PREVIEW / futures_5min / 2008-11-03

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-03.parquet
  size:    220 KB
  rows:    10,989

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
2008-11-03 00:00:00	ES	Futures	924.83	925.06	922.93	923.88	233.0
2008-11-03 00:05:00	ES	Futures	923.88	925.54	923.88	925.3	131.0
2008-11-03 00:10:00	ES	Futures	925.3	926.25	925.3	925.3	228.0
2008-11-03 00:15:00	ES	Futures	925.3	926.48	924.59	925.06	429.0
2008-11-03 00:20:00	ES	Futures	925.06	925.54	924.59	924.83	115.0
2008-11-03 00:25:00	ES	Futures	925.06	925.54	925.06	925.06	111.0
2008-11-03 00:30:00	ES	Futures	925.3	925.54	923.64	923.64	270.0
2008-11-03 00:35:00	ES	Futures	923.41	923.88	922.93	923.41	158.0
2008-11-03 00:40:00	ES	Futures	923.41	923.41	923.17	923.41	80.0
2008-11-03 00:45:00	ES	Futures	923.64	923.88	923.17	923.17	36.0
2008-11-03 00:50:00	ES	Futures	923.17	923.41	923.17	923.17	139.0
2008-11-03 00:55:00	ES	Futures	923.41	925.06	923.41	924.83	358.0
2008-11-03 01:00:00	ES	Futures	924.83	924.83	923.88	924.12	52.0
2008-11-03 01:05:00	ES	Futures	924.35	924.35	923.88	923.88	24.0
2008-11-03 01:10:00	ES	Futures	923.88	924.83	923.88	924.59	62.0
2008-11-03 01:15:00	ES	Futures	924.59	925.3	924.59	924.83	42.0
2008-11-03 01:20:00	ES	Futures	925.06	925.3	923.41	923.64	109.0
2008-11-03 01:25:00	ES	Futures	923.41	923.64	922.93	923.41	108.0
2008-11-03 01:30:00	ES	Futures	923.41	923.41	921.51	922.46	379.0
2008-11-03 01:35:00	ES	Futures	921.99	922.22	921.51	921.99	87.0
2008-11-03 01:40:00	ES	Futures	921.75	921.75	920.33	920.8	276.0
2008-11-03 01:45:00	ES	Futures	920.57	922.22	920.33	921.28	174.0
2008-11-03 01:50:00	ES	Futures	921.28	921.51	920.57	920.57	90.0
2008-11-03 01:55:00	ES	Futures	920.57	920.57	919.38	920.57	260.0
2008-11-03 02:00:00	ES	Futures	920.57	924.12	919.86	922.46	953.0
2008-11-03 02:05:00	ES	Futures	922.46	924.35	921.28	924.12	603.0
2008-11-03 02:10:00	ES	Futures	923.88	924.12	922.46	923.64	332.0
2008-11-03 02:15:00	ES	Futures	923.88	925.3	923.41	923.88	893.0
2008-11-03 02:20:00	ES	Futures	923.88	924.12	921.28	921.28	254.0
2008-11-03 02:25:00	ES	Futures	921.28	922.93	921.28	922.22	417.0
2008-11-03 02:30:00	ES	Futures	922.22	922.93	920.57	922.7	989.0
2008-11-03 02:35:00	ES	Futures	922.46	923.17	921.28	921.51	521.0
2008-11-03 02:40:00	ES	Futures	921.28	921.51	919.86	921.04	858.0
2008-11-03 02:45:00	ES	Futures	921.04	923.17	920.09	922.7	1005.0
2008-11-03 02:50:00	ES	Futures	922.7	922.7	920.57	921.04	407.0
2008-11-03 02:55:00	ES	Futures	921.04	921.99	920.33	920.57	623.0
2008-11-03 03:00:00	ES	Futures	920.8	924.83	920.09	920.57	1887.0
2008-11-03 03:05:00	ES	Futures	920.57	921.51	919.38	920.09	1788.0
2008-11-03 03:10:00	ES	Futures	920.09	920.33	918.2	918.2	2249.0
2008-11-03 03:15:00	ES	Futures	918.44	919.38	917.49	917.96	1736.0
2008-11-03 03:20:00	ES	Futures	917.96	918.2	915.36	915.6	2106.0
2008-11-03 03:25:00	ES	Futures	915.36	917.25	914.89	917.02	2038.0
2008-11-03 03:30:00	ES	Futures	917.25	917.73	915.6	915.6	1010.0
2008-11-03 03:35:00	ES	Futures	915.6	916.78	914.65	916.54	1040.0
2008-11-03 03:40:00	ES	Futures	916.31	918.2	915.6	917.96	1260.0
2008-11-03 03:45:00	ES	Futures	917.96	918.44	917.49	917.73	1781.0
2008-11-03 03:50:00	ES	Futures	917.96	918.67	916.54	917.02	2605.0
2008-11-03 03:55:00	ES	Futures	917.02	918.2	916.78	917.25	425.0
2008-11-03 04:00:00	ES	Futures	917.25	917.49	915.6	916.78	963.0
2008-11-03 04:05:00	ES	Futures	916.78	918.44	916.31	918.44	1711.0

> showing 50 of 10,989 rows — these rows as CSV

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