PREVIEW / futures_5min / 2008-11-05

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-05.parquet
  size:    239 KB
  rows:    11,482

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
2008-11-05 00:00:00	ES	Futures	948.02	948.97	946.84	947.78	891.0
2008-11-05 00:05:00	ES	Futures	947.78	949.91	947.55	949.44	410.0
2008-11-05 00:10:00	ES	Futures	949.44	950.15	948.73	950.15	210.0
2008-11-05 00:15:00	ES	Futures	950.15	953.22	946.84	952.04	1442.0
2008-11-05 00:20:00	ES	Futures	952.04	952.99	950.15	950.62	537.0
2008-11-05 00:25:00	ES	Futures	950.38	952.04	950.38	950.86	693.0
2008-11-05 00:30:00	ES	Futures	950.86	950.86	948.02	948.97	396.0
2008-11-05 00:35:00	ES	Futures	949.2	949.67	948.97	949.44	148.0
2008-11-05 00:40:00	ES	Futures	949.2	952.28	949.2	950.86	741.0
2008-11-05 00:45:00	ES	Futures	950.86	951.8	950.38	951.33	195.0
2008-11-05 00:50:00	ES	Futures	951.09	951.57	949.91	951.33	297.0
2008-11-05 00:55:00	ES	Futures	950.86	953.7	950.86	952.28	816.0
2008-11-05 01:00:00	ES	Futures	952.51	954.17	952.28	953.7	1122.0
2008-11-05 01:05:00	ES	Futures	953.7	954.17	952.51	953.22	1041.0
2008-11-05 01:10:00	ES	Futures	952.99	953.46	951.33	952.28	452.0
2008-11-05 01:15:00	ES	Futures	952.51	953.46	952.28	953.22	180.0
2008-11-05 01:20:00	ES	Futures	953.22	953.7	952.51	952.99	184.0
2008-11-05 01:25:00	ES	Futures	953.22	953.7	952.99	953.22	99.0
2008-11-05 01:30:00	ES	Futures	953.22	953.22	952.28	952.28	254.0
2008-11-05 01:35:00	ES	Futures	952.51	953.46	952.51	953.22	65.0
2008-11-05 01:40:00	ES	Futures	953.22	953.7	952.75	953.22	174.0
2008-11-05 01:45:00	ES	Futures	953.46	954.17	952.99	953.93	521.0
2008-11-05 01:50:00	ES	Futures	953.93	954.17	952.04	952.04	765.0
2008-11-05 01:55:00	ES	Futures	952.04	952.28	949.67	949.91	528.0
2008-11-05 02:00:00	ES	Futures	949.91	950.15	947.55	948.02	1657.0
2008-11-05 02:05:00	ES	Futures	948.02	948.73	944.94	945.18	2229.0
2008-11-05 02:10:00	ES	Futures	945.18	945.18	943.52	944.0	1924.0
2008-11-05 02:15:00	ES	Futures	944.0	944.23	942.58	942.81	2377.0
2008-11-05 02:20:00	ES	Futures	943.05	944.0	941.16	942.81	2386.0
2008-11-05 02:25:00	ES	Futures	942.81	944.71	942.81	944.23	1379.0
2008-11-05 02:30:00	ES	Futures	944.47	945.65	942.1	942.58	1327.0
2008-11-05 02:35:00	ES	Futures	942.58	943.76	941.87	942.58	744.0
2008-11-05 02:40:00	ES	Futures	942.58	943.52	939.97	940.21	1694.0
2008-11-05 02:45:00	ES	Futures	939.97	941.16	939.26	940.92	1477.0
2008-11-05 02:50:00	ES	Futures	940.92	942.81	939.97	940.45	1988.0
2008-11-05 02:55:00	ES	Futures	940.45	940.45	937.37	938.32	2731.0
2008-11-05 03:00:00	ES	Futures	938.55	939.97	936.42	936.9	4277.0
2008-11-05 03:05:00	ES	Futures	936.9	936.9	934.53	934.53	4940.0
2008-11-05 03:10:00	ES	Futures	935.0	935.24	932.64	934.06	4099.0
2008-11-05 03:15:00	ES	Futures	934.29	936.66	933.82	936.19	2101.0
2008-11-05 03:20:00	ES	Futures	936.42	938.55	935.95	937.61	1350.0
2008-11-05 03:25:00	ES	Futures	937.61	937.61	934.53	935.24	2000.0
2008-11-05 03:30:00	ES	Futures	935.24	937.13	934.77	935.71	1246.0
2008-11-05 03:35:00	ES	Futures	935.71	936.42	933.58	933.82	1684.0
2008-11-05 03:40:00	ES	Futures	933.58	937.13	933.35	936.66	2053.0
2008-11-05 03:45:00	ES	Futures	936.19	937.37	935.24	935.48	2590.0
2008-11-05 03:50:00	ES	Futures	935.24	936.42	933.82	934.29	1138.0
2008-11-05 03:55:00	ES	Futures	934.53	935.71	933.82	934.53	1281.0
2008-11-05 04:00:00	ES	Futures	934.29	934.29	932.87	933.11	2208.0
2008-11-05 04:05:00	ES	Futures	933.35	935.0	932.4	934.53	2788.0

> showing 50 of 11,482 rows — these rows as CSV

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