PREVIEW / futures_5min / 2008-10-14

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-14.parquet
  size:    238 KB
  rows:    11,334

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
2008-10-14 00:00:00	ES	Futures	984.7	985.65	983.28	984.46	852.0
2008-10-14 00:05:00	ES	Futures	984.46	985.17	984.23	984.94	458.0
2008-10-14 00:10:00	ES	Futures	985.17	985.17	983.52	984.94	649.0
2008-10-14 00:15:00	ES	Futures	984.94	985.41	984.46	984.7	957.0
2008-10-14 00:20:00	ES	Futures	984.7	984.94	983.75	983.99	570.0
2008-10-14 00:25:00	ES	Futures	984.23	984.46	982.81	983.04	724.0
2008-10-14 00:30:00	ES	Futures	983.04	983.28	982.1	982.33	844.0
2008-10-14 00:35:00	ES	Futures	982.1	982.33	981.15	981.86	837.0
2008-10-14 00:40:00	ES	Futures	981.62	982.57	981.39	982.33	205.0
2008-10-14 00:45:00	ES	Futures	982.33	983.99	982.33	983.75	433.0
2008-10-14 00:50:00	ES	Futures	983.52	983.99	981.86	981.86	399.0
2008-10-14 00:55:00	ES	Futures	981.86	982.33	981.15	982.1	385.0
2008-10-14 01:00:00	ES	Futures	982.33	983.99	981.86	982.33	496.0
2008-10-14 01:05:00	ES	Futures	982.1	982.1	980.91	981.62	363.0
2008-10-14 01:10:00	ES	Futures	981.62	983.04	980.68	982.81	618.0
2008-10-14 01:15:00	ES	Futures	983.04	983.52	982.33	983.28	323.0
2008-10-14 01:20:00	ES	Futures	983.04	983.75	982.81	983.52	193.0
2008-10-14 01:25:00	ES	Futures	983.28	984.23	982.33	983.99	607.0
2008-10-14 01:30:00	ES	Futures	983.99	984.94	982.57	983.75	813.0
2008-10-14 01:35:00	ES	Futures	983.75	984.23	983.52	983.99	216.0
2008-10-14 01:40:00	ES	Futures	984.23	984.7	983.99	984.7	951.0
2008-10-14 01:45:00	ES	Futures	984.46	988.01	983.99	987.3	1411.0
2008-10-14 01:50:00	ES	Futures	987.3	988.72	986.59	988.01	1321.0
2008-10-14 01:55:00	ES	Futures	988.01	989.2	987.54	989.2	1727.0
2008-10-14 02:00:00	ES	Futures	989.2	989.2	983.75	983.75	5435.0
2008-10-14 02:05:00	ES	Futures	983.52	983.99	982.33	982.81	3518.0
2008-10-14 02:10:00	ES	Futures	982.81	985.65	982.57	984.7	2441.0
2008-10-14 02:15:00	ES	Futures	984.7	985.41	982.81	983.28	1952.0
2008-10-14 02:20:00	ES	Futures	983.04	983.28	980.2	980.44	2326.0
2008-10-14 02:25:00	ES	Futures	980.44	980.91	977.36	977.84	5022.0
2008-10-14 02:30:00	ES	Futures	977.84	978.07	976.18	976.42	3856.0
2008-10-14 02:35:00	ES	Futures	976.42	977.36	975.0	976.89	4898.0
2008-10-14 02:40:00	ES	Futures	976.89	978.78	975.47	976.18	2970.0
2008-10-14 02:45:00	ES	Futures	975.94	978.07	974.29	976.18	2790.0
2008-10-14 02:50:00	ES	Futures	976.18	976.18	971.45	973.81	5483.0
2008-10-14 02:55:00	ES	Futures	973.81	973.81	971.21	972.63	3120.0
2008-10-14 03:00:00	ES	Futures	972.63	974.29	970.74	972.63	5463.0
2008-10-14 03:05:00	ES	Futures	972.63	973.34	967.66	970.74	7756.0
2008-10-14 03:10:00	ES	Futures	970.5	972.63	969.08	972.39	4704.0
2008-10-14 03:15:00	ES	Futures	972.39	972.87	969.08	969.79	3999.0
2008-10-14 03:20:00	ES	Futures	970.03	971.68	967.19	968.84	4870.0
2008-10-14 03:25:00	ES	Futures	968.61	970.97	968.13	970.5	4089.0
2008-10-14 03:30:00	ES	Futures	970.26	974.05	970.26	973.58	4088.0
2008-10-14 03:35:00	ES	Futures	973.81	975.71	972.63	972.87	2754.0
2008-10-14 03:40:00	ES	Futures	972.87	975.47	972.63	975.47	3030.0
2008-10-14 03:45:00	ES	Futures	975.47	975.71	972.63	973.58	2426.0
2008-10-14 03:50:00	ES	Futures	973.58	976.89	973.34	976.89	3013.0
2008-10-14 03:55:00	ES	Futures	976.65	978.55	975.94	978.07	3290.0
2008-10-14 04:00:00	ES	Futures	978.31	979.26	977.6	978.31	2818.0
2008-10-14 04:05:00	ES	Futures	978.31	979.26	976.65	977.84	2957.0

> showing 50 of 11,334 rows — these rows as CSV

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