PREVIEW / futures_5min / 2008-11-09

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-09.parquet
  size:    46 KB
  rows:    1,931

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
2008-11-09 18:00:00	ES	Futures	890.75	895.96	890.75	893.83	7685.0
2008-11-09 18:05:00	ES	Futures	894.06	897.85	893.35	897.14	2353.0
2008-11-09 18:10:00	ES	Futures	897.14	900.22	896.67	900.22	3858.0
2008-11-09 18:15:00	ES	Futures	900.22	902.58	899.27	899.27	3185.0
2008-11-09 18:20:00	ES	Futures	899.27	899.98	899.03	899.03	874.0
2008-11-09 18:25:00	ES	Futures	899.03	901.16	899.03	901.16	843.0
2008-11-09 18:30:00	ES	Futures	901.16	901.87	900.45	900.45	957.0
2008-11-09 18:35:00	ES	Futures	900.69	900.93	899.74	900.93	728.0
2008-11-09 18:40:00	ES	Futures	900.69	901.16	900.22	900.69	586.0
2008-11-09 18:45:00	ES	Futures	900.69	903.29	900.22	902.82	1755.0
2008-11-09 18:50:00	ES	Futures	902.82	903.06	900.69	901.4	1386.0
2008-11-09 18:55:00	ES	Futures	901.4	902.82	901.4	902.11	513.0
2008-11-09 19:00:00	ES	Futures	902.11	904.71	902.11	904.47	1906.0
2008-11-09 19:05:00	ES	Futures	904.47	904.71	902.58	902.58	1384.0
2008-11-09 19:10:00	ES	Futures	902.58	904.0	902.58	904.0	1442.0
2008-11-09 19:15:00	ES	Futures	904.0	904.0	902.35	902.35	325.0
2008-11-09 19:20:00	ES	Futures	902.35	905.18	902.11	904.71	1385.0
2008-11-09 19:25:00	ES	Futures	904.71	905.66	904.71	905.66	1267.0
2008-11-09 19:30:00	ES	Futures	905.66	906.6	904.95	905.18	1886.0
2008-11-09 19:35:00	ES	Futures	905.42	905.89	904.0	904.71	507.0
2008-11-09 19:40:00	ES	Futures	904.47	904.71	903.76	904.24	654.0
2008-11-09 19:45:00	ES	Futures	904.0	904.47	903.06	903.53	684.0
2008-11-09 19:50:00	ES	Futures	903.53	904.24	903.53	904.0	359.0
2008-11-09 19:55:00	ES	Futures	903.76	904.24	903.53	904.0	144.0
2008-11-09 20:00:00	ES	Futures	904.0	904.0	903.06	903.29	435.0
2008-11-09 20:05:00	ES	Futures	903.29	903.76	902.82	903.06	204.0
2008-11-09 20:10:00	ES	Futures	903.06	903.06	901.4	901.87	653.0
2008-11-09 20:15:00	ES	Futures	901.87	903.06	901.4	902.58	382.0
2008-11-09 20:20:00	ES	Futures	902.58	903.53	901.64	901.87	374.0
2008-11-09 20:25:00	ES	Futures	901.87	903.06	900.45	901.16	746.0
2008-11-09 20:30:00	ES	Futures	900.93	901.16	899.51	899.51	726.0
2008-11-09 20:35:00	ES	Futures	899.74	900.45	899.51	900.22	585.0
2008-11-09 20:40:00	ES	Futures	900.22	901.87	899.98	901.64	525.0
2008-11-09 20:45:00	ES	Futures	901.4	901.64	900.69	900.93	472.0
2008-11-09 20:50:00	ES	Futures	900.69	900.93	899.51	900.93	560.0
2008-11-09 20:55:00	ES	Futures	901.16	902.11	900.93	901.87	465.0
2008-11-09 21:00:00	ES	Futures	901.87	902.58	900.69	900.93	752.0
2008-11-09 21:05:00	ES	Futures	900.93	901.16	900.93	900.93	164.0
2008-11-09 21:10:00	ES	Futures	900.69	901.87	900.69	901.16	326.0
2008-11-09 21:15:00	ES	Futures	901.16	902.11	901.16	902.11	418.0
2008-11-09 21:20:00	ES	Futures	902.11	903.29	901.87	903.29	600.0
2008-11-09 21:25:00	ES	Futures	903.29	904.0	902.35	903.76	1161.0
2008-11-09 21:30:00	ES	Futures	903.76	904.71	902.58	902.82	1046.0
2008-11-09 21:35:00	ES	Futures	902.82	903.06	902.58	902.58	172.0
2008-11-09 21:40:00	ES	Futures	902.58	904.0	902.58	903.53	546.0
2008-11-09 21:45:00	ES	Futures	903.53	904.47	903.29	904.24	738.0
2008-11-09 21:50:00	ES	Futures	904.0	904.24	901.87	901.87	428.0
2008-11-09 21:55:00	ES	Futures	901.87	903.29	901.64	901.87	681.0
2008-11-09 22:00:00	ES	Futures	902.35	902.58	901.4	901.87	418.0
2008-11-09 22:05:00	ES	Futures	901.87	902.11	901.87	902.11	88.0

> showing 50 of 1,931 rows — these rows as CSV

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