PREVIEW / futures_5min / 2020-01-10
file: by_date/futures_5min/2020/2020-01-10.parquet size: 232 KB rows: 14,334
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 |
|---|---|---|---|---|---|---|---|
| 2020-01-10 00:00:00 | ES | Futures | 3558.9 | 3559.2 | 3558.6 | 3558.6 | 315.0 |
| 2020-01-10 00:05:00 | ES | Futures | 3558.4 | 3558.6 | 3558.4 | 3558.4 | 285.0 |
| 2020-01-10 00:10:00 | ES | Futures | 3558.1 | 3558.4 | 3557.8 | 3558.1 | 355.0 |
| 2020-01-10 00:15:00 | ES | Futures | 3557.8 | 3558.9 | 3557.8 | 3558.9 | 397.0 |
| 2020-01-10 00:20:00 | ES | Futures | 3558.9 | 3558.9 | 3558.4 | 3558.6 | 116.0 |
| 2020-01-10 00:25:00 | ES | Futures | 3558.6 | 3559.7 | 3558.6 | 3559.7 | 507.0 |
| 2020-01-10 00:30:00 | ES | Futures | 3559.7 | 3559.7 | 3558.6 | 3558.6 | 418.0 |
| 2020-01-10 00:35:00 | ES | Futures | 3558.9 | 3559.2 | 3558.4 | 3558.9 | 286.0 |
| 2020-01-10 00:40:00 | ES | Futures | 3558.9 | 3559.7 | 3558.9 | 3559.5 | 400.0 |
| 2020-01-10 00:45:00 | ES | Futures | 3559.5 | 3559.5 | 3558.9 | 3559.5 | 264.0 |
| 2020-01-10 00:50:00 | ES | Futures | 3559.5 | 3560.0 | 3559.5 | 3559.7 | 395.0 |
| 2020-01-10 00:55:00 | ES | Futures | 3559.7 | 3560.0 | 3559.5 | 3560.0 | 272.0 |
| 2020-01-10 01:00:00 | ES | Futures | 3560.3 | 3561.1 | 3560.0 | 3560.3 | 2041.0 |
| 2020-01-10 01:05:00 | ES | Futures | 3560.5 | 3560.5 | 3560.0 | 3560.5 | 917.0 |
| 2020-01-10 01:10:00 | ES | Futures | 3560.3 | 3561.1 | 3560.0 | 3560.8 | 612.0 |
| 2020-01-10 01:15:00 | ES | Futures | 3560.8 | 3561.1 | 3560.5 | 3560.8 | 521.0 |
| 2020-01-10 01:20:00 | ES | Futures | 3560.8 | 3560.8 | 3560.3 | 3560.3 | 302.0 |
| 2020-01-10 01:25:00 | ES | Futures | 3560.5 | 3560.5 | 3560.0 | 3560.3 | 327.0 |
| 2020-01-10 01:30:00 | ES | Futures | 3560.5 | 3560.5 | 3559.5 | 3560.0 | 690.0 |
| 2020-01-10 01:35:00 | ES | Futures | 3560.0 | 3560.3 | 3559.5 | 3559.5 | 673.0 |
| 2020-01-10 01:40:00 | ES | Futures | 3559.5 | 3559.7 | 3558.9 | 3558.9 | 430.0 |
| 2020-01-10 01:45:00 | ES | Futures | 3559.2 | 3559.5 | 3559.2 | 3559.5 | 470.0 |
| 2020-01-10 01:50:00 | ES | Futures | 3559.5 | 3559.7 | 3559.2 | 3559.5 | 391.0 |
| 2020-01-10 01:55:00 | ES | Futures | 3559.5 | 3560.0 | 3559.5 | 3559.7 | 440.0 |
| 2020-01-10 02:00:00 | ES | Futures | 3559.5 | 3560.5 | 3559.2 | 3560.0 | 782.0 |
| 2020-01-10 02:05:00 | ES | Futures | 3560.0 | 3560.3 | 3559.5 | 3560.0 | 663.0 |
| 2020-01-10 02:10:00 | ES | Futures | 3560.3 | 3560.5 | 3559.7 | 3560.3 | 722.0 |
| 2020-01-10 02:15:00 | ES | Futures | 3560.0 | 3560.3 | 3559.5 | 3560.0 | 734.0 |
| 2020-01-10 02:20:00 | ES | Futures | 3559.7 | 3560.3 | 3559.7 | 3560.0 | 438.0 |
| 2020-01-10 02:25:00 | ES | Futures | 3559.7 | 3560.0 | 3559.2 | 3559.5 | 634.0 |
| 2020-01-10 02:30:00 | ES | Futures | 3559.5 | 3559.7 | 3558.4 | 3558.4 | 588.0 |
| 2020-01-10 02:35:00 | ES | Futures | 3558.4 | 3559.2 | 3557.8 | 3558.1 | 1525.0 |
| 2020-01-10 02:40:00 | ES | Futures | 3558.4 | 3558.4 | 3557.8 | 3558.4 | 719.0 |
| 2020-01-10 02:45:00 | ES | Futures | 3558.6 | 3559.2 | 3558.6 | 3559.2 | 1802.0 |
| 2020-01-10 02:50:00 | ES | Futures | 3559.2 | 3559.5 | 3558.9 | 3558.9 | 427.0 |
| 2020-01-10 02:55:00 | ES | Futures | 3558.9 | 3559.7 | 3558.9 | 3559.7 | 974.0 |
| 2020-01-10 03:00:00 | ES | Futures | 3559.5 | 3559.7 | 3558.4 | 3558.4 | 3085.0 |
| 2020-01-10 03:05:00 | ES | Futures | 3558.4 | 3558.6 | 3557.8 | 3558.1 | 1387.0 |
| 2020-01-10 03:10:00 | ES | Futures | 3558.4 | 3558.4 | 3557.6 | 3558.1 | 1354.0 |
| 2020-01-10 03:15:00 | ES | Futures | 3557.8 | 3558.4 | 3557.6 | 3557.8 | 1401.0 |
| 2020-01-10 03:20:00 | ES | Futures | 3557.8 | 3557.8 | 3555.9 | 3555.9 | 1725.0 |
| 2020-01-10 03:25:00 | ES | Futures | 3555.9 | 3556.7 | 3555.1 | 3556.7 | 2179.0 |
| 2020-01-10 03:30:00 | ES | Futures | 3556.7 | 3557.0 | 3555.7 | 3556.5 | 1168.0 |
| 2020-01-10 03:35:00 | ES | Futures | 3556.2 | 3556.5 | 3554.9 | 3555.1 | 1447.0 |
| 2020-01-10 03:40:00 | ES | Futures | 3555.4 | 3555.4 | 3554.9 | 3555.4 | 1566.0 |
| 2020-01-10 03:45:00 | ES | Futures | 3555.1 | 3557.0 | 3554.9 | 3556.7 | 1579.0 |
| 2020-01-10 03:50:00 | ES | Futures | 3556.7 | 3556.7 | 3555.9 | 3556.2 | 938.0 |
| 2020-01-10 03:55:00 | ES | Futures | 3556.2 | 3557.3 | 3555.9 | 3556.7 | 1218.0 |
| 2020-01-10 04:00:00 | ES | Futures | 3556.5 | 3557.0 | 3555.7 | 3556.7 | 1593.0 |
| 2020-01-10 04:05:00 | ES | Futures | 3556.7 | 3557.0 | 3555.7 | 3556.5 | 1461.0 |
> showing 50 of 14,334 rows — these rows as CSV