PREVIEW / futures_5min / 2008-11-21

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-21.parquet
  size:    192 KB
  rows:    9,054

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
2008-11-21 00:00:00	ES	Futures	722.96	723.44	722.96	722.96	292.0
2008-11-21 00:05:00	ES	Futures	723.2	724.38	722.73	724.38	564.0
2008-11-21 00:10:00	ES	Futures	724.15	724.62	723.91	724.38	434.0
2008-11-21 00:15:00	ES	Futures	724.38	724.62	723.91	723.91	335.0
2008-11-21 00:20:00	ES	Futures	723.67	723.91	722.73	722.96	427.0
2008-11-21 00:25:00	ES	Futures	722.96	723.2	719.89	721.07	1119.0
2008-11-21 00:30:00	ES	Futures	721.07	724.62	720.12	724.62	850.0
2008-11-21 00:35:00	ES	Futures	724.38	724.86	723.91	724.86	515.0
2008-11-21 00:40:00	ES	Futures	724.62	725.8	724.62	725.8	1344.0
2008-11-21 00:45:00	ES	Futures	725.57	727.7	725.33	726.28	2294.0
2008-11-21 00:50:00	ES	Futures	726.04	727.46	726.04	727.22	362.0
2008-11-21 00:55:00	ES	Futures	726.99	728.17	726.75	727.93	788.0
2008-11-21 01:00:00	ES	Futures	727.93	727.93	725.8	726.99	576.0
2008-11-21 01:05:00	ES	Futures	726.75	728.41	726.51	728.17	622.0
2008-11-21 01:10:00	ES	Futures	728.17	728.41	726.51	726.75	339.0
2008-11-21 01:15:00	ES	Futures	726.51	731.72	726.51	730.06	1672.0
2008-11-21 01:20:00	ES	Futures	729.83	730.3	729.12	729.35	549.0
2008-11-21 01:25:00	ES	Futures	729.59	730.3	727.22	727.93	731.0
2008-11-21 01:30:00	ES	Futures	727.46	728.88	725.57	727.7	750.0
2008-11-21 01:35:00	ES	Futures	727.93	727.93	725.57	726.51	786.0
2008-11-21 01:40:00	ES	Futures	726.51	729.12	726.51	728.64	554.0
2008-11-21 01:45:00	ES	Futures	728.41	728.41	724.86	726.99	1479.0
2008-11-21 01:50:00	ES	Futures	726.99	731.25	726.99	730.06	1715.0
2008-11-21 01:55:00	ES	Futures	730.06	731.72	727.46	727.46	1777.0
2008-11-21 02:00:00	ES	Futures	727.46	735.03	726.99	734.56	8335.0
2008-11-21 02:05:00	ES	Futures	734.32	737.64	733.85	735.51	4664.0
2008-11-21 02:10:00	ES	Futures	735.51	737.64	735.03	735.27	3028.0
2008-11-21 02:15:00	ES	Futures	735.27	737.16	734.32	734.56	1501.0
2008-11-21 02:20:00	ES	Futures	734.56	735.03	731.48	731.72	2362.0
2008-11-21 02:25:00	ES	Futures	731.96	732.9	731.25	732.19	1956.0
2008-11-21 02:30:00	ES	Futures	731.96	734.09	731.72	731.72	2144.0
2008-11-21 02:35:00	ES	Futures	731.96	732.43	730.77	732.43	2619.0
2008-11-21 02:40:00	ES	Futures	732.43	735.03	731.72	732.19	3055.0
2008-11-21 02:45:00	ES	Futures	732.19	737.16	732.19	736.93	2067.0
2008-11-21 02:50:00	ES	Futures	736.93	738.11	735.98	736.45	3160.0
2008-11-21 02:55:00	ES	Futures	736.22	737.4	735.03	735.51	2526.0
2008-11-21 03:00:00	ES	Futures	735.27	737.16	734.32	735.98	4542.0
2008-11-21 03:05:00	ES	Futures	735.98	736.22	730.06	730.54	4034.0
2008-11-21 03:10:00	ES	Futures	730.54	736.22	729.35	735.98	5787.0
2008-11-21 03:15:00	ES	Futures	736.22	738.11	735.98	737.64	3837.0
2008-11-21 03:20:00	ES	Futures	737.64	737.64	732.9	733.61	2468.0
2008-11-21 03:25:00	ES	Futures	733.38	735.51	733.14	735.27	1944.0
2008-11-21 03:30:00	ES	Futures	735.27	737.4	733.85	736.69	3246.0
2008-11-21 03:35:00	ES	Futures	736.93	740.24	736.93	738.35	4490.0
2008-11-21 03:40:00	ES	Futures	738.11	739.06	735.51	735.98	3125.0
2008-11-21 03:45:00	ES	Futures	735.98	736.93	734.32	736.69	3206.0
2008-11-21 03:50:00	ES	Futures	736.69	737.64	735.74	736.45	1355.0
2008-11-21 03:55:00	ES	Futures	736.69	739.29	736.45	738.82	1970.0
2008-11-21 04:00:00	ES	Futures	738.82	739.77	737.4	738.82	2298.0
2008-11-21 04:05:00	ES	Futures	738.82	741.19	737.87	740.95	2806.0

> showing 50 of 9,054 rows — these rows as CSV

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