PREVIEW / futures_5min / 2008-11-23

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-23.parquet
  size:    40 KB
  rows:    1,667

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
2008-11-23 18:00:00	ES	Futures	758.23	761.07	754.44	755.62	8632.0
2008-11-23 18:05:00	ES	Futures	755.39	757.28	753.97	755.39	2057.0
2008-11-23 18:10:00	ES	Futures	755.39	755.39	750.18	752.07	2929.0
2008-11-23 18:15:00	ES	Futures	752.07	755.62	751.84	755.15	1178.0
2008-11-23 18:20:00	ES	Futures	754.91	756.81	754.68	755.39	939.0
2008-11-23 18:25:00	ES	Futures	755.86	758.23	755.86	757.28	1067.0
2008-11-23 18:30:00	ES	Futures	757.28	760.12	757.04	760.12	1415.0
2008-11-23 18:35:00	ES	Futures	760.36	762.96	759.88	760.59	4082.0
2008-11-23 18:40:00	ES	Futures	760.36	760.59	756.81	759.65	1835.0
2008-11-23 18:45:00	ES	Futures	759.41	760.36	758.94	759.17	444.0
2008-11-23 18:50:00	ES	Futures	758.94	759.41	756.81	758.46	759.0
2008-11-23 18:55:00	ES	Futures	758.23	759.17	755.86	756.1	1182.0
2008-11-23 19:00:00	ES	Futures	756.33	756.33	753.02	755.15	1601.0
2008-11-23 19:05:00	ES	Futures	755.15	755.15	751.84	752.55	1015.0
2008-11-23 19:10:00	ES	Futures	752.31	754.68	751.84	754.2	770.0
2008-11-23 19:15:00	ES	Futures	754.44	754.68	752.55	754.2	449.0
2008-11-23 19:20:00	ES	Futures	754.2	755.39	754.2	755.15	479.0
2008-11-23 19:25:00	ES	Futures	755.15	756.1	754.68	755.15	517.0
2008-11-23 19:30:00	ES	Futures	755.39	755.86	755.15	755.39	475.0
2008-11-23 19:35:00	ES	Futures	755.39	756.1	755.15	755.86	508.0
2008-11-23 19:40:00	ES	Futures	756.1	756.1	755.15	755.39	568.0
2008-11-23 19:45:00	ES	Futures	755.39	755.62	754.68	754.68	538.0
2008-11-23 19:50:00	ES	Futures	754.68	755.15	754.44	754.91	282.0
2008-11-23 19:55:00	ES	Futures	754.68	754.91	754.44	754.68	320.0
2008-11-23 20:00:00	ES	Futures	754.91	755.15	753.97	753.97	954.0
2008-11-23 20:05:00	ES	Futures	753.73	753.97	752.55	752.78	854.0
2008-11-23 20:10:00	ES	Futures	752.55	753.97	752.07	752.31	463.0
2008-11-23 20:15:00	ES	Futures	752.31	753.02	750.42	750.65	1000.0
2008-11-23 20:20:00	ES	Futures	750.89	753.73	750.65	753.49	636.0
2008-11-23 20:25:00	ES	Futures	753.49	755.15	752.31	753.97	795.0
2008-11-23 20:30:00	ES	Futures	754.2	754.44	753.02	753.26	661.0
2008-11-23 20:35:00	ES	Futures	753.26	754.44	753.02	753.26	444.0
2008-11-23 20:40:00	ES	Futures	753.26	753.26	751.13	751.13	685.0
2008-11-23 20:45:00	ES	Futures	750.89	751.36	749.71	749.71	1169.0
2008-11-23 20:50:00	ES	Futures	749.71	750.42	749.47	749.71	827.0
2008-11-23 20:55:00	ES	Futures	749.71	752.07	749.23	751.6	962.0
2008-11-23 21:00:00	ES	Futures	751.6	752.07	750.42	751.6	529.0
2008-11-23 21:05:00	ES	Futures	751.84	752.55	750.65	750.65	468.0
2008-11-23 21:10:00	ES	Futures	750.65	750.89	749.23	750.42	960.0
2008-11-23 21:15:00	ES	Futures	750.42	752.31	749.94	752.07	552.0
2008-11-23 21:20:00	ES	Futures	752.07	752.31	749.47	750.42	637.0
2008-11-23 21:25:00	ES	Futures	750.42	751.13	749.47	749.71	252.0
2008-11-23 21:30:00	ES	Futures	749.47	752.07	749.23	751.13	693.0
2008-11-23 21:35:00	ES	Futures	751.13	753.02	750.65	752.31	796.0
2008-11-23 21:40:00	ES	Futures	752.55	754.2	751.6	753.02	544.0
2008-11-23 21:45:00	ES	Futures	753.02	754.68	752.78	754.44	340.0
2008-11-23 21:50:00	ES	Futures	754.44	754.68	752.78	752.78	781.0
2008-11-23 21:55:00	ES	Futures	752.55	754.44	752.55	753.73	325.0
2008-11-23 22:00:00	ES	Futures	753.73	754.44	752.78	752.78	461.0
2008-11-23 22:05:00	ES	Futures	752.55	753.26	750.89	751.6	923.0

> showing 50 of 1,667 rows — these rows as CSV

> unlock the full archive -- $79 one-time