PREVIEW / futures_5min / 2008-10-13

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-13.parquet
  size:    241 KB
  rows:    11,232

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
2008-10-13 00:00:00	ES	Futures	875.37	876.31	873.71	875.84	739.0
2008-10-13 00:05:00	ES	Futures	876.08	876.79	875.6	876.31	369.0
2008-10-13 00:10:00	ES	Futures	876.55	877.5	876.55	876.55	571.0
2008-10-13 00:15:00	ES	Futures	877.02	877.5	876.55	877.02	533.0
2008-10-13 00:20:00	ES	Futures	877.02	878.21	877.02	877.73	899.0
2008-10-13 00:25:00	ES	Futures	877.97	879.39	877.5	877.5	1193.0
2008-10-13 00:30:00	ES	Futures	877.97	879.39	877.5	879.39	702.0
2008-10-13 00:35:00	ES	Futures	879.15	879.39	877.5	877.97	648.0
2008-10-13 00:40:00	ES	Futures	877.97	879.86	877.97	879.63	971.0
2008-10-13 00:45:00	ES	Futures	879.63	881.05	879.63	880.81	1443.0
2008-10-13 00:50:00	ES	Futures	880.57	881.76	877.5	879.15	1322.0
2008-10-13 00:55:00	ES	Futures	879.15	880.57	879.15	879.86	605.0
2008-10-13 01:00:00	ES	Futures	879.63	881.76	879.39	881.52	718.0
2008-10-13 01:05:00	ES	Futures	881.76	883.18	881.28	882.7	745.0
2008-10-13 01:10:00	ES	Futures	882.7	884.12	881.76	883.89	1303.0
2008-10-13 01:15:00	ES	Futures	883.89	885.07	883.65	884.83	775.0
2008-10-13 01:20:00	ES	Futures	885.07	885.07	884.12	884.36	813.0
2008-10-13 01:25:00	ES	Futures	884.36	885.07	883.89	885.07	640.0
2008-10-13 01:30:00	ES	Futures	884.83	885.54	884.12	885.54	1637.0
2008-10-13 01:35:00	ES	Futures	885.54	885.54	884.12	885.54	798.0
2008-10-13 01:40:00	ES	Futures	885.54	885.78	885.07	885.54	688.0
2008-10-13 01:45:00	ES	Futures	885.54	885.78	883.65	883.65	749.0
2008-10-13 01:50:00	ES	Futures	883.65	884.83	881.52	882.23	816.0
2008-10-13 01:55:00	ES	Futures	882.23	885.31	881.52	885.07	1023.0
2008-10-13 02:00:00	ES	Futures	885.07	886.25	881.76	885.78	3205.0
2008-10-13 02:05:00	ES	Futures	886.02	886.96	884.6	884.6	2446.0
2008-10-13 02:10:00	ES	Futures	884.83	887.2	884.6	886.49	1793.0
2008-10-13 02:15:00	ES	Futures	886.73	886.96	884.6	884.83	1436.0
2008-10-13 02:20:00	ES	Futures	884.83	886.02	883.18	883.65	2071.0
2008-10-13 02:25:00	ES	Futures	883.65	886.02	883.18	885.78	1913.0
2008-10-13 02:30:00	ES	Futures	885.78	890.04	885.78	889.57	5933.0
2008-10-13 02:35:00	ES	Futures	889.57	895.48	889.57	894.77	4938.0
2008-10-13 02:40:00	ES	Futures	894.77	895.01	892.17	894.77	2020.0
2008-10-13 02:45:00	ES	Futures	894.54	897.85	894.54	895.96	5154.0
2008-10-13 02:50:00	ES	Futures	895.72	895.96	891.7	892.17	2901.0
2008-10-13 02:55:00	ES	Futures	892.17	894.54	891.22	893.35	2168.0
2008-10-13 03:00:00	ES	Futures	893.59	895.25	889.8	889.8	4670.0
2008-10-13 03:05:00	ES	Futures	890.04	890.04	885.07	886.73	7981.0
2008-10-13 03:10:00	ES	Futures	886.73	887.91	884.12	884.12	6289.0
2008-10-13 03:15:00	ES	Futures	884.36	891.93	883.89	891.46	4386.0
2008-10-13 03:20:00	ES	Futures	891.46	893.59	888.86	890.04	4218.0
2008-10-13 03:25:00	ES	Futures	890.28	891.22	888.62	891.22	1710.0
2008-10-13 03:30:00	ES	Futures	891.22	895.48	889.8	895.48	2660.0
2008-10-13 03:35:00	ES	Futures	895.25	895.48	892.17	892.64	2601.0
2008-10-13 03:40:00	ES	Futures	892.64	895.25	891.93	892.41	2237.0
2008-10-13 03:45:00	ES	Futures	892.17	893.12	888.86	890.51	3254.0
2008-10-13 03:50:00	ES	Futures	890.28	894.54	890.28	894.3	3213.0
2008-10-13 03:55:00	ES	Futures	894.3	895.72	893.35	895.48	2818.0
2008-10-13 04:00:00	ES	Futures	895.72	896.9	894.06	895.72	3203.0
2008-10-13 04:05:00	ES	Futures	895.48	897.38	893.83	893.83	3749.0

> showing 50 of 11,232 rows — these rows as CSV

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