PREVIEW / futures_5min / 2008-10-16

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-16.parquet
  size:    245 KB
  rows:    11,704

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
2008-10-16 00:00:00	ES	Futures	850.05	850.28	848.63	849.34	634.0
2008-10-16 00:05:00	ES	Futures	849.34	849.34	847.68	847.92	755.0
2008-10-16 00:10:00	ES	Futures	847.68	848.15	846.73	847.68	574.0
2008-10-16 00:15:00	ES	Futures	848.15	848.15	846.26	847.21	901.0
2008-10-16 00:20:00	ES	Futures	846.97	848.86	846.73	848.15	886.0
2008-10-16 00:25:00	ES	Futures	848.15	848.63	847.44	847.92	441.0
2008-10-16 00:30:00	ES	Futures	847.92	847.92	845.79	846.73	696.0
2008-10-16 00:35:00	ES	Futures	846.73	846.97	845.79	845.79	186.0
2008-10-16 00:40:00	ES	Futures	846.02	846.26	844.37	845.08	801.0
2008-10-16 00:45:00	ES	Futures	845.08	845.31	844.13	844.37	520.0
2008-10-16 00:50:00	ES	Futures	844.6	845.31	844.6	845.08	309.0
2008-10-16 00:55:00	ES	Futures	844.84	844.84	843.66	843.66	714.0
2008-10-16 01:00:00	ES	Futures	843.66	844.37	842.95	842.95	712.0
2008-10-16 01:05:00	ES	Futures	842.95	843.18	841.76	842.47	1118.0
2008-10-16 01:10:00	ES	Futures	842.24	842.24	838.45	838.92	1401.0
2008-10-16 01:15:00	ES	Futures	838.45	839.4	837.74	838.21	1221.0
2008-10-16 01:20:00	ES	Futures	838.21	840.11	837.98	840.11	340.0
2008-10-16 01:25:00	ES	Futures	839.87	842.0	839.63	841.05	545.0
2008-10-16 01:30:00	ES	Futures	841.05	841.05	839.16	839.87	341.0
2008-10-16 01:35:00	ES	Futures	839.87	841.05	838.21	840.58	493.0
2008-10-16 01:40:00	ES	Futures	840.34	840.34	837.03	837.27	583.0
2008-10-16 01:45:00	ES	Futures	837.27	837.74	833.95	834.66	2250.0
2008-10-16 01:50:00	ES	Futures	834.43	835.61	833.01	835.37	1199.0
2008-10-16 01:55:00	ES	Futures	835.37	835.61	833.72	834.66	896.0
2008-10-16 02:00:00	ES	Futures	834.43	840.34	833.95	840.34	3665.0
2008-10-16 02:05:00	ES	Futures	840.34	840.58	836.32	836.32	2685.0
2008-10-16 02:10:00	ES	Futures	836.08	840.34	836.08	839.63	1878.0
2008-10-16 02:15:00	ES	Futures	839.63	843.42	838.69	842.95	2549.0
2008-10-16 02:20:00	ES	Futures	843.18	845.31	842.47	844.37	1788.0
2008-10-16 02:25:00	ES	Futures	844.6	846.73	842.71	842.95	1447.0
2008-10-16 02:30:00	ES	Futures	842.71	844.6	838.69	843.42	2737.0
2008-10-16 02:35:00	ES	Futures	843.18	845.31	841.05	845.31	1604.0
2008-10-16 02:40:00	ES	Futures	845.31	846.02	843.66	845.08	1510.0
2008-10-16 02:45:00	ES	Futures	845.08	846.73	842.71	843.89	1918.0
2008-10-16 02:50:00	ES	Futures	843.66	847.21	843.18	843.42	1509.0
2008-10-16 02:55:00	ES	Futures	843.66	846.5	843.42	844.84	1150.0
2008-10-16 03:00:00	ES	Futures	845.08	850.28	845.08	849.34	5072.0
2008-10-16 03:05:00	ES	Futures	849.57	851.7	846.5	847.68	5234.0
2008-10-16 03:10:00	ES	Futures	847.68	849.57	844.37	844.84	3218.0
2008-10-16 03:15:00	ES	Futures	844.84	848.63	843.89	848.63	3608.0
2008-10-16 03:20:00	ES	Futures	848.63	854.78	847.68	854.78	4712.0
2008-10-16 03:25:00	ES	Futures	854.54	859.75	854.54	858.33	9683.0
2008-10-16 03:30:00	ES	Futures	858.33	864.01	856.2	863.53	11054.0
2008-10-16 03:35:00	ES	Futures	863.53	863.77	858.56	861.17	6033.0
2008-10-16 03:40:00	ES	Futures	861.17	863.3	858.09	861.4	4418.0
2008-10-16 03:45:00	ES	Futures	860.93	861.64	858.8	861.4	3388.0
2008-10-16 03:50:00	ES	Futures	861.64	864.24	861.64	863.53	5792.0
2008-10-16 03:55:00	ES	Futures	863.77	864.95	861.64	864.95	3549.0
2008-10-16 04:00:00	ES	Futures	864.95	866.14	863.77	864.24	6327.0
2008-10-16 04:05:00	ES	Futures	864.24	867.79	863.53	867.32	6504.0

> showing 50 of 11,704 rows — these rows as CSV

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