PREVIEW / futures_5min / 2008-09-25

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-09-25.parquet
  size:    210 KB
  rows:    10,664

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
2008-09-25 00:00:00	ES	Futures	1129.53	1129.53	1129.06	1129.29	54.0
2008-09-25 00:05:00	ES	Futures	1129.29	1129.77	1129.06	1129.29	149.0
2008-09-25 00:10:00	ES	Futures	1129.29	1129.53	1129.29	1129.29	54.0
2008-09-25 00:15:00	ES	Futures	1129.29	1129.29	1128.35	1128.58	164.0
2008-09-25 00:20:00	ES	Futures	1128.82	1129.06	1128.35	1128.58	123.0
2008-09-25 00:25:00	ES	Futures	1128.58	1128.82	1127.87	1127.87	242.0
2008-09-25 00:30:00	ES	Futures	1128.11	1128.35	1127.87	1128.11	66.0
2008-09-25 00:35:00	ES	Futures	1128.11	1128.11	1127.87	1128.11	46.0
2008-09-25 00:40:00	ES	Futures	1128.35	1128.35	1127.87	1128.11	75.0
2008-09-25 00:45:00	ES	Futures	1128.11	1129.53	1128.11	1129.53	189.0
2008-09-25 00:50:00	ES	Futures	1129.29	1129.29	1128.82	1129.06	69.0
2008-09-25 00:55:00	ES	Futures	1129.06	1129.53	1129.06	1129.29	259.0
2008-09-25 01:00:00	ES	Futures	1129.53	1129.53	1128.82	1129.29	107.0
2008-09-25 01:05:00	ES	Futures	1128.82	1128.82	1128.11	1128.35	273.0
2008-09-25 01:10:00	ES	Futures	1128.35	1129.53	1128.35	1129.06	129.0
2008-09-25 01:15:00	ES	Futures	1129.06	1129.29	1128.58	1129.06	29.0
2008-09-25 01:20:00	ES	Futures	1129.06	1129.53	1129.06	1129.29	165.0
2008-09-25 01:25:00	ES	Futures	1129.06	1129.53	1128.58	1129.53	274.0
2008-09-25 01:30:00	ES	Futures	1129.53	1129.53	1128.82	1129.53	255.0
2008-09-25 01:35:00	ES	Futures	1129.29	1129.29	1129.06	1129.06	156.0
2008-09-25 01:40:00	ES	Futures	1129.06	1129.06	1128.35	1128.58	164.0
2008-09-25 01:45:00	ES	Futures	1128.35	1128.58	1127.87	1128.11	103.0
2008-09-25 01:50:00	ES	Futures	1128.11	1128.35	1127.4	1127.64	269.0
2008-09-25 01:55:00	ES	Futures	1127.64	1128.11	1127.64	1128.11	261.0
2008-09-25 02:00:00	ES	Futures	1128.35	1128.35	1127.4	1127.64	759.0
2008-09-25 02:05:00	ES	Futures	1127.64	1127.64	1126.93	1126.93	366.0
2008-09-25 02:10:00	ES	Futures	1126.93	1126.93	1125.51	1126.22	1336.0
2008-09-25 02:15:00	ES	Futures	1126.22	1126.22	1125.51	1125.98	171.0
2008-09-25 02:20:00	ES	Futures	1125.98	1126.45	1125.98	1126.45	591.0
2008-09-25 02:25:00	ES	Futures	1126.45	1126.93	1125.51	1125.74	1285.0
2008-09-25 02:30:00	ES	Futures	1125.74	1126.22	1125.51	1125.51	199.0
2008-09-25 02:35:00	ES	Futures	1125.98	1126.22	1125.51	1126.22	205.0
2008-09-25 02:40:00	ES	Futures	1126.45	1126.45	1125.98	1126.22	675.0
2008-09-25 02:45:00	ES	Futures	1126.22	1127.16	1126.22	1126.69	550.0
2008-09-25 02:50:00	ES	Futures	1126.69	1126.93	1125.74	1126.45	285.0
2008-09-25 02:55:00	ES	Futures	1126.69	1127.4	1126.69	1126.93	327.0
2008-09-25 03:00:00	ES	Futures	1126.93	1127.4	1126.45	1126.93	952.0
2008-09-25 03:05:00	ES	Futures	1127.16	1128.11	1126.22	1126.69	1699.0
2008-09-25 03:10:00	ES	Futures	1126.69	1127.4	1125.98	1126.69	774.0
2008-09-25 03:15:00	ES	Futures	1126.69	1126.93	1125.74	1125.74	634.0
2008-09-25 03:20:00	ES	Futures	1125.98	1125.98	1125.03	1125.51	1199.0
2008-09-25 03:25:00	ES	Futures	1125.27	1126.69	1125.03	1126.69	727.0
2008-09-25 03:30:00	ES	Futures	1126.45	1127.4	1125.98	1127.16	1015.0
2008-09-25 03:35:00	ES	Futures	1127.16	1127.87	1127.16	1127.64	1518.0
2008-09-25 03:40:00	ES	Futures	1127.64	1127.87	1127.4	1127.87	1179.0
2008-09-25 03:45:00	ES	Futures	1128.11	1128.35	1127.87	1128.11	748.0
2008-09-25 03:50:00	ES	Futures	1127.87	1128.11	1127.64	1127.87	320.0
2008-09-25 03:55:00	ES	Futures	1127.87	1128.35	1127.64	1127.87	700.0
2008-09-25 04:00:00	ES	Futures	1128.11	1128.35	1127.87	1128.35	1193.0
2008-09-25 04:05:00	ES	Futures	1128.35	1128.82	1127.4	1128.35	1773.0

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