PREVIEW / futures_5min / 2008-10-22

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-22.parquet
  size:    241 KB
  rows:    11,675

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
2008-10-22 00:00:00	ES	Futures	906.37	906.37	905.42	905.66	85.0
2008-10-22 00:05:00	ES	Futures	905.66	905.66	904.47	904.71	371.0
2008-10-22 00:10:00	ES	Futures	904.71	905.89	904.47	905.42	324.0
2008-10-22 00:15:00	ES	Futures	905.42	905.42	903.76	904.0	389.0
2008-10-22 00:20:00	ES	Futures	904.24	904.24	902.82	903.06	592.0
2008-10-22 00:25:00	ES	Futures	903.06	903.06	899.98	900.45	1426.0
2008-10-22 00:30:00	ES	Futures	900.22	901.4	898.8	899.27	1060.0
2008-10-22 00:35:00	ES	Futures	899.03	899.51	898.56	899.03	389.0
2008-10-22 00:40:00	ES	Futures	898.8	900.45	898.56	899.74	289.0
2008-10-22 00:45:00	ES	Futures	899.98	900.93	899.27	900.93	718.0
2008-10-22 00:50:00	ES	Futures	900.93	902.11	900.45	900.69	311.0
2008-10-22 00:55:00	ES	Futures	900.69	900.69	899.51	899.51	141.0
2008-10-22 01:00:00	ES	Futures	899.51	899.51	894.06	894.3	3474.0
2008-10-22 01:05:00	ES	Futures	894.54	895.01	893.12	893.35	1375.0
2008-10-22 01:10:00	ES	Futures	893.12	894.54	892.17	892.17	1253.0
2008-10-22 01:15:00	ES	Futures	892.17	892.41	890.99	890.99	717.0
2008-10-22 01:20:00	ES	Futures	891.22	892.17	890.99	891.93	691.0
2008-10-22 01:25:00	ES	Futures	891.93	892.17	890.99	892.17	549.0
2008-10-22 01:30:00	ES	Futures	892.17	893.83	890.99	891.22	869.0
2008-10-22 01:35:00	ES	Futures	890.99	890.99	887.67	887.67	1542.0
2008-10-22 01:40:00	ES	Futures	887.91	893.59	887.44	893.35	1327.0
2008-10-22 01:45:00	ES	Futures	893.35	894.3	892.64	893.59	671.0
2008-10-22 01:50:00	ES	Futures	893.59	895.25	893.59	895.25	423.0
2008-10-22 01:55:00	ES	Futures	895.25	895.72	893.59	895.72	1574.0
2008-10-22 02:00:00	ES	Futures	895.72	895.72	890.04	890.51	2448.0
2008-10-22 02:05:00	ES	Futures	890.28	892.41	890.28	891.7	539.0
2008-10-22 02:10:00	ES	Futures	891.7	892.88	891.46	892.17	718.0
2008-10-22 02:15:00	ES	Futures	891.93	892.64	891.22	892.17	518.0
2008-10-22 02:20:00	ES	Futures	892.17	892.17	891.46	892.17	378.0
2008-10-22 02:25:00	ES	Futures	891.93	892.17	890.51	890.51	581.0
2008-10-22 02:30:00	ES	Futures	890.51	892.17	890.28	891.7	703.0
2008-10-22 02:35:00	ES	Futures	891.7	892.17	890.99	892.17	531.0
2008-10-22 02:40:00	ES	Futures	891.93	892.17	890.04	890.75	1906.0
2008-10-22 02:45:00	ES	Futures	890.75	893.59	890.75	892.41	951.0
2008-10-22 02:50:00	ES	Futures	892.17	894.77	891.93	894.54	656.0
2008-10-22 02:55:00	ES	Futures	894.3	894.54	893.83	894.3	444.0
2008-10-22 03:00:00	ES	Futures	894.3	897.61	894.06	896.43	3787.0
2008-10-22 03:05:00	ES	Futures	896.67	898.32	895.96	898.09	2636.0
2008-10-22 03:10:00	ES	Futures	898.09	899.03	896.9	898.8	1641.0
2008-10-22 03:15:00	ES	Futures	899.03	899.03	895.96	897.14	1519.0
2008-10-22 03:20:00	ES	Futures	897.38	899.03	896.67	898.56	1720.0
2008-10-22 03:25:00	ES	Futures	898.8	898.8	896.43	897.14	1524.0
2008-10-22 03:30:00	ES	Futures	897.38	898.56	896.67	898.09	1299.0
2008-10-22 03:35:00	ES	Futures	897.85	898.09	895.96	897.14	1750.0
2008-10-22 03:40:00	ES	Futures	897.38	900.93	897.38	900.69	1966.0
2008-10-22 03:45:00	ES	Futures	900.93	901.16	899.27	900.45	2170.0
2008-10-22 03:50:00	ES	Futures	900.22	901.16	899.74	900.93	926.0
2008-10-22 03:55:00	ES	Futures	900.93	904.95	900.69	904.47	3702.0
2008-10-22 04:00:00	ES	Futures	904.47	904.95	901.64	901.64	2483.0
2008-10-22 04:05:00	ES	Futures	901.64	901.87	900.45	901.16	1382.0

> showing 50 of 11,675 rows — these rows as CSV

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