PREVIEW / futures_5min / 2008-11-10

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-10.parquet
  size:    223 KB
  rows:    10,735

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
2008-11-10 00:00:00	ES	Futures	900.93	901.64	900.69	901.4	117.0
2008-11-10 00:05:00	ES	Futures	901.4	901.64	900.69	901.16	309.0
2008-11-10 00:10:00	ES	Futures	901.16	901.4	900.93	901.16	161.0
2008-11-10 00:15:00	ES	Futures	901.16	901.4	900.69	900.69	261.0
2008-11-10 00:20:00	ES	Futures	900.69	900.93	900.22	900.69	454.0
2008-11-10 00:25:00	ES	Futures	900.69	900.69	899.27	899.74	738.0
2008-11-10 00:30:00	ES	Futures	899.98	900.22	899.27	899.74	206.0
2008-11-10 00:35:00	ES	Futures	899.98	900.22	899.27	899.27	334.0
2008-11-10 00:40:00	ES	Futures	899.51	900.22	899.51	899.98	317.0
2008-11-10 00:45:00	ES	Futures	899.98	900.22	899.51	900.22	266.0
2008-11-10 00:50:00	ES	Futures	900.22	900.22	899.51	899.51	78.0
2008-11-10 00:55:00	ES	Futures	899.98	899.98	899.27	899.98	282.0
2008-11-10 01:00:00	ES	Futures	900.22	900.69	899.74	900.69	424.0
2008-11-10 01:05:00	ES	Futures	900.69	901.16	900.45	901.16	210.0
2008-11-10 01:10:00	ES	Futures	900.93	901.16	899.98	900.22	246.0
2008-11-10 01:15:00	ES	Futures	900.22	900.22	899.74	900.22	90.0
2008-11-10 01:20:00	ES	Futures	900.22	900.45	899.74	900.22	292.0
2008-11-10 01:25:00	ES	Futures	899.98	900.22	899.98	900.22	153.0
2008-11-10 01:30:00	ES	Futures	900.22	900.45	899.74	900.22	427.0
2008-11-10 01:35:00	ES	Futures	899.98	904.0	899.98	903.06	686.0
2008-11-10 01:40:00	ES	Futures	903.06	903.53	901.87	903.53	239.0
2008-11-10 01:45:00	ES	Futures	903.29	903.53	902.35	902.82	147.0
2008-11-10 01:50:00	ES	Futures	903.06	904.47	902.58	903.29	490.0
2008-11-10 01:55:00	ES	Futures	903.29	904.0	902.82	902.82	764.0
2008-11-10 02:00:00	ES	Futures	903.06	903.53	899.74	900.45	1819.0
2008-11-10 02:05:00	ES	Futures	900.45	901.64	896.9	897.38	3528.0
2008-11-10 02:10:00	ES	Futures	897.61	899.03	897.14	899.03	925.0
2008-11-10 02:15:00	ES	Futures	899.03	900.22	897.38	897.61	1203.0
2008-11-10 02:20:00	ES	Futures	897.61	897.85	896.9	897.61	694.0
2008-11-10 02:25:00	ES	Futures	897.61	899.27	896.67	899.03	1161.0
2008-11-10 02:30:00	ES	Futures	899.27	900.22	897.38	897.61	969.0
2008-11-10 02:35:00	ES	Futures	897.85	899.51	897.61	898.8	733.0
2008-11-10 02:40:00	ES	Futures	898.8	902.35	898.8	901.87	1442.0
2008-11-10 02:45:00	ES	Futures	901.87	902.35	900.93	901.4	669.0
2008-11-10 02:50:00	ES	Futures	901.4	903.76	901.4	902.35	1472.0
2008-11-10 02:55:00	ES	Futures	902.35	902.35	900.93	902.11	904.0
2008-11-10 03:00:00	ES	Futures	901.64	902.11	897.85	898.32	2931.0
2008-11-10 03:05:00	ES	Futures	898.32	901.16	898.09	899.27	2624.0
2008-11-10 03:10:00	ES	Futures	899.27	900.22	898.56	900.22	1662.0
2008-11-10 03:15:00	ES	Futures	900.22	900.93	898.8	899.27	2191.0
2008-11-10 03:20:00	ES	Futures	899.27	902.58	899.03	902.11	1632.0
2008-11-10 03:25:00	ES	Futures	902.35	905.18	902.35	904.71	2769.0
2008-11-10 03:30:00	ES	Futures	904.95	905.18	902.82	903.53	2490.0
2008-11-10 03:35:00	ES	Futures	903.29	904.71	902.35	903.29	1730.0
2008-11-10 03:40:00	ES	Futures	903.53	903.76	901.87	903.53	2492.0
2008-11-10 03:45:00	ES	Futures	903.53	903.53	901.64	902.82	1440.0
2008-11-10 03:50:00	ES	Futures	902.82	904.47	902.58	904.47	1468.0
2008-11-10 03:55:00	ES	Futures	904.47	904.95	902.82	904.0	1278.0
2008-11-10 04:00:00	ES	Futures	904.0	904.71	902.58	902.58	1245.0
2008-11-10 04:05:00	ES	Futures	902.58	904.0	902.11	903.06	1351.0

> showing 50 of 10,735 rows — these rows as CSV

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