PREVIEW / futures_5min / 2008-11-16

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-16.parquet
  size:    49 KB
  rows:    1,880

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
2008-11-16 18:00:00	ES	Futures	815.97	816.91	810.76	812.42	4462.0
2008-11-16 18:05:00	ES	Futures	812.18	814.07	811.71	814.07	1335.0
2008-11-16 18:10:00	ES	Futures	814.31	815.02	813.84	814.55	1426.0
2008-11-16 18:15:00	ES	Futures	814.55	814.78	814.07	814.07	591.0
2008-11-16 18:20:00	ES	Futures	814.07	814.78	814.07	814.55	454.0
2008-11-16 18:25:00	ES	Futures	814.55	814.78	814.31	814.31	352.0
2008-11-16 18:30:00	ES	Futures	814.31	814.78	814.31	814.55	364.0
2008-11-16 18:35:00	ES	Futures	814.55	814.78	814.31	814.55	462.0
2008-11-16 18:40:00	ES	Futures	814.55	814.78	812.18	812.65	1047.0
2008-11-16 18:45:00	ES	Futures	812.42	813.6	812.18	812.65	504.0
2008-11-16 18:50:00	ES	Futures	812.42	814.78	812.18	814.78	676.0
2008-11-16 18:55:00	ES	Futures	814.78	815.02	813.36	813.6	891.0
2008-11-16 19:00:00	ES	Futures	813.6	814.78	813.36	814.31	747.0
2008-11-16 19:05:00	ES	Futures	814.55	814.55	813.6	813.6	632.0
2008-11-16 19:10:00	ES	Futures	813.6	813.84	807.69	808.87	2642.0
2008-11-16 19:15:00	ES	Futures	809.11	810.53	808.16	808.4	995.0
2008-11-16 19:20:00	ES	Futures	808.16	808.87	806.98	807.21	1008.0
2008-11-16 19:25:00	ES	Futures	807.45	807.92	806.03	806.98	1669.0
2008-11-16 19:30:00	ES	Futures	806.74	808.16	804.61	806.5	1448.0
2008-11-16 19:35:00	ES	Futures	806.03	806.98	806.03	806.74	291.0
2008-11-16 19:40:00	ES	Futures	806.98	807.92	806.98	807.21	497.0
2008-11-16 19:45:00	ES	Futures	807.21	808.16	807.21	807.92	479.0
2008-11-16 19:50:00	ES	Futures	807.92	808.16	806.5	806.5	614.0
2008-11-16 19:55:00	ES	Futures	806.27	807.45	805.79	807.21	418.0
2008-11-16 20:00:00	ES	Futures	807.45	808.4	807.45	808.4	621.0
2008-11-16 20:05:00	ES	Futures	808.4	809.11	808.16	808.63	401.0
2008-11-16 20:10:00	ES	Futures	808.63	809.34	808.63	809.11	922.0
2008-11-16 20:15:00	ES	Futures	808.87	809.34	808.16	809.11	758.0
2008-11-16 20:20:00	ES	Futures	809.11	810.29	809.11	810.29	1139.0
2008-11-16 20:25:00	ES	Futures	810.29	811.71	810.05	811.47	990.0
2008-11-16 20:30:00	ES	Futures	811.23	811.94	810.05	811.71	677.0
2008-11-16 20:35:00	ES	Futures	811.71	813.6	811.47	813.13	1402.0
2008-11-16 20:40:00	ES	Futures	813.13	813.84	812.18	813.84	1068.0
2008-11-16 20:45:00	ES	Futures	813.84	814.78	813.36	813.84	1535.0
2008-11-16 20:50:00	ES	Futures	813.84	814.55	813.36	813.84	1137.0
2008-11-16 20:55:00	ES	Futures	814.07	815.02	814.07	815.02	611.0
2008-11-16 21:00:00	ES	Futures	814.78	815.49	814.78	815.02	1024.0
2008-11-16 21:05:00	ES	Futures	814.78	815.26	814.78	814.78	756.0
2008-11-16 21:10:00	ES	Futures	814.78	815.02	813.84	814.07	887.0
2008-11-16 21:15:00	ES	Futures	814.07	814.78	813.6	814.31	833.0
2008-11-16 21:20:00	ES	Futures	814.31	814.55	812.65	812.89	867.0
2008-11-16 21:25:00	ES	Futures	812.89	813.36	812.65	812.89	438.0
2008-11-16 21:30:00	ES	Futures	812.65	812.89	810.76	811.47	1056.0
2008-11-16 21:35:00	ES	Futures	811.47	812.42	811.23	811.94	798.0
2008-11-16 21:40:00	ES	Futures	811.94	812.18	810.29	811.71	504.0
2008-11-16 21:45:00	ES	Futures	811.94	812.89	811.94	812.42	259.0
2008-11-16 21:50:00	ES	Futures	812.65	814.55	812.65	813.36	613.0
2008-11-16 21:55:00	ES	Futures	813.36	813.6	811.94	812.65	433.0
2008-11-16 22:00:00	ES	Futures	812.42	815.97	812.42	815.49	1904.0
2008-11-16 22:05:00	ES	Futures	815.49	816.44	813.6	814.31	1225.0

> showing 50 of 1,880 rows — these rows as CSV

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