PREVIEW / futures_5min / 2008-11-27

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-27.parquet
  size:    109 KB
  rows:    6,037

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
2008-11-27 00:00:00	ES	Futures	830.64	831.11	830.17	830.64	58.0
2008-11-27 00:05:00	ES	Futures	830.64	830.64	830.17	830.4	52.0
2008-11-27 00:10:00	ES	Futures	830.17	830.4	830.17	830.17	66.0
2008-11-27 00:15:00	ES	Futures	830.4	830.64	829.22	829.69	109.0
2008-11-27 00:20:00	ES	Futures	829.69	830.4	828.98	829.22	136.0
2008-11-27 00:25:00	ES	Futures	829.46	829.46	828.51	828.51	301.0
2008-11-27 00:30:00	ES	Futures	828.75	829.22	828.51	828.98	73.0
2008-11-27 00:35:00	ES	Futures	829.22	829.22	828.98	828.98	67.0
2008-11-27 00:40:00	ES	Futures	829.22	829.46	829.22	829.46	47.0
2008-11-27 00:45:00	ES	Futures	829.46	829.46	829.22	829.46	16.0
2008-11-27 00:50:00	ES	Futures	829.46	829.93	829.22	829.93	39.0
2008-11-27 00:55:00	ES	Futures	829.69	830.88	829.69	830.4	156.0
2008-11-27 01:00:00	ES	Futures	830.4	833.95	830.4	833.48	689.0
2008-11-27 01:05:00	ES	Futures	833.48	833.72	832.06	832.53	212.0
2008-11-27 01:10:00	ES	Futures	832.3	832.3	831.35	831.82	68.0
2008-11-27 01:15:00	ES	Futures	831.82	831.82	831.59	831.59	14.0
2008-11-27 01:20:00	ES	Futures	831.59	832.06	831.59	831.59	146.0
2008-11-27 01:25:00	ES	Futures	831.82	831.82	831.59	831.59	9.0
2008-11-27 01:30:00	ES	Futures	831.82	832.06	831.59	831.59	38.0
2008-11-27 01:35:00	ES	Futures	831.59	832.53	831.59	832.53	53.0
2008-11-27 01:40:00	ES	Futures	832.53	832.53	831.59	831.59	120.0
2008-11-27 01:45:00	ES	Futures	831.59	831.82	831.35	831.35	51.0
2008-11-27 01:50:00	ES	Futures	831.59	832.06	831.35	831.59	123.0
2008-11-27 01:55:00	ES	Futures	831.35	832.06	831.35	832.06	51.0
2008-11-27 02:00:00	ES	Futures	831.82	832.3	830.64	831.35	486.0
2008-11-27 02:05:00	ES	Futures	831.11	831.59	830.88	831.11	201.0
2008-11-27 02:10:00	ES	Futures	831.11	831.35	830.88	831.11	174.0
2008-11-27 02:15:00	ES	Futures	831.11	831.35	829.69	829.93	431.0
2008-11-27 02:20:00	ES	Futures	829.93	830.17	829.69	830.17	113.0
2008-11-27 02:25:00	ES	Futures	830.4	830.4	828.27	828.51	706.0
2008-11-27 02:30:00	ES	Futures	828.51	829.93	828.27	829.69	700.0
2008-11-27 02:35:00	ES	Futures	829.69	830.4	828.27	828.75	693.0
2008-11-27 02:40:00	ES	Futures	828.75	829.93	828.51	829.22	350.0
2008-11-27 02:45:00	ES	Futures	829.46	832.53	829.22	832.53	854.0
2008-11-27 02:50:00	ES	Futures	832.53	833.01	831.35	832.53	635.0
2008-11-27 02:55:00	ES	Futures	832.53	832.53	831.35	831.59	299.0
2008-11-27 03:00:00	ES	Futures	831.82	832.77	831.11	831.82	2174.0
2008-11-27 03:05:00	ES	Futures	832.06	833.72	831.82	833.48	883.0
2008-11-27 03:10:00	ES	Futures	833.72	835.37	832.53	834.9	1262.0
2008-11-27 03:15:00	ES	Futures	835.14	835.14	833.48	833.72	374.0
2008-11-27 03:20:00	ES	Futures	833.72	833.95	832.53	833.95	391.0
2008-11-27 03:25:00	ES	Futures	833.72	835.37	833.72	833.95	887.0
2008-11-27 03:30:00	ES	Futures	833.95	835.85	833.95	835.85	770.0
2008-11-27 03:35:00	ES	Futures	835.61	836.32	834.9	835.37	1042.0
2008-11-27 03:40:00	ES	Futures	835.14	836.56	834.43	836.32	581.0
2008-11-27 03:45:00	ES	Futures	836.32	836.56	834.43	834.66	568.0
2008-11-27 03:50:00	ES	Futures	834.66	835.14	833.72	834.9	406.0
2008-11-27 03:55:00	ES	Futures	834.9	835.85	834.66	835.61	928.0
2008-11-27 04:00:00	ES	Futures	835.61	836.79	835.37	836.32	600.0
2008-11-27 04:05:00	ES	Futures	836.56	839.4	836.32	838.92	1642.0

> showing 50 of 6,037 rows — these rows as CSV

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