PREVIEW / futures_5min / 2008-10-21

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-21.parquet
  size:    231 KB
  rows:    11,157

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
2008-10-21 00:00:00	ES	Futures	932.4	932.4	932.16	932.4	290.0
2008-10-21 00:05:00	ES	Futures	932.4	932.4	930.98	931.45	383.0
2008-10-21 00:10:00	ES	Futures	931.22	931.45	930.98	931.22	310.0
2008-10-21 00:15:00	ES	Futures	931.22	931.45	930.03	930.51	549.0
2008-10-21 00:20:00	ES	Futures	930.27	930.74	929.8	930.51	438.0
2008-10-21 00:25:00	ES	Futures	930.51	930.51	929.8	930.27	339.0
2008-10-21 00:30:00	ES	Futures	930.51	930.51	929.56	929.8	837.0
2008-10-21 00:35:00	ES	Futures	929.8	930.03	929.32	929.32	1244.0
2008-10-21 00:40:00	ES	Futures	929.32	930.74	929.32	930.74	517.0
2008-10-21 00:45:00	ES	Futures	930.51	932.16	930.51	931.93	692.0
2008-10-21 00:50:00	ES	Futures	931.69	931.93	931.22	931.45	206.0
2008-10-21 00:55:00	ES	Futures	931.45	931.45	930.98	931.22	129.0
2008-10-21 01:00:00	ES	Futures	931.22	933.58	931.22	932.16	549.0
2008-10-21 01:05:00	ES	Futures	932.16	932.4	931.22	931.93	381.0
2008-10-21 01:10:00	ES	Futures	931.69	932.87	931.69	932.64	101.0
2008-10-21 01:15:00	ES	Futures	932.4	933.35	931.93	932.87	405.0
2008-10-21 01:20:00	ES	Futures	932.87	933.35	932.4	932.87	117.0
2008-10-21 01:25:00	ES	Futures	932.87	933.11	932.16	932.87	435.0
2008-10-21 01:30:00	ES	Futures	933.11	933.82	933.11	933.11	324.0
2008-10-21 01:35:00	ES	Futures	933.11	934.06	932.87	933.82	433.0
2008-10-21 01:40:00	ES	Futures	934.06	935.95	933.58	935.0	739.0
2008-10-21 01:45:00	ES	Futures	935.24	936.42	935.0	936.19	578.0
2008-10-21 01:50:00	ES	Futures	936.19	937.37	936.19	936.42	988.0
2008-10-21 01:55:00	ES	Futures	936.42	936.9	935.0	935.48	499.0
2008-10-21 02:00:00	ES	Futures	935.24	935.71	932.64	933.11	2512.0
2008-10-21 02:05:00	ES	Futures	932.87	934.77	932.87	933.58	767.0
2008-10-21 02:10:00	ES	Futures	933.58	936.42	933.58	936.42	1439.0
2008-10-21 02:15:00	ES	Futures	936.42	936.42	933.58	933.82	1227.0
2008-10-21 02:20:00	ES	Futures	933.82	935.0	933.58	934.77	367.0
2008-10-21 02:25:00	ES	Futures	934.53	936.42	934.53	936.42	1249.0
2008-10-21 02:30:00	ES	Futures	936.42	937.37	934.29	934.29	1017.0
2008-10-21 02:35:00	ES	Futures	934.29	934.29	931.93	932.64	1244.0
2008-10-21 02:40:00	ES	Futures	932.64	933.11	930.74	932.64	1305.0
2008-10-21 02:45:00	ES	Futures	932.87	933.35	932.16	932.16	939.0
2008-10-21 02:50:00	ES	Futures	932.16	933.35	930.98	930.98	1023.0
2008-10-21 02:55:00	ES	Futures	930.98	932.16	930.51	931.22	967.0
2008-10-21 03:00:00	ES	Futures	931.22	933.11	929.32	929.56	3095.0
2008-10-21 03:05:00	ES	Futures	929.56	929.56	927.67	927.67	4241.0
2008-10-21 03:10:00	ES	Futures	927.9	929.8	927.9	928.14	2278.0
2008-10-21 03:15:00	ES	Futures	928.14	929.56	927.67	927.67	2674.0
2008-10-21 03:20:00	ES	Futures	927.9	928.61	926.01	926.96	3720.0
2008-10-21 03:25:00	ES	Futures	926.72	926.72	924.35	924.59	5429.0
2008-10-21 03:30:00	ES	Futures	924.35	926.96	924.35	926.25	3149.0
2008-10-21 03:35:00	ES	Futures	926.48	926.72	925.77	926.72	899.0
2008-10-21 03:40:00	ES	Futures	926.48	928.61	926.01	926.96	1567.0
2008-10-21 03:45:00	ES	Futures	926.96	927.9	924.35	924.35	1897.0
2008-10-21 03:50:00	ES	Futures	924.35	927.19	924.35	926.48	1356.0
2008-10-21 03:55:00	ES	Futures	926.48	929.09	925.77	928.61	2257.0
2008-10-21 04:00:00	ES	Futures	928.85	929.8	927.67	928.61	1679.0
2008-10-21 04:05:00	ES	Futures	928.85	929.8	928.38	928.85	1885.0

> showing 50 of 11,157 rows — these rows as CSV

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