PREVIEW / futures_5min / 2008-10-26

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-26.parquet
  size:    49 KB
  rows:    1,960

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
2008-10-26 18:00:00	ES	Futures	818.1	821.65	814.31	820.7	5079.0
2008-10-26 18:05:00	ES	Futures	820.46	823.07	819.99	823.07	1507.0
2008-10-26 18:10:00	ES	Futures	823.3	824.96	822.59	823.3	1908.0
2008-10-26 18:15:00	ES	Futures	823.07	823.78	822.12	822.83	1419.0
2008-10-26 18:20:00	ES	Futures	822.59	826.38	822.36	824.49	1877.0
2008-10-26 18:25:00	ES	Futures	824.72	824.72	821.88	822.59	1150.0
2008-10-26 18:30:00	ES	Futures	822.36	825.43	821.65	824.96	932.0
2008-10-26 18:35:00	ES	Futures	825.2	825.2	822.12	822.83	577.0
2008-10-26 18:40:00	ES	Futures	822.83	825.67	822.83	825.2	477.0
2008-10-26 18:45:00	ES	Futures	825.2	827.8	824.72	826.85	747.0
2008-10-26 18:50:00	ES	Futures	826.85	827.56	824.01	827.33	791.0
2008-10-26 18:55:00	ES	Futures	827.33	827.56	825.91	825.91	821.0
2008-10-26 19:00:00	ES	Futures	825.67	825.91	824.01	824.25	1105.0
2008-10-26 19:05:00	ES	Futures	824.25	825.67	823.78	824.96	234.0
2008-10-26 19:10:00	ES	Futures	824.96	824.96	823.07	823.3	286.0
2008-10-26 19:15:00	ES	Futures	823.3	823.54	822.12	822.36	213.0
2008-10-26 19:20:00	ES	Futures	822.36	824.49	820.7	820.94	961.0
2008-10-26 19:25:00	ES	Futures	821.17	822.83	820.7	821.65	215.0
2008-10-26 19:30:00	ES	Futures	821.65	824.01	821.65	822.12	334.0
2008-10-26 19:35:00	ES	Futures	822.12	823.3	821.65	822.12	491.0
2008-10-26 19:40:00	ES	Futures	822.36	823.07	822.12	822.83	244.0
2008-10-26 19:45:00	ES	Futures	822.83	824.49	822.83	824.01	799.0
2008-10-26 19:50:00	ES	Futures	824.01	824.25	820.7	822.12	442.0
2008-10-26 19:55:00	ES	Futures	822.12	822.36	820.94	822.12	261.0
2008-10-26 20:00:00	ES	Futures	822.36	827.8	821.41	827.56	1092.0
2008-10-26 20:05:00	ES	Futures	827.33	835.85	827.09	831.82	3753.0
2008-10-26 20:10:00	ES	Futures	831.82	832.06	828.27	831.11	1234.0
2008-10-26 20:15:00	ES	Futures	831.11	832.53	830.64	832.06	878.0
2008-10-26 20:20:00	ES	Futures	832.06	832.53	824.49	824.96	1414.0
2008-10-26 20:25:00	ES	Futures	824.96	828.04	824.49	826.85	834.0
2008-10-26 20:30:00	ES	Futures	826.85	826.85	824.49	825.2	498.0
2008-10-26 20:35:00	ES	Futures	825.2	832.06	825.2	831.35	860.0
2008-10-26 20:40:00	ES	Futures	831.35	831.35	829.46	829.93	707.0
2008-10-26 20:45:00	ES	Futures	829.93	830.17	827.33	827.56	420.0
2008-10-26 20:50:00	ES	Futures	828.04	829.69	827.56	829.69	522.0
2008-10-26 20:55:00	ES	Futures	829.69	831.11	828.27	829.69	645.0
2008-10-26 21:00:00	ES	Futures	829.93	832.3	829.46	832.06	1402.0
2008-10-26 21:05:00	ES	Futures	831.82	835.37	831.59	835.37	1105.0
2008-10-26 21:10:00	ES	Futures	835.14	836.56	833.72	835.85	1452.0
2008-10-26 21:15:00	ES	Futures	835.85	838.69	835.14	835.61	2053.0
2008-10-26 21:20:00	ES	Futures	835.61	837.27	835.61	836.56	810.0
2008-10-26 21:25:00	ES	Futures	836.56	836.56	833.48	834.19	709.0
2008-10-26 21:30:00	ES	Futures	834.43	835.14	831.11	831.35	1028.0
2008-10-26 21:35:00	ES	Futures	831.35	832.3	830.64	831.11	579.0
2008-10-26 21:40:00	ES	Futures	831.11	831.82	828.75	829.22	738.0
2008-10-26 21:45:00	ES	Futures	829.46	830.4	829.22	829.46	668.0
2008-10-26 21:50:00	ES	Futures	829.46	829.69	827.33	827.33	1084.0
2008-10-26 21:55:00	ES	Futures	827.33	827.8	824.72	825.2	917.0
2008-10-26 22:00:00	ES	Futures	825.2	828.75	822.59	827.8	1912.0
2008-10-26 22:05:00	ES	Futures	827.56	827.8	825.91	827.33	784.0

> showing 50 of 1,960 rows — these rows as CSV

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