PREVIEW / futures_5min / 2008-10-20

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-20.parquet
  size:    220 KB
  rows:    11,011

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
2008-10-20 00:00:00	ES	Futures	894.06	896.9	893.83	896.9	1424.0
2008-10-20 00:05:00	ES	Futures	896.67	897.14	895.25	897.14	526.0
2008-10-20 00:10:00	ES	Futures	897.38	897.85	896.67	897.61	953.0
2008-10-20 00:15:00	ES	Futures	897.61	897.61	895.72	896.43	216.0
2008-10-20 00:20:00	ES	Futures	896.67	898.32	896.67	897.85	517.0
2008-10-20 00:25:00	ES	Futures	897.85	898.32	897.61	898.32	134.0
2008-10-20 00:30:00	ES	Futures	898.09	898.32	896.43	897.14	485.0
2008-10-20 00:35:00	ES	Futures	896.9	897.14	895.96	895.96	151.0
2008-10-20 00:40:00	ES	Futures	896.19	898.32	895.72	897.61	326.0
2008-10-20 00:45:00	ES	Futures	897.61	898.09	896.67	898.09	166.0
2008-10-20 00:50:00	ES	Futures	898.09	899.27	898.09	899.03	599.0
2008-10-20 00:55:00	ES	Futures	899.27	901.4	898.8	901.16	779.0
2008-10-20 01:00:00	ES	Futures	901.16	901.87	900.93	901.4	258.0
2008-10-20 01:05:00	ES	Futures	901.4	901.87	901.16	901.64	167.0
2008-10-20 01:10:00	ES	Futures	901.87	902.11	900.93	901.16	253.0
2008-10-20 01:15:00	ES	Futures	901.4	901.4	900.22	900.69	241.0
2008-10-20 01:20:00	ES	Futures	900.45	900.93	899.98	900.22	129.0
2008-10-20 01:25:00	ES	Futures	900.22	901.16	899.27	899.74	386.0
2008-10-20 01:30:00	ES	Futures	900.22	901.16	899.98	900.45	134.0
2008-10-20 01:35:00	ES	Futures	900.45	901.87	899.27	901.4	297.0
2008-10-20 01:40:00	ES	Futures	901.4	902.11	901.4	901.87	331.0
2008-10-20 01:45:00	ES	Futures	901.87	902.11	900.69	900.93	209.0
2008-10-20 01:50:00	ES	Futures	900.93	903.76	900.93	902.11	996.0
2008-10-20 01:55:00	ES	Futures	902.11	904.47	902.11	904.24	684.0
2008-10-20 02:00:00	ES	Futures	904.47	906.6	903.76	905.42	1757.0
2008-10-20 02:05:00	ES	Futures	905.66	907.31	905.42	907.31	1261.0
2008-10-20 02:10:00	ES	Futures	907.31	907.55	905.42	905.66	1167.0
2008-10-20 02:15:00	ES	Futures	905.66	906.37	904.71	904.95	1046.0
2008-10-20 02:20:00	ES	Futures	904.71	904.95	904.47	904.71	363.0
2008-10-20 02:25:00	ES	Futures	904.95	905.89	904.71	904.95	597.0
2008-10-20 02:30:00	ES	Futures	904.71	908.73	904.71	908.5	1044.0
2008-10-20 02:35:00	ES	Futures	908.5	908.73	906.6	906.6	676.0
2008-10-20 02:40:00	ES	Futures	906.6	907.79	906.37	907.31	513.0
2008-10-20 02:45:00	ES	Futures	907.79	908.26	906.37	906.37	482.0
2008-10-20 02:50:00	ES	Futures	906.37	908.97	906.13	908.5	984.0
2008-10-20 02:55:00	ES	Futures	908.73	911.57	908.26	910.63	2403.0
2008-10-20 03:00:00	ES	Futures	910.63	913.23	910.39	910.63	3239.0
2008-10-20 03:05:00	ES	Futures	910.63	913.23	906.13	906.6	4084.0
2008-10-20 03:10:00	ES	Futures	906.37	908.02	905.89	906.84	2330.0
2008-10-20 03:15:00	ES	Futures	906.84	909.21	904.95	905.89	1889.0
2008-10-20 03:20:00	ES	Futures	905.89	906.13	902.58	903.06	2446.0
2008-10-20 03:25:00	ES	Futures	903.29	904.47	901.16	902.58	2911.0
2008-10-20 03:30:00	ES	Futures	902.82	905.42	902.82	904.24	2886.0
2008-10-20 03:35:00	ES	Futures	904.24	907.79	903.76	907.08	2417.0
2008-10-20 03:40:00	ES	Futures	907.08	908.97	906.6	908.26	3241.0
2008-10-20 03:45:00	ES	Futures	908.5	909.68	906.13	909.68	3318.0
2008-10-20 03:50:00	ES	Futures	909.68	909.92	907.08	909.21	2965.0
2008-10-20 03:55:00	ES	Futures	909.21	909.68	906.84	907.08	2761.0
2008-10-20 04:00:00	ES	Futures	907.08	908.73	905.18	906.84	4293.0
2008-10-20 04:05:00	ES	Futures	906.84	908.97	906.84	908.73	1261.0

> showing 50 of 11,011 rows — these rows as CSV

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