PREVIEW / futures_5min / 2008-10-15

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-15.parquet
  size:    250 KB
  rows:    11,513

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
2008-10-15 00:00:00	ES	Futures	941.87	943.52	940.92	943.29	338.0
2008-10-15 00:05:00	ES	Futures	943.29	945.42	943.29	945.18	392.0
2008-10-15 00:10:00	ES	Futures	945.18	945.65	944.0	944.23	284.0
2008-10-15 00:15:00	ES	Futures	944.0	945.65	944.0	945.18	204.0
2008-10-15 00:20:00	ES	Futures	945.42	945.89	943.76	944.0	300.0
2008-10-15 00:25:00	ES	Futures	944.0	944.47	943.52	944.23	411.0
2008-10-15 00:30:00	ES	Futures	944.23	945.42	943.76	944.71	417.0
2008-10-15 00:35:00	ES	Futures	944.71	945.65	944.47	945.18	423.0
2008-10-15 00:40:00	ES	Futures	945.18	945.89	943.29	944.23	342.0
2008-10-15 00:45:00	ES	Futures	944.23	946.36	944.23	946.13	650.0
2008-10-15 00:50:00	ES	Futures	946.36	947.31	945.42	946.6	736.0
2008-10-15 00:55:00	ES	Futures	946.36	947.31	946.13	946.84	537.0
2008-10-15 01:00:00	ES	Futures	947.07	948.73	946.6	948.49	1078.0
2008-10-15 01:05:00	ES	Futures	948.26	948.73	947.78	948.02	508.0
2008-10-15 01:10:00	ES	Futures	948.02	948.73	947.78	948.73	228.0
2008-10-15 01:15:00	ES	Futures	948.73	948.97	945.65	945.89	633.0
2008-10-15 01:20:00	ES	Futures	946.13	947.55	944.71	946.84	619.0
2008-10-15 01:25:00	ES	Futures	946.6	948.97	946.6	948.97	224.0
2008-10-15 01:30:00	ES	Futures	948.97	950.15	948.97	949.44	471.0
2008-10-15 01:35:00	ES	Futures	949.44	952.28	949.44	952.04	745.0
2008-10-15 01:40:00	ES	Futures	951.8	952.75	950.38	951.33	516.0
2008-10-15 01:45:00	ES	Futures	951.33	951.8	949.91	951.33	461.0
2008-10-15 01:50:00	ES	Futures	951.33	954.64	950.62	954.41	789.0
2008-10-15 01:55:00	ES	Futures	954.17	954.64	952.99	952.99	610.0
2008-10-15 02:00:00	ES	Futures	952.99	953.22	949.91	950.38	1012.0
2008-10-15 02:05:00	ES	Futures	950.38	951.09	949.91	950.15	521.0
2008-10-15 02:10:00	ES	Futures	950.15	952.28	949.67	950.15	1257.0
2008-10-15 02:15:00	ES	Futures	950.15	950.38	948.02	948.02	1070.0
2008-10-15 02:20:00	ES	Futures	948.02	948.73	946.84	948.49	1181.0
2008-10-15 02:25:00	ES	Futures	948.49	948.73	947.07	947.07	706.0
2008-10-15 02:30:00	ES	Futures	947.07	948.49	946.36	948.02	526.0
2008-10-15 02:35:00	ES	Futures	947.78	950.15	947.78	949.44	1119.0
2008-10-15 02:40:00	ES	Futures	949.67	952.28	949.67	951.09	1363.0
2008-10-15 02:45:00	ES	Futures	951.33	953.93	950.86	951.33	1093.0
2008-10-15 02:50:00	ES	Futures	951.33	953.46	951.33	952.75	615.0
2008-10-15 02:55:00	ES	Futures	952.99	953.22	951.57	951.57	1103.0
2008-10-15 03:00:00	ES	Futures	951.57	951.8	947.07	947.07	2265.0
2008-10-15 03:05:00	ES	Futures	947.07	947.07	943.29	943.52	3388.0
2008-10-15 03:10:00	ES	Futures	943.52	946.13	943.29	944.94	2181.0
2008-10-15 03:15:00	ES	Futures	944.94	946.6	944.47	945.89	1881.0
2008-10-15 03:20:00	ES	Futures	945.65	946.13	943.52	944.0	2326.0
2008-10-15 03:25:00	ES	Futures	944.0	947.31	943.76	946.84	1682.0
2008-10-15 03:30:00	ES	Futures	947.07	949.2	946.13	948.49	2576.0
2008-10-15 03:35:00	ES	Futures	948.49	948.73	945.65	945.89	1695.0
2008-10-15 03:40:00	ES	Futures	945.89	946.84	944.0	944.94	1501.0
2008-10-15 03:45:00	ES	Futures	944.94	945.18	941.87	942.34	2170.0
2008-10-15 03:50:00	ES	Futures	942.34	943.52	940.21	940.92	2880.0
2008-10-15 03:55:00	ES	Futures	940.68	941.87	939.03	939.97	2300.0
2008-10-15 04:00:00	ES	Futures	940.21	943.76	939.03	943.76	2144.0
2008-10-15 04:05:00	ES	Futures	943.76	944.0	941.16	941.16	1554.0

> showing 50 of 11,513 rows — these rows as CSV

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