PREVIEW / futures_5min / 2008-11-17

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-17.parquet
  size:    194 KB
  rows:    9,979

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
2008-11-17 00:00:00	ES	Futures	820.94	822.36	820.46	822.36	309.0
2008-11-17 00:05:00	ES	Futures	822.12	824.49	821.88	823.54	1971.0
2008-11-17 00:10:00	ES	Futures	823.78	824.49	823.3	823.54	339.0
2008-11-17 00:15:00	ES	Futures	823.78	823.78	819.75	820.94	597.0
2008-11-17 00:20:00	ES	Futures	820.7	820.94	819.28	819.52	259.0
2008-11-17 00:25:00	ES	Futures	819.52	819.75	818.1	818.81	421.0
2008-11-17 00:30:00	ES	Futures	819.28	820.7	818.81	819.52	275.0
2008-11-17 00:35:00	ES	Futures	819.52	819.52	818.1	818.57	139.0
2008-11-17 00:40:00	ES	Futures	818.33	818.57	817.39	818.1	563.0
2008-11-17 00:45:00	ES	Futures	817.86	818.1	817.15	818.1	241.0
2008-11-17 00:50:00	ES	Futures	817.86	817.86	817.39	817.39	78.0
2008-11-17 00:55:00	ES	Futures	817.62	818.1	814.55	814.78	1032.0
2008-11-17 01:00:00	ES	Futures	815.02	817.15	814.78	817.15	516.0
2008-11-17 01:05:00	ES	Futures	816.91	818.33	816.91	818.1	246.0
2008-11-17 01:10:00	ES	Futures	818.1	818.81	816.91	817.62	215.0
2008-11-17 01:15:00	ES	Futures	817.62	818.33	817.15	817.86	95.0
2008-11-17 01:20:00	ES	Futures	817.86	818.33	817.15	817.86	181.0
2008-11-17 01:25:00	ES	Futures	817.86	818.33	816.2	816.44	210.0
2008-11-17 01:30:00	ES	Futures	816.44	817.86	816.2	817.62	88.0
2008-11-17 01:35:00	ES	Futures	817.39	817.62	816.68	817.15	68.0
2008-11-17 01:40:00	ES	Futures	817.39	817.62	816.68	816.91	72.0
2008-11-17 01:45:00	ES	Futures	817.39	817.86	817.15	817.62	46.0
2008-11-17 01:50:00	ES	Futures	817.62	817.62	816.91	817.15	83.0
2008-11-17 01:55:00	ES	Futures	817.15	818.81	816.91	818.81	393.0
2008-11-17 02:00:00	ES	Futures	818.81	822.12	818.1	821.17	1429.0
2008-11-17 02:05:00	ES	Futures	821.17	821.41	819.75	820.23	584.0
2008-11-17 02:10:00	ES	Futures	820.23	821.17	819.99	819.99	609.0
2008-11-17 02:15:00	ES	Futures	819.99	820.7	819.99	820.46	267.0
2008-11-17 02:20:00	ES	Futures	820.46	821.17	820.23	820.7	412.0
2008-11-17 02:25:00	ES	Futures	820.7	820.94	819.99	820.23	383.0
2008-11-17 02:30:00	ES	Futures	820.23	820.7	818.57	818.57	806.0
2008-11-17 02:35:00	ES	Futures	818.33	818.81	816.68	816.91	884.0
2008-11-17 02:40:00	ES	Futures	816.91	818.33	816.68	818.1	405.0
2008-11-17 02:45:00	ES	Futures	818.1	818.57	817.62	817.86	700.0
2008-11-17 02:50:00	ES	Futures	818.1	819.04	817.62	819.04	947.0
2008-11-17 02:55:00	ES	Futures	819.28	821.41	819.04	820.23	843.0
2008-11-17 03:00:00	ES	Futures	820.46	822.59	818.57	822.59	3146.0
2008-11-17 03:05:00	ES	Futures	822.59	822.83	818.81	819.28	2351.0
2008-11-17 03:10:00	ES	Futures	819.52	820.7	818.1	819.75	1650.0
2008-11-17 03:15:00	ES	Futures	819.75	821.41	818.81	820.94	1478.0
2008-11-17 03:20:00	ES	Futures	821.17	822.36	820.7	821.65	1596.0
2008-11-17 03:25:00	ES	Futures	821.65	824.01	821.65	823.54	1725.0
2008-11-17 03:30:00	ES	Futures	823.54	824.01	822.36	822.83	1024.0
2008-11-17 03:35:00	ES	Futures	822.83	824.49	822.36	823.07	1921.0
2008-11-17 03:40:00	ES	Futures	823.3	824.96	823.3	824.49	1331.0
2008-11-17 03:45:00	ES	Futures	824.72	825.2	823.78	825.2	1774.0
2008-11-17 03:50:00	ES	Futures	825.2	825.67	824.72	825.2	1188.0
2008-11-17 03:55:00	ES	Futures	825.2	826.38	824.49	826.38	1887.0
2008-11-17 04:00:00	ES	Futures	826.38	826.62	824.49	825.43	1490.0
2008-11-17 04:05:00	ES	Futures	825.43	826.38	824.25	825.67	1269.0

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