 3417.93 | 3417.39 | 3417.66 | 1270.0 |
| 2019-11-27 03:25:00 | ES | Futures | 3417.66 | 3418.48 | 3417.66 | 3417.93 | 1612.0 |
| 2019-11-27 03:30:00 | ES | Futures | 3418.2 | 3419.02 | 3418.2 | 3418.2 | 1329.0 |
| 2019-11-27 03:35:00 | ES | Futures | 3418.2 | 3419.02 | 3418.2 | 3418.75 | 1214.0 |
| 2019-11-27 03:40:00 | ES | Futures | 3418.75 | 3420.11 | 3418.75 | 3419.83 | 1079.0 |
| 2019-11-27 03:45:00 | ES | Futures | 3419.83 | 3419.83 | 3419.02 | 3419.29 | 852.0 |
| 2019-11-27 03:50:00 | ES | Futures | 3419.29 | 3420.11 | 3419.29 | 3419.56 | 1106.0 |
| 2019-11-27 03:55:00 | ES | Futures | 3419.56 | 3420.11 | 3419.56 | 3419.83 | 460.0 |
| 2019-11-27 04:00:00 | ES | Futures | 3419.83 | 3420.65 | 3419.56 | 3420.11 | 2216.0 |
| 2019-11-27 04:05:00 | ES | Futures | 3420.38 | 3420.92 | 3420.11 | 3420.38 | 1858.0 |
> showing 50 of 16,935 rows — these rows as CSV