PREVIEW / futures_5min / 2020-08-27
file: by_date/futures_5min/2020/2020-08-27.parquet size: 308 KB rows: 17,695
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 |
|---|---|---|---|---|---|---|---|
| 2020-08-27 00:00:00 | ES | Futures | 3881.76 | 3882.32 | 3881.21 | 3881.21 | 278.0 |
| 2020-08-27 00:05:00 | ES | Futures | 3881.21 | 3881.48 | 3880.93 | 3881.21 | 349.0 |
| 2020-08-27 00:10:00 | ES | Futures | 3881.21 | 3881.48 | 3881.21 | 3881.48 | 318.0 |
| 2020-08-27 00:15:00 | ES | Futures | 3881.48 | 3882.04 | 3881.21 | 3881.76 | 802.0 |
| 2020-08-27 00:20:00 | ES | Futures | 3882.04 | 3882.32 | 3881.48 | 3881.48 | 150.0 |
| 2020-08-27 00:25:00 | ES | Futures | 3881.48 | 3881.76 | 3881.21 | 3881.21 | 212.0 |
| 2020-08-27 00:30:00 | ES | Futures | 3881.21 | 3884.56 | 3881.21 | 3883.16 | 1251.0 |
| 2020-08-27 00:35:00 | ES | Futures | 3883.16 | 3883.44 | 3882.6 | 3882.88 | 393.0 |
| 2020-08-27 00:40:00 | ES | Futures | 3882.6 | 3883.16 | 3882.32 | 3882.6 | 249.0 |
| 2020-08-27 00:45:00 | ES | Futures | 3882.6 | 3883.44 | 3881.76 | 3882.88 | 403.0 |
| 2020-08-27 00:50:00 | ES | Futures | 3882.6 | 3882.88 | 3881.76 | 3882.04 | 343.0 |
| 2020-08-27 00:55:00 | ES | Futures | 3881.76 | 3881.76 | 3880.65 | 3881.21 | 346.0 |
| 2020-08-27 01:00:00 | ES | Futures | 3881.21 | 3881.48 | 3880.93 | 3881.48 | 377.0 |
| 2020-08-27 01:05:00 | ES | Futures | 3881.48 | 3881.48 | 3879.81 | 3880.09 | 576.0 |
| 2020-08-27 01:10:00 | ES | Futures | 3880.09 | 3880.93 | 3880.09 | 3880.37 | 411.0 |
| 2020-08-27 01:15:00 | ES | Futures | 3880.65 | 3880.93 | 3880.37 | 3880.65 | 201.0 |
| 2020-08-27 01:20:00 | ES | Futures | 3880.93 | 3882.04 | 3880.65 | 3881.48 | 316.0 |
| 2020-08-27 01:25:00 | ES | Futures | 3881.48 | 3882.6 | 3881.21 | 3881.76 | 377.0 |
| 2020-08-27 01:30:00 | ES | Futures | 3881.76 | 3881.76 | 3879.81 | 3880.09 | 985.0 |
| 2020-08-27 01:35:00 | ES | Futures | 3880.09 | 3880.37 | 3879.81 | 3880.09 | 338.0 |
| 2020-08-27 01:40:00 | ES | Futures | 3880.09 | 3880.37 | 3878.41 | 3878.97 | 892.0 |
| 2020-08-27 01:45:00 | ES | Futures | 3879.25 | 3879.53 | 3878.69 | 3879.25 | 330.0 |
| 2020-08-27 01:50:00 | ES | Futures | 3879.53 | 3879.81 | 3879.25 | 3879.25 | 224.0 |
| 2020-08-27 01:55:00 | ES | Futures | 3879.53 | 3880.37 | 3879.53 | 3880.09 | 378.0 |
| 2020-08-27 02:00:00 | ES | Futures | 3880.09 | 3881.48 | 3878.97 | 3880.93 | 903.0 |
| 2020-08-27 02:05:00 | ES | Futures | 3880.93 | 3881.48 | 3880.37 | 3880.93 | 736.0 |
| 2020-08-27 02:10:00 | ES | Futures | 3880.93 | 3881.48 | 3879.25 | 3879.53 | 589.0 |
| 2020-08-27 02:15:00 | ES | Futures | 3879.53 | 3879.53 | 3877.58 | 3878.41 | 959.0 |
| 2020-08-27 02:20:00 | ES | Futures | 3878.69 | 3878.97 | 3877.85 | 3878.69 | 410.0 |
| 2020-08-27 02:25:00 | ES | Futures | 3878.41 | 3878.69 | 3877.85 | 3878.41 | 438.0 |
| 2020-08-27 02:30:00 | ES | Futures | 3878.41 | 3879.25 | 3878.13 | 3878.97 | 493.0 |
| 2020-08-27 02:35:00 | ES | Futures | 3878.97 | 3880.37 | 3878.69 | 3880.09 | 487.0 |
| 2020-08-27 02:40:00 | ES | Futures | 3880.09 | 3880.65 | 3879.81 | 3880.09 | 518.0 |
| 2020-08-27 02:45:00 | ES | Futures | 3880.09 | 3881.21 | 3879.81 | 3881.21 | 469.0 |
| 2020-08-27 02:50:00 | ES | Futures | 3881.21 | 3882.32 | 3881.21 | 3881.76 | 788.0 |
| 2020-08-27 02:55:00 | ES | Futures | 3881.76 | 3883.16 | 3881.76 | 3882.88 | 652.0 |
| 2020-08-27 03:00:00 | ES | Futures | 3882.6 | 3883.16 | 3880.37 | 3880.65 | 1645.0 |
| 2020-08-27 03:05:00 | ES | Futures | 3880.93 | 3880.93 | 3876.74 | 3877.02 | 2991.0 |
| 2020-08-27 03:10:00 | ES | Futures | 3877.02 | 3879.53 | 3876.46 | 3879.53 | 2155.0 |
| 2020-08-27 03:15:00 | ES | Futures | 3879.53 | 3879.53 | 3877.3 | 3878.97 | 2340.0 |
| 2020-08-27 03:20:00 | ES | Futures | 3878.69 | 3880.65 | 3878.41 | 3879.53 | 1166.0 |
| 2020-08-27 03:25:00 | ES | Futures | 3879.53 | 3880.37 | 3878.41 | 3878.97 | 1122.0 |
| 2020-08-27 03:30:00 | ES | Futures | 3879.25 | 3880.37 | 3878.41 | 3880.09 | 1163.0 |
| 2020-08-27 03:35:00 | ES | Futures | 3879.81 | 3881.21 | 3879.25 | 3881.21 | 973.0 |
| 2020-08-27 03:40:00 | ES | Futures | 3881.21 | 3881.48 | 3880.37 | 3881.48 | 881.0 |
| 2020-08-27 03:45:00 | ES | Futures | 3881.48 | 3883.72 | 3881.21 | 3883.44 | 1289.0 |
| 2020-08-27 03:50:00 | ES | Futures | 3883.44 | 3883.44 | 3882.32 | 3882.88 | 844.0 |
| 2020-08-27 03:55:00 | ES | Futures | 3882.6 | 3882.88 | 3881.21 | 3881.76 | 1167.0 |
| 2020-08-27 04:00:00 | ES | Futures | 3882.04 | 3882.04 | 3879.81 | 3879.81 | 1318.0 |
| 2020-08-27 04:05:00 | ES | Futures | 3879.81 | 3880.37 | 3878.69 | 3879.25 | 1176.0 |
> showing 50 of 17,695 rows — these rows as CSV