PREVIEW / futures_5min / 2008-11-14

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-14.parquet
  size:    180 KB
  rows:    8,674

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
2008-11-14 00:00:00	ES	Futures	849.34	850.28	848.15	848.15	338.0
2008-11-14 00:05:00	ES	Futures	848.15	848.86	847.21	847.44	1174.0
2008-11-14 00:10:00	ES	Futures	847.21	848.63	846.73	847.68	869.0
2008-11-14 00:15:00	ES	Futures	847.68	847.92	846.5	846.97	513.0
2008-11-14 00:20:00	ES	Futures	847.21	850.28	846.97	849.81	583.0
2008-11-14 00:25:00	ES	Futures	849.57	850.05	849.1	849.1	229.0
2008-11-14 00:30:00	ES	Futures	848.86	851.47	848.86	850.05	498.0
2008-11-14 00:35:00	ES	Futures	850.05	850.05	849.1	849.1	211.0
2008-11-14 00:40:00	ES	Futures	849.1	849.34	848.15	848.39	260.0
2008-11-14 00:45:00	ES	Futures	848.39	850.76	848.39	849.57	367.0
2008-11-14 00:50:00	ES	Futures	849.34	850.99	849.1	850.28	273.0
2008-11-14 00:55:00	ES	Futures	850.28	850.52	849.1	849.57	115.0
2008-11-14 01:00:00	ES	Futures	850.05	852.65	849.57	851.23	550.0
2008-11-14 01:05:00	ES	Futures	851.23	851.23	850.76	850.76	77.0
2008-11-14 01:10:00	ES	Futures	850.76	851.94	850.28	850.52	291.0
2008-11-14 01:15:00	ES	Futures	850.52	852.65	850.52	851.7	278.0
2008-11-14 01:20:00	ES	Futures	851.7	851.7	850.28	850.28	46.0
2008-11-14 01:25:00	ES	Futures	850.52	851.94	850.52	851.47	69.0
2008-11-14 01:30:00	ES	Futures	851.7	854.07	851.7	853.36	732.0
2008-11-14 01:35:00	ES	Futures	853.6	853.6	852.41	852.65	113.0
2008-11-14 01:40:00	ES	Futures	852.65	852.89	851.47	851.94	321.0
2008-11-14 01:45:00	ES	Futures	851.7	853.12	851.7	852.41	318.0
2008-11-14 01:50:00	ES	Futures	852.18	853.36	852.18	853.12	159.0
2008-11-14 01:55:00	ES	Futures	853.12	853.36	852.41	852.41	303.0
2008-11-14 02:00:00	ES	Futures	852.18	853.6	850.52	850.52	1754.0
2008-11-14 02:05:00	ES	Futures	850.76	853.36	849.81	852.65	1330.0
2008-11-14 02:10:00	ES	Futures	852.41	852.65	848.39	848.63	1584.0
2008-11-14 02:15:00	ES	Futures	849.1	854.31	849.1	853.6	1511.0
2008-11-14 02:20:00	ES	Futures	853.83	855.73	853.36	855.02	1677.0
2008-11-14 02:25:00	ES	Futures	855.02	855.96	853.6	854.31	1184.0
2008-11-14 02:30:00	ES	Futures	853.83	854.54	852.65	853.36	794.0
2008-11-14 02:35:00	ES	Futures	853.36	855.02	852.89	853.83	1079.0
2008-11-14 02:40:00	ES	Futures	854.07	854.54	851.94	851.94	1072.0
2008-11-14 02:45:00	ES	Futures	852.41	853.12	847.44	848.15	2942.0
2008-11-14 02:50:00	ES	Futures	848.15	850.05	848.15	848.86	946.0
2008-11-14 02:55:00	ES	Futures	848.63	849.57	847.68	847.68	951.0
2008-11-14 03:00:00	ES	Futures	847.92	849.34	845.08	847.44	5160.0
2008-11-14 03:05:00	ES	Futures	847.44	847.44	845.31	845.55	2486.0
2008-11-14 03:10:00	ES	Futures	845.31	846.5	844.37	845.08	2749.0
2008-11-14 03:15:00	ES	Futures	845.08	845.55	843.66	844.37	3194.0
2008-11-14 03:20:00	ES	Futures	844.6	845.08	842.24	842.95	5221.0
2008-11-14 03:25:00	ES	Futures	843.18	848.63	843.18	846.73	4035.0
2008-11-14 03:30:00	ES	Futures	846.73	847.68	845.08	845.55	1796.0
2008-11-14 03:35:00	ES	Futures	845.55	849.1	845.08	847.68	4446.0
2008-11-14 03:40:00	ES	Futures	847.44	848.39	846.73	847.68	1608.0
2008-11-14 03:45:00	ES	Futures	847.68	848.63	846.26	847.68	2521.0
2008-11-14 03:50:00	ES	Futures	847.68	848.86	846.73	848.15	1980.0
2008-11-14 03:55:00	ES	Futures	847.92	847.92	846.02	846.97	2019.0
2008-11-14 04:00:00	ES	Futures	846.97	850.28	846.5	849.57	2147.0
2008-11-14 04:05:00	ES	Futures	849.57	850.76	848.63	849.1	1229.0

> showing 50 of 8,674 rows — these rows as CSV

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