PREVIEW / futures_5min / 2008-11-30

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-30.parquet
  size:    40 KB
  rows:    1,702

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
2008-11-30 18:00:00	ES	Futures	849.57	849.57	847.44	848.15	2747.0
2008-11-30 18:05:00	ES	Futures	848.39	848.39	845.31	845.55	774.0
2008-11-30 18:10:00	ES	Futures	845.31	845.55	843.89	844.13	728.0
2008-11-30 18:15:00	ES	Futures	844.13	845.08	843.66	844.37	583.0
2008-11-30 18:20:00	ES	Futures	844.37	844.84	844.37	844.37	212.0
2008-11-30 18:25:00	ES	Futures	844.37	844.6	843.66	844.13	260.0
2008-11-30 18:30:00	ES	Futures	843.89	845.31	843.42	843.66	612.0
2008-11-30 18:35:00	ES	Futures	843.66	843.66	842.0	842.47	535.0
2008-11-30 18:40:00	ES	Futures	842.24	842.24	840.34	840.34	1135.0
2008-11-30 18:45:00	ES	Futures	840.58	841.05	838.69	839.4	834.0
2008-11-30 18:50:00	ES	Futures	839.4	840.11	838.69	839.16	659.0
2008-11-30 18:55:00	ES	Futures	839.16	839.87	838.92	839.63	371.0
2008-11-30 19:00:00	ES	Futures	839.63	839.63	837.98	838.45	1364.0
2008-11-30 19:05:00	ES	Futures	838.45	838.45	836.79	837.98	1505.0
2008-11-30 19:10:00	ES	Futures	837.98	838.21	836.79	837.27	745.0
2008-11-30 19:15:00	ES	Futures	837.5	838.45	837.5	838.21	457.0
2008-11-30 19:20:00	ES	Futures	838.21	838.45	836.56	837.03	464.0
2008-11-30 19:25:00	ES	Futures	836.79	837.98	836.32	837.27	554.0
2008-11-30 19:30:00	ES	Futures	837.27	838.21	837.27	837.5	245.0
2008-11-30 19:35:00	ES	Futures	837.5	838.69	837.5	838.69	385.0
2008-11-30 19:40:00	ES	Futures	838.69	839.16	837.74	837.98	388.0
2008-11-30 19:45:00	ES	Futures	837.98	838.21	837.03	837.5	259.0
2008-11-30 19:50:00	ES	Futures	837.5	837.74	836.32	836.79	493.0
2008-11-30 19:55:00	ES	Futures	836.79	837.5	836.79	837.5	116.0
2008-11-30 20:00:00	ES	Futures	837.5	838.21	837.27	837.74	275.0
2008-11-30 20:05:00	ES	Futures	837.74	838.21	837.27	838.21	188.0
2008-11-30 20:10:00	ES	Futures	838.21	838.92	837.98	838.69	367.0
2008-11-30 20:15:00	ES	Futures	838.69	838.69	837.27	837.5	333.0
2008-11-30 20:20:00	ES	Futures	837.5	837.5	837.03	837.27	78.0
2008-11-30 20:25:00	ES	Futures	837.27	837.74	837.03	837.5	187.0
2008-11-30 20:30:00	ES	Futures	837.5	837.98	837.03	837.98	232.0
2008-11-30 20:35:00	ES	Futures	838.21	838.45	837.27	837.5	220.0
2008-11-30 20:40:00	ES	Futures	837.74	838.45	837.74	837.98	83.0
2008-11-30 20:45:00	ES	Futures	838.21	838.21	837.03	837.27	189.0
2008-11-30 20:50:00	ES	Futures	837.27	837.98	837.27	837.5	95.0
2008-11-30 20:55:00	ES	Futures	837.5	837.98	837.5	837.74	120.0
2008-11-30 21:00:00	ES	Futures	837.98	837.98	837.5	837.74	101.0
2008-11-30 21:05:00	ES	Futures	837.98	838.45	837.74	838.45	106.0
2008-11-30 21:10:00	ES	Futures	838.21	838.69	838.21	838.45	99.0
2008-11-30 21:15:00	ES	Futures	838.69	839.16	838.21	838.69	211.0
2008-11-30 21:20:00	ES	Futures	838.69	839.4	838.45	839.16	300.0
2008-11-30 21:25:00	ES	Futures	839.16	840.58	838.69	840.34	687.0
2008-11-30 21:30:00	ES	Futures	840.34	840.34	839.16	839.16	316.0
2008-11-30 21:35:00	ES	Futures	839.16	840.11	839.16	839.87	166.0
2008-11-30 21:40:00	ES	Futures	839.87	840.58	839.87	840.58	196.0
2008-11-30 21:45:00	ES	Futures	840.34	841.29	840.34	841.05	331.0
2008-11-30 21:50:00	ES	Futures	840.82	841.05	839.4	839.87	264.0
2008-11-30 21:55:00	ES	Futures	839.87	840.34	839.63	840.11	287.0
2008-11-30 22:00:00	ES	Futures	840.34	840.82	839.87	840.11	140.0
2008-11-30 22:05:00	ES	Futures	840.34	840.34	839.63	839.87	70.0

> showing 50 of 1,702 rows — these rows as CSV

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