PREVIEW / futures_5min / 2008-10-09

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-09.parquet
  size:    255 KB
  rows:    11,707

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
2008-10-09 00:00:00	ES	Futures	937.61	937.61	935.71	937.13	902.0
2008-10-09 00:05:00	ES	Futures	937.13	939.03	936.66	937.13	2367.0
2008-10-09 00:10:00	ES	Futures	937.13	938.55	936.19	938.32	779.0
2008-10-09 00:15:00	ES	Futures	938.08	938.32	936.66	937.37	202.0
2008-10-09 00:20:00	ES	Futures	937.37	937.37	935.95	935.95	651.0
2008-10-09 00:25:00	ES	Futures	935.95	936.9	935.71	935.95	555.0
2008-10-09 00:30:00	ES	Futures	935.95	936.19	935.48	936.19	341.0
2008-10-09 00:35:00	ES	Futures	936.19	936.42	935.95	936.19	236.0
2008-10-09 00:40:00	ES	Futures	936.19	936.19	935.24	935.48	317.0
2008-10-09 00:45:00	ES	Futures	935.24	935.48	934.77	935.0	270.0
2008-10-09 00:50:00	ES	Futures	935.0	935.24	934.29	934.53	348.0
2008-10-09 00:55:00	ES	Futures	934.77	935.95	934.53	935.24	176.0
2008-10-09 01:00:00	ES	Futures	935.24	935.71	934.53	935.0	188.0
2008-10-09 01:05:00	ES	Futures	935.0	935.71	934.53	934.77	292.0
2008-10-09 01:10:00	ES	Futures	934.77	934.77	933.82	934.06	694.0
2008-10-09 01:15:00	ES	Futures	933.82	934.53	933.82	934.29	397.0
2008-10-09 01:20:00	ES	Futures	934.29	934.53	933.82	934.06	662.0
2008-10-09 01:25:00	ES	Futures	933.82	934.06	933.35	933.58	1125.0
2008-10-09 01:30:00	ES	Futures	933.58	933.82	933.58	933.82	286.0
2008-10-09 01:35:00	ES	Futures	933.82	934.06	933.35	933.35	569.0
2008-10-09 01:40:00	ES	Futures	933.35	933.58	933.35	933.58	347.0
2008-10-09 01:45:00	ES	Futures	933.82	936.66	933.82	935.95	644.0
2008-10-09 01:50:00	ES	Futures	935.95	937.61	935.95	937.37	626.0
2008-10-09 01:55:00	ES	Futures	937.61	939.97	937.61	939.26	1486.0
2008-10-09 02:00:00	ES	Futures	939.5	939.97	934.77	939.97	2162.0
2008-10-09 02:05:00	ES	Futures	940.21	942.1	939.74	941.39	2614.0
2008-10-09 02:10:00	ES	Futures	941.39	944.47	941.39	944.23	2927.0
2008-10-09 02:15:00	ES	Futures	944.23	944.71	942.58	943.76	2334.0
2008-10-09 02:20:00	ES	Futures	943.76	945.42	943.76	944.71	2740.0
2008-10-09 02:25:00	ES	Futures	944.47	945.65	944.23	945.18	1049.0
2008-10-09 02:30:00	ES	Futures	945.18	945.42	943.76	944.94	1675.0
2008-10-09 02:35:00	ES	Futures	944.94	945.42	944.0	944.0	2406.0
2008-10-09 02:40:00	ES	Futures	944.0	945.42	943.05	944.71	1969.0
2008-10-09 02:45:00	ES	Futures	944.71	945.18	944.23	945.18	496.0
2008-10-09 02:50:00	ES	Futures	945.18	945.42	943.52	944.0	1704.0
2008-10-09 02:55:00	ES	Futures	944.0	945.42	943.76	945.42	2221.0
2008-10-09 03:00:00	ES	Futures	945.42	945.65	943.29	943.52	3130.0
2008-10-09 03:05:00	ES	Futures	943.52	944.47	940.45	941.16	2919.0
2008-10-09 03:10:00	ES	Futures	941.16	943.52	939.03	943.05	4042.0
2008-10-09 03:15:00	ES	Futures	943.52	945.18	942.81	944.94	2518.0
2008-10-09 03:20:00	ES	Futures	944.71	945.18	941.87	942.34	2266.0
2008-10-09 03:25:00	ES	Futures	942.34	944.94	941.63	943.76	1745.0
2008-10-09 03:30:00	ES	Futures	944.23	946.6	944.0	946.6	3841.0
2008-10-09 03:35:00	ES	Futures	946.6	948.97	946.36	948.97	4312.0
2008-10-09 03:40:00	ES	Futures	948.97	949.44	947.31	947.55	3524.0
2008-10-09 03:45:00	ES	Futures	947.78	950.38	947.55	949.91	3973.0
2008-10-09 03:50:00	ES	Futures	950.15	952.28	948.26	949.44	5679.0
2008-10-09 03:55:00	ES	Futures	949.44	954.41	949.44	952.99	3441.0
2008-10-09 04:00:00	ES	Futures	952.75	955.12	952.28	954.64	3279.0
2008-10-09 04:05:00	ES	Futures	954.41	954.41	951.8	952.99	1753.0

> showing 50 of 11,707 rows — these rows as CSV

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