PREVIEW / futures_5min / 2008-10-31

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-10-31.parquet
  size:    206 KB
  rows:    9,311

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
2008-10-31 00:00:00	ES	Futures	908.02	909.21	907.08	907.08	417.0
2008-10-31 00:05:00	ES	Futures	907.31	908.02	906.6	907.79	231.0
2008-10-31 00:10:00	ES	Futures	907.79	908.73	907.31	908.73	389.0
2008-10-31 00:15:00	ES	Futures	908.97	909.68	907.79	909.21	341.0
2008-10-31 00:20:00	ES	Futures	909.21	909.44	908.5	908.5	221.0
2008-10-31 00:25:00	ES	Futures	908.5	908.5	906.37	906.37	273.0
2008-10-31 00:30:00	ES	Futures	906.6	910.39	905.89	909.92	763.0
2008-10-31 00:35:00	ES	Futures	909.92	909.92	907.79	908.5	175.0
2008-10-31 00:40:00	ES	Futures	908.5	909.21	907.55	908.02	100.0
2008-10-31 00:45:00	ES	Futures	907.55	908.97	907.31	908.5	248.0
2008-10-31 00:50:00	ES	Futures	908.5	909.21	908.02	908.02	96.0
2008-10-31 00:55:00	ES	Futures	908.02	910.39	907.55	907.55	344.0
2008-10-31 01:00:00	ES	Futures	907.31	907.79	906.37	907.08	755.0
2008-10-31 01:05:00	ES	Futures	907.31	909.21	906.84	908.73	567.0
2008-10-31 01:10:00	ES	Futures	908.73	910.15	908.26	908.26	237.0
2008-10-31 01:15:00	ES	Futures	908.5	910.39	908.5	910.15	713.0
2008-10-31 01:20:00	ES	Futures	910.39	910.86	909.92	910.39	279.0
2008-10-31 01:25:00	ES	Futures	910.39	910.39	908.5	909.21	144.0
2008-10-31 01:30:00	ES	Futures	909.21	909.21	908.26	908.73	160.0
2008-10-31 01:35:00	ES	Futures	908.97	908.97	907.08	907.79	330.0
2008-10-31 01:40:00	ES	Futures	907.79	908.5	907.31	908.5	54.0
2008-10-31 01:45:00	ES	Futures	908.5	908.5	907.79	908.26	67.0
2008-10-31 01:50:00	ES	Futures	908.26	908.26	904.0	904.71	568.0
2008-10-31 01:55:00	ES	Futures	904.71	904.71	901.16	901.4	1311.0
2008-10-31 02:00:00	ES	Futures	901.16	903.53	901.16	902.58	516.0
2008-10-31 02:05:00	ES	Futures	902.58	902.58	900.22	900.22	1192.0
2008-10-31 02:10:00	ES	Futures	900.22	900.45	899.51	899.74	605.0
2008-10-31 02:15:00	ES	Futures	899.74	900.22	899.51	899.74	336.0
2008-10-31 02:20:00	ES	Futures	899.51	899.98	899.51	899.51	310.0
2008-10-31 02:25:00	ES	Futures	899.51	899.98	899.51	899.74	231.0
2008-10-31 02:30:00	ES	Futures	899.98	899.98	899.51	899.51	628.0
2008-10-31 02:35:00	ES	Futures	899.51	899.74	896.9	896.9	1435.0
2008-10-31 02:40:00	ES	Futures	897.14	899.74	895.96	897.38	1128.0
2008-10-31 02:45:00	ES	Futures	897.38	897.85	896.9	897.61	163.0
2008-10-31 02:50:00	ES	Futures	897.38	899.03	896.9	897.38	444.0
2008-10-31 02:55:00	ES	Futures	897.38	898.09	897.38	897.85	218.0
2008-10-31 03:00:00	ES	Futures	897.61	898.09	892.64	894.3	3848.0
2008-10-31 03:05:00	ES	Futures	894.54	894.54	892.64	893.35	931.0
2008-10-31 03:10:00	ES	Futures	893.35	894.77	892.64	893.12	668.0
2008-10-31 03:15:00	ES	Futures	893.12	893.59	892.41	892.64	1246.0
2008-10-31 03:20:00	ES	Futures	892.64	893.59	892.17	892.64	773.0
2008-10-31 03:25:00	ES	Futures	892.64	896.67	892.17	896.43	1401.0
2008-10-31 03:30:00	ES	Futures	896.43	897.14	893.83	895.01	1159.0
2008-10-31 03:35:00	ES	Futures	895.01	896.67	894.77	896.67	832.0
2008-10-31 03:40:00	ES	Futures	896.9	896.9	894.77	896.43	664.0
2008-10-31 03:45:00	ES	Futures	896.67	897.14	895.96	896.67	557.0
2008-10-31 03:50:00	ES	Futures	896.67	899.27	896.43	898.8	1427.0
2008-10-31 03:55:00	ES	Futures	898.8	899.74	897.85	899.03	1887.0
2008-10-31 04:00:00	ES	Futures	899.27	901.4	895.96	897.61	4612.0
2008-10-31 04:05:00	ES	Futures	897.61	897.61	892.17	892.17	3387.0

> showing 50 of 9,311 rows — these rows as CSV

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