PREVIEW / futures_5min / 2008-10-12

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-12.parquet
  size:    55 KB
  rows:    1,975

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
2008-10-12 18:00:00	ES	Futures	860.93	877.5	860.69	873.24	23356.0
2008-10-12 18:05:00	ES	Futures	873.0	874.66	868.74	869.69	7526.0
2008-10-12 18:10:00	ES	Futures	868.98	875.37	868.98	874.89	4427.0
2008-10-12 18:15:00	ES	Futures	874.66	875.13	871.11	871.34	4382.0
2008-10-12 18:20:00	ES	Futures	871.11	874.18	870.16	870.16	3276.0
2008-10-12 18:25:00	ES	Futures	870.4	873.47	870.4	873.24	1598.0
2008-10-12 18:30:00	ES	Futures	873.0	875.37	869.69	870.4	4723.0
2008-10-12 18:35:00	ES	Futures	870.4	871.82	869.69	870.4	2213.0
2008-10-12 18:40:00	ES	Futures	870.4	870.4	866.37	867.79	2558.0
2008-10-12 18:45:00	ES	Futures	867.79	869.69	867.32	868.74	1773.0
2008-10-12 18:50:00	ES	Futures	868.5	872.05	867.56	871.34	2061.0
2008-10-12 18:55:00	ES	Futures	871.58	872.05	869.92	870.87	1159.0
2008-10-12 19:00:00	ES	Futures	870.87	871.58	868.5	868.5	794.0
2008-10-12 19:05:00	ES	Futures	868.5	872.76	868.03	870.4	1280.0
2008-10-12 19:10:00	ES	Futures	870.87	873.95	870.63	873.95	1161.0
2008-10-12 19:15:00	ES	Futures	873.71	875.13	873.24	875.13	1063.0
2008-10-12 19:20:00	ES	Futures	875.37	877.97	874.66	875.13	2448.0
2008-10-12 19:25:00	ES	Futures	875.13	878.21	874.89	877.73	1074.0
2008-10-12 19:30:00	ES	Futures	877.5	879.86	877.02	878.92	1998.0
2008-10-12 19:35:00	ES	Futures	878.92	880.34	877.02	877.5	3759.0
2008-10-12 19:40:00	ES	Futures	877.5	878.21	876.31	876.79	593.0
2008-10-12 19:45:00	ES	Futures	876.79	880.1	876.79	878.44	521.0
2008-10-12 19:50:00	ES	Futures	878.44	879.63	877.5	878.92	674.0
2008-10-12 19:55:00	ES	Futures	878.92	879.39	877.73	878.68	619.0
2008-10-12 20:00:00	ES	Futures	878.68	881.28	876.79	877.02	1846.0
2008-10-12 20:05:00	ES	Futures	877.02	878.68	876.31	878.44	1208.0
2008-10-12 20:10:00	ES	Futures	878.21	879.15	874.66	875.37	2050.0
2008-10-12 20:15:00	ES	Futures	875.6	876.31	873.95	874.66	933.0
2008-10-12 20:20:00	ES	Futures	874.66	877.5	874.42	877.26	588.0
2008-10-12 20:25:00	ES	Futures	877.26	878.21	876.08	877.26	755.0
2008-10-12 20:30:00	ES	Futures	877.26	877.97	876.55	877.26	719.0
2008-10-12 20:35:00	ES	Futures	877.5	877.97	877.02	877.02	313.0
2008-10-12 20:40:00	ES	Futures	877.02	877.97	877.02	877.02	483.0
2008-10-12 20:45:00	ES	Futures	877.26	877.73	876.55	876.79	808.0
2008-10-12 20:50:00	ES	Futures	876.79	877.26	874.89	875.13	1081.0
2008-10-12 20:55:00	ES	Futures	875.37	875.6	874.89	875.13	561.0
2008-10-12 21:00:00	ES	Futures	875.13	875.37	873.95	873.95	573.0
2008-10-12 21:05:00	ES	Futures	874.18	874.89	873.0	873.24	917.0
2008-10-12 21:10:00	ES	Futures	873.24	874.89	872.76	874.42	882.0
2008-10-12 21:15:00	ES	Futures	874.66	874.66	873.24	873.24	497.0
2008-10-12 21:20:00	ES	Futures	873.47	874.18	872.76	873.95	559.0
2008-10-12 21:25:00	ES	Futures	873.95	874.18	873.24	873.71	995.0
2008-10-12 21:30:00	ES	Futures	873.71	873.95	873.24	873.47	221.0
2008-10-12 21:35:00	ES	Futures	873.47	873.71	872.76	873.0	554.0
2008-10-12 21:40:00	ES	Futures	872.76	873.47	872.29	872.76	1643.0
2008-10-12 21:45:00	ES	Futures	873.0	874.42	872.76	873.24	1081.0
2008-10-12 21:50:00	ES	Futures	873.24	873.71	872.29	872.29	782.0
2008-10-12 21:55:00	ES	Futures	872.53	872.76	871.82	872.76	721.0
2008-10-12 22:00:00	ES	Futures	872.76	873.0	870.87	871.34	1631.0
2008-10-12 22:05:00	ES	Futures	871.11	872.76	871.11	872.53	790.0

> showing 50 of 1,975 rows — these rows as CSV

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