PREVIEW / futures_5min / 2008-10-24

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-24.parquet
  size:    228 KB
  rows:    9,951

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
2008-10-24 00:00:00	ES	Futures	851.47	852.41	850.05	850.52	481.0
2008-10-24 00:05:00	ES	Futures	850.28	850.99	850.28	850.52	257.0
2008-10-24 00:10:00	ES	Futures	850.52	850.76	850.05	850.52	440.0
2008-10-24 00:15:00	ES	Futures	850.52	851.23	850.28	851.23	392.0
2008-10-24 00:20:00	ES	Futures	851.23	851.47	849.81	850.05	812.0
2008-10-24 00:25:00	ES	Futures	850.05	854.78	849.34	854.07	2297.0
2008-10-24 00:30:00	ES	Futures	854.07	854.78	852.65	852.65	526.0
2008-10-24 00:35:00	ES	Futures	852.65	853.12	849.34	849.34	1047.0
2008-10-24 00:40:00	ES	Futures	849.57	850.52	849.57	849.81	513.0
2008-10-24 00:45:00	ES	Futures	849.81	850.28	847.68	848.15	1000.0
2008-10-24 00:50:00	ES	Futures	848.39	850.05	847.44	849.81	510.0
2008-10-24 00:55:00	ES	Futures	849.57	849.57	847.44	847.44	272.0
2008-10-24 01:00:00	ES	Futures	847.44	847.92	846.5	847.68	529.0
2008-10-24 01:05:00	ES	Futures	847.68	848.63	846.97	847.92	293.0
2008-10-24 01:10:00	ES	Futures	847.92	848.63	846.5	846.97	293.0
2008-10-24 01:15:00	ES	Futures	846.73	846.97	844.84	846.02	1240.0
2008-10-24 01:20:00	ES	Futures	846.02	846.26	844.37	845.55	608.0
2008-10-24 01:25:00	ES	Futures	845.55	846.02	844.6	845.31	267.0
2008-10-24 01:30:00	ES	Futures	845.55	846.02	843.66	843.89	666.0
2008-10-24 01:35:00	ES	Futures	844.13	845.79	844.13	845.55	326.0
2008-10-24 01:40:00	ES	Futures	845.55	846.26	843.42	843.66	945.0
2008-10-24 01:45:00	ES	Futures	843.89	844.37	840.82	840.82	1464.0
2008-10-24 01:50:00	ES	Futures	841.29	841.53	837.03	837.27	2801.0
2008-10-24 01:55:00	ES	Futures	837.27	837.27	835.14	835.14	1565.0
2008-10-24 02:00:00	ES	Futures	835.37	835.37	828.27	828.51	6033.0
2008-10-24 02:05:00	ES	Futures	828.51	833.72	827.33	833.24	2260.0
2008-10-24 02:10:00	ES	Futures	833.48	834.19	829.93	830.17	1377.0
2008-10-24 02:15:00	ES	Futures	830.17	832.06	829.46	831.35	1099.0
2008-10-24 02:20:00	ES	Futures	831.35	831.82	825.43	826.14	2460.0
2008-10-24 02:25:00	ES	Futures	825.91	826.85	824.96	826.38	2077.0
2008-10-24 02:30:00	ES	Futures	826.38	828.27	825.43	825.67	1600.0
2008-10-24 02:35:00	ES	Futures	825.67	827.33	825.2	827.33	1702.0
2008-10-24 02:40:00	ES	Futures	827.33	827.8	816.91	818.81	4497.0
2008-10-24 02:45:00	ES	Futures	819.04	822.59	818.81	822.12	2247.0
2008-10-24 02:50:00	ES	Futures	822.36	823.54	820.23	822.83	1165.0
2008-10-24 02:55:00	ES	Futures	822.83	823.07	819.28	821.65	1922.0
2008-10-24 03:00:00	ES	Futures	821.41	825.91	821.17	823.78	4605.0
2008-10-24 03:05:00	ES	Futures	824.25	827.56	822.59	827.56	2492.0
2008-10-24 03:10:00	ES	Futures	827.33	828.27	822.83	822.83	5273.0
2008-10-24 03:15:00	ES	Futures	822.83	828.98	822.12	826.62	4429.0
2008-10-24 03:20:00	ES	Futures	826.62	828.51	825.91	827.8	2814.0
2008-10-24 03:25:00	ES	Futures	827.8	829.46	827.33	828.98	4455.0
2008-10-24 03:30:00	ES	Futures	828.75	829.93	825.43	829.69	4859.0
2008-10-24 03:35:00	ES	Futures	829.46	829.46	824.96	825.43	3457.0
2008-10-24 03:40:00	ES	Futures	825.2	828.27	824.72	827.56	2931.0
2008-10-24 03:45:00	ES	Futures	827.8	829.22	825.91	828.27	3308.0
2008-10-24 03:50:00	ES	Futures	828.04	829.22	826.62	828.04	3067.0
2008-10-24 03:55:00	ES	Futures	827.8	828.75	826.14	827.56	2542.0
2008-10-24 04:00:00	ES	Futures	827.56	827.56	820.46	821.17	5681.0
2008-10-24 04:05:00	ES	Futures	820.94	823.3	819.04	819.28	3156.0

> showing 50 of 9,951 rows — these rows as CSV

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