PREVIEW / futures_5min / 2008-11-18

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-18.parquet
  size:    198 KB
  rows:    10,223

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
2008-11-18 00:00:00	ES	Futures	802.24	802.48	801.77	801.77	152.0
2008-11-18 00:05:00	ES	Futures	802.01	802.24	801.77	802.24	175.0
2008-11-18 00:10:00	ES	Futures	802.24	802.95	802.01	802.24	344.0
2008-11-18 00:15:00	ES	Futures	802.01	802.72	800.35	802.01	428.0
2008-11-18 00:20:00	ES	Futures	801.77	802.24	800.82	801.77	227.0
2008-11-18 00:25:00	ES	Futures	801.53	802.95	801.53	802.72	209.0
2008-11-18 00:30:00	ES	Futures	802.95	802.95	800.59	801.06	580.0
2008-11-18 00:35:00	ES	Futures	801.53	802.48	801.3	802.24	126.0
2008-11-18 00:40:00	ES	Futures	802.48	803.19	802.48	803.19	247.0
2008-11-18 00:45:00	ES	Futures	802.95	803.19	801.3	802.01	363.0
2008-11-18 00:50:00	ES	Futures	801.77	802.72	801.77	802.48	174.0
2008-11-18 00:55:00	ES	Futures	802.48	803.19	802.48	802.95	212.0
2008-11-18 01:00:00	ES	Futures	802.95	802.95	800.82	800.82	444.0
2008-11-18 01:05:00	ES	Futures	800.82	801.3	799.17	800.82	584.0
2008-11-18 01:10:00	ES	Futures	800.82	801.77	799.64	801.06	474.0
2008-11-18 01:15:00	ES	Futures	801.06	801.06	799.4	799.88	298.0
2008-11-18 01:20:00	ES	Futures	799.64	800.35	799.64	799.64	163.0
2008-11-18 01:25:00	ES	Futures	799.88	799.88	797.98	798.69	390.0
2008-11-18 01:30:00	ES	Futures	798.69	798.69	796.09	797.04	1368.0
2008-11-18 01:35:00	ES	Futures	797.27	798.46	796.09	796.8	435.0
2008-11-18 01:40:00	ES	Futures	796.56	797.51	796.09	796.33	374.0
2008-11-18 01:45:00	ES	Futures	796.56	797.27	795.62	796.56	548.0
2008-11-18 01:50:00	ES	Futures	796.56	797.75	796.56	797.75	193.0
2008-11-18 01:55:00	ES	Futures	797.98	799.4	797.75	798.46	437.0
2008-11-18 02:00:00	ES	Futures	798.22	798.46	796.33	798.22	584.0
2008-11-18 02:05:00	ES	Futures	797.98	799.4	797.51	798.93	430.0
2008-11-18 02:10:00	ES	Futures	798.93	799.17	797.98	798.93	260.0
2008-11-18 02:15:00	ES	Futures	799.17	799.17	797.04	797.51	419.0
2008-11-18 02:20:00	ES	Futures	797.75	799.64	797.75	798.46	354.0
2008-11-18 02:25:00	ES	Futures	798.46	799.4	797.98	798.69	356.0
2008-11-18 02:30:00	ES	Futures	798.69	800.59	798.22	800.35	411.0
2008-11-18 02:35:00	ES	Futures	800.35	801.3	800.11	801.06	692.0
2008-11-18 02:40:00	ES	Futures	801.06	801.77	801.06	801.3	682.0
2008-11-18 02:45:00	ES	Futures	801.3	801.3	799.88	800.82	956.0
2008-11-18 02:50:00	ES	Futures	800.82	801.3	800.35	801.3	613.0
2008-11-18 02:55:00	ES	Futures	801.3	802.95	801.3	802.24	1321.0
2008-11-18 03:00:00	ES	Futures	802.24	804.14	801.53	803.9	3317.0
2008-11-18 03:05:00	ES	Futures	803.9	805.79	801.53	805.56	3398.0
2008-11-18 03:10:00	ES	Futures	805.32	807.45	804.85	806.03	3309.0
2008-11-18 03:15:00	ES	Futures	805.79	806.27	802.48	802.95	2238.0
2008-11-18 03:20:00	ES	Futures	803.19	804.37	802.24	803.9	2030.0
2008-11-18 03:25:00	ES	Futures	803.9	804.37	802.01	802.24	2111.0
2008-11-18 03:30:00	ES	Futures	802.24	803.19	800.35	801.77	2693.0
2008-11-18 03:35:00	ES	Futures	801.77	802.72	800.35	801.06	1860.0
2008-11-18 03:40:00	ES	Futures	801.06	801.53	795.62	796.33	3674.0
2008-11-18 03:45:00	ES	Futures	796.33	798.22	795.62	796.33	4287.0
2008-11-18 03:50:00	ES	Futures	796.09	796.56	793.72	795.38	6651.0
2008-11-18 03:55:00	ES	Futures	795.38	795.85	793.72	794.91	3186.0
2008-11-18 04:00:00	ES	Futures	794.91	795.85	789.7	790.65	6416.0
2008-11-18 04:05:00	ES	Futures	790.65	791.36	788.75	789.7	3248.0

> showing 50 of 10,223 rows — these rows as CSV

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