PREVIEW / futures_5min / 2008-11-26

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-26.parquet
  size:    199 KB
  rows:    9,834

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
2008-11-26 00:00:00	ES	Futures	803.9	804.14	803.19	803.43	215.0
2008-11-26 00:05:00	ES	Futures	803.43	803.66	803.19	803.19	149.0
2008-11-26 00:10:00	ES	Futures	803.19	803.66	802.95	802.95	177.0
2008-11-26 00:15:00	ES	Futures	802.95	803.43	802.72	803.43	341.0
2008-11-26 00:20:00	ES	Futures	803.66	804.85	803.19	804.37	335.0
2008-11-26 00:25:00	ES	Futures	804.37	804.61	803.19	803.19	260.0
2008-11-26 00:30:00	ES	Futures	803.19	803.43	802.72	802.95	142.0
2008-11-26 00:35:00	ES	Futures	802.95	802.95	802.24	802.72	223.0
2008-11-26 00:40:00	ES	Futures	802.72	802.72	802.01	802.72	185.0
2008-11-26 00:45:00	ES	Futures	802.72	802.72	802.01	802.01	70.0
2008-11-26 00:50:00	ES	Futures	802.24	802.24	802.01	802.01	152.0
2008-11-26 00:55:00	ES	Futures	802.01	802.72	802.01	802.48	72.0
2008-11-26 01:00:00	ES	Futures	802.72	803.19	802.24	802.95	158.0
2008-11-26 01:05:00	ES	Futures	802.95	803.19	801.77	801.77	448.0
2008-11-26 01:10:00	ES	Futures	802.01	802.48	801.77	801.77	190.0
2008-11-26 01:15:00	ES	Futures	802.01	802.24	799.88	800.11	630.0
2008-11-26 01:20:00	ES	Futures	800.11	800.82	800.11	800.35	168.0
2008-11-26 01:25:00	ES	Futures	800.59	802.24	799.88	799.88	539.0
2008-11-26 01:30:00	ES	Futures	799.88	801.3	798.93	800.59	384.0
2008-11-26 01:35:00	ES	Futures	800.82	801.3	799.88	799.88	105.0
2008-11-26 01:40:00	ES	Futures	799.88	800.11	799.4	800.11	53.0
2008-11-26 01:45:00	ES	Futures	799.88	799.88	799.17	799.4	189.0
2008-11-26 01:50:00	ES	Futures	799.4	799.88	799.4	799.64	61.0
2008-11-26 01:55:00	ES	Futures	799.4	801.77	799.4	801.53	293.0
2008-11-26 02:00:00	ES	Futures	801.53	803.43	800.82	801.53	1108.0
2008-11-26 02:05:00	ES	Futures	801.77	802.24	801.53	801.77	180.0
2008-11-26 02:10:00	ES	Futures	801.77	801.77	800.35	800.82	248.0
2008-11-26 02:15:00	ES	Futures	800.82	801.3	799.17	800.59	469.0
2008-11-26 02:20:00	ES	Futures	800.59	802.72	800.59	802.24	394.0
2008-11-26 02:25:00	ES	Futures	802.24	805.08	802.01	803.43	733.0
2008-11-26 02:30:00	ES	Futures	803.43	803.66	801.53	803.66	992.0
2008-11-26 02:35:00	ES	Futures	803.66	804.37	803.19	804.37	292.0
2008-11-26 02:40:00	ES	Futures	804.37	805.08	803.9	805.08	382.0
2008-11-26 02:45:00	ES	Futures	805.08	805.79	803.9	804.37	567.0
2008-11-26 02:50:00	ES	Futures	804.14	805.32	803.43	803.43	286.0
2008-11-26 02:55:00	ES	Futures	803.43	803.66	802.48	802.48	273.0
2008-11-26 03:00:00	ES	Futures	802.48	804.14	800.35	802.01	2589.0
2008-11-26 03:05:00	ES	Futures	801.77	802.72	800.59	800.82	933.0
2008-11-26 03:10:00	ES	Futures	800.82	802.24	798.93	801.53	1334.0
2008-11-26 03:15:00	ES	Futures	801.53	803.19	801.06	802.48	741.0
2008-11-26 03:20:00	ES	Futures	802.72	805.08	802.48	804.85	751.0
2008-11-26 03:25:00	ES	Futures	804.85	805.08	802.24	802.95	976.0
2008-11-26 03:30:00	ES	Futures	802.72	804.61	802.24	802.72	904.0
2008-11-26 03:35:00	ES	Futures	802.72	803.43	799.4	800.35	1642.0
2008-11-26 03:40:00	ES	Futures	800.35	803.43	800.35	802.72	1401.0
2008-11-26 03:45:00	ES	Futures	802.95	804.85	802.95	803.9	1601.0
2008-11-26 03:50:00	ES	Futures	803.9	806.27	803.66	806.03	1802.0
2008-11-26 03:55:00	ES	Futures	806.03	808.63	806.03	807.92	2878.0
2008-11-26 04:00:00	ES	Futures	807.92	809.82	806.98	808.63	2833.0
2008-11-26 04:05:00	ES	Futures	808.63	808.87	806.74	807.45	3199.0

> showing 50 of 9,834 rows — these rows as CSV

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