PREVIEW / futures_5min / 2008-07-09

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-07-09.parquet
  size:    192 KB
  rows:    10,600

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
2008-07-09 00:00:00	ES	Futures	1184.85	1185.32	1184.85	1184.85	95.0
2008-07-09 00:05:00	ES	Futures	1184.85	1185.09	1184.39	1184.62	246.0
2008-07-09 00:10:00	ES	Futures	1184.85	1184.85	1184.62	1184.85	41.0
2008-07-09 00:15:00	ES	Futures	1184.85	1185.09	1184.62	1184.62	282.0
2008-07-09 00:20:00	ES	Futures	1185.09	1185.09	1184.39	1184.62	326.0
2008-07-09 00:25:00	ES	Futures	1184.39	1184.62	1184.39	1184.39	44.0
2008-07-09 00:30:00	ES	Futures	1184.16	1184.16	1183.23	1183.69	825.0
2008-07-09 00:35:00	ES	Futures	1183.92	1183.92	1182.99	1183.23	140.0
2008-07-09 00:40:00	ES	Futures	1182.99	1183.23	1182.06	1182.06	1148.0
2008-07-09 00:45:00	ES	Futures	1182.06	1182.53	1182.06	1182.3	313.0
2008-07-09 00:50:00	ES	Futures	1182.06	1182.3	1182.06	1182.06	307.0
2008-07-09 00:55:00	ES	Futures	1182.3	1182.53	1181.83	1182.06	444.0
2008-07-09 01:00:00	ES	Futures	1181.83	1182.06	1181.37	1181.37	1102.0
2008-07-09 01:05:00	ES	Futures	1181.6	1182.06	1181.6	1181.6	127.0
2008-07-09 01:10:00	ES	Futures	1181.83	1181.83	1181.13	1181.13	540.0
2008-07-09 01:15:00	ES	Futures	1181.37	1181.37	1181.13	1181.37	272.0
2008-07-09 01:20:00	ES	Futures	1181.37	1181.6	1181.13	1181.37	152.0
2008-07-09 01:25:00	ES	Futures	1181.37	1181.6	1181.13	1181.37	134.0
2008-07-09 01:30:00	ES	Futures	1181.37	1181.83	1181.37	1181.6	106.0
2008-07-09 01:35:00	ES	Futures	1181.6	1181.83	1181.6	1181.6	108.0
2008-07-09 01:40:00	ES	Futures	1181.83	1181.83	1181.37	1181.6	216.0
2008-07-09 01:45:00	ES	Futures	1181.6	1181.6	1181.13	1181.13	118.0
2008-07-09 01:50:00	ES	Futures	1181.37	1181.83	1181.13	1181.6	315.0
2008-07-09 01:55:00	ES	Futures	1181.6	1181.6	1181.37	1181.6	129.0
2008-07-09 02:00:00	ES	Futures	1181.6	1182.06	1181.13	1181.37	710.0
2008-07-09 02:05:00	ES	Futures	1181.13	1182.53	1181.13	1182.3	635.0
2008-07-09 02:10:00	ES	Futures	1182.3	1182.53	1181.6	1181.6	490.0
2008-07-09 02:15:00	ES	Futures	1181.83	1182.06	1181.37	1181.37	437.0
2008-07-09 02:20:00	ES	Futures	1181.37	1182.06	1181.13	1181.6	533.0
2008-07-09 02:25:00	ES	Futures	1181.6	1181.83	1180.9	1181.13	698.0
2008-07-09 02:30:00	ES	Futures	1180.9	1181.37	1180.9	1181.37	512.0
2008-07-09 02:35:00	ES	Futures	1181.37	1181.37	1180.44	1180.67	1134.0
2008-07-09 02:40:00	ES	Futures	1180.67	1181.83	1180.44	1180.67	1182.0
2008-07-09 02:45:00	ES	Futures	1180.44	1181.13	1180.21	1181.13	582.0
2008-07-09 02:50:00	ES	Futures	1180.9	1181.37	1180.21	1180.44	1137.0
2008-07-09 02:55:00	ES	Futures	1180.44	1180.44	1179.97	1180.44	824.0
2008-07-09 03:00:00	ES	Futures	1180.21	1180.44	1179.51	1179.51	2062.0
2008-07-09 03:05:00	ES	Futures	1179.74	1180.21	1179.51	1179.74	1125.0
2008-07-09 03:10:00	ES	Futures	1179.74	1180.44	1179.74	1179.74	1136.0
2008-07-09 03:15:00	ES	Futures	1179.74	1179.97	1179.04	1179.74	1693.0
2008-07-09 03:20:00	ES	Futures	1179.51	1181.13	1179.51	1180.9	1263.0
2008-07-09 03:25:00	ES	Futures	1180.9	1182.06	1180.44	1181.6	1043.0
2008-07-09 03:30:00	ES	Futures	1181.83	1182.53	1181.83	1182.06	1384.0
2008-07-09 03:35:00	ES	Futures	1182.06	1182.3	1181.6	1181.83	984.0
2008-07-09 03:40:00	ES	Futures	1181.83	1182.3	1181.13	1181.83	432.0
2008-07-09 03:45:00	ES	Futures	1181.83	1182.3	1180.9	1181.13	1380.0
2008-07-09 03:50:00	ES	Futures	1181.37	1181.6	1180.9	1181.37	1091.0
2008-07-09 03:55:00	ES	Futures	1181.6	1181.6	1180.9	1180.9	464.0
2008-07-09 04:00:00	ES	Futures	1180.9	1181.6	1180.67	1181.37	1442.0
2008-07-09 04:05:00	ES	Futures	1181.37	1181.37	1180.21	1180.44	572.0

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