PREVIEW / futures_5min / 2008-10-19

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-19.parquet
  size:    42 KB
  rows:    1,764

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
2008-10-19 18:00:00	ES	Futures	887.44	890.75	886.02	890.04	4168.0
2008-10-19 18:05:00	ES	Futures	890.04	890.75	885.54	886.02	1834.0
2008-10-19 18:10:00	ES	Futures	886.02	886.02	878.21	880.81	4122.0
2008-10-19 18:15:00	ES	Futures	880.81	881.28	878.92	880.57	1441.0
2008-10-19 18:20:00	ES	Futures	880.81	880.81	877.5	878.92	1022.0
2008-10-19 18:25:00	ES	Futures	879.15	879.15	876.08	877.5	1066.0
2008-10-19 18:30:00	ES	Futures	877.73	881.28	877.26	879.39	1217.0
2008-10-19 18:35:00	ES	Futures	879.39	879.39	878.21	878.68	397.0
2008-10-19 18:40:00	ES	Futures	878.68	880.34	877.97	880.1	302.0
2008-10-19 18:45:00	ES	Futures	880.34	882.23	880.34	881.99	416.0
2008-10-19 18:50:00	ES	Futures	881.99	884.12	881.28	883.89	906.0
2008-10-19 18:55:00	ES	Futures	884.12	884.6	883.65	884.12	376.0
2008-10-19 19:00:00	ES	Futures	884.12	884.6	883.41	883.89	737.0
2008-10-19 19:05:00	ES	Futures	883.65	885.07	883.41	885.07	672.0
2008-10-19 19:10:00	ES	Futures	885.07	889.33	885.07	888.62	1608.0
2008-10-19 19:15:00	ES	Futures	888.62	888.86	887.67	887.91	314.0
2008-10-19 19:20:00	ES	Futures	887.91	887.91	886.02	886.96	404.0
2008-10-19 19:25:00	ES	Futures	886.96	887.44	885.54	887.44	308.0
2008-10-19 19:30:00	ES	Futures	886.96	888.62	885.54	887.91	321.0
2008-10-19 19:35:00	ES	Futures	887.91	889.57	887.91	888.86	369.0
2008-10-19 19:40:00	ES	Futures	888.86	890.51	887.67	890.28	555.0
2008-10-19 19:45:00	ES	Futures	889.8	890.75	888.62	889.33	950.0
2008-10-19 19:50:00	ES	Futures	889.33	890.51	889.09	890.51	209.0
2008-10-19 19:55:00	ES	Futures	890.28	891.7	889.57	891.7	1583.0
2008-10-19 20:00:00	ES	Futures	891.7	891.7	888.15	889.09	932.0
2008-10-19 20:05:00	ES	Futures	888.86	888.86	886.25	887.44	772.0
2008-10-19 20:10:00	ES	Futures	887.44	887.91	886.49	886.96	407.0
2008-10-19 20:15:00	ES	Futures	887.44	889.57	886.49	889.33	536.0
2008-10-19 20:20:00	ES	Futures	889.57	890.51	889.09	890.51	590.0
2008-10-19 20:25:00	ES	Futures	890.51	890.99	889.8	890.51	292.0
2008-10-19 20:30:00	ES	Futures	890.51	891.7	890.51	891.46	287.0
2008-10-19 20:35:00	ES	Futures	891.46	892.64	891.22	892.41	530.0
2008-10-19 20:40:00	ES	Futures	892.41	892.64	891.46	892.41	1120.0
2008-10-19 20:45:00	ES	Futures	892.41	892.64	891.46	891.93	523.0
2008-10-19 20:50:00	ES	Futures	891.93	893.35	891.7	892.41	710.0
2008-10-19 20:55:00	ES	Futures	892.64	893.59	891.93	893.12	775.0
2008-10-19 21:00:00	ES	Futures	893.12	893.59	892.88	893.12	703.0
2008-10-19 21:05:00	ES	Futures	893.12	893.59	892.64	893.12	351.0
2008-10-19 21:10:00	ES	Futures	893.12	893.59	892.41	893.12	428.0
2008-10-19 21:15:00	ES	Futures	893.12	893.12	890.75	891.46	384.0
2008-10-19 21:20:00	ES	Futures	891.7	892.41	890.75	891.46	461.0
2008-10-19 21:25:00	ES	Futures	891.22	893.35	890.75	892.41	477.0
2008-10-19 21:30:00	ES	Futures	892.41	893.35	891.7	891.93	199.0
2008-10-19 21:35:00	ES	Futures	891.93	891.93	889.09	889.33	506.0
2008-10-19 21:40:00	ES	Futures	889.33	890.28	887.91	890.04	610.0
2008-10-19 21:45:00	ES	Futures	890.04	890.51	887.91	887.91	466.0
2008-10-19 21:50:00	ES	Futures	887.91	888.62	886.73	888.62	646.0
2008-10-19 21:55:00	ES	Futures	888.62	889.09	887.91	888.62	307.0
2008-10-19 22:00:00	ES	Futures	888.86	890.99	888.15	890.75	604.0
2008-10-19 22:05:00	ES	Futures	890.51	890.75	889.8	890.28	99.0

> showing 50 of 1,764 rows — these rows as CSV

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