PREVIEW / futures_5min / 2008-10-17

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-17.parquet
  size:    207 KB
  rows:    9,490

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
2008-10-17 00:00:00	ES	Futures	896.9	897.85	896.67	897.61	174.0
2008-10-17 00:05:00	ES	Futures	897.61	898.32	897.38	898.09	171.0
2008-10-17 00:10:00	ES	Futures	898.09	898.32	897.85	897.85	137.0
2008-10-17 00:15:00	ES	Futures	898.09	898.8	898.09	898.32	257.0
2008-10-17 00:20:00	ES	Futures	898.56	898.56	897.14	897.61	307.0
2008-10-17 00:25:00	ES	Futures	897.38	898.32	897.14	898.32	275.0
2008-10-17 00:30:00	ES	Futures	898.56	899.27	898.32	898.8	1008.0
2008-10-17 00:35:00	ES	Futures	898.8	899.03	897.61	898.09	280.0
2008-10-17 00:40:00	ES	Futures	897.85	899.03	897.61	898.8	429.0
2008-10-17 00:45:00	ES	Futures	898.8	899.27	898.8	898.8	145.0
2008-10-17 00:50:00	ES	Futures	898.8	899.03	898.09	898.56	114.0
2008-10-17 00:55:00	ES	Futures	898.32	899.27	897.61	899.03	336.0
2008-10-17 01:00:00	ES	Futures	899.03	899.03	898.56	898.56	185.0
2008-10-17 01:05:00	ES	Futures	898.56	901.16	898.56	900.22	1369.0
2008-10-17 01:10:00	ES	Futures	900.69	903.06	900.69	902.35	1200.0
2008-10-17 01:15:00	ES	Futures	902.35	903.06	902.35	902.58	183.0
2008-10-17 01:20:00	ES	Futures	903.06	904.0	900.93	901.4	727.0
2008-10-17 01:25:00	ES	Futures	901.4	901.64	899.51	900.93	527.0
2008-10-17 01:30:00	ES	Futures	900.93	901.64	899.51	899.74	367.0
2008-10-17 01:35:00	ES	Futures	899.98	901.16	899.98	900.93	143.0
2008-10-17 01:40:00	ES	Futures	901.16	901.64	900.69	901.64	242.0
2008-10-17 01:45:00	ES	Futures	901.64	901.64	900.45	900.69	349.0
2008-10-17 01:50:00	ES	Futures	900.93	901.16	900.22	900.69	338.0
2008-10-17 01:55:00	ES	Futures	900.69	900.93	899.74	900.45	360.0
2008-10-17 02:00:00	ES	Futures	900.22	900.22	894.54	894.77	2646.0
2008-10-17 02:05:00	ES	Futures	894.77	895.01	892.41	892.41	1667.0
2008-10-17 02:10:00	ES	Futures	892.64	894.77	892.41	894.54	1409.0
2008-10-17 02:15:00	ES	Futures	894.77	896.67	894.3	895.96	1491.0
2008-10-17 02:20:00	ES	Futures	896.19	898.32	895.96	898.09	1377.0
2008-10-17 02:25:00	ES	Futures	898.32	898.56	897.14	897.61	1166.0
2008-10-17 02:30:00	ES	Futures	897.61	898.56	897.14	898.09	550.0
2008-10-17 02:35:00	ES	Futures	898.09	898.09	895.96	896.19	710.0
2008-10-17 02:40:00	ES	Futures	896.19	896.19	892.17	892.64	1933.0
2008-10-17 02:45:00	ES	Futures	892.88	894.06	892.88	894.06	1276.0
2008-10-17 02:50:00	ES	Futures	894.3	894.54	893.35	894.06	1260.0
2008-10-17 02:55:00	ES	Futures	893.83	895.01	893.59	894.77	1610.0
2008-10-17 03:00:00	ES	Futures	894.77	895.01	887.2	887.2	6101.0
2008-10-17 03:05:00	ES	Futures	887.2	887.67	883.65	884.12	5873.0
2008-10-17 03:10:00	ES	Futures	883.89	886.73	883.65	885.31	4550.0
2008-10-17 03:15:00	ES	Futures	885.07	889.33	885.07	889.33	2481.0
2008-10-17 03:20:00	ES	Futures	889.09	890.51	885.78	885.78	3076.0
2008-10-17 03:25:00	ES	Futures	886.02	886.49	883.18	883.65	3035.0
2008-10-17 03:30:00	ES	Futures	883.65	886.25	881.05	881.99	4443.0
2008-10-17 03:35:00	ES	Futures	881.99	883.41	880.81	883.18	2305.0
2008-10-17 03:40:00	ES	Futures	882.94	885.78	882.94	884.36	1836.0
2008-10-17 03:45:00	ES	Futures	884.36	886.25	881.76	881.99	1854.0
2008-10-17 03:50:00	ES	Futures	881.99	883.18	880.57	881.99	2579.0
2008-10-17 03:55:00	ES	Futures	881.99	882.7	876.79	877.02	4073.0
2008-10-17 04:00:00	ES	Futures	877.02	878.44	869.21	875.37	8401.0
2008-10-17 04:05:00	ES	Futures	875.37	880.57	875.13	878.44	1941.0

> showing 50 of 9,490 rows — these rows as CSV

> unlock the full archive -- $79 one-time