PREVIEW / futures_5min / 2008-01-27

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-01-27.parquet
  size:    37 KB
  rows:    1,518

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
2008-01-27 18:00:00	ES	Futures	1245.99	1246.69	1245.29	1246.69	1728.0
2008-01-27 18:05:00	ES	Futures	1246.69	1246.69	1245.99	1246.22	203.0
2008-01-27 18:10:00	ES	Futures	1246.22	1246.22	1245.29	1245.75	304.0
2008-01-27 18:15:00	ES	Futures	1245.75	1245.75	1243.66	1244.12	886.0
2008-01-27 18:20:00	ES	Futures	1244.35	1244.59	1243.19	1243.66	335.0
2008-01-27 18:25:00	ES	Futures	1243.42	1243.42	1241.56	1242.49	687.0
2008-01-27 18:30:00	ES	Futures	1242.49	1242.96	1242.26	1242.26	148.0
2008-01-27 18:35:00	ES	Futures	1242.26	1243.19	1242.02	1243.19	150.0
2008-01-27 18:40:00	ES	Futures	1243.19	1243.66	1242.26	1242.49	106.0
2008-01-27 18:45:00	ES	Futures	1242.49	1243.42	1242.26	1242.72	470.0
2008-01-27 18:50:00	ES	Futures	1242.72	1243.19	1242.26	1242.72	226.0
2008-01-27 18:55:00	ES	Futures	1242.49	1243.66	1242.49	1243.66	189.0
2008-01-27 19:00:00	ES	Futures	1243.66	1244.82	1242.96	1242.96	449.0
2008-01-27 19:05:00	ES	Futures	1243.19	1243.66	1242.49	1242.72	106.0
2008-01-27 19:10:00	ES	Futures	1242.72	1242.72	1240.86	1241.56	600.0
2008-01-27 19:15:00	ES	Futures	1241.56	1241.56	1241.09	1241.09	325.0
2008-01-27 19:20:00	ES	Futures	1241.09	1241.09	1238.53	1238.53	1658.0
2008-01-27 19:25:00	ES	Futures	1238.76	1240.39	1238.76	1239.69	463.0
2008-01-27 19:30:00	ES	Futures	1239.92	1240.39	1239.92	1240.39	106.0
2008-01-27 19:35:00	ES	Futures	1240.39	1240.39	1239.46	1239.69	138.0
2008-01-27 19:40:00	ES	Futures	1239.46	1239.46	1238.76	1239.46	1203.0
2008-01-27 19:45:00	ES	Futures	1239.46	1241.79	1239.46	1241.09	778.0
2008-01-27 19:50:00	ES	Futures	1241.09	1242.02	1240.62	1241.79	215.0
2008-01-27 19:55:00	ES	Futures	1242.02	1242.26	1241.32	1241.79	334.0
2008-01-27 20:00:00	ES	Futures	1241.79	1242.02	1241.32	1241.32	267.0
2008-01-27 20:05:00	ES	Futures	1241.56	1242.02	1240.39	1240.62	685.0
2008-01-27 20:10:00	ES	Futures	1240.62	1240.62	1240.16	1240.16	373.0
2008-01-27 20:15:00	ES	Futures	1240.16	1240.16	1239.46	1240.16	401.0
2008-01-27 20:20:00	ES	Futures	1239.92	1240.39	1239.23	1239.46	184.0
2008-01-27 20:25:00	ES	Futures	1239.23	1239.46	1238.76	1239.46	174.0
2008-01-27 20:30:00	ES	Futures	1239.46	1239.46	1238.29	1238.76	492.0
2008-01-27 20:35:00	ES	Futures	1238.99	1240.39	1238.99	1239.69	389.0
2008-01-27 20:40:00	ES	Futures	1239.92	1240.39	1239.69	1239.92	260.0
2008-01-27 20:45:00	ES	Futures	1239.69	1240.16	1239.23	1239.69	248.0
2008-01-27 20:50:00	ES	Futures	1239.69	1240.62	1239.69	1240.16	238.0
2008-01-27 20:55:00	ES	Futures	1240.39	1241.32	1239.69	1240.86	500.0
2008-01-27 21:00:00	ES	Futures	1241.32	1241.56	1240.86	1241.09	350.0
2008-01-27 21:05:00	ES	Futures	1241.09	1241.09	1240.39	1240.62	123.0
2008-01-27 21:10:00	ES	Futures	1240.62	1241.32	1240.62	1240.86	407.0
2008-01-27 21:15:00	ES	Futures	1240.86	1241.09	1240.62	1240.86	143.0
2008-01-27 21:20:00	ES	Futures	1240.62	1240.62	1240.39	1240.39	82.0
2008-01-27 21:25:00	ES	Futures	1240.62	1240.62	1240.39	1240.62	72.0
2008-01-27 21:30:00	ES	Futures	1240.86	1241.79	1240.62	1241.56	324.0
2008-01-27 21:35:00	ES	Futures	1241.79	1242.49	1241.09	1241.32	352.0
2008-01-27 21:40:00	ES	Futures	1241.32	1241.32	1240.16	1240.39	164.0
2008-01-27 21:45:00	ES	Futures	1240.16	1241.09	1239.69	1240.86	243.0
2008-01-27 21:50:00	ES	Futures	1241.09	1241.79	1241.09	1241.56	200.0
2008-01-27 21:55:00	ES	Futures	1241.56	1241.79	1241.32	1241.56	197.0
2008-01-27 22:00:00	ES	Futures	1241.79	1241.79	1240.39	1240.86	141.0
2008-01-27 22:05:00	ES	Futures	1240.39	1241.09	1240.16	1240.16	136.0

> showing 50 of 1,518 rows — these rows as CSV

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