PREVIEW / futures_5min / 2008-07-01

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-07-01.parquet
  size:    201 KB
  rows:    10,559

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
2008-07-01 00:00:00	ES	Futures	1194.85	1194.85	1194.61	1194.61	79.0
2008-07-01 00:05:00	ES	Futures	1194.61	1195.08	1194.61	1194.61	52.0
2008-07-01 00:10:00	ES	Futures	1194.85	1195.54	1194.85	1195.31	70.0
2008-07-01 00:15:00	ES	Futures	1195.08	1195.08	1194.85	1195.08	23.0
2008-07-01 00:20:00	ES	Futures	1195.08	1195.31	1195.08	1195.08	20.0
2008-07-01 00:25:00	ES	Futures	1195.08	1195.31	1194.85	1194.85	41.0
2008-07-01 00:30:00	ES	Futures	1194.85	1195.08	1194.85	1195.08	35.0
2008-07-01 00:35:00	ES	Futures	1195.08	1195.31	1195.08	1195.08	28.0
2008-07-01 00:40:00	ES	Futures	1195.08	1195.54	1195.08	1195.08	24.0
2008-07-01 00:45:00	ES	Futures	1195.08	1195.08	1195.08	1195.08	18.0
2008-07-01 00:50:00	ES	Futures	1195.31	1195.31	1195.08	1195.08	10.0
2008-07-01 00:55:00	ES	Futures	1195.31	1195.31	1194.85	1194.85	32.0
2008-07-01 01:00:00	ES	Futures	1194.85	1195.08	1194.85	1194.85	41.0
2008-07-01 01:05:00	ES	Futures	1194.61	1194.85	1194.61	1194.85	18.0
2008-07-01 01:10:00	ES	Futures	1195.08	1195.31	1195.08	1195.31	9.0
2008-07-01 01:15:00	ES	Futures	1195.31	1196.01	1195.31	1195.54	273.0
2008-07-01 01:20:00	ES	Futures	1195.54	1195.78	1195.54	1195.54	44.0
2008-07-01 01:25:00	ES	Futures	1195.54	1195.54	1194.85	1195.08	74.0
2008-07-01 01:30:00	ES	Futures	1194.85	1195.54	1193.69	1193.92	230.0
2008-07-01 01:35:00	ES	Futures	1193.92	1194.15	1193.45	1193.45	245.0
2008-07-01 01:40:00	ES	Futures	1194.15	1194.15	1193.22	1193.45	170.0
2008-07-01 01:45:00	ES	Futures	1193.45	1193.45	1192.76	1192.76	255.0
2008-07-01 01:50:00	ES	Futures	1192.52	1192.99	1192.29	1192.29	173.0
2008-07-01 01:55:00	ES	Futures	1192.29	1192.76	1192.29	1192.52	201.0
2008-07-01 02:00:00	ES	Futures	1192.76	1192.76	1191.83	1191.83	406.0
2008-07-01 02:05:00	ES	Futures	1192.06	1192.29	1191.36	1191.36	699.0
2008-07-01 02:10:00	ES	Futures	1191.36	1192.29	1191.36	1191.59	597.0
2008-07-01 02:15:00	ES	Futures	1191.59	1191.83	1191.36	1191.36	623.0
2008-07-01 02:20:00	ES	Futures	1191.36	1192.06	1191.36	1192.06	276.0
2008-07-01 02:25:00	ES	Futures	1192.06	1193.22	1192.06	1192.52	789.0
2008-07-01 02:30:00	ES	Futures	1192.52	1192.76	1191.36	1191.59	508.0
2008-07-01 02:35:00	ES	Futures	1191.59	1191.83	1191.36	1191.59	311.0
2008-07-01 02:40:00	ES	Futures	1191.59	1192.29	1191.59	1192.06	357.0
2008-07-01 02:45:00	ES	Futures	1192.06	1192.99	1191.59	1192.99	1117.0
2008-07-01 02:50:00	ES	Futures	1192.76	1193.22	1192.52	1192.99	424.0
2008-07-01 02:55:00	ES	Futures	1192.99	1193.22	1192.76	1192.76	167.0
2008-07-01 03:00:00	ES	Futures	1192.76	1194.15	1192.29	1193.69	1331.0
2008-07-01 03:05:00	ES	Futures	1193.69	1193.69	1192.29	1192.29	1180.0
2008-07-01 03:10:00	ES	Futures	1192.29	1192.76	1192.06	1192.52	626.0
2008-07-01 03:15:00	ES	Futures	1192.29	1192.29	1190.9	1191.13	2271.0
2008-07-01 03:20:00	ES	Futures	1190.9	1191.83	1190.66	1191.59	1537.0
2008-07-01 03:25:00	ES	Futures	1191.36	1191.59	1190.66	1190.9	1017.0
2008-07-01 03:30:00	ES	Futures	1191.13	1191.59	1190.9	1191.59	506.0
2008-07-01 03:35:00	ES	Futures	1191.36	1191.83	1190.9	1191.59	562.0
2008-07-01 03:40:00	ES	Futures	1191.59	1191.83	1191.36	1191.36	241.0
2008-07-01 03:45:00	ES	Futures	1191.36	1191.83	1190.2	1190.66	1737.0
2008-07-01 03:50:00	ES	Futures	1190.66	1190.66	1190.2	1190.43	1458.0
2008-07-01 03:55:00	ES	Futures	1190.43	1190.9	1190.43	1190.43	984.0
2008-07-01 04:00:00	ES	Futures	1190.2	1190.43	1189.5	1189.73	2071.0
2008-07-01 04:05:00	ES	Futures	1189.97	1190.2	1189.27	1189.5	1732.0

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