PREVIEW / futures_5min / 2008-11-02

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-02.parquet
  size:    51 KB
  rows:    1,849

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
2008-11-02 18:00:00	ES	Futures	914.18	914.89	910.63	911.34	1963.0
2008-11-02 18:05:00	ES	Futures	911.1	911.81	910.86	911.57	737.0
2008-11-02 18:10:00	ES	Futures	911.34	912.28	910.39	912.28	989.0
2008-11-02 18:15:00	ES	Futures	912.05	912.99	911.57	911.81	917.0
2008-11-02 18:20:00	ES	Futures	911.57	912.99	911.34	912.99	462.0
2008-11-02 18:25:00	ES	Futures	912.99	913.94	912.05	913.47	439.0
2008-11-02 18:30:00	ES	Futures	913.23	913.47	912.76	912.99	228.0
2008-11-02 18:35:00	ES	Futures	912.99	912.99	911.34	911.81	1229.0
2008-11-02 18:40:00	ES	Futures	912.05	912.76	912.05	912.52	553.0
2008-11-02 18:45:00	ES	Futures	912.76	914.89	912.76	914.65	415.0
2008-11-02 18:50:00	ES	Futures	914.65	916.78	914.41	914.65	575.0
2008-11-02 18:55:00	ES	Futures	914.65	914.89	913.23	913.47	532.0
2008-11-02 19:00:00	ES	Futures	913.47	913.47	912.52	913.23	382.0
2008-11-02 19:05:00	ES	Futures	913.23	913.94	913.23	913.7	190.0
2008-11-02 19:10:00	ES	Futures	913.7	913.94	913.47	913.94	177.0
2008-11-02 19:15:00	ES	Futures	913.94	913.94	913.47	913.94	88.0
2008-11-02 19:20:00	ES	Futures	913.94	916.54	913.94	916.54	626.0
2008-11-02 19:25:00	ES	Futures	916.31	916.54	915.12	916.54	212.0
2008-11-02 19:30:00	ES	Futures	916.54	916.54	914.41	914.65	498.0
2008-11-02 19:35:00	ES	Futures	914.65	914.89	914.41	914.65	170.0
2008-11-02 19:40:00	ES	Futures	914.65	915.83	914.41	915.36	206.0
2008-11-02 19:45:00	ES	Futures	915.36	916.07	914.89	915.36	188.0
2008-11-02 19:50:00	ES	Futures	915.36	916.07	915.36	915.83	269.0
2008-11-02 19:55:00	ES	Futures	915.83	916.54	915.83	916.31	514.0
2008-11-02 20:00:00	ES	Futures	916.31	919.15	916.31	917.02	859.0
2008-11-02 20:05:00	ES	Futures	916.78	917.49	916.54	916.54	143.0
2008-11-02 20:10:00	ES	Futures	916.54	917.02	916.31	916.54	181.0
2008-11-02 20:15:00	ES	Futures	916.54	916.78	916.31	916.54	121.0
2008-11-02 20:20:00	ES	Futures	916.54	917.02	915.83	915.83	333.0
2008-11-02 20:25:00	ES	Futures	915.83	917.02	915.6	916.31	349.0
2008-11-02 20:30:00	ES	Futures	916.31	918.67	916.31	918.44	651.0
2008-11-02 20:35:00	ES	Futures	918.44	920.57	917.49	920.33	720.0
2008-11-02 20:40:00	ES	Futures	919.86	921.28	919.38	919.38	766.0
2008-11-02 20:45:00	ES	Futures	919.38	923.17	919.38	923.17	1070.0
2008-11-02 20:50:00	ES	Futures	923.17	924.59	923.17	923.41	894.0
2008-11-02 20:55:00	ES	Futures	923.41	924.83	923.17	924.35	455.0
2008-11-02 21:00:00	ES	Futures	924.12	924.83	923.88	924.83	639.0
2008-11-02 21:05:00	ES	Futures	924.59	927.43	924.35	925.06	1585.0
2008-11-02 21:10:00	ES	Futures	925.06	925.77	924.35	924.35	886.0
2008-11-02 21:15:00	ES	Futures	924.59	924.59	923.88	924.59	607.0
2008-11-02 21:20:00	ES	Futures	924.35	925.77	924.12	924.35	270.0
2008-11-02 21:25:00	ES	Futures	924.35	924.83	924.12	924.12	315.0
2008-11-02 21:30:00	ES	Futures	923.88	924.12	923.41	924.12	819.0
2008-11-02 21:35:00	ES	Futures	924.12	926.25	923.88	926.01	424.0
2008-11-02 21:40:00	ES	Futures	926.01	926.01	924.59	925.54	201.0
2008-11-02 21:45:00	ES	Futures	925.54	925.54	924.59	924.83	158.0
2008-11-02 21:50:00	ES	Futures	924.59	924.59	923.41	923.41	470.0
2008-11-02 21:55:00	ES	Futures	923.64	923.64	923.41	923.64	183.0
2008-11-02 22:00:00	ES	Futures	923.64	923.64	921.99	921.99	1322.0
2008-11-02 22:05:00	ES	Futures	922.22	922.93	921.99	921.99	594.0

> showing 50 of 1,849 rows — these rows as CSV

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