PREVIEW / futures_5min / 2008-07-16

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-07-16.parquet
  size:    207 KB
  rows:    10,581

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
2008-07-16 00:00:00	ES	Futures	1129.77	1130.0	1129.77	1130.0	115.0
2008-07-16 00:05:00	ES	Futures	1130.0	1130.24	1130.0	1130.0	392.0
2008-07-16 00:10:00	ES	Futures	1130.0	1130.0	1130.0	1130.0	832.0
2008-07-16 00:15:00	ES	Futures	1130.24	1130.47	1130.0	1130.47	951.0
2008-07-16 00:20:00	ES	Futures	1130.47	1130.93	1130.47	1130.7	408.0
2008-07-16 00:25:00	ES	Futures	1130.7	1130.93	1130.47	1130.93	88.0
2008-07-16 00:30:00	ES	Futures	1130.7	1130.93	1130.47	1130.7	84.0
2008-07-16 00:35:00	ES	Futures	1130.7	1130.93	1130.7	1130.93	646.0
2008-07-16 00:40:00	ES	Futures	1130.93	1130.93	1130.7	1130.93	29.0
2008-07-16 00:45:00	ES	Futures	1130.93	1130.93	1130.7	1130.93	33.0
2008-07-16 00:50:00	ES	Futures	1130.93	1130.93	1130.7	1130.7	95.0
2008-07-16 00:55:00	ES	Futures	1130.7	1131.4	1130.47	1130.93	1851.0
2008-07-16 01:00:00	ES	Futures	1130.93	1130.93	1130.47	1130.93	519.0
2008-07-16 01:05:00	ES	Futures	1130.93	1130.93	1130.7	1130.7	98.0
2008-07-16 01:10:00	ES	Futures	1130.7	1130.93	1130.24	1130.93	705.0
2008-07-16 01:15:00	ES	Futures	1130.93	1130.93	1130.7	1130.7	414.0
2008-07-16 01:20:00	ES	Futures	1130.93	1130.93	1130.7	1130.93	958.0
2008-07-16 01:25:00	ES	Futures	1130.93	1130.93	1130.7	1130.7	95.0
2008-07-16 01:30:00	ES	Futures	1130.7	1130.7	1130.47	1130.7	169.0
2008-07-16 01:35:00	ES	Futures	1130.7	1130.93	1130.47	1130.93	176.0
2008-07-16 01:40:00	ES	Futures	1130.93	1130.93	1130.7	1130.93	506.0
2008-07-16 01:45:00	ES	Futures	1130.93	1130.93	1130.47	1130.93	391.0
2008-07-16 01:50:00	ES	Futures	1130.7	1131.17	1130.7	1130.93	1131.0
2008-07-16 01:55:00	ES	Futures	1130.7	1131.4	1130.7	1131.4	704.0
2008-07-16 02:00:00	ES	Futures	1131.17	1131.86	1131.17	1131.4	1849.0
2008-07-16 02:05:00	ES	Futures	1131.4	1131.86	1131.17	1131.63	544.0
2008-07-16 02:10:00	ES	Futures	1131.86	1132.1	1131.63	1131.63	647.0
2008-07-16 02:15:00	ES	Futures	1131.86	1132.1	1131.63	1131.86	250.0
2008-07-16 02:20:00	ES	Futures	1131.86	1132.1	1131.86	1132.1	742.0
2008-07-16 02:25:00	ES	Futures	1131.86	1132.1	1131.4	1131.4	416.0
2008-07-16 02:30:00	ES	Futures	1131.4	1131.4	1130.93	1130.93	683.0
2008-07-16 02:35:00	ES	Futures	1130.93	1130.93	1130.7	1130.93	213.0
2008-07-16 02:40:00	ES	Futures	1130.93	1131.17	1130.7	1130.7	192.0
2008-07-16 02:45:00	ES	Futures	1130.7	1131.17	1130.7	1131.17	488.0
2008-07-16 02:50:00	ES	Futures	1130.93	1130.93	1130.0	1130.47	1212.0
2008-07-16 02:55:00	ES	Futures	1130.24	1130.47	1129.77	1130.24	973.0
2008-07-16 03:00:00	ES	Futures	1130.24	1131.17	1130.0	1131.17	1684.0
2008-07-16 03:05:00	ES	Futures	1130.93	1132.33	1130.7	1131.63	2492.0
2008-07-16 03:10:00	ES	Futures	1131.63	1132.1	1130.7	1130.7	1747.0
2008-07-16 03:15:00	ES	Futures	1130.7	1130.7	1129.77	1130.0	2133.0
2008-07-16 03:20:00	ES	Futures	1129.77	1130.0	1128.84	1129.54	2812.0
2008-07-16 03:25:00	ES	Futures	1129.31	1129.31	1128.61	1128.61	1359.0
2008-07-16 03:30:00	ES	Futures	1128.61	1129.54	1128.38	1128.61	1338.0
2008-07-16 03:35:00	ES	Futures	1128.84	1128.84	1126.98	1128.14	2101.0
2008-07-16 03:40:00	ES	Futures	1128.14	1129.31	1127.68	1128.84	1187.0
2008-07-16 03:45:00	ES	Futures	1128.84	1129.54	1128.84	1129.54	645.0
2008-07-16 03:50:00	ES	Futures	1129.54	1130.24	1129.31	1130.0	1317.0
2008-07-16 03:55:00	ES	Futures	1130.0	1130.47	1129.77	1130.24	899.0
2008-07-16 04:00:00	ES	Futures	1130.47	1130.7	1130.0	1130.24	800.0
2008-07-16 04:05:00	ES	Futures	1130.0	1130.24	1129.54	1129.77	1017.0

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