PREVIEW / futures_5min / 2008-10-23

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-23.parquet
  size:    244 KB
  rows:    11,581

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
2008-10-23 00:00:00	ES	Futures	854.78	855.25	854.78	855.02	226.0
2008-10-23 00:05:00	ES	Futures	855.02	855.25	854.78	855.02	458.0
2008-10-23 00:10:00	ES	Futures	855.25	856.67	855.25	856.67	387.0
2008-10-23 00:15:00	ES	Futures	856.67	859.75	856.2	859.51	840.0
2008-10-23 00:20:00	ES	Futures	859.51	863.77	859.51	863.77	1640.0
2008-10-23 00:25:00	ES	Futures	863.77	868.03	862.11	864.01	3397.0
2008-10-23 00:30:00	ES	Futures	864.01	864.24	861.4	861.88	309.0
2008-10-23 00:35:00	ES	Futures	861.64	867.56	861.64	867.32	721.0
2008-10-23 00:40:00	ES	Futures	867.08	870.4	867.08	868.27	1355.0
2008-10-23 00:45:00	ES	Futures	868.5	868.74	864.48	864.72	575.0
2008-10-23 00:50:00	ES	Futures	864.95	868.03	864.72	868.03	678.0
2008-10-23 00:55:00	ES	Futures	868.03	868.5	866.61	867.79	615.0
2008-10-23 01:00:00	ES	Futures	867.79	867.79	866.85	866.85	202.0
2008-10-23 01:05:00	ES	Futures	867.08	867.56	866.14	866.61	412.0
2008-10-23 01:10:00	ES	Futures	866.61	869.45	866.61	868.98	711.0
2008-10-23 01:15:00	ES	Futures	868.98	869.69	868.5	869.45	670.0
2008-10-23 01:20:00	ES	Futures	869.45	869.92	868.5	868.5	378.0
2008-10-23 01:25:00	ES	Futures	868.5	868.74	866.37	867.08	334.0
2008-10-23 01:30:00	ES	Futures	867.08	867.32	864.24	864.72	506.0
2008-10-23 01:35:00	ES	Futures	864.48	865.19	862.59	865.19	688.0
2008-10-23 01:40:00	ES	Futures	865.19	865.66	864.01	865.19	424.0
2008-10-23 01:45:00	ES	Futures	865.19	866.61	864.24	866.37	748.0
2008-10-23 01:50:00	ES	Futures	865.9	868.5	865.43	868.27	566.0
2008-10-23 01:55:00	ES	Futures	868.27	869.21	867.32	868.5	752.0
2008-10-23 02:00:00	ES	Futures	868.5	869.21	865.43	867.08	2014.0
2008-10-23 02:05:00	ES	Futures	867.08	867.79	866.14	866.85	737.0
2008-10-23 02:10:00	ES	Futures	867.08	867.32	864.01	864.24	1270.0
2008-10-23 02:15:00	ES	Futures	864.72	865.9	864.72	864.95	1155.0
2008-10-23 02:20:00	ES	Futures	864.95	864.95	861.88	864.24	911.0
2008-10-23 02:25:00	ES	Futures	864.24	865.19	864.24	864.95	415.0
2008-10-23 02:30:00	ES	Futures	865.19	868.03	864.95	867.56	1409.0
2008-10-23 02:35:00	ES	Futures	867.32	868.03	866.61	866.61	591.0
2008-10-23 02:40:00	ES	Futures	866.85	867.08	864.72	865.66	1596.0
2008-10-23 02:45:00	ES	Futures	865.9	867.08	865.9	866.61	581.0
2008-10-23 02:50:00	ES	Futures	866.85	867.08	862.59	865.66	2011.0
2008-10-23 02:55:00	ES	Futures	865.66	870.87	865.66	870.16	2631.0
2008-10-23 03:00:00	ES	Futures	870.4	870.63	861.88	862.82	5012.0
2008-10-23 03:05:00	ES	Futures	862.82	862.82	860.46	862.59	4061.0
2008-10-23 03:10:00	ES	Futures	862.59	866.85	862.11	866.61	3493.0
2008-10-23 03:15:00	ES	Futures	866.61	868.5	866.37	867.32	2863.0
2008-10-23 03:20:00	ES	Futures	867.32	873.24	866.85	872.76	4189.0
2008-10-23 03:25:00	ES	Futures	872.53	872.53	867.56	868.27	4463.0
2008-10-23 03:30:00	ES	Futures	867.79	868.27	865.19	866.14	3635.0
2008-10-23 03:35:00	ES	Futures	866.14	866.85	864.48	866.14	2009.0
2008-10-23 03:40:00	ES	Futures	866.37	868.27	865.66	866.14	1816.0
2008-10-23 03:45:00	ES	Futures	866.14	868.5	865.9	868.03	1224.0
2008-10-23 03:50:00	ES	Futures	867.79	871.82	867.79	871.11	2288.0
2008-10-23 03:55:00	ES	Futures	871.11	871.82	870.16	871.11	1814.0
2008-10-23 04:00:00	ES	Futures	871.34	871.58	869.69	870.4	2593.0
2008-10-23 04:05:00	ES	Futures	870.4	871.58	869.69	871.34	1468.0

> showing 50 of 11,581 rows — these rows as CSV

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