PREVIEW / futures_5min / 2008-10-30

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-30.parquet
  size:    242 KB
  rows:    11,402

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
2008-10-30 00:00:00	ES	Futures	898.32	899.03	896.9	898.09	899.0
2008-10-30 00:05:00	ES	Futures	898.09	899.27	897.38	899.03	865.0
2008-10-30 00:10:00	ES	Futures	898.8	900.22	898.09	900.22	963.0
2008-10-30 00:15:00	ES	Futures	900.22	900.69	899.98	900.45	1184.0
2008-10-30 00:20:00	ES	Futures	900.69	901.64	900.45	901.64	1892.0
2008-10-30 00:25:00	ES	Futures	901.64	902.11	897.38	899.74	1178.0
2008-10-30 00:30:00	ES	Futures	899.51	900.69	899.03	899.74	549.0
2008-10-30 00:35:00	ES	Futures	899.74	899.98	898.8	899.74	228.0
2008-10-30 00:40:00	ES	Futures	899.74	899.74	898.8	899.03	177.0
2008-10-30 00:45:00	ES	Futures	899.03	900.22	898.8	898.8	285.0
2008-10-30 00:50:00	ES	Futures	898.8	899.03	898.09	898.32	273.0
2008-10-30 00:55:00	ES	Futures	898.09	898.8	897.61	897.85	251.0
2008-10-30 01:00:00	ES	Futures	898.09	899.27	897.61	898.8	306.0
2008-10-30 01:05:00	ES	Futures	898.56	899.74	898.32	899.74	103.0
2008-10-30 01:10:00	ES	Futures	899.74	899.98	899.03	899.74	153.0
2008-10-30 01:15:00	ES	Futures	899.74	901.87	899.74	901.4	567.0
2008-10-30 01:20:00	ES	Futures	901.4	902.35	900.69	900.93	471.0
2008-10-30 01:25:00	ES	Futures	900.69	901.87	899.74	901.4	287.0
2008-10-30 01:30:00	ES	Futures	901.4	903.06	901.4	902.82	598.0
2008-10-30 01:35:00	ES	Futures	903.06	903.29	901.4	903.29	488.0
2008-10-30 01:40:00	ES	Futures	903.29	906.37	902.82	905.18	831.0
2008-10-30 01:45:00	ES	Futures	905.18	907.31	905.18	906.13	1864.0
2008-10-30 01:50:00	ES	Futures	906.13	907.79	905.89	907.79	798.0
2008-10-30 01:55:00	ES	Futures	907.55	909.68	907.08	908.73	2402.0
2008-10-30 02:00:00	ES	Futures	908.73	908.73	907.08	907.55	695.0
2008-10-30 02:05:00	ES	Futures	907.79	908.73	904.24	905.66	1483.0
2008-10-30 02:10:00	ES	Futures	905.89	905.89	905.18	905.89	219.0
2008-10-30 02:15:00	ES	Futures	905.89	907.31	904.71	905.18	550.0
2008-10-30 02:20:00	ES	Futures	905.18	906.84	905.18	905.89	138.0
2008-10-30 02:25:00	ES	Futures	905.66	908.26	905.42	907.79	202.0
2008-10-30 02:30:00	ES	Futures	907.79	911.81	907.31	908.26	1074.0
2008-10-30 02:35:00	ES	Futures	908.02	909.21	907.79	908.26	297.0
2008-10-30 02:40:00	ES	Futures	908.02	908.73	904.0	904.71	1045.0
2008-10-30 02:45:00	ES	Futures	904.47	916.78	904.0	914.41	3297.0
2008-10-30 02:50:00	ES	Futures	914.41	914.65	908.73	908.97	1776.0
2008-10-30 02:55:00	ES	Futures	909.21	910.39	904.47	905.42	1050.0
2008-10-30 03:00:00	ES	Futures	905.42	908.5	902.82	906.37	2330.0
2008-10-30 03:05:00	ES	Futures	906.37	911.1	905.18	908.97	1178.0
2008-10-30 03:10:00	ES	Futures	909.92	911.57	908.26	909.68	725.0
2008-10-30 03:15:00	ES	Futures	909.21	909.68	906.84	908.73	1240.0
2008-10-30 03:20:00	ES	Futures	908.73	909.68	908.5	908.73	738.0
2008-10-30 03:25:00	ES	Futures	909.21	910.63	907.79	910.39	1009.0
2008-10-30 03:30:00	ES	Futures	910.15	911.57	908.26	909.92	1383.0
2008-10-30 03:35:00	ES	Futures	909.92	910.63	909.44	910.39	1220.0
2008-10-30 03:40:00	ES	Futures	910.15	910.63	908.73	909.68	862.0
2008-10-30 03:45:00	ES	Futures	909.68	909.68	907.79	908.26	596.0
2008-10-30 03:50:00	ES	Futures	907.79	907.79	905.89	906.6	925.0
2008-10-30 03:55:00	ES	Futures	906.6	908.5	905.66	906.37	2197.0
2008-10-30 04:00:00	ES	Futures	906.37	909.21	902.35	903.06	4261.0
2008-10-30 04:05:00	ES	Futures	903.06	903.29	899.03	899.51	4213.0

> showing 50 of 11,402 rows — these rows as CSV

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