PREVIEW / futures_5min / 2008-09-18

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-09-18.parquet
  size:    252 KB
  rows:    11,335

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
2008-09-18 00:00:00	ES	Futures	1102.79	1103.97	1102.55	1103.97	229.0
2008-09-18 00:05:00	ES	Futures	1103.97	1104.21	1103.5	1103.73	176.0
2008-09-18 00:10:00	ES	Futures	1103.73	1103.73	1103.26	1103.5	757.0
2008-09-18 00:15:00	ES	Futures	1103.5	1103.5	1102.55	1102.55	1019.0
2008-09-18 00:20:00	ES	Futures	1102.79	1103.5	1101.84	1102.08	643.0
2008-09-18 00:25:00	ES	Futures	1101.84	1102.79	1101.13	1102.55	319.0
2008-09-18 00:30:00	ES	Futures	1102.79	1103.02	1102.31	1103.02	105.0
2008-09-18 00:35:00	ES	Futures	1102.79	1103.26	1102.79	1103.02	73.0
2008-09-18 00:40:00	ES	Futures	1103.02	1104.44	1102.79	1104.21	234.0
2008-09-18 00:45:00	ES	Futures	1103.97	1104.21	1103.73	1104.21	90.0
2008-09-18 00:50:00	ES	Futures	1104.44	1104.44	1103.5	1104.44	198.0
2008-09-18 00:55:00	ES	Futures	1104.68	1105.63	1104.21	1105.63	349.0
2008-09-18 01:00:00	ES	Futures	1105.63	1105.63	1105.15	1105.63	176.0
2008-09-18 01:05:00	ES	Futures	1105.63	1106.34	1105.63	1105.86	212.0
2008-09-18 01:10:00	ES	Futures	1105.86	1106.1	1105.63	1105.86	105.0
2008-09-18 01:15:00	ES	Futures	1105.86	1106.34	1105.63	1105.86	279.0
2008-09-18 01:20:00	ES	Futures	1105.86	1106.34	1105.86	1106.34	177.0
2008-09-18 01:25:00	ES	Futures	1106.34	1106.57	1105.86	1106.34	585.0
2008-09-18 01:30:00	ES	Futures	1106.1	1106.1	1103.73	1105.15	447.0
2008-09-18 01:35:00	ES	Futures	1105.39	1106.57	1105.39	1106.34	283.0
2008-09-18 01:40:00	ES	Futures	1106.34	1107.52	1106.34	1107.05	1762.0
2008-09-18 01:45:00	ES	Futures	1106.81	1107.28	1106.57	1107.28	370.0
2008-09-18 01:50:00	ES	Futures	1107.05	1107.28	1106.57	1107.05	133.0
2008-09-18 01:55:00	ES	Futures	1107.05	1107.52	1106.81	1107.28	620.0
2008-09-18 02:00:00	ES	Futures	1107.28	1107.52	1105.86	1105.86	648.0
2008-09-18 02:05:00	ES	Futures	1106.1	1107.05	1105.86	1107.05	771.0
2008-09-18 02:10:00	ES	Futures	1107.28	1107.99	1107.05	1107.52	1892.0
2008-09-18 02:15:00	ES	Futures	1107.52	1108.47	1107.28	1107.99	1031.0
2008-09-18 02:20:00	ES	Futures	1107.99	1108.23	1107.52	1108.23	328.0
2008-09-18 02:25:00	ES	Futures	1108.23	1108.94	1107.99	1108.47	2712.0
2008-09-18 02:30:00	ES	Futures	1108.7	1108.94	1107.05	1108.23	1532.0
2008-09-18 02:35:00	ES	Futures	1108.23	1108.47	1107.99	1108.23	750.0
2008-09-18 02:40:00	ES	Futures	1108.47	1109.41	1108.47	1108.7	753.0
2008-09-18 02:45:00	ES	Futures	1108.7	1108.94	1105.39	1105.39	1623.0
2008-09-18 02:50:00	ES	Futures	1105.39	1105.86	1102.31	1103.97	2810.0
2008-09-18 02:55:00	ES	Futures	1103.97	1105.15	1102.55	1104.68	1341.0
2008-09-18 03:00:00	ES	Futures	1104.92	1113.2	1104.44	1113.2	9954.0
2008-09-18 03:05:00	ES	Futures	1113.2	1117.93	1112.96	1113.91	11048.0
2008-09-18 03:10:00	ES	Futures	1113.67	1114.15	1108.94	1110.36	4936.0
2008-09-18 03:15:00	ES	Futures	1110.12	1110.6	1106.81	1108.23	5077.0
2008-09-18 03:20:00	ES	Futures	1107.99	1108.23	1103.26	1104.21	7017.0
2008-09-18 03:25:00	ES	Futures	1104.21	1108.7	1104.21	1106.34	7237.0
2008-09-18 03:30:00	ES	Futures	1106.1	1109.18	1105.39	1107.76	5066.0
2008-09-18 03:35:00	ES	Futures	1107.76	1110.12	1107.05	1109.89	7592.0
2008-09-18 03:40:00	ES	Futures	1109.89	1115.8	1109.41	1115.57	8066.0
2008-09-18 03:45:00	ES	Futures	1115.33	1116.51	1112.49	1116.51	10061.0
2008-09-18 03:50:00	ES	Futures	1116.51	1117.93	1114.86	1116.51	7820.0
2008-09-18 03:55:00	ES	Futures	1116.51	1117.46	1115.8	1116.99	5854.0
2008-09-18 04:00:00	ES	Futures	1116.51	1118.17	1114.38	1115.09	4840.0
2008-09-18 04:05:00	ES	Futures	1114.86	1115.8	1113.44	1113.91	5514.0

> showing 50 of 11,335 rows — these rows as CSV

> unlock the full archive -- $79 one-time