PREVIEW / futures_5min / 2008-11-06

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-06.parquet
  size:    240 KB
  rows:    11,310

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
2008-11-06 00:00:00	ES	Futures	895.48	895.48	893.59	893.83	444.0
2008-11-06 00:05:00	ES	Futures	893.83	895.01	893.35	894.3	245.0
2008-11-06 00:10:00	ES	Futures	894.3	894.77	894.06	894.77	60.0
2008-11-06 00:15:00	ES	Futures	894.77	896.43	894.77	896.43	374.0
2008-11-06 00:20:00	ES	Futures	896.43	897.85	895.72	897.38	829.0
2008-11-06 00:25:00	ES	Futures	896.9	897.85	896.9	897.38	397.0
2008-11-06 00:30:00	ES	Futures	897.38	898.32	896.19	896.19	408.0
2008-11-06 00:35:00	ES	Futures	896.43	896.43	895.72	896.19	158.0
2008-11-06 00:40:00	ES	Futures	896.19	896.9	895.72	896.43	138.0
2008-11-06 00:45:00	ES	Futures	896.19	896.19	894.06	894.3	366.0
2008-11-06 00:50:00	ES	Futures	894.06	897.61	894.06	897.61	427.0
2008-11-06 00:55:00	ES	Futures	897.38	899.03	897.38	898.56	892.0
2008-11-06 01:00:00	ES	Futures	898.32	899.03	897.61	898.8	564.0
2008-11-06 01:05:00	ES	Futures	898.8	898.8	897.85	898.32	134.0
2008-11-06 01:10:00	ES	Futures	898.56	899.27	898.56	899.03	238.0
2008-11-06 01:15:00	ES	Futures	899.03	899.03	897.85	898.09	262.0
2008-11-06 01:20:00	ES	Futures	898.32	898.8	898.09	898.56	58.0
2008-11-06 01:25:00	ES	Futures	898.32	899.27	898.32	899.03	385.0
2008-11-06 01:30:00	ES	Futures	898.8	898.8	898.09	898.32	195.0
2008-11-06 01:35:00	ES	Futures	898.09	898.8	898.09	898.8	34.0
2008-11-06 01:40:00	ES	Futures	898.8	898.8	898.09	898.09	111.0
2008-11-06 01:45:00	ES	Futures	898.09	898.09	897.14	897.38	164.0
2008-11-06 01:50:00	ES	Futures	897.38	898.8	897.14	897.85	141.0
2008-11-06 01:55:00	ES	Futures	897.85	899.27	897.61	898.56	431.0
2008-11-06 02:00:00	ES	Futures	898.8	900.22	898.32	899.51	1342.0
2008-11-06 02:05:00	ES	Futures	899.27	899.74	897.85	898.8	927.0
2008-11-06 02:10:00	ES	Futures	898.8	899.74	898.09	898.8	728.0
2008-11-06 02:15:00	ES	Futures	898.8	899.27	896.43	897.61	1179.0
2008-11-06 02:20:00	ES	Futures	897.85	898.09	897.61	898.09	464.0
2008-11-06 02:25:00	ES	Futures	898.09	898.09	896.67	897.38	543.0
2008-11-06 02:30:00	ES	Futures	897.38	897.38	894.3	895.25	1481.0
2008-11-06 02:35:00	ES	Futures	895.01	895.96	893.83	893.83	1142.0
2008-11-06 02:40:00	ES	Futures	893.83	895.01	893.83	894.06	1256.0
2008-11-06 02:45:00	ES	Futures	894.06	895.96	893.35	895.96	927.0
2008-11-06 02:50:00	ES	Futures	895.72	896.9	894.77	896.43	1699.0
2008-11-06 02:55:00	ES	Futures	896.43	897.14	895.01	895.01	1323.0
2008-11-06 03:00:00	ES	Futures	895.25	896.19	893.35	895.48	2447.0
2008-11-06 03:05:00	ES	Futures	895.48	896.67	894.3	896.43	1559.0
2008-11-06 03:10:00	ES	Futures	896.67	897.38	895.25	897.14	2266.0
2008-11-06 03:15:00	ES	Futures	897.14	898.56	896.67	898.09	2552.0
2008-11-06 03:20:00	ES	Futures	898.09	899.74	897.14	899.51	2786.0
2008-11-06 03:25:00	ES	Futures	899.74	900.69	899.03	899.74	2716.0
2008-11-06 03:30:00	ES	Futures	899.51	900.22	898.56	899.27	2586.0
2008-11-06 03:35:00	ES	Futures	899.27	900.45	898.09	899.27	2540.0
2008-11-06 03:40:00	ES	Futures	899.51	901.4	899.51	900.93	1892.0
2008-11-06 03:45:00	ES	Futures	900.93	901.16	898.32	899.51	2154.0
2008-11-06 03:50:00	ES	Futures	899.51	900.93	899.51	899.74	1218.0
2008-11-06 03:55:00	ES	Futures	899.51	900.22	898.32	899.74	1695.0
2008-11-06 04:00:00	ES	Futures	899.51	901.4	899.51	901.4	1259.0
2008-11-06 04:05:00	ES	Futures	901.16	902.11	899.98	901.16	1982.0

> showing 50 of 11,310 rows — these rows as CSV

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