PREVIEW / futures_5min / 2008-10-29

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-29.parquet
  size:    246 KB
  rows:    11,443

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
2008-10-29 00:00:00	ES	Futures	879.63	880.1	877.73	877.73	1409.0
2008-10-29 00:05:00	ES	Futures	877.73	877.73	875.6	877.02	1277.0
2008-10-29 00:10:00	ES	Futures	876.79	877.97	875.84	875.84	986.0
2008-10-29 00:15:00	ES	Futures	876.08	876.31	874.66	875.13	1582.0
2008-10-29 00:20:00	ES	Futures	875.37	875.6	874.18	875.37	1223.0
2008-10-29 00:25:00	ES	Futures	875.37	877.02	874.66	874.89	1076.0
2008-10-29 00:30:00	ES	Futures	874.66	875.6	873.95	874.18	1093.0
2008-10-29 00:35:00	ES	Futures	874.18	874.66	872.76	873.71	1003.0
2008-10-29 00:40:00	ES	Futures	873.47	873.47	872.05	872.29	1283.0
2008-10-29 00:45:00	ES	Futures	872.29	872.53	871.82	872.05	1053.0
2008-10-29 00:50:00	ES	Futures	871.82	872.05	870.16	870.87	1664.0
2008-10-29 00:55:00	ES	Futures	870.87	871.11	869.69	870.4	739.0
2008-10-29 01:00:00	ES	Futures	870.16	876.08	870.16	873.47	1223.0
2008-10-29 01:05:00	ES	Futures	873.24	874.18	871.58	873.0	350.0
2008-10-29 01:10:00	ES	Futures	873.24	874.66	871.82	872.29	365.0
2008-10-29 01:15:00	ES	Futures	872.29	872.76	869.92	870.16	558.0
2008-10-29 01:20:00	ES	Futures	870.16	871.11	869.69	870.63	526.0
2008-10-29 01:25:00	ES	Futures	870.63	874.18	870.4	873.47	435.0
2008-10-29 01:30:00	ES	Futures	873.24	875.6	873.24	874.89	441.0
2008-10-29 01:35:00	ES	Futures	874.89	875.37	873.71	875.13	253.0
2008-10-29 01:40:00	ES	Futures	875.37	880.81	875.37	877.5	1687.0
2008-10-29 01:45:00	ES	Futures	877.97	879.39	877.97	878.68	479.0
2008-10-29 01:50:00	ES	Futures	878.21	879.86	878.21	879.86	538.0
2008-10-29 01:55:00	ES	Futures	879.86	880.34	877.97	880.1	810.0
2008-10-29 02:00:00	ES	Futures	880.34	883.65	879.15	880.81	2134.0
2008-10-29 02:05:00	ES	Futures	880.81	883.41	880.81	883.18	1489.0
2008-10-29 02:10:00	ES	Futures	883.18	883.65	879.63	879.86	695.0
2008-10-29 02:15:00	ES	Futures	879.86	881.05	879.86	880.57	269.0
2008-10-29 02:20:00	ES	Futures	880.57	881.28	880.1	880.57	351.0
2008-10-29 02:25:00	ES	Futures	880.81	883.18	880.81	882.94	1801.0
2008-10-29 02:30:00	ES	Futures	883.18	884.12	879.39	880.1	664.0
2008-10-29 02:35:00	ES	Futures	880.1	880.1	878.44	878.44	250.0
2008-10-29 02:40:00	ES	Futures	878.44	882.23	877.26	880.34	903.0
2008-10-29 02:45:00	ES	Futures	880.34	881.99	879.15	880.81	386.0
2008-10-29 02:50:00	ES	Futures	880.81	881.05	878.44	878.68	288.0
2008-10-29 02:55:00	ES	Futures	878.68	879.15	874.66	874.66	1000.0
2008-10-29 03:00:00	ES	Futures	874.66	876.55	874.42	876.08	1258.0
2008-10-29 03:05:00	ES	Futures	876.08	876.08	873.0	873.24	1406.0
2008-10-29 03:10:00	ES	Futures	873.0	875.37	872.53	875.13	1338.0
2008-10-29 03:15:00	ES	Futures	874.89	875.6	873.95	873.95	1437.0
2008-10-29 03:20:00	ES	Futures	874.18	874.42	871.34	871.82	1115.0
2008-10-29 03:25:00	ES	Futures	872.05	873.0	870.87	871.58	1508.0
2008-10-29 03:30:00	ES	Futures	871.58	872.29	870.87	871.58	2098.0
2008-10-29 03:35:00	ES	Futures	871.58	875.13	870.87	874.42	3484.0
2008-10-29 03:40:00	ES	Futures	874.18	878.21	873.71	877.5	4526.0
2008-10-29 03:45:00	ES	Futures	877.5	879.39	875.6	877.02	3500.0
2008-10-29 03:50:00	ES	Futures	877.26	878.44	874.66	874.89	3295.0
2008-10-29 03:55:00	ES	Futures	874.89	874.89	871.34	871.58	4204.0
2008-10-29 04:00:00	ES	Futures	871.58	876.31	868.98	876.08	10421.0
2008-10-29 04:05:00	ES	Futures	875.84	876.08	869.69	872.29	7371.0

> showing 50 of 11,443 rows — these rows as CSV

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