PREVIEW / futures_5min / 2008-12-03

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-03.parquet
  size:    202 KB
  rows:    10,572

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
2008-12-03 00:00:00	ES	Futures	797.75	798.22	797.51	797.98	118.0
2008-12-03 00:05:00	ES	Futures	797.75	797.98	797.51	797.75	64.0
2008-12-03 00:10:00	ES	Futures	797.98	797.98	797.51	797.51	60.0
2008-12-03 00:15:00	ES	Futures	797.75	797.75	797.51	797.51	18.0
2008-12-03 00:20:00	ES	Futures	797.51	799.4	797.51	798.69	965.0
2008-12-03 00:25:00	ES	Futures	798.69	800.11	797.75	798.93	636.0
2008-12-03 00:30:00	ES	Futures	799.17	799.4	798.46	798.93	82.0
2008-12-03 00:35:00	ES	Futures	798.93	799.17	798.69	798.93	42.0
2008-12-03 00:40:00	ES	Futures	798.93	799.17	798.69	798.93	57.0
2008-12-03 00:45:00	ES	Futures	798.93	798.93	798.69	798.93	65.0
2008-12-03 00:50:00	ES	Futures	798.93	799.88	798.93	799.88	228.0
2008-12-03 00:55:00	ES	Futures	799.88	800.11	799.4	800.11	132.0
2008-12-03 01:00:00	ES	Futures	800.35	800.35	799.4	799.88	144.0
2008-12-03 01:05:00	ES	Futures	799.88	799.88	799.64	799.64	83.0
2008-12-03 01:10:00	ES	Futures	799.64	799.64	799.4	799.4	62.0
2008-12-03 01:15:00	ES	Futures	799.64	800.11	799.4	799.88	104.0
2008-12-03 01:20:00	ES	Futures	800.11	800.11	799.64	799.88	70.0
2008-12-03 01:25:00	ES	Futures	799.88	800.82	799.64	800.82	165.0
2008-12-03 01:30:00	ES	Futures	800.82	800.82	799.88	799.88	163.0
2008-12-03 01:35:00	ES	Futures	799.88	799.88	798.46	799.17	301.0
2008-12-03 01:40:00	ES	Futures	799.4	799.88	799.17	799.17	215.0
2008-12-03 01:45:00	ES	Futures	799.17	799.4	798.46	798.46	126.0
2008-12-03 01:50:00	ES	Futures	798.69	800.11	798.69	799.88	191.0
2008-12-03 01:55:00	ES	Futures	799.64	800.11	799.4	799.64	92.0
2008-12-03 02:00:00	ES	Futures	799.64	799.64	798.46	799.17	567.0
2008-12-03 02:05:00	ES	Futures	798.93	799.17	798.69	798.69	89.0
2008-12-03 02:10:00	ES	Futures	798.93	798.93	797.51	797.75	370.0
2008-12-03 02:15:00	ES	Futures	797.75	797.75	796.56	797.04	669.0
2008-12-03 02:20:00	ES	Futures	797.04	797.27	796.56	796.8	448.0
2008-12-03 02:25:00	ES	Futures	797.04	797.27	796.09	796.33	611.0
2008-12-03 02:30:00	ES	Futures	796.33	796.56	796.09	796.33	259.0
2008-12-03 02:35:00	ES	Futures	796.33	798.46	796.33	798.22	467.0
2008-12-03 02:40:00	ES	Futures	798.22	799.64	797.51	799.4	521.0
2008-12-03 02:45:00	ES	Futures	799.4	801.06	798.69	800.11	1648.0
2008-12-03 02:50:00	ES	Futures	800.11	800.35	797.51	798.46	909.0
2008-12-03 02:55:00	ES	Futures	798.46	798.93	796.8	797.75	1001.0
2008-12-03 03:00:00	ES	Futures	797.75	799.4	795.38	796.33	2738.0
2008-12-03 03:05:00	ES	Futures	796.56	797.04	793.49	794.43	2857.0
2008-12-03 03:10:00	ES	Futures	794.2	794.43	792.54	793.25	2372.0
2008-12-03 03:15:00	ES	Futures	793.49	794.67	792.78	792.78	1387.0
2008-12-03 03:20:00	ES	Futures	793.01	793.01	791.36	792.07	3025.0
2008-12-03 03:25:00	ES	Futures	792.07	793.72	792.07	793.01	1246.0
2008-12-03 03:30:00	ES	Futures	793.01	794.43	792.54	794.2	1755.0
2008-12-03 03:35:00	ES	Futures	794.43	794.67	790.65	791.59	2269.0
2008-12-03 03:40:00	ES	Futures	791.59	792.3	790.65	791.12	1256.0
2008-12-03 03:45:00	ES	Futures	791.36	792.07	788.99	789.23	2922.0
2008-12-03 03:50:00	ES	Futures	789.23	790.17	788.04	789.46	2059.0
2008-12-03 03:55:00	ES	Futures	789.7	790.17	788.04	788.52	1397.0
2008-12-03 04:00:00	ES	Futures	788.52	788.99	787.57	788.04	1489.0
2008-12-03 04:05:00	ES	Futures	788.28	788.75	787.81	788.04	619.0

> showing 50 of 10,572 rows — these rows as CSV

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