PREVIEW / futures_5min / 2008-12-01

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-01.parquet
  size:    218 KB
  rows:    10,731

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
2008-12-01 00:00:00	ES	Futures	840.34	840.34	840.11	840.34	31.0
2008-12-01 00:05:00	ES	Futures	840.34	840.58	839.63	839.87	153.0
2008-12-01 00:10:00	ES	Futures	839.63	839.63	838.92	839.16	109.0
2008-12-01 00:15:00	ES	Futures	839.4	840.34	839.4	839.87	101.0
2008-12-01 00:20:00	ES	Futures	839.87	840.82	839.87	840.58	142.0
2008-12-01 00:25:00	ES	Futures	840.82	841.29	840.34	841.05	229.0
2008-12-01 00:30:00	ES	Futures	840.82	841.05	839.87	839.87	81.0
2008-12-01 00:35:00	ES	Futures	840.11	840.34	839.87	839.87	65.0
2008-12-01 00:40:00	ES	Futures	839.87	840.34	839.87	840.34	48.0
2008-12-01 00:45:00	ES	Futures	840.34	840.34	839.63	839.63	157.0
2008-12-01 00:50:00	ES	Futures	839.4	839.63	839.4	839.63	31.0
2008-12-01 00:55:00	ES	Futures	839.63	840.34	839.4	839.63	129.0
2008-12-01 01:00:00	ES	Futures	839.63	839.63	838.92	838.92	174.0
2008-12-01 01:05:00	ES	Futures	839.16	839.16	838.69	839.16	240.0
2008-12-01 01:10:00	ES	Futures	838.92	839.4	838.21	838.69	260.0
2008-12-01 01:15:00	ES	Futures	838.92	839.16	838.69	838.92	103.0
2008-12-01 01:20:00	ES	Futures	839.16	839.16	838.69	838.92	50.0
2008-12-01 01:25:00	ES	Futures	838.92	839.87	838.92	839.87	83.0
2008-12-01 01:30:00	ES	Futures	839.63	840.58	839.63	839.87	112.0
2008-12-01 01:35:00	ES	Futures	840.11	840.58	839.87	840.34	187.0
2008-12-01 01:40:00	ES	Futures	840.58	841.53	840.11	841.29	175.0
2008-12-01 01:45:00	ES	Futures	841.29	841.29	840.82	840.82	67.0
2008-12-01 01:50:00	ES	Futures	841.05	841.29	839.87	840.34	155.0
2008-12-01 01:55:00	ES	Futures	840.11	841.53	839.87	841.53	235.0
2008-12-01 02:00:00	ES	Futures	841.53	841.76	840.58	841.53	808.0
2008-12-01 02:05:00	ES	Futures	841.53	841.76	841.05	841.29	315.0
2008-12-01 02:10:00	ES	Futures	841.53	841.53	840.58	841.29	334.0
2008-12-01 02:15:00	ES	Futures	841.29	842.0	841.05	841.76	252.0
2008-12-01 02:20:00	ES	Futures	842.0	843.89	842.0	842.95	936.0
2008-12-01 02:25:00	ES	Futures	842.71	843.89	842.71	843.42	236.0
2008-12-01 02:30:00	ES	Futures	843.42	843.89	842.0	842.24	486.0
2008-12-01 02:35:00	ES	Futures	842.24	843.66	842.0	843.18	407.0
2008-12-01 02:40:00	ES	Futures	842.95	843.66	841.53	841.76	399.0
2008-12-01 02:45:00	ES	Futures	841.76	842.0	840.34	840.58	490.0
2008-12-01 02:50:00	ES	Futures	840.58	841.76	840.58	841.53	512.0
2008-12-01 02:55:00	ES	Futures	841.29	841.29	839.63	840.34	730.0
2008-12-01 03:00:00	ES	Futures	840.11	842.47	838.21	838.45	1879.0
2008-12-01 03:05:00	ES	Futures	838.21	838.45	837.5	837.98	2684.0
2008-12-01 03:10:00	ES	Futures	838.21	839.87	836.79	839.16	2342.0
2008-12-01 03:15:00	ES	Futures	839.16	839.4	836.79	837.27	1444.0
2008-12-01 03:20:00	ES	Futures	837.03	837.27	835.37	835.85	1529.0
2008-12-01 03:25:00	ES	Futures	836.08	837.5	835.37	835.37	2348.0
2008-12-01 03:30:00	ES	Futures	835.61	835.85	834.43	834.9	3132.0
2008-12-01 03:35:00	ES	Futures	834.66	836.32	834.43	835.85	1750.0
2008-12-01 03:40:00	ES	Futures	835.85	836.79	835.61	835.85	1096.0
2008-12-01 03:45:00	ES	Futures	835.61	835.85	834.19	835.37	1650.0
2008-12-01 03:50:00	ES	Futures	835.37	837.74	834.9	837.5	1590.0
2008-12-01 03:55:00	ES	Futures	837.5	837.74	835.61	836.32	1104.0
2008-12-01 04:00:00	ES	Futures	836.08	836.56	833.95	834.9	1548.0
2008-12-01 04:05:00	ES	Futures	834.9	835.85	834.43	834.43	567.0

> showing 50 of 10,731 rows — these rows as CSV

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