PREVIEW / futures_5min / 2008-11-12

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-12.parquet
  size:    231 KB
  rows:    10,929

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
2008-11-12 00:00:00	ES	Futures	853.12	854.54	852.89	854.31	315.0
2008-11-12 00:05:00	ES	Futures	854.54	854.78	853.36	853.36	152.0
2008-11-12 00:10:00	ES	Futures	853.36	853.83	852.18	852.41	109.0
2008-11-12 00:15:00	ES	Futures	852.65	853.6	852.41	853.36	186.0
2008-11-12 00:20:00	ES	Futures	853.36	854.31	852.65	854.31	61.0
2008-11-12 00:25:00	ES	Futures	854.07	854.54	853.6	853.83	421.0
2008-11-12 00:30:00	ES	Futures	853.83	853.83	851.94	852.41	361.0
2008-11-12 00:35:00	ES	Futures	852.41	854.31	852.18	854.31	133.0
2008-11-12 00:40:00	ES	Futures	854.31	854.31	852.89	853.6	71.0
2008-11-12 00:45:00	ES	Futures	853.6	854.31	853.12	853.83	168.0
2008-11-12 00:50:00	ES	Futures	853.83	855.02	853.83	855.02	270.0
2008-11-12 00:55:00	ES	Futures	854.78	856.2	854.78	855.73	468.0
2008-11-12 01:00:00	ES	Futures	855.73	856.44	855.49	855.96	213.0
2008-11-12 01:05:00	ES	Futures	855.96	856.2	855.25	856.2	39.0
2008-11-12 01:10:00	ES	Futures	856.2	856.67	855.73	855.96	271.0
2008-11-12 01:15:00	ES	Futures	855.73	856.44	855.49	856.2	173.0
2008-11-12 01:20:00	ES	Futures	856.2	856.67	855.96	856.67	49.0
2008-11-12 01:25:00	ES	Futures	856.67	857.14	856.2	856.91	374.0
2008-11-12 01:30:00	ES	Futures	856.91	857.62	856.67	856.91	596.0
2008-11-12 01:35:00	ES	Futures	857.14	857.62	856.67	857.14	173.0
2008-11-12 01:40:00	ES	Futures	857.14	857.62	856.91	857.38	146.0
2008-11-12 01:45:00	ES	Futures	857.38	858.33	857.38	857.85	478.0
2008-11-12 01:50:00	ES	Futures	857.85	857.85	855.73	856.91	627.0
2008-11-12 01:55:00	ES	Futures	856.67	857.38	855.96	856.67	417.0
2008-11-12 02:00:00	ES	Futures	857.14	857.38	855.96	857.14	406.0
2008-11-12 02:05:00	ES	Futures	857.38	857.85	856.91	857.38	503.0
2008-11-12 02:10:00	ES	Futures	857.38	857.85	856.67	856.91	205.0
2008-11-12 02:15:00	ES	Futures	856.91	859.75	856.91	858.8	973.0
2008-11-12 02:20:00	ES	Futures	858.56	858.56	857.38	857.38	526.0
2008-11-12 02:25:00	ES	Futures	857.38	858.56	857.38	858.33	280.0
2008-11-12 02:30:00	ES	Futures	858.33	859.98	858.33	859.75	601.0
2008-11-12 02:35:00	ES	Futures	859.75	859.98	858.8	859.04	513.0
2008-11-12 02:40:00	ES	Futures	859.04	859.04	857.14	857.38	492.0
2008-11-12 02:45:00	ES	Futures	857.38	858.09	856.67	858.09	410.0
2008-11-12 02:50:00	ES	Futures	858.09	858.33	857.62	858.09	349.0
2008-11-12 02:55:00	ES	Futures	858.33	858.33	856.67	857.14	503.0
2008-11-12 03:00:00	ES	Futures	856.91	857.14	855.73	856.44	1881.0
2008-11-12 03:05:00	ES	Futures	856.2	857.14	854.31	855.49	2192.0
2008-11-12 03:10:00	ES	Futures	855.49	858.09	855.02	857.62	1539.0
2008-11-12 03:15:00	ES	Futures	857.62	858.8	856.91	858.09	1950.0
2008-11-12 03:20:00	ES	Futures	857.62	859.51	856.91	856.91	2397.0
2008-11-12 03:25:00	ES	Futures	857.14	857.62	855.96	856.67	1467.0
2008-11-12 03:30:00	ES	Futures	856.67	858.09	856.44	856.91	972.0
2008-11-12 03:35:00	ES	Futures	856.91	857.62	855.49	856.44	2161.0
2008-11-12 03:40:00	ES	Futures	856.2	856.2	853.12	853.6	1932.0
2008-11-12 03:45:00	ES	Futures	853.6	853.83	847.68	847.92	5741.0
2008-11-12 03:50:00	ES	Futures	847.92	849.34	847.21	847.68	2849.0
2008-11-12 03:55:00	ES	Futures	847.68	849.57	846.73	848.39	2798.0
2008-11-12 04:00:00	ES	Futures	848.63	849.1	847.21	848.39	1351.0
2008-11-12 04:05:00	ES	Futures	848.63	849.34	847.92	849.34	681.0

> showing 50 of 10,929 rows — these rows as CSV

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