PREVIEW / futures_5min / 2008-11-20

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-20.parquet
  size:    225 KB
  rows:    10,795

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
2008-11-20 00:00:00	ES	Futures	760.36	761.54	759.88	760.83	945.0
2008-11-20 00:05:00	ES	Futures	760.83	760.83	759.88	760.36	242.0
2008-11-20 00:10:00	ES	Futures	760.12	761.3	760.12	761.07	437.0
2008-11-20 00:15:00	ES	Futures	760.83	761.07	759.65	760.12	646.0
2008-11-20 00:20:00	ES	Futures	760.36	761.3	760.12	760.83	506.0
2008-11-20 00:25:00	ES	Futures	760.59	761.3	760.59	761.3	207.0
2008-11-20 00:30:00	ES	Futures	761.07	761.3	760.59	760.83	546.0
2008-11-20 00:35:00	ES	Futures	760.59	760.83	759.17	759.41	1287.0
2008-11-20 00:40:00	ES	Futures	759.65	759.65	759.17	759.65	332.0
2008-11-20 00:45:00	ES	Futures	759.65	759.88	757.99	758.23	1890.0
2008-11-20 00:50:00	ES	Futures	758.23	759.41	757.99	758.7	426.0
2008-11-20 00:55:00	ES	Futures	758.7	760.59	758.23	759.41	305.0
2008-11-20 01:00:00	ES	Futures	759.65	760.36	757.99	758.23	613.0
2008-11-20 01:05:00	ES	Futures	758.23	758.7	753.02	754.2	4053.0
2008-11-20 01:10:00	ES	Futures	754.44	757.52	754.2	757.04	730.0
2008-11-20 01:15:00	ES	Futures	757.04	757.28	754.44	754.68	541.0
2008-11-20 01:20:00	ES	Futures	754.91	755.15	753.26	753.26	327.0
2008-11-20 01:25:00	ES	Futures	753.26	754.44	753.02	753.73	413.0
2008-11-20 01:30:00	ES	Futures	753.97	754.68	752.78	753.02	576.0
2008-11-20 01:35:00	ES	Futures	753.26	756.57	753.02	755.62	394.0
2008-11-20 01:40:00	ES	Futures	755.86	756.33	755.39	755.86	163.0
2008-11-20 01:45:00	ES	Futures	755.39	755.62	754.2	755.39	336.0
2008-11-20 01:50:00	ES	Futures	755.62	759.17	755.62	757.75	609.0
2008-11-20 01:55:00	ES	Futures	757.52	757.75	754.68	757.28	894.0
2008-11-20 02:00:00	ES	Futures	757.28	757.52	753.97	754.91	3202.0
2008-11-20 02:05:00	ES	Futures	754.91	756.57	754.44	755.86	946.0
2008-11-20 02:10:00	ES	Futures	756.33	756.57	754.68	755.62	503.0
2008-11-20 02:15:00	ES	Futures	755.62	756.33	755.15	755.39	902.0
2008-11-20 02:20:00	ES	Futures	755.62	760.36	755.39	759.88	2030.0
2008-11-20 02:25:00	ES	Futures	759.88	760.12	758.46	759.88	809.0
2008-11-20 02:30:00	ES	Futures	759.65	759.65	754.91	755.62	1480.0
2008-11-20 02:35:00	ES	Futures	755.62	757.75	755.62	757.04	967.0
2008-11-20 02:40:00	ES	Futures	757.04	757.75	756.57	757.04	624.0
2008-11-20 02:45:00	ES	Futures	756.81	757.28	754.68	755.39	1315.0
2008-11-20 02:50:00	ES	Futures	755.39	757.99	755.39	757.04	699.0
2008-11-20 02:55:00	ES	Futures	757.04	758.7	756.57	757.52	1083.0
2008-11-20 03:00:00	ES	Futures	757.52	761.78	756.33	761.54	3963.0
2008-11-20 03:05:00	ES	Futures	761.3	763.91	760.83	762.49	2899.0
2008-11-20 03:10:00	ES	Futures	762.25	762.96	759.41	760.12	2180.0
2008-11-20 03:15:00	ES	Futures	760.12	761.3	759.65	761.07	2241.0
2008-11-20 03:20:00	ES	Futures	761.3	761.78	759.41	761.54	1527.0
2008-11-20 03:25:00	ES	Futures	761.78	764.14	761.3	763.67	2033.0
2008-11-20 03:30:00	ES	Futures	763.91	764.38	761.78	762.25	3753.0
2008-11-20 03:35:00	ES	Futures	762.25	762.49	759.65	759.88	2191.0
2008-11-20 03:40:00	ES	Futures	759.88	759.88	758.23	758.7	3554.0
2008-11-20 03:45:00	ES	Futures	758.94	758.94	755.39	755.86	4208.0
2008-11-20 03:50:00	ES	Futures	755.86	757.28	754.44	755.86	3703.0
2008-11-20 03:55:00	ES	Futures	756.1	756.57	754.91	755.86	1865.0
2008-11-20 04:00:00	ES	Futures	755.86	758.7	754.91	756.57	2456.0
2008-11-20 04:05:00	ES	Futures	756.57	759.41	756.57	757.52	1595.0

> showing 50 of 10,795 rows — these rows as CSV

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