PREVIEW / futures_5min / 2008-08-06

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-08-06.parquet
  size:    194 KB
  rows:    10,661

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
2008-08-06 00:00:00	ES	Futures	1194.38	1194.38	1194.15	1194.15	60.0
2008-08-06 00:05:00	ES	Futures	1194.38	1194.61	1194.15	1194.38	68.0
2008-08-06 00:10:00	ES	Futures	1194.38	1194.61	1194.38	1194.61	121.0
2008-08-06 00:15:00	ES	Futures	1194.61	1195.31	1194.61	1195.08	450.0
2008-08-06 00:20:00	ES	Futures	1195.31	1195.54	1195.08	1195.31	221.0
2008-08-06 00:25:00	ES	Futures	1195.54	1195.78	1195.31	1195.31	302.0
2008-08-06 00:30:00	ES	Futures	1195.54	1195.78	1195.31	1195.31	35.0
2008-08-06 00:35:00	ES	Futures	1195.31	1195.54	1195.08	1195.54	75.0
2008-08-06 00:40:00	ES	Futures	1195.54	1195.54	1195.31	1195.54	49.0
2008-08-06 00:45:00	ES	Futures	1195.54	1195.54	1195.31	1195.31	27.0
2008-08-06 00:50:00	ES	Futures	1195.31	1195.31	1195.08	1195.08	38.0
2008-08-06 00:55:00	ES	Futures	1195.08	1195.54	1195.08	1195.08	47.0
2008-08-06 01:00:00	ES	Futures	1195.31	1195.31	1194.85	1195.08	31.0
2008-08-06 01:05:00	ES	Futures	1195.31	1195.31	1195.31	1195.31	16.0
2008-08-06 01:10:00	ES	Futures	1195.31	1195.54	1194.85	1194.85	52.0
2008-08-06 01:15:00	ES	Futures	1194.85	1194.85	1194.61	1194.61	108.0
2008-08-06 01:20:00	ES	Futures	1194.61	1194.85	1194.61	1194.85	70.0
2008-08-06 01:25:00	ES	Futures	1195.08	1195.31	1194.61	1195.08	80.0
2008-08-06 01:30:00	ES	Futures	1195.31	1195.54	1195.31	1195.31	151.0
2008-08-06 01:35:00	ES	Futures	1195.31	1195.31	1194.85	1195.08	92.0
2008-08-06 01:40:00	ES	Futures	1195.08	1195.08	1194.85	1194.85	21.0
2008-08-06 01:45:00	ES	Futures	1195.08	1195.08	1194.85	1195.08	13.0
2008-08-06 01:50:00	ES	Futures	1195.08	1195.31	1194.85	1195.08	127.0
2008-08-06 01:55:00	ES	Futures	1195.08	1195.08	1194.85	1195.08	161.0
2008-08-06 02:00:00	ES	Futures	1195.08	1195.08	1193.69	1193.92	755.0
2008-08-06 02:05:00	ES	Futures	1193.92	1194.38	1193.45	1194.15	636.0
2008-08-06 02:10:00	ES	Futures	1194.15	1194.38	1193.92	1194.15	151.0
2008-08-06 02:15:00	ES	Futures	1194.15	1194.15	1193.45	1193.69	178.0
2008-08-06 02:20:00	ES	Futures	1193.92	1194.15	1193.45	1193.92	274.0
2008-08-06 02:25:00	ES	Futures	1193.92	1194.38	1193.92	1193.92	551.0
2008-08-06 02:30:00	ES	Futures	1193.92	1195.08	1193.92	1194.38	728.0
2008-08-06 02:35:00	ES	Futures	1194.38	1194.38	1193.69	1193.92	234.0
2008-08-06 02:40:00	ES	Futures	1194.15	1194.15	1193.22	1193.69	582.0
2008-08-06 02:45:00	ES	Futures	1193.69	1193.92	1193.22	1193.45	254.0
2008-08-06 02:50:00	ES	Futures	1193.45	1193.45	1192.99	1193.45	473.0
2008-08-06 02:55:00	ES	Futures	1193.45	1193.69	1192.99	1193.22	847.0
2008-08-06 03:00:00	ES	Futures	1192.99	1193.45	1192.29	1192.99	2566.0
2008-08-06 03:05:00	ES	Futures	1193.22	1193.45	1192.29	1192.52	1384.0
2008-08-06 03:10:00	ES	Futures	1192.52	1192.76	1192.06	1192.29	828.0
2008-08-06 03:15:00	ES	Futures	1192.06	1192.29	1191.59	1192.06	1838.0
2008-08-06 03:20:00	ES	Futures	1191.83	1192.06	1191.13	1191.59	1905.0
2008-08-06 03:25:00	ES	Futures	1191.83	1192.06	1191.13	1191.36	1910.0
2008-08-06 03:30:00	ES	Futures	1191.13	1191.83	1190.9	1191.59	2529.0
2008-08-06 03:35:00	ES	Futures	1191.59	1191.83	1191.36	1191.36	1460.0
2008-08-06 03:40:00	ES	Futures	1191.36	1192.06	1191.36	1191.83	940.0
2008-08-06 03:45:00	ES	Futures	1191.83	1192.06	1191.36	1191.59	891.0
2008-08-06 03:50:00	ES	Futures	1191.59	1192.06	1191.36	1191.59	1144.0
2008-08-06 03:55:00	ES	Futures	1191.59	1192.06	1191.36	1191.83	913.0
2008-08-06 04:00:00	ES	Futures	1191.83	1192.29	1191.83	1192.29	446.0
2008-08-06 04:05:00	ES	Futures	1192.29	1193.22	1192.06	1193.22	879.0

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