PREVIEW / futures_5min / 2008-10-27

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-27.parquet
  size:    238 KB
  rows:    11,303

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
2008-10-27 00:00:00	ES	Futures	821.17	821.41	819.04	819.99	210.0
2008-10-27 00:05:00	ES	Futures	820.23	820.94	819.75	820.23	132.0
2008-10-27 00:10:00	ES	Futures	820.23	820.46	818.57	819.52	249.0
2008-10-27 00:15:00	ES	Futures	819.52	822.12	819.28	821.41	468.0
2008-10-27 00:20:00	ES	Futures	821.17	822.59	818.57	819.99	420.0
2008-10-27 00:25:00	ES	Futures	819.75	821.88	819.04	821.41	152.0
2008-10-27 00:30:00	ES	Futures	820.94	822.59	819.28	821.65	327.0
2008-10-27 00:35:00	ES	Futures	821.65	822.59	821.41	821.88	152.0
2008-10-27 00:40:00	ES	Futures	822.12	822.59	819.75	820.23	198.0
2008-10-27 00:45:00	ES	Futures	819.99	819.99	818.1	818.33	510.0
2008-10-27 00:50:00	ES	Futures	818.1	819.28	817.62	818.81	382.0
2008-10-27 00:55:00	ES	Futures	818.81	819.28	817.39	817.62	195.0
2008-10-27 01:00:00	ES	Futures	817.62	817.62	815.26	815.73	579.0
2008-10-27 01:05:00	ES	Futures	815.73	816.44	812.89	812.89	798.0
2008-10-27 01:10:00	ES	Futures	812.89	813.13	805.08	806.74	3474.0
2008-10-27 01:15:00	ES	Futures	806.74	808.87	804.85	805.08	1150.0
2008-10-27 01:20:00	ES	Futures	805.08	807.21	805.08	806.03	391.0
2008-10-27 01:25:00	ES	Futures	805.79	808.4	804.61	807.92	692.0
2008-10-27 01:30:00	ES	Futures	807.92	811.47	806.74	810.29	747.0
2008-10-27 01:35:00	ES	Futures	810.29	811.23	807.69	808.63	294.0
2008-10-27 01:40:00	ES	Futures	808.63	808.87	808.16	808.63	239.0
2008-10-27 01:45:00	ES	Futures	809.11	809.82	806.98	807.45	274.0
2008-10-27 01:50:00	ES	Futures	807.45	807.92	806.03	806.74	358.0
2008-10-27 01:55:00	ES	Futures	806.5	807.45	806.5	807.21	188.0
2008-10-27 02:00:00	ES	Futures	806.98	811.23	806.27	808.63	604.0
2008-10-27 02:05:00	ES	Futures	808.16	808.63	805.79	807.45	346.0
2008-10-27 02:10:00	ES	Futures	807.45	808.4	807.21	807.92	170.0
2008-10-27 02:15:00	ES	Futures	807.92	808.4	807.92	807.92	170.0
2008-10-27 02:20:00	ES	Futures	807.92	807.92	805.56	806.03	289.0
2008-10-27 02:25:00	ES	Futures	806.03	807.45	804.61	806.98	791.0
2008-10-27 02:30:00	ES	Futures	806.98	808.4	804.61	804.85	835.0
2008-10-27 02:35:00	ES	Futures	804.85	805.32	802.01	805.08	1337.0
2008-10-27 02:40:00	ES	Futures	805.08	805.08	803.66	804.37	405.0
2008-10-27 02:45:00	ES	Futures	804.37	804.61	803.19	803.9	403.0
2008-10-27 02:50:00	ES	Futures	803.66	803.9	802.01	802.01	543.0
2008-10-27 02:55:00	ES	Futures	802.01	802.48	801.53	801.77	1200.0
2008-10-27 03:00:00	ES	Futures	802.01	803.9	799.88	800.11	3003.0
2008-10-27 03:05:00	ES	Futures	800.11	800.59	788.52	790.65	7008.0
2008-10-27 03:10:00	ES	Futures	790.65	792.3	788.04	790.17	2223.0
2008-10-27 03:15:00	ES	Futures	790.17	790.88	788.75	788.75	1208.0
2008-10-27 03:20:00	ES	Futures	788.75	788.99	784.26	785.91	3658.0
2008-10-27 03:25:00	ES	Futures	785.91	787.33	784.26	787.33	1910.0
2008-10-27 03:30:00	ES	Futures	787.1	791.59	786.86	788.75	2212.0
2008-10-27 03:35:00	ES	Futures	788.52	788.52	785.44	788.04	1618.0
2008-10-27 03:40:00	ES	Futures	788.04	789.46	785.2	785.2	1169.0
2008-10-27 03:45:00	ES	Futures	785.2	785.44	782.36	782.6	2910.0
2008-10-27 03:50:00	ES	Futures	782.6	784.02	781.18	783.55	2015.0
2008-10-27 03:55:00	ES	Futures	783.55	787.1	781.89	784.97	1745.0
2008-10-27 04:00:00	ES	Futures	784.73	789.7	782.36	789.46	3499.0
2008-10-27 04:05:00	ES	Futures	789.46	789.46	782.84	783.07	4115.0

> showing 50 of 11,303 rows — these rows as CSV

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