PREVIEW / futures_5min / 2008-08-19

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-08-19.parquet
  size:    187 KB
  rows:    10,006

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
2008-08-19 00:00:00	ES	Futures	1192.06	1192.29	1192.06	1192.06	23.0
2008-08-19 00:05:00	ES	Futures	1192.06	1192.06	1192.06	1192.06	4.0
2008-08-19 00:10:00	ES	Futures	1192.29	1192.29	1192.29	1192.29	98.0
2008-08-19 00:15:00	ES	Futures	1192.06	1192.29	1192.06	1192.06	38.0
2008-08-19 00:20:00	ES	Futures	1192.06	1192.06	1191.83	1192.06	104.0
2008-08-19 00:25:00	ES	Futures	1191.83	1192.06	1191.59	1191.83	43.0
2008-08-19 00:30:00	ES	Futures	1191.83	1192.06	1191.83	1191.83	13.0
2008-08-19 00:35:00	ES	Futures	1192.06	1192.06	1191.83	1191.83	54.0
2008-08-19 00:40:00	ES	Futures	1191.83	1192.06	1191.83	1191.83	45.0
2008-08-19 00:45:00	ES	Futures	1191.83	1192.06	1191.59	1191.83	45.0
2008-08-19 00:50:00	ES	Futures	1191.83	1192.06	1191.83	1191.83	7.0
2008-08-19 00:55:00	ES	Futures	1191.83	1191.83	1191.83	1191.83	12.0
2008-08-19 01:00:00	ES	Futures	1191.83	1191.83	1191.83	1191.83	27.0
2008-08-19 01:05:00	ES	Futures	1191.83	1191.83	1191.36	1191.59	73.0
2008-08-19 01:10:00	ES	Futures	1191.36	1191.36	1191.13	1191.36	90.0
2008-08-19 01:15:00	ES	Futures	1191.36	1191.36	1191.13	1191.36	22.0
2008-08-19 01:20:00	ES	Futures	1191.13	1191.36	1191.13	1191.36	13.0
2008-08-19 01:25:00	ES	Futures	1191.36	1191.36	1191.13	1191.36	121.0
2008-08-19 01:30:00	ES	Futures	1191.36	1191.36	1191.13	1191.36	70.0
2008-08-19 01:35:00	ES	Futures	1191.36	1191.36	1190.9	1191.13	248.0
2008-08-19 01:40:00	ES	Futures	1190.9	1191.59	1190.9	1191.13	149.0
2008-08-19 01:45:00	ES	Futures	1191.36	1191.36	1190.9	1190.9	120.0
2008-08-19 01:50:00	ES	Futures	1191.13	1191.59	1190.66	1191.59	43.0
2008-08-19 01:55:00	ES	Futures	1191.13	1191.59	1190.43	1190.43	246.0
2008-08-19 02:00:00	ES	Futures	1190.43	1190.43	1189.97	1190.43	541.0
2008-08-19 02:05:00	ES	Futures	1190.2	1190.66	1189.97	1189.97	308.0
2008-08-19 02:10:00	ES	Futures	1189.97	1190.2	1189.73	1189.97	383.0
2008-08-19 02:15:00	ES	Futures	1189.97	1190.2	1189.5	1189.97	652.0
2008-08-19 02:20:00	ES	Futures	1189.97	1190.43	1189.97	1189.97	392.0
2008-08-19 02:25:00	ES	Futures	1190.2	1190.43	1189.5	1189.5	306.0
2008-08-19 02:30:00	ES	Futures	1189.5	1189.5	1188.34	1188.57	1399.0
2008-08-19 02:35:00	ES	Futures	1188.34	1188.57	1188.34	1188.57	134.0
2008-08-19 02:40:00	ES	Futures	1188.57	1188.8	1188.34	1188.34	425.0
2008-08-19 02:45:00	ES	Futures	1188.34	1188.8	1188.34	1188.8	479.0
2008-08-19 02:50:00	ES	Futures	1188.8	1189.27	1188.8	1188.8	980.0
2008-08-19 02:55:00	ES	Futures	1188.8	1189.27	1188.57	1188.8	771.0
2008-08-19 03:00:00	ES	Futures	1188.8	1188.8	1187.41	1188.11	2648.0
2008-08-19 03:05:00	ES	Futures	1187.87	1188.11	1187.41	1187.64	1419.0
2008-08-19 03:10:00	ES	Futures	1187.64	1187.64	1186.48	1187.41	2148.0
2008-08-19 03:15:00	ES	Futures	1187.41	1187.64	1186.95	1187.18	1415.0
2008-08-19 03:20:00	ES	Futures	1187.41	1187.87	1187.18	1187.18	535.0
2008-08-19 03:25:00	ES	Futures	1187.18	1187.87	1186.95	1187.87	983.0
2008-08-19 03:30:00	ES	Futures	1187.64	1188.34	1187.41	1187.64	1071.0
2008-08-19 03:35:00	ES	Futures	1187.87	1187.87	1186.71	1186.95	1450.0
2008-08-19 03:40:00	ES	Futures	1186.95	1187.41	1186.71	1187.41	1292.0
2008-08-19 03:45:00	ES	Futures	1187.41	1187.87	1186.48	1186.48	1522.0
2008-08-19 03:50:00	ES	Futures	1186.71	1186.71	1185.78	1186.25	2117.0
2008-08-19 03:55:00	ES	Futures	1186.25	1186.71	1185.78	1186.25	1622.0
2008-08-19 04:00:00	ES	Futures	1186.25	1186.95	1186.25	1186.71	522.0
2008-08-19 04:05:00	ES	Futures	1186.71	1188.11	1186.71	1187.87	1195.0

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