PREVIEW / futures_5min / 2008-11-13

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-13.parquet
  size:    229 KB
  rows:    10,832

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
2008-11-13 00:00:00	ES	Futures	800.59	802.24	800.59	800.59	485.0
2008-11-13 00:05:00	ES	Futures	800.59	801.53	800.59	801.53	80.0
2008-11-13 00:10:00	ES	Futures	801.77	801.77	799.88	800.59	146.0
2008-11-13 00:15:00	ES	Futures	800.82	800.82	799.4	799.88	369.0
2008-11-13 00:20:00	ES	Futures	800.11	802.72	799.64	801.53	935.0
2008-11-13 00:25:00	ES	Futures	802.01	802.24	801.3	802.24	194.0
2008-11-13 00:30:00	ES	Futures	801.77	801.77	799.4	801.3	379.0
2008-11-13 00:35:00	ES	Futures	801.53	803.66	801.53	802.24	981.0
2008-11-13 00:40:00	ES	Futures	802.48	804.61	802.48	803.9	961.0
2008-11-13 00:45:00	ES	Futures	803.9	805.32	803.19	804.61	839.0
2008-11-13 00:50:00	ES	Futures	804.37	804.37	803.66	803.66	337.0
2008-11-13 00:55:00	ES	Futures	803.43	803.9	802.01	802.72	326.0
2008-11-13 01:00:00	ES	Futures	802.72	803.66	800.82	802.01	429.0
2008-11-13 01:05:00	ES	Futures	802.24	805.08	802.24	804.37	292.0
2008-11-13 01:10:00	ES	Futures	804.61	805.08	804.14	804.61	65.0
2008-11-13 01:15:00	ES	Futures	804.85	806.03	803.66	804.14	468.0
2008-11-13 01:20:00	ES	Futures	804.14	804.61	804.14	804.37	75.0
2008-11-13 01:25:00	ES	Futures	804.37	805.08	803.43	803.9	114.0
2008-11-13 01:30:00	ES	Futures	804.14	805.08	802.95	804.37	507.0
2008-11-13 01:35:00	ES	Futures	804.37	805.79	804.37	805.56	289.0
2008-11-13 01:40:00	ES	Futures	805.56	806.03	805.08	805.79	383.0
2008-11-13 01:45:00	ES	Futures	805.56	806.27	804.85	806.03	606.0
2008-11-13 01:50:00	ES	Futures	806.27	806.27	805.32	806.03	225.0
2008-11-13 01:55:00	ES	Futures	805.79	806.74	805.79	806.27	542.0
2008-11-13 02:00:00	ES	Futures	806.27	806.27	803.19	804.14	1510.0
2008-11-13 02:05:00	ES	Futures	803.9	804.85	803.19	804.37	729.0
2008-11-13 02:10:00	ES	Futures	804.37	804.37	801.3	802.01	1145.0
2008-11-13 02:15:00	ES	Futures	802.01	802.24	801.06	802.01	935.0
2008-11-13 02:20:00	ES	Futures	802.01	802.48	800.59	801.3	1658.0
2008-11-13 02:25:00	ES	Futures	801.3	801.77	800.59	800.82	1164.0
2008-11-13 02:30:00	ES	Futures	800.82	801.3	799.4	799.88	1546.0
2008-11-13 02:35:00	ES	Futures	800.11	801.77	799.64	800.82	1294.0
2008-11-13 02:40:00	ES	Futures	801.3	802.01	800.82	802.01	1279.0
2008-11-13 02:45:00	ES	Futures	802.01	802.01	799.64	800.59	1294.0
2008-11-13 02:50:00	ES	Futures	800.59	801.77	800.11	800.11	1378.0
2008-11-13 02:55:00	ES	Futures	800.35	801.06	799.64	800.35	1085.0
2008-11-13 03:00:00	ES	Futures	800.35	805.32	800.35	804.85	4010.0
2008-11-13 03:05:00	ES	Futures	804.61	805.79	802.72	805.32	2527.0
2008-11-13 03:10:00	ES	Futures	805.32	810.29	805.32	809.82	5017.0
2008-11-13 03:15:00	ES	Futures	809.82	809.82	807.45	808.4	3097.0
2008-11-13 03:20:00	ES	Futures	808.4	808.87	807.21	808.4	1582.0
2008-11-13 03:25:00	ES	Futures	808.63	812.18	808.16	811.94	2744.0
2008-11-13 03:30:00	ES	Futures	811.94	811.94	809.58	810.29	2924.0
2008-11-13 03:35:00	ES	Futures	810.29	812.89	809.58	811.71	2738.0
2008-11-13 03:40:00	ES	Futures	811.94	812.65	809.58	810.05	2046.0
2008-11-13 03:45:00	ES	Futures	810.29	811.47	809.11	811.0	1795.0
2008-11-13 03:50:00	ES	Futures	810.76	810.76	807.92	808.87	1644.0
2008-11-13 03:55:00	ES	Futures	808.87	809.11	807.92	808.4	2377.0
2008-11-13 04:00:00	ES	Futures	808.16	812.42	807.21	811.94	2558.0
2008-11-13 04:05:00	ES	Futures	811.71	813.13	811.71	811.71	1750.0

> showing 50 of 10,832 rows — these rows as CSV

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