PREVIEW / futures_5min / 2008-10-28

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-28.parquet
  size:    249 KB
  rows:    11,628

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
2008-10-28 00:00:00	ES	Futures	799.17	799.64	796.56	799.4	516.0
2008-10-28 00:05:00	ES	Futures	799.4	799.88	797.04	797.75	356.0
2008-10-28 00:10:00	ES	Futures	797.75	800.35	797.75	799.64	541.0
2008-10-28 00:15:00	ES	Futures	800.11	800.35	799.17	800.11	616.0
2008-10-28 00:20:00	ES	Futures	800.35	801.77	800.11	801.53	1278.0
2008-10-28 00:25:00	ES	Futures	801.53	802.24	800.35	801.77	1276.0
2008-10-28 00:30:00	ES	Futures	801.77	802.48	801.3	802.24	749.0
2008-10-28 00:35:00	ES	Futures	802.48	802.48	800.11	800.35	622.0
2008-10-28 00:40:00	ES	Futures	800.59	801.3	800.11	800.35	462.0
2008-10-28 00:45:00	ES	Futures	800.59	801.77	799.64	801.77	1193.0
2008-10-28 00:50:00	ES	Futures	801.53	802.72	799.64	801.3	896.0
2008-10-28 00:55:00	ES	Futures	801.3	801.77	800.11	800.82	276.0
2008-10-28 01:00:00	ES	Futures	800.59	801.06	799.4	800.59	387.0
2008-10-28 01:05:00	ES	Futures	800.82	802.24	800.82	801.77	167.0
2008-10-28 01:10:00	ES	Futures	802.01	802.24	801.3	801.3	178.0
2008-10-28 01:15:00	ES	Futures	801.06	802.72	800.59	802.48	266.0
2008-10-28 01:20:00	ES	Futures	802.01	802.48	801.53	802.48	109.0
2008-10-28 01:25:00	ES	Futures	802.48	802.72	801.77	801.77	589.0
2008-10-28 01:30:00	ES	Futures	802.01	802.72	801.77	802.72	367.0
2008-10-28 01:35:00	ES	Futures	802.48	803.43	802.48	803.43	1069.0
2008-10-28 01:40:00	ES	Futures	803.43	804.61	803.19	803.43	1074.0
2008-10-28 01:45:00	ES	Futures	803.66	805.79	803.43	805.56	1088.0
2008-10-28 01:50:00	ES	Futures	805.56	807.45	805.56	807.21	1480.0
2008-10-28 01:55:00	ES	Futures	806.98	808.63	806.5	806.5	1897.0
2008-10-28 02:00:00	ES	Futures	806.5	808.63	805.08	808.63	844.0
2008-10-28 02:05:00	ES	Futures	808.63	809.11	807.92	808.87	1522.0
2008-10-28 02:10:00	ES	Futures	808.87	811.23	808.87	811.23	2412.0
2008-10-28 02:15:00	ES	Futures	811.23	814.07	811.23	813.36	2231.0
2008-10-28 02:20:00	ES	Futures	813.6	813.84	813.13	813.36	388.0
2008-10-28 02:25:00	ES	Futures	813.36	814.07	813.13	813.84	788.0
2008-10-28 02:30:00	ES	Futures	813.84	813.84	813.13	813.13	502.0
2008-10-28 02:35:00	ES	Futures	813.13	813.6	812.65	812.89	408.0
2008-10-28 02:40:00	ES	Futures	812.89	814.07	812.42	813.6	689.0
2008-10-28 02:45:00	ES	Futures	813.6	815.73	813.36	815.73	2211.0
2008-10-28 02:50:00	ES	Futures	815.73	818.81	815.02	818.81	3236.0
2008-10-28 02:55:00	ES	Futures	818.57	821.65	818.33	820.94	2701.0
2008-10-28 03:00:00	ES	Futures	820.94	825.2	820.46	823.78	6837.0
2008-10-28 03:05:00	ES	Futures	823.78	824.25	820.7	822.12	1061.0
2008-10-28 03:10:00	ES	Futures	822.36	824.72	821.88	823.07	1998.0
2008-10-28 03:15:00	ES	Futures	823.07	823.54	820.46	823.54	1649.0
2008-10-28 03:20:00	ES	Futures	823.54	825.2	822.83	824.72	1283.0
2008-10-28 03:25:00	ES	Futures	824.96	830.64	824.72	828.27	3352.0
2008-10-28 03:30:00	ES	Futures	828.27	828.75	822.59	828.04	2679.0
2008-10-28 03:35:00	ES	Futures	828.04	830.17	827.8	828.51	1674.0
2008-10-28 03:40:00	ES	Futures	828.27	829.22	825.2	828.04	1768.0
2008-10-28 03:45:00	ES	Futures	828.04	828.04	825.2	826.85	1655.0
2008-10-28 03:50:00	ES	Futures	826.85	826.85	824.25	824.72	2354.0
2008-10-28 03:55:00	ES	Futures	824.72	824.96	822.12	824.01	3330.0
2008-10-28 04:00:00	ES	Futures	824.01	829.22	822.12	828.51	6102.0
2008-10-28 04:05:00	ES	Futures	828.51	829.22	824.25	827.8	5271.0

> showing 50 of 11,628 rows — these rows as CSV

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