PREVIEW / futures_5min / 2020-03-18
file: by_date/futures_5min/2020/2020-03-18.parquet size: 417 KB rows: 18,404
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 |
|---|---|---|---|---|---|---|---|
| 2020-03-18 00:00:00 | ES | Futures | 2638.77 | 2640.69 | 2634.38 | 2638.49 | 1239.0 |
| 2020-03-18 00:05:00 | ES | Futures | 2638.77 | 2645.08 | 2638.49 | 2643.98 | 1025.0 |
| 2020-03-18 00:10:00 | ES | Futures | 2643.71 | 2647.55 | 2643.16 | 2644.81 | 1599.0 |
| 2020-03-18 00:15:00 | ES | Futures | 2644.81 | 2644.81 | 2634.65 | 2638.49 | 1980.0 |
| 2020-03-18 00:20:00 | ES | Futures | 2638.49 | 2643.98 | 2636.57 | 2640.69 | 1266.0 |
| 2020-03-18 00:25:00 | ES | Futures | 2640.41 | 2643.16 | 2637.94 | 2638.49 | 1094.0 |
| 2020-03-18 00:30:00 | ES | Futures | 2638.77 | 2643.98 | 2638.49 | 2643.16 | 578.0 |
| 2020-03-18 00:35:00 | ES | Futures | 2643.16 | 2643.16 | 2634.93 | 2635.75 | 1077.0 |
| 2020-03-18 00:40:00 | ES | Futures | 2635.48 | 2637.4 | 2632.46 | 2633.28 | 1808.0 |
| 2020-03-18 00:45:00 | ES | Futures | 2633.28 | 2636.57 | 2632.46 | 2634.65 | 1094.0 |
| 2020-03-18 00:50:00 | ES | Futures | 2634.38 | 2639.59 | 2634.38 | 2636.85 | 908.0 |
| 2020-03-18 00:55:00 | ES | Futures | 2636.57 | 2638.49 | 2634.38 | 2636.3 | 955.0 |
| 2020-03-18 01:00:00 | ES | Futures | 2636.57 | 2636.85 | 2631.63 | 2633.55 | 844.0 |
| 2020-03-18 01:05:00 | ES | Futures | 2633.55 | 2637.12 | 2631.63 | 2636.85 | 772.0 |
| 2020-03-18 01:10:00 | ES | Futures | 2637.12 | 2637.67 | 2627.24 | 2627.24 | 2303.0 |
| 2020-03-18 01:15:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 63.0 |
| 2020-03-18 01:20:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 49.0 |
| 2020-03-18 01:25:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 11.0 |
| 2020-03-18 01:30:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 91.0 |
| 2020-03-18 01:35:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 10.0 |
| 2020-03-18 01:40:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 15.0 |
| 2020-03-18 01:45:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 61.0 |
| 2020-03-18 01:50:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 59.0 |
| 2020-03-18 01:55:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 23.0 |
| 2020-03-18 02:00:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 13.0 |
| 2020-03-18 02:05:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 10.0 |
| 2020-03-18 02:10:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 8.0 |
| 2020-03-18 02:15:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 23.0 |
| 2020-03-18 02:20:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 4.0 |
| 2020-03-18 02:25:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 7.0 |
| 2020-03-18 02:30:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 12.0 |
| 2020-03-18 02:35:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 3.0 |
| 2020-03-18 02:40:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 10.0 |
| 2020-03-18 02:45:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 6.0 |
| 2020-03-18 02:50:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 3.0 |
| 2020-03-18 02:55:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 17.0 |
| 2020-03-18 03:00:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 413.0 |
| 2020-03-18 03:05:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 10.0 |
| 2020-03-18 03:10:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 125.0 |
| 2020-03-18 03:15:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 4.0 |
| 2020-03-18 03:20:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 20.0 |
| 2020-03-18 03:25:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 2.0 |
| 2020-03-18 03:30:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 10.0 |
| 2020-03-18 03:35:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 5.0 |
| 2020-03-18 03:40:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 35.0 |
| 2020-03-18 03:45:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 437.0 |
| 2020-03-18 03:50:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 42.0 |
| 2020-03-18 03:55:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 1.0 |
| 2020-03-18 04:00:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 113.0 |
| 2020-03-18 04:10:00 | ES | Futures | 2627.24 | 2627.24 | 2627.24 | 2627.24 | 31.0 |
> showing 50 of 18,404 rows — these rows as CSV