PREVIEW / futures_5min / 2008-10-08

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-08.parquet
  size:    270 KB
  rows:    12,044

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
2008-10-08 00:00:00	ES	Futures	952.28	953.46	952.28	952.75	224.0
2008-10-08 00:05:00	ES	Futures	952.51	952.99	950.86	951.33	333.0
2008-10-08 00:10:00	ES	Futures	951.57	952.28	951.33	951.57	275.0
2008-10-08 00:15:00	ES	Futures	951.57	951.8	950.86	951.09	366.0
2008-10-08 00:20:00	ES	Futures	951.09	951.09	949.44	950.15	573.0
2008-10-08 00:25:00	ES	Futures	950.15	950.38	949.44	949.44	382.0
2008-10-08 00:30:00	ES	Futures	949.67	950.38	949.2	949.91	439.0
2008-10-08 00:35:00	ES	Futures	950.15	950.15	948.49	948.97	628.0
2008-10-08 00:40:00	ES	Futures	949.2	949.44	946.13	946.13	1585.0
2008-10-08 00:45:00	ES	Futures	946.13	946.36	942.81	943.29	3186.0
2008-10-08 00:50:00	ES	Futures	943.52	945.65	943.05	944.47	703.0
2008-10-08 00:55:00	ES	Futures	944.71	944.94	944.0	944.23	375.0
2008-10-08 01:00:00	ES	Futures	944.0	944.47	943.29	944.23	352.0
2008-10-08 01:05:00	ES	Futures	944.23	944.94	943.76	944.0	483.0
2008-10-08 01:10:00	ES	Futures	944.47	944.47	942.81	943.29	533.0
2008-10-08 01:15:00	ES	Futures	943.52	943.52	942.34	943.05	784.0
2008-10-08 01:20:00	ES	Futures	943.05	943.52	928.85	932.16	7161.0
2008-10-08 01:25:00	ES	Futures	931.93	934.77	930.98	934.29	1524.0
2008-10-08 01:30:00	ES	Futures	934.53	935.71	929.56	930.03	1458.0
2008-10-08 01:35:00	ES	Futures	930.27	932.4	929.32	931.93	1238.0
2008-10-08 01:40:00	ES	Futures	932.16	932.87	930.51	931.22	1204.0
2008-10-08 01:45:00	ES	Futures	931.22	931.69	927.67	929.32	2144.0
2008-10-08 01:50:00	ES	Futures	929.09	934.53	928.61	932.16	2064.0
2008-10-08 01:55:00	ES	Futures	932.16	934.29	930.98	933.82	1088.0
2008-10-08 02:00:00	ES	Futures	933.35	935.71	931.69	932.4	3716.0
2008-10-08 02:05:00	ES	Futures	932.64	933.11	929.09	929.8	2075.0
2008-10-08 02:10:00	ES	Futures	929.8	932.16	929.56	931.93	2869.0
2008-10-08 02:15:00	ES	Futures	931.93	935.24	930.27	934.29	2914.0
2008-10-08 02:20:00	ES	Futures	934.06	936.9	933.82	934.53	1851.0
2008-10-08 02:25:00	ES	Futures	934.77	935.95	933.82	935.48	932.0
2008-10-08 02:30:00	ES	Futures	935.24	937.13	932.87	933.35	1859.0
2008-10-08 02:35:00	ES	Futures	933.58	936.9	931.69	935.95	3466.0
2008-10-08 02:40:00	ES	Futures	935.95	936.9	932.87	933.11	1809.0
2008-10-08 02:45:00	ES	Futures	933.11	933.35	930.51	931.69	2246.0
2008-10-08 02:50:00	ES	Futures	931.69	932.87	931.45	931.45	1058.0
2008-10-08 02:55:00	ES	Futures	931.45	934.53	930.51	934.53	1854.0
2008-10-08 03:00:00	ES	Futures	934.53	941.63	933.35	941.16	8987.0
2008-10-08 03:05:00	ES	Futures	941.16	947.07	939.5	944.71	11147.0
2008-10-08 03:10:00	ES	Futures	944.71	944.94	940.92	941.63	7985.0
2008-10-08 03:15:00	ES	Futures	941.63	941.87	934.29	935.48	6982.0
2008-10-08 03:20:00	ES	Futures	935.48	941.16	934.77	939.5	4920.0
2008-10-08 03:25:00	ES	Futures	939.5	939.97	937.13	939.26	3719.0
2008-10-08 03:30:00	ES	Futures	939.26	940.92	936.42	937.37	4859.0
2008-10-08 03:35:00	ES	Futures	937.13	938.08	934.53	935.24	3569.0
2008-10-08 03:40:00	ES	Futures	935.0	938.08	934.29	936.66	5055.0
2008-10-08 03:45:00	ES	Futures	936.66	936.66	930.74	931.45	7242.0
2008-10-08 03:50:00	ES	Futures	931.22	932.4	923.88	924.59	12906.0
2008-10-08 03:55:00	ES	Futures	924.83	925.77	916.31	917.49	15337.0
2008-10-08 04:00:00	ES	Futures	917.73	918.2	911.57	912.76	17231.0
2008-10-08 04:05:00	ES	Futures	912.76	922.93	912.28	922.7	12279.0

> showing 50 of 12,044 rows — these rows as CSV

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