PREVIEW / futures_5min / 2008-09-02

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-09-02.parquet
  size:    212 KB
  rows:    10,995

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
2008-09-02 00:00:00	ES	Futures	1193.92	1194.15	1193.69	1193.92	128.0
2008-09-02 00:05:00	ES	Futures	1194.15	1194.15	1193.45	1193.69	263.0
2008-09-02 00:10:00	ES	Futures	1193.45	1193.69	1193.22	1193.22	280.0
2008-09-02 00:15:00	ES	Futures	1193.22	1193.45	1193.22	1193.45	107.0
2008-09-02 00:20:00	ES	Futures	1193.45	1193.45	1192.76	1192.76	687.0
2008-09-02 00:25:00	ES	Futures	1192.76	1193.22	1192.76	1193.22	112.0
2008-09-02 00:30:00	ES	Futures	1192.99	1193.45	1192.76	1193.45	60.0
2008-09-02 00:35:00	ES	Futures	1193.45	1193.45	1193.45	1193.45	72.0
2008-09-02 00:40:00	ES	Futures	1193.45	1193.45	1192.76	1192.76	282.0
2008-09-02 00:45:00	ES	Futures	1192.76	1192.99	1192.29	1192.99	223.0
2008-09-02 00:50:00	ES	Futures	1192.76	1193.22	1192.29	1193.22	149.0
2008-09-02 00:55:00	ES	Futures	1193.22	1193.45	1192.52	1192.76	265.0
2008-09-02 01:00:00	ES	Futures	1192.52	1192.52	1191.36	1191.59	438.0
2008-09-02 01:05:00	ES	Futures	1191.83	1191.83	1188.8	1189.27	1468.0
2008-09-02 01:10:00	ES	Futures	1189.27	1189.73	1188.11	1189.5	843.0
2008-09-02 01:15:00	ES	Futures	1189.5	1189.5	1189.04	1189.04	168.0
2008-09-02 01:20:00	ES	Futures	1189.04	1189.27	1188.11	1188.11	600.0
2008-09-02 01:25:00	ES	Futures	1188.34	1188.57	1187.87	1187.87	915.0
2008-09-02 01:30:00	ES	Futures	1188.11	1188.11	1187.41	1188.11	411.0
2008-09-02 01:35:00	ES	Futures	1188.11	1188.8	1187.87	1188.34	257.0
2008-09-02 01:40:00	ES	Futures	1188.34	1188.57	1188.34	1188.57	28.0
2008-09-02 01:45:00	ES	Futures	1188.34	1188.8	1188.34	1188.8	305.0
2008-09-02 01:50:00	ES	Futures	1188.8	1189.04	1188.34	1188.57	239.0
2008-09-02 01:55:00	ES	Futures	1188.34	1188.34	1187.64	1187.87	477.0
2008-09-02 02:00:00	ES	Futures	1187.87	1188.8	1187.64	1187.64	822.0
2008-09-02 02:05:00	ES	Futures	1187.87	1188.11	1187.41	1188.11	519.0
2008-09-02 02:10:00	ES	Futures	1188.34	1188.8	1188.11	1188.8	600.0
2008-09-02 02:15:00	ES	Futures	1188.57	1188.8	1188.57	1188.8	248.0
2008-09-02 02:20:00	ES	Futures	1188.8	1189.04	1188.57	1188.8	272.0
2008-09-02 02:25:00	ES	Futures	1188.8	1189.27	1188.57	1189.04	649.0
2008-09-02 02:30:00	ES	Futures	1189.04	1189.5	1188.8	1188.8	520.0
2008-09-02 02:35:00	ES	Futures	1189.04	1189.27	1188.34	1188.57	504.0
2008-09-02 02:40:00	ES	Futures	1188.8	1189.5	1188.8	1189.27	479.0
2008-09-02 02:45:00	ES	Futures	1189.5	1190.66	1189.04	1189.5	1372.0
2008-09-02 02:50:00	ES	Futures	1189.73	1190.43	1189.5	1189.5	547.0
2008-09-02 02:55:00	ES	Futures	1189.5	1190.43	1189.27	1190.2	501.0
2008-09-02 03:00:00	ES	Futures	1190.2	1190.2	1188.34	1188.8	2601.0
2008-09-02 03:05:00	ES	Futures	1188.8	1189.04	1187.87	1188.34	1442.0
2008-09-02 03:10:00	ES	Futures	1188.57	1188.57	1187.41	1188.11	1426.0
2008-09-02 03:15:00	ES	Futures	1188.11	1188.34	1187.41	1187.87	1731.0
2008-09-02 03:20:00	ES	Futures	1187.87	1188.11	1186.95	1187.64	2021.0
2008-09-02 03:25:00	ES	Futures	1187.41	1188.34	1187.41	1188.34	703.0
2008-09-02 03:30:00	ES	Futures	1188.34	1188.57	1187.64	1188.11	861.0
2008-09-02 03:35:00	ES	Futures	1188.11	1189.04	1188.11	1189.04	1345.0
2008-09-02 03:40:00	ES	Futures	1189.04	1189.97	1188.8	1189.73	1874.0
2008-09-02 03:45:00	ES	Futures	1189.73	1191.13	1189.5	1191.13	1989.0
2008-09-02 03:50:00	ES	Futures	1191.13	1195.31	1190.9	1194.15	6975.0
2008-09-02 03:55:00	ES	Futures	1194.15	1195.54	1194.15	1195.08	2484.0
2008-09-02 04:00:00	ES	Futures	1195.08	1196.94	1194.85	1196.71	5937.0
2008-09-02 04:05:00	ES	Futures	1196.71	1199.03	1196.71	1198.8	5120.0

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