PREVIEW / futures_5min / 2008-10-10

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-10.parquet
  size:    218 KB
  rows:    9,541

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
2008-10-10 00:00:00	ES	Futures	836.08	837.03	835.85	837.03	331.0
2008-10-10 00:05:00	ES	Futures	837.03	837.27	835.14	836.32	677.0
2008-10-10 00:10:00	ES	Futures	836.79	837.5	836.32	837.27	269.0
2008-10-10 00:15:00	ES	Futures	837.27	837.74	836.79	837.03	441.0
2008-10-10 00:20:00	ES	Futures	837.03	838.92	836.79	838.69	489.0
2008-10-10 00:25:00	ES	Futures	838.45	841.05	838.45	840.82	1250.0
2008-10-10 00:30:00	ES	Futures	841.05	841.53	839.63	840.58	1350.0
2008-10-10 00:35:00	ES	Futures	840.58	840.82	840.11	840.34	393.0
2008-10-10 00:40:00	ES	Futures	840.34	840.58	839.63	840.11	845.0
2008-10-10 00:45:00	ES	Futures	840.11	841.05	839.63	840.82	509.0
2008-10-10 00:50:00	ES	Futures	841.05	841.53	840.58	841.53	320.0
2008-10-10 00:55:00	ES	Futures	841.53	842.24	839.63	840.58	845.0
2008-10-10 01:00:00	ES	Futures	840.58	841.05	839.63	839.87	681.0
2008-10-10 01:05:00	ES	Futures	839.87	841.29	839.63	839.87	549.0
2008-10-10 01:10:00	ES	Futures	839.63	840.82	839.63	840.58	574.0
2008-10-10 01:15:00	ES	Futures	840.34	842.95	839.63	842.0	2145.0
2008-10-10 01:20:00	ES	Futures	842.0	847.92	842.0	846.97	2796.0
2008-10-10 01:25:00	ES	Futures	846.97	848.15	845.08	845.31	1672.0
2008-10-10 01:30:00	ES	Futures	845.55	847.68	843.66	845.79	2220.0
2008-10-10 01:35:00	ES	Futures	845.55	847.68	844.84	847.68	1342.0
2008-10-10 01:40:00	ES	Futures	847.44	848.15	846.02	847.68	1709.0
2008-10-10 01:45:00	ES	Futures	847.68	848.63	847.21	847.44	685.0
2008-10-10 01:50:00	ES	Futures	847.21	848.63	846.26	847.68	680.0
2008-10-10 01:55:00	ES	Futures	847.44	847.68	841.05	844.37	1959.0
2008-10-10 02:00:00	ES	Futures	844.37	849.1	842.47	843.66	6123.0
2008-10-10 02:05:00	ES	Futures	843.42	846.02	841.76	842.24	3509.0
2008-10-10 02:10:00	ES	Futures	842.0	845.55	840.82	841.76	2301.0
2008-10-10 02:15:00	ES	Futures	841.76	842.47	841.05	842.0	1502.0
2008-10-10 02:20:00	ES	Futures	842.0	842.47	839.63	839.87	2769.0
2008-10-10 02:25:00	ES	Futures	839.63	840.82	833.48	834.43	4883.0
2008-10-10 02:30:00	ES	Futures	834.43	835.85	833.01	833.95	3673.0
2008-10-10 02:35:00	ES	Futures	833.72	835.14	833.01	833.72	2294.0
2008-10-10 02:40:00	ES	Futures	833.72	835.61	833.24	835.14	2228.0
2008-10-10 02:45:00	ES	Futures	835.14	838.45	834.9	837.74	2749.0
2008-10-10 02:50:00	ES	Futures	837.98	843.66	837.98	843.18	3781.0
2008-10-10 02:55:00	ES	Futures	843.18	843.42	837.98	838.92	2361.0
2008-10-10 03:00:00	ES	Futures	838.92	839.87	833.48	833.48	7432.0
2008-10-10 03:05:00	ES	Futures	833.24	835.37	828.27	835.14	16909.0
2008-10-10 03:10:00	ES	Futures	835.37	842.24	832.3	839.87	6684.0
2008-10-10 03:15:00	ES	Futures	839.63	842.71	835.37	837.27	7324.0
2008-10-10 03:20:00	ES	Futures	837.5	842.24	836.79	840.34	5432.0
2008-10-10 03:25:00	ES	Futures	840.11	842.71	839.63	842.47	4027.0
2008-10-10 03:30:00	ES	Futures	842.71	847.92	841.05	843.66	6693.0
2008-10-10 03:35:00	ES	Futures	843.89	850.52	843.42	849.34	4987.0
2008-10-10 03:40:00	ES	Futures	849.1	849.34	843.66	844.37	5470.0
2008-10-10 03:45:00	ES	Futures	844.6	846.97	840.11	842.71	5981.0
2008-10-10 03:50:00	ES	Futures	842.47	844.37	839.4	841.29	5997.0
2008-10-10 03:55:00	ES	Futures	841.05	844.13	837.5	842.0	5772.0
2008-10-10 04:00:00	ES	Futures	842.0	847.21	840.58	846.73	4930.0
2008-10-10 04:05:00	ES	Futures	846.73	848.63	842.95	846.5	5123.0

> showing 50 of 9,541 rows — these rows as CSV

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