PREVIEW / futures_5min / 2008-07-31

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-07-31.parquet
  size:    183 KB
  rows:    10,314

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
2008-07-31 00:00:00	ES	Futures	1191.83	1192.06	1191.83	1191.83	33.0
2008-07-31 00:05:00	ES	Futures	1192.06	1192.29	1191.59	1192.29	86.0
2008-07-31 00:10:00	ES	Futures	1192.29	1192.52	1192.06	1192.06	48.0
2008-07-31 00:15:00	ES	Futures	1192.29	1192.29	1191.83	1192.29	55.0
2008-07-31 00:20:00	ES	Futures	1192.29	1192.76	1192.29	1192.52	35.0
2008-07-31 00:25:00	ES	Futures	1192.29	1192.52	1192.29	1192.29	17.0
2008-07-31 00:30:00	ES	Futures	1192.29	1192.52	1191.83	1192.06	143.0
2008-07-31 00:35:00	ES	Futures	1191.83	1192.06	1191.83	1191.83	112.0
2008-07-31 00:40:00	ES	Futures	1192.06	1192.06	1191.83	1192.06	56.0
2008-07-31 00:45:00	ES	Futures	1191.83	1192.06	1191.59	1191.83	31.0
2008-07-31 00:50:00	ES	Futures	1191.83	1192.06	1191.83	1192.06	13.0
2008-07-31 00:55:00	ES	Futures	1191.83	1192.06	1191.83	1192.06	172.0
2008-07-31 01:00:00	ES	Futures	1192.29	1192.52	1192.06	1192.52	111.0
2008-07-31 01:05:00	ES	Futures	1192.76	1192.99	1192.29	1192.76	240.0
2008-07-31 01:10:00	ES	Futures	1192.76	1193.22	1192.29	1193.22	145.0
2008-07-31 01:15:00	ES	Futures	1192.99	1193.45	1192.76	1193.22	112.0
2008-07-31 01:20:00	ES	Futures	1193.22	1193.69	1193.22	1193.69	78.0
2008-07-31 01:25:00	ES	Futures	1193.22	1193.45	1193.22	1193.45	6.0
2008-07-31 01:30:00	ES	Futures	1193.45	1193.45	1192.99	1193.22	56.0
2008-07-31 01:35:00	ES	Futures	1193.22	1193.22	1193.22	1193.22	10.0
2008-07-31 01:40:00	ES	Futures	1193.45	1193.69	1193.45	1193.69	30.0
2008-07-31 01:45:00	ES	Futures	1193.69	1193.69	1193.22	1193.22	151.0
2008-07-31 01:50:00	ES	Futures	1193.22	1193.22	1192.99	1193.22	203.0
2008-07-31 01:55:00	ES	Futures	1193.22	1193.45	1192.76	1193.45	109.0
2008-07-31 02:00:00	ES	Futures	1193.45	1193.69	1192.29	1193.22	1044.0
2008-07-31 02:05:00	ES	Futures	1193.22	1193.22	1192.29	1192.52	168.0
2008-07-31 02:10:00	ES	Futures	1192.76	1192.76	1192.06	1192.29	149.0
2008-07-31 02:15:00	ES	Futures	1192.06	1192.52	1191.59	1191.83	248.0
2008-07-31 02:20:00	ES	Futures	1191.59	1192.29	1191.59	1191.83	377.0
2008-07-31 02:25:00	ES	Futures	1191.83	1192.06	1191.59	1191.83	390.0
2008-07-31 02:30:00	ES	Futures	1191.59	1192.76	1191.59	1192.76	436.0
2008-07-31 02:35:00	ES	Futures	1192.52	1192.99	1192.29	1192.52	625.0
2008-07-31 02:40:00	ES	Futures	1192.52	1192.76	1192.52	1192.52	427.0
2008-07-31 02:45:00	ES	Futures	1192.52	1193.69	1192.52	1193.22	513.0
2008-07-31 02:50:00	ES	Futures	1193.22	1193.69	1192.99	1193.22	591.0
2008-07-31 02:55:00	ES	Futures	1193.45	1194.38	1193.45	1194.15	1285.0
2008-07-31 03:00:00	ES	Futures	1194.15	1194.61	1192.76	1193.45	3941.0
2008-07-31 03:05:00	ES	Futures	1193.69	1194.61	1192.52	1192.76	1781.0
2008-07-31 03:10:00	ES	Futures	1192.76	1193.22	1191.83	1192.29	1563.0
2008-07-31 03:15:00	ES	Futures	1192.29	1192.99	1192.06	1192.76	1757.0
2008-07-31 03:20:00	ES	Futures	1192.76	1192.99	1191.59	1192.06	1671.0
2008-07-31 03:25:00	ES	Futures	1192.06	1192.06	1191.13	1191.83	2095.0
2008-07-31 03:30:00	ES	Futures	1192.06	1192.29	1191.59	1192.06	754.0
2008-07-31 03:35:00	ES	Futures	1191.83	1192.76	1191.83	1192.29	1484.0
2008-07-31 03:40:00	ES	Futures	1192.29	1192.76	1191.83	1192.29	1028.0
2008-07-31 03:45:00	ES	Futures	1192.29	1192.52	1191.36	1191.36	919.0
2008-07-31 03:50:00	ES	Futures	1191.36	1191.59	1190.43	1190.66	2837.0
2008-07-31 03:55:00	ES	Futures	1190.66	1191.13	1190.43	1190.9	1988.0
2008-07-31 04:00:00	ES	Futures	1190.66	1191.13	1190.43	1190.9	1162.0
2008-07-31 04:05:00	ES	Futures	1191.13	1191.13	1190.43	1190.66	1335.0

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