PREVIEW / futures_5min / 2008-11-04

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-04.parquet
  size:    247 KB
  rows:    11,473

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
2008-11-04 00:00:00	ES	Futures	917.25	918.67	917.25	918.44	278.0
2008-11-04 00:05:00	ES	Futures	918.44	918.44	917.73	917.73	293.0
2008-11-04 00:10:00	ES	Futures	917.49	918.2	917.49	917.96	156.0
2008-11-04 00:15:00	ES	Futures	917.96	918.2	917.73	917.96	71.0
2008-11-04 00:20:00	ES	Futures	917.96	917.96	915.6	917.25	818.0
2008-11-04 00:25:00	ES	Futures	917.25	918.2	917.02	917.96	984.0
2008-11-04 00:30:00	ES	Futures	917.96	919.15	917.25	917.49	381.0
2008-11-04 00:35:00	ES	Futures	917.25	918.67	917.25	918.2	131.0
2008-11-04 00:40:00	ES	Futures	918.2	918.44	917.25	917.96	253.0
2008-11-04 00:45:00	ES	Futures	917.73	918.67	917.02	917.49	108.0
2008-11-04 00:50:00	ES	Futures	917.96	918.44	917.96	918.2	130.0
2008-11-04 00:55:00	ES	Futures	918.2	919.15	917.96	917.96	346.0
2008-11-04 01:00:00	ES	Futures	918.44	918.91	918.2	918.67	90.0
2008-11-04 01:05:00	ES	Futures	918.44	919.62	918.2	919.38	204.0
2008-11-04 01:10:00	ES	Futures	919.38	920.09	919.38	920.09	220.0
2008-11-04 01:15:00	ES	Futures	919.86	920.57	919.86	920.33	316.0
2008-11-04 01:20:00	ES	Futures	920.09	920.09	919.38	919.62	97.0
2008-11-04 01:25:00	ES	Futures	919.62	919.86	919.15	919.15	47.0
2008-11-04 01:30:00	ES	Futures	919.38	920.33	919.38	919.62	65.0
2008-11-04 01:35:00	ES	Futures	919.38	919.86	919.15	919.15	50.0
2008-11-04 01:40:00	ES	Futures	919.15	919.86	919.15	919.15	88.0
2008-11-04 01:45:00	ES	Futures	919.15	920.09	919.15	919.86	47.0
2008-11-04 01:50:00	ES	Futures	919.62	920.09	919.15	919.86	156.0
2008-11-04 01:55:00	ES	Futures	919.38	919.62	918.67	918.67	454.0
2008-11-04 02:00:00	ES	Futures	918.67	919.86	918.2	919.62	949.0
2008-11-04 02:05:00	ES	Futures	919.38	920.09	919.15	919.38	527.0
2008-11-04 02:10:00	ES	Futures	919.38	919.86	919.15	919.38	67.0
2008-11-04 02:15:00	ES	Futures	919.38	919.62	919.38	919.38	392.0
2008-11-04 02:20:00	ES	Futures	919.38	920.57	919.38	920.33	545.0
2008-11-04 02:25:00	ES	Futures	920.33	920.8	920.33	920.8	210.0
2008-11-04 02:30:00	ES	Futures	920.57	921.75	920.57	921.04	1256.0
2008-11-04 02:35:00	ES	Futures	921.28	921.28	920.33	920.57	367.0
2008-11-04 02:40:00	ES	Futures	920.57	921.04	920.33	921.04	183.0
2008-11-04 02:45:00	ES	Futures	921.04	921.51	921.04	921.28	287.0
2008-11-04 02:50:00	ES	Futures	921.51	921.51	920.57	920.8	535.0
2008-11-04 02:55:00	ES	Futures	920.57	921.51	920.33	921.51	286.0
2008-11-04 03:00:00	ES	Futures	921.28	921.51	915.36	916.78	4046.0
2008-11-04 03:05:00	ES	Futures	916.78	917.73	915.83	916.31	1462.0
2008-11-04 03:10:00	ES	Futures	916.07	917.49	915.36	917.02	1213.0
2008-11-04 03:15:00	ES	Futures	917.25	918.91	916.78	918.91	1088.0
2008-11-04 03:20:00	ES	Futures	918.91	919.86	918.2	919.38	958.0
2008-11-04 03:25:00	ES	Futures	919.15	921.28	919.15	920.8	1440.0
2008-11-04 03:30:00	ES	Futures	920.8	922.46	920.57	922.22	1911.0
2008-11-04 03:35:00	ES	Futures	922.22	923.64	921.51	923.41	1932.0
2008-11-04 03:40:00	ES	Futures	923.17	924.59	921.51	922.22	1757.0
2008-11-04 03:45:00	ES	Futures	922.46	924.59	922.22	923.64	1688.0
2008-11-04 03:50:00	ES	Futures	923.88	924.59	922.22	922.46	1477.0
2008-11-04 03:55:00	ES	Futures	922.7	924.12	922.46	923.88	504.0
2008-11-04 04:00:00	ES	Futures	924.12	924.12	922.93	922.93	957.0
2008-11-04 04:05:00	ES	Futures	922.93	923.88	922.22	922.7	908.0

> showing 50 of 11,473 rows — these rows as CSV

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