PREVIEW / futures_5min / 2008-11-19

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-19.parquet
  size:    216 KB
  rows:    10,490

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
2008-11-19 00:00:00	ES	Futures	813.6	815.02	813.6	814.55	426.0
2008-11-19 00:05:00	ES	Futures	814.55	814.78	813.84	814.07	518.0
2008-11-19 00:10:00	ES	Futures	814.31	814.78	814.07	814.55	199.0
2008-11-19 00:15:00	ES	Futures	814.55	814.78	814.07	814.31	98.0
2008-11-19 00:20:00	ES	Futures	814.07	814.78	813.84	814.55	186.0
2008-11-19 00:25:00	ES	Futures	814.31	814.55	813.36	814.55	302.0
2008-11-19 00:30:00	ES	Futures	814.55	814.78	813.6	813.84	190.0
2008-11-19 00:35:00	ES	Futures	813.6	814.07	813.36	813.84	73.0
2008-11-19 00:40:00	ES	Futures	813.84	815.02	813.6	814.78	140.0
2008-11-19 00:45:00	ES	Futures	814.78	816.2	814.55	815.97	406.0
2008-11-19 00:50:00	ES	Futures	815.73	816.2	815.49	815.73	144.0
2008-11-19 00:55:00	ES	Futures	815.73	816.44	815.73	816.44	247.0
2008-11-19 01:00:00	ES	Futures	816.44	817.86	816.2	817.15	865.0
2008-11-19 01:05:00	ES	Futures	817.15	817.39	816.44	816.91	296.0
2008-11-19 01:10:00	ES	Futures	817.39	817.39	816.44	817.15	166.0
2008-11-19 01:15:00	ES	Futures	816.91	817.62	816.91	817.62	194.0
2008-11-19 01:20:00	ES	Futures	817.62	817.86	817.15	817.15	195.0
2008-11-19 01:25:00	ES	Futures	817.39	817.86	817.15	817.39	63.0
2008-11-19 01:30:00	ES	Futures	817.62	819.28	817.62	818.81	1072.0
2008-11-19 01:35:00	ES	Futures	818.57	818.81	817.39	818.57	406.0
2008-11-19 01:40:00	ES	Futures	818.81	819.75	818.33	819.28	471.0
2008-11-19 01:45:00	ES	Futures	819.28	819.52	818.81	818.81	411.0
2008-11-19 01:50:00	ES	Futures	818.81	819.75	818.81	819.04	278.0
2008-11-19 01:55:00	ES	Futures	819.04	819.75	818.57	818.81	692.0
2008-11-19 02:00:00	ES	Futures	818.81	819.04	815.49	815.73	1911.0
2008-11-19 02:05:00	ES	Futures	815.97	818.1	815.02	817.62	802.0
2008-11-19 02:10:00	ES	Futures	817.39	818.33	815.97	815.97	466.0
2008-11-19 02:15:00	ES	Futures	815.73	816.91	815.49	815.49	603.0
2008-11-19 02:20:00	ES	Futures	815.73	816.2	814.07	815.26	959.0
2008-11-19 02:25:00	ES	Futures	815.26	817.15	815.02	816.44	555.0
2008-11-19 02:30:00	ES	Futures	816.2	816.44	815.02	815.49	772.0
2008-11-19 02:35:00	ES	Futures	815.49	816.68	815.02	816.2	495.0
2008-11-19 02:40:00	ES	Futures	816.2	816.91	815.97	816.2	419.0
2008-11-19 02:45:00	ES	Futures	816.2	816.44	814.55	814.55	870.0
2008-11-19 02:50:00	ES	Futures	814.55	814.78	813.84	814.55	632.0
2008-11-19 02:55:00	ES	Futures	814.31	816.2	813.36	815.02	1441.0
2008-11-19 03:00:00	ES	Futures	814.78	815.02	811.0	811.23	2460.0
2008-11-19 03:05:00	ES	Futures	811.47	812.65	809.82	810.29	2304.0
2008-11-19 03:10:00	ES	Futures	810.29	811.23	808.16	810.53	1970.0
2008-11-19 03:15:00	ES	Futures	810.53	810.53	808.16	809.11	1692.0
2008-11-19 03:20:00	ES	Futures	809.11	810.29	808.63	809.82	1656.0
2008-11-19 03:25:00	ES	Futures	809.82	810.05	808.4	808.63	1109.0
2008-11-19 03:30:00	ES	Futures	808.87	812.18	808.63	810.76	2034.0
2008-11-19 03:35:00	ES	Futures	811.0	811.71	809.58	810.05	1131.0
2008-11-19 03:40:00	ES	Futures	810.05	810.05	807.69	807.92	1526.0
2008-11-19 03:45:00	ES	Futures	808.16	808.4	806.5	806.74	3344.0
2008-11-19 03:50:00	ES	Futures	806.74	807.69	806.03	807.45	1729.0
2008-11-19 03:55:00	ES	Futures	807.45	808.87	807.45	807.45	1818.0
2008-11-19 04:00:00	ES	Futures	807.69	808.63	806.5	806.98	1990.0
2008-11-19 04:05:00	ES	Futures	807.21	807.21	805.08	805.32	3972.0

> showing 50 of 10,490 rows — these rows as CSV

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