PREVIEW / futures_5min / 2008-12-04

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-04.parquet
  size:    217 KB
  rows:    10,614

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
2008-12-04 00:00:00	ES	Futures	812.42	812.65	811.71	811.94	838.0
2008-12-04 00:05:00	ES	Futures	812.18	812.65	811.94	812.18	434.0
2008-12-04 00:10:00	ES	Futures	812.18	812.65	812.18	812.42	197.0
2008-12-04 00:15:00	ES	Futures	812.65	813.13	812.18	812.89	1044.0
2008-12-04 00:20:00	ES	Futures	812.65	812.89	812.42	812.65	55.0
2008-12-04 00:25:00	ES	Futures	812.65	813.84	812.65	813.84	184.0
2008-12-04 00:30:00	ES	Futures	813.6	813.84	812.42	812.42	156.0
2008-12-04 00:35:00	ES	Futures	812.42	813.6	812.18	813.13	197.0
2008-12-04 00:40:00	ES	Futures	813.36	814.55	813.36	814.07	220.0
2008-12-04 00:45:00	ES	Futures	814.07	814.55	813.6	813.84	140.0
2008-12-04 00:50:00	ES	Futures	813.84	814.55	813.36	813.6	136.0
2008-12-04 00:55:00	ES	Futures	813.36	813.84	812.65	813.13	121.0
2008-12-04 01:00:00	ES	Futures	813.36	814.07	813.36	814.07	70.0
2008-12-04 01:05:00	ES	Futures	813.84	814.31	813.13	813.13	46.0
2008-12-04 01:10:00	ES	Futures	813.13	813.36	812.89	813.13	51.0
2008-12-04 01:15:00	ES	Futures	812.89	813.13	812.18	812.42	282.0
2008-12-04 01:20:00	ES	Futures	812.42	812.65	811.94	812.18	412.0
2008-12-04 01:25:00	ES	Futures	812.42	812.89	812.42	812.65	127.0
2008-12-04 01:30:00	ES	Futures	812.65	812.89	812.18	812.42	103.0
2008-12-04 01:35:00	ES	Futures	812.42	812.65	812.18	812.42	197.0
2008-12-04 01:40:00	ES	Futures	812.42	812.89	812.18	812.65	180.0
2008-12-04 01:45:00	ES	Futures	812.65	813.36	812.18	813.13	420.0
2008-12-04 01:50:00	ES	Futures	813.13	813.6	812.65	813.6	213.0
2008-12-04 01:55:00	ES	Futures	813.36	813.36	812.65	813.36	170.0
2008-12-04 02:00:00	ES	Futures	813.6	814.07	812.42	812.89	912.0
2008-12-04 02:05:00	ES	Futures	812.89	813.84	812.18	812.65	514.0
2008-12-04 02:10:00	ES	Futures	812.89	813.36	811.94	811.94	451.0
2008-12-04 02:15:00	ES	Futures	811.94	812.65	811.71	811.94	301.0
2008-12-04 02:20:00	ES	Futures	812.18	813.6	812.18	813.13	252.0
2008-12-04 02:25:00	ES	Futures	812.89	814.07	812.18	813.84	521.0
2008-12-04 02:30:00	ES	Futures	813.84	815.26	813.13	814.55	755.0
2008-12-04 02:35:00	ES	Futures	814.55	815.02	814.07	814.55	503.0
2008-12-04 02:40:00	ES	Futures	814.31	815.73	813.13	815.49	1323.0
2008-12-04 02:45:00	ES	Futures	815.49	815.97	814.78	815.73	1505.0
2008-12-04 02:50:00	ES	Futures	815.73	815.97	814.31	814.55	660.0
2008-12-04 02:55:00	ES	Futures	814.78	815.02	812.65	812.89	1087.0
2008-12-04 03:00:00	ES	Futures	812.89	812.89	810.53	811.0	2317.0
2008-12-04 03:05:00	ES	Futures	811.0	811.94	810.05	810.29	1901.0
2008-12-04 03:10:00	ES	Futures	810.05	811.47	810.05	811.0	978.0
2008-12-04 03:15:00	ES	Futures	811.0	813.84	811.0	813.6	1538.0
2008-12-04 03:20:00	ES	Futures	813.6	815.73	813.6	815.73	1923.0
2008-12-04 03:25:00	ES	Futures	815.73	816.2	814.78	815.97	1786.0
2008-12-04 03:30:00	ES	Futures	815.97	819.04	815.73	819.04	3156.0
2008-12-04 03:35:00	ES	Futures	819.04	820.46	818.33	819.52	4404.0
2008-12-04 03:40:00	ES	Futures	819.75	825.2	819.75	823.3	7611.0
2008-12-04 03:45:00	ES	Futures	823.3	824.01	820.23	820.46	1438.0
2008-12-04 03:50:00	ES	Futures	820.46	823.3	820.23	823.07	1675.0
2008-12-04 03:55:00	ES	Futures	823.07	823.78	820.46	821.41	1844.0
2008-12-04 04:00:00	ES	Futures	821.17	821.65	819.04	820.46	1759.0
2008-12-04 04:05:00	ES	Futures	820.46	820.46	818.81	819.52	1430.0

> showing 50 of 10,614 rows — these rows as CSV

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