PREVIEW / futures_5min / 2008-07-02

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-07-02.parquet
  size:    200 KB
  rows:    10,604

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
2008-07-02 00:00:00	ES	Futures	1195.31	1195.54	1195.08	1195.08	187.0
2008-07-02 00:05:00	ES	Futures	1195.08	1195.31	1194.85	1195.08	34.0
2008-07-02 00:10:00	ES	Futures	1195.08	1195.31	1194.85	1195.08	30.0
2008-07-02 00:15:00	ES	Futures	1195.31	1196.01	1195.08	1195.31	118.0
2008-07-02 00:20:00	ES	Futures	1195.31	1195.31	1195.08	1195.31	16.0
2008-07-02 00:25:00	ES	Futures	1195.31	1195.78	1195.31	1195.54	114.0
2008-07-02 00:30:00	ES	Futures	1195.78	1196.01	1194.85	1194.85	146.0
2008-07-02 00:35:00	ES	Futures	1195.08	1195.31	1195.08	1195.08	15.0
2008-07-02 00:40:00	ES	Futures	1195.08	1195.08	1195.08	1195.08	226.0
2008-07-02 00:45:00	ES	Futures	1194.85	1195.08	1194.61	1194.61	166.0
2008-07-02 00:50:00	ES	Futures	1194.61	1194.85	1194.38	1194.61	235.0
2008-07-02 00:55:00	ES	Futures	1194.61	1194.61	1194.38	1194.61	63.0
2008-07-02 01:00:00	ES	Futures	1194.85	1195.08	1194.15	1194.61	253.0
2008-07-02 01:05:00	ES	Futures	1194.61	1194.61	1194.15	1194.38	232.0
2008-07-02 01:10:00	ES	Futures	1194.38	1194.61	1193.92	1194.38	220.0
2008-07-02 01:15:00	ES	Futures	1194.38	1194.38	1193.22	1193.69	402.0
2008-07-02 01:20:00	ES	Futures	1193.69	1193.69	1193.45	1193.45	95.0
2008-07-02 01:25:00	ES	Futures	1193.45	1193.45	1192.99	1193.22	250.0
2008-07-02 01:30:00	ES	Futures	1193.22	1193.45	1192.99	1193.22	234.0
2008-07-02 01:35:00	ES	Futures	1192.99	1193.22	1192.99	1193.22	55.0
2008-07-02 01:40:00	ES	Futures	1193.22	1193.69	1192.99	1193.45	92.0
2008-07-02 01:45:00	ES	Futures	1193.45	1193.69	1192.99	1192.99	272.0
2008-07-02 01:50:00	ES	Futures	1193.22	1193.69	1193.22	1193.22	149.0
2008-07-02 01:55:00	ES	Futures	1193.45	1194.15	1193.22	1193.69	113.0
2008-07-02 02:00:00	ES	Futures	1193.22	1194.38	1192.76	1193.22	976.0
2008-07-02 02:05:00	ES	Futures	1193.22	1193.22	1192.99	1193.22	268.0
2008-07-02 02:10:00	ES	Futures	1193.22	1193.22	1192.76	1193.22	586.0
2008-07-02 02:15:00	ES	Futures	1193.45	1195.78	1193.45	1195.31	1073.0
2008-07-02 02:20:00	ES	Futures	1195.54	1196.47	1195.08	1196.24	1365.0
2008-07-02 02:25:00	ES	Futures	1196.24	1196.47	1195.78	1196.01	1253.0
2008-07-02 02:30:00	ES	Futures	1196.01	1196.47	1195.54	1195.78	520.0
2008-07-02 02:35:00	ES	Futures	1195.78	1196.01	1195.31	1195.54	203.0
2008-07-02 02:40:00	ES	Futures	1195.78	1195.78	1195.08	1195.31	621.0
2008-07-02 02:45:00	ES	Futures	1195.31	1195.78	1194.85	1194.85	933.0
2008-07-02 02:50:00	ES	Futures	1194.85	1196.01	1194.85	1195.78	562.0
2008-07-02 02:55:00	ES	Futures	1195.78	1196.47	1195.54	1196.47	994.0
2008-07-02 03:00:00	ES	Futures	1196.47	1198.33	1196.01	1196.94	4287.0
2008-07-02 03:05:00	ES	Futures	1196.94	1197.64	1196.71	1196.71	1359.0
2008-07-02 03:10:00	ES	Futures	1196.47	1196.47	1192.52	1192.99	3181.0
2008-07-02 03:15:00	ES	Futures	1193.22	1193.45	1191.83	1192.06	3514.0
2008-07-02 03:20:00	ES	Futures	1192.06	1192.76	1191.59	1192.76	1538.0
2008-07-02 03:25:00	ES	Futures	1192.76	1193.69	1192.29	1193.22	1922.0
2008-07-02 03:30:00	ES	Futures	1193.45	1194.38	1192.99	1194.15	951.0
2008-07-02 03:35:00	ES	Futures	1194.15	1196.47	1194.15	1196.47	2039.0
2008-07-02 03:40:00	ES	Futures	1196.47	1197.4	1196.24	1196.94	1978.0
2008-07-02 03:45:00	ES	Futures	1196.47	1196.71	1195.78	1196.47	1441.0
2008-07-02 03:50:00	ES	Futures	1196.47	1196.47	1195.78	1195.78	676.0
2008-07-02 03:55:00	ES	Futures	1195.78	1197.87	1195.78	1197.64	1795.0
2008-07-02 04:00:00	ES	Futures	1197.4	1198.33	1197.17	1198.1	1691.0
2008-07-02 04:05:00	ES	Futures	1198.1	1198.33	1197.4	1197.64	1021.0

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