PREVIEW / futures_5min / 2008-11-25

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-25.parquet
  size:    211 KB
  rows:    10,287

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
2008-11-25 00:00:00	ES	Futures	800.82	801.3	800.35	800.82	462.0
2008-11-25 00:05:00	ES	Futures	801.06	802.01	800.59	800.82	188.0
2008-11-25 00:10:00	ES	Futures	801.06	802.48	800.35	802.01	548.0
2008-11-25 00:15:00	ES	Futures	802.01	803.19	801.53	802.95	576.0
2008-11-25 00:20:00	ES	Futures	802.72	803.43	801.53	801.53	422.0
2008-11-25 00:25:00	ES	Futures	801.77	802.72	800.82	802.01	479.0
2008-11-25 00:30:00	ES	Futures	802.48	803.19	802.48	802.48	406.0
2008-11-25 00:35:00	ES	Futures	802.72	802.95	802.01	802.48	72.0
2008-11-25 00:40:00	ES	Futures	802.24	802.95	802.01	802.72	248.0
2008-11-25 00:45:00	ES	Futures	802.95	803.43	802.48	803.19	536.0
2008-11-25 00:50:00	ES	Futures	803.19	803.66	803.19	803.19	231.0
2008-11-25 00:55:00	ES	Futures	803.19	803.43	802.95	802.95	228.0
2008-11-25 01:00:00	ES	Futures	803.43	804.14	803.19	804.14	674.0
2008-11-25 01:05:00	ES	Futures	804.14	804.61	802.95	803.19	969.0
2008-11-25 01:10:00	ES	Futures	802.95	803.9	802.95	803.66	142.0
2008-11-25 01:15:00	ES	Futures	803.66	804.14	803.66	803.9	185.0
2008-11-25 01:20:00	ES	Futures	803.9	804.14	802.95	803.19	106.0
2008-11-25 01:25:00	ES	Futures	803.19	803.66	802.95	803.19	121.0
2008-11-25 01:30:00	ES	Futures	803.19	804.14	803.19	803.9	242.0
2008-11-25 01:35:00	ES	Futures	803.9	803.9	803.43	803.9	48.0
2008-11-25 01:40:00	ES	Futures	803.9	804.14	803.43	803.43	48.0
2008-11-25 01:45:00	ES	Futures	803.43	803.9	803.43	803.66	170.0
2008-11-25 01:50:00	ES	Futures	803.66	804.37	803.66	804.14	163.0
2008-11-25 01:55:00	ES	Futures	804.14	804.14	802.48	804.14	743.0
2008-11-25 02:00:00	ES	Futures	804.14	804.61	801.53	801.53	916.0
2008-11-25 02:05:00	ES	Futures	801.53	801.77	800.35	800.35	1156.0
2008-11-25 02:10:00	ES	Futures	800.35	800.82	799.17	800.35	1396.0
2008-11-25 02:15:00	ES	Futures	800.59	801.3	800.11	800.59	446.0
2008-11-25 02:20:00	ES	Futures	800.59	800.82	799.64	800.11	609.0
2008-11-25 02:25:00	ES	Futures	800.11	801.77	799.88	801.3	802.0
2008-11-25 02:30:00	ES	Futures	801.06	801.53	799.17	799.17	530.0
2008-11-25 02:35:00	ES	Futures	799.17	800.82	799.17	799.4	1239.0
2008-11-25 02:40:00	ES	Futures	799.4	800.59	798.93	800.59	1623.0
2008-11-25 02:45:00	ES	Futures	800.59	802.48	800.35	801.53	1039.0
2008-11-25 02:50:00	ES	Futures	801.77	802.72	798.69	799.4	1337.0
2008-11-25 02:55:00	ES	Futures	799.4	800.59	798.69	799.4	1923.0
2008-11-25 03:00:00	ES	Futures	799.4	799.88	797.98	798.93	4300.0
2008-11-25 03:05:00	ES	Futures	799.17	799.17	797.51	798.22	3689.0
2008-11-25 03:10:00	ES	Futures	797.98	799.17	797.51	797.51	1782.0
2008-11-25 03:15:00	ES	Futures	797.75	799.4	797.75	798.22	2429.0
2008-11-25 03:20:00	ES	Futures	798.22	798.93	796.56	796.8	3725.0
2008-11-25 03:25:00	ES	Futures	796.8	796.8	795.38	796.09	3316.0
2008-11-25 03:30:00	ES	Futures	796.09	796.56	795.38	796.09	3613.0
2008-11-25 03:35:00	ES	Futures	796.09	796.33	795.62	795.85	1832.0
2008-11-25 03:40:00	ES	Futures	795.85	796.33	795.62	795.85	2545.0
2008-11-25 03:45:00	ES	Futures	795.62	796.8	795.14	795.85	2731.0
2008-11-25 03:50:00	ES	Futures	795.62	796.09	794.67	795.14	2701.0
2008-11-25 03:55:00	ES	Futures	795.14	796.09	794.67	796.09	1683.0
2008-11-25 04:00:00	ES	Futures	796.09	796.09	794.67	795.14	2026.0
2008-11-25 04:05:00	ES	Futures	795.14	795.38	794.2	794.91	1803.0

> showing 50 of 10,287 rows — these rows as CSV

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