PREVIEW / futures_5min / 2008-11-28

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-28.parquet
  size:    142 KB
  rows:    7,127

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
2008-11-28 00:00:00	ES	Futures	838.21	838.45	837.98	838.45	42.0
2008-11-28 00:05:00	ES	Futures	837.98	839.16	837.98	838.92	57.0
2008-11-28 00:10:00	ES	Futures	838.69	838.92	837.98	838.69	162.0
2008-11-28 00:15:00	ES	Futures	838.92	839.16	838.45	838.45	86.0
2008-11-28 00:20:00	ES	Futures	838.45	838.45	837.98	838.21	106.0
2008-11-28 00:25:00	ES	Futures	838.21	838.69	837.98	838.69	130.0
2008-11-28 00:30:00	ES	Futures	838.92	840.82	838.92	840.34	436.0
2008-11-28 00:35:00	ES	Futures	840.34	841.53	840.11	840.82	234.0
2008-11-28 00:40:00	ES	Futures	841.05	841.05	840.34	840.82	189.0
2008-11-28 00:45:00	ES	Futures	841.05	842.47	840.82	841.76	382.0
2008-11-28 00:50:00	ES	Futures	841.53	841.76	840.58	840.58	120.0
2008-11-28 00:55:00	ES	Futures	840.82	841.76	840.58	841.29	180.0
2008-11-28 01:00:00	ES	Futures	841.53	842.24	841.29	841.29	246.0
2008-11-28 01:05:00	ES	Futures	841.76	842.24	841.53	841.76	128.0
2008-11-28 01:10:00	ES	Futures	841.76	842.0	840.82	841.05	64.0
2008-11-28 01:15:00	ES	Futures	841.29	841.29	839.63	840.58	258.0
2008-11-28 01:20:00	ES	Futures	840.34	840.58	839.87	839.87	43.0
2008-11-28 01:25:00	ES	Futures	839.63	839.87	838.92	839.4	54.0
2008-11-28 01:30:00	ES	Futures	839.16	839.87	838.69	839.87	92.0
2008-11-28 01:35:00	ES	Futures	839.87	840.11	839.4	839.63	36.0
2008-11-28 01:40:00	ES	Futures	839.63	839.87	838.92	839.16	25.0
2008-11-28 01:45:00	ES	Futures	839.4	839.4	839.16	839.16	89.0
2008-11-28 01:50:00	ES	Futures	839.4	840.11	839.4	839.63	50.0
2008-11-28 01:55:00	ES	Futures	839.87	841.29	839.87	841.29	194.0
2008-11-28 02:00:00	ES	Futures	840.58	841.29	840.11	840.58	264.0
2008-11-28 02:05:00	ES	Futures	840.82	841.05	839.63	839.87	187.0
2008-11-28 02:10:00	ES	Futures	839.87	841.05	839.63	840.58	161.0
2008-11-28 02:15:00	ES	Futures	840.58	842.24	840.58	842.24	296.0
2008-11-28 02:20:00	ES	Futures	842.47	843.42	842.0	842.47	701.0
2008-11-28 02:25:00	ES	Futures	842.47	842.95	841.76	842.95	170.0
2008-11-28 02:30:00	ES	Futures	842.95	843.42	842.0	842.71	424.0
2008-11-28 02:35:00	ES	Futures	842.71	843.42	842.47	842.95	302.0
2008-11-28 02:40:00	ES	Futures	842.71	844.37	842.71	844.37	612.0
2008-11-28 02:45:00	ES	Futures	844.37	844.6	842.95	843.89	307.0
2008-11-28 02:50:00	ES	Futures	843.66	844.6	842.95	844.37	195.0
2008-11-28 02:55:00	ES	Futures	844.37	844.6	842.47	842.71	304.0
2008-11-28 03:00:00	ES	Futures	842.95	844.37	842.47	842.71	1035.0
2008-11-28 03:05:00	ES	Futures	842.95	843.42	839.87	841.53	1062.0
2008-11-28 03:10:00	ES	Futures	841.53	842.0	839.63	841.29	615.0
2008-11-28 03:15:00	ES	Futures	841.29	842.95	838.92	842.95	1245.0
2008-11-28 03:20:00	ES	Futures	842.95	844.37	842.0	844.37	1037.0
2008-11-28 03:25:00	ES	Futures	844.6	845.79	844.37	844.37	826.0
2008-11-28 03:30:00	ES	Futures	844.37	844.84	843.18	844.6	883.0
2008-11-28 03:35:00	ES	Futures	844.37	845.79	843.42	845.08	846.0
2008-11-28 03:40:00	ES	Futures	845.08	845.55	844.84	845.08	386.0
2008-11-28 03:45:00	ES	Futures	845.08	845.55	843.42	843.66	543.0
2008-11-28 03:50:00	ES	Futures	843.66	843.66	840.58	840.58	900.0
2008-11-28 03:55:00	ES	Futures	840.82	843.42	840.82	842.95	716.0
2008-11-28 04:00:00	ES	Futures	842.95	842.95	838.92	839.16	1243.0
2008-11-28 04:05:00	ES	Futures	839.4	840.58	838.92	840.11	409.0

> showing 50 of 7,127 rows — these rows as CSV

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