PREVIEW / futures_5min / 2008-12-05

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-05.parquet
  size:    189 KB
  rows:    8,823

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
2008-12-05 00:00:00	ES	Futures	801.77	804.14	801.77	803.19	577.0
2008-12-05 00:05:00	ES	Futures	803.43	803.43	802.24	802.72	610.0
2008-12-05 00:10:00	ES	Futures	802.72	803.19	802.24	802.95	619.0
2008-12-05 00:15:00	ES	Futures	803.19	803.66	802.72	803.19	563.0
2008-12-05 00:20:00	ES	Futures	803.19	803.9	802.48	803.66	369.0
2008-12-05 00:25:00	ES	Futures	803.66	803.66	802.72	802.72	480.0
2008-12-05 00:30:00	ES	Futures	802.95	805.08	802.95	804.85	747.0
2008-12-05 00:35:00	ES	Futures	804.85	805.79	804.37	805.32	477.0
2008-12-05 00:40:00	ES	Futures	805.32	805.79	805.08	805.32	387.0
2008-12-05 00:45:00	ES	Futures	805.56	805.79	803.9	803.9	563.0
2008-12-05 00:50:00	ES	Futures	803.9	804.61	803.9	804.14	526.0
2008-12-05 00:55:00	ES	Futures	804.37	804.61	803.19	803.19	833.0
2008-12-05 01:00:00	ES	Futures	803.43	803.43	801.53	802.24	428.0
2008-12-05 01:05:00	ES	Futures	802.01	803.19	801.53	803.19	391.0
2008-12-05 01:10:00	ES	Futures	802.95	803.19	802.24	802.24	132.0
2008-12-05 01:15:00	ES	Futures	802.48	802.72	802.01	802.48	112.0
2008-12-05 01:20:00	ES	Futures	802.24	803.19	802.24	802.95	21.0
2008-12-05 01:25:00	ES	Futures	802.95	803.19	802.24	802.24	31.0
2008-12-05 01:30:00	ES	Futures	802.24	803.66	802.24	803.43	77.0
2008-12-05 01:35:00	ES	Futures	803.43	803.66	803.19	803.43	32.0
2008-12-05 01:40:00	ES	Futures	803.43	805.56	803.43	805.08	112.0
2008-12-05 01:45:00	ES	Futures	805.08	805.56	804.85	805.08	161.0
2008-12-05 01:50:00	ES	Futures	805.08	806.5	805.08	805.79	245.0
2008-12-05 01:55:00	ES	Futures	806.03	806.03	805.08	805.56	192.0
2008-12-05 02:00:00	ES	Futures	805.56	806.5	805.56	806.03	510.0
2008-12-05 02:05:00	ES	Futures	806.27	806.74	805.32	805.56	379.0
2008-12-05 02:10:00	ES	Futures	805.32	806.03	805.08	805.79	427.0
2008-12-05 02:15:00	ES	Futures	805.79	805.79	804.61	805.79	416.0
2008-12-05 02:20:00	ES	Futures	806.03	806.5	805.08	806.03	341.0
2008-12-05 02:25:00	ES	Futures	806.03	806.5	805.08	805.08	364.0
2008-12-05 02:30:00	ES	Futures	805.32	805.32	804.14	804.85	511.0
2008-12-05 02:35:00	ES	Futures	805.08	806.27	804.85	806.03	636.0
2008-12-05 02:40:00	ES	Futures	806.03	806.27	805.08	805.79	254.0
2008-12-05 02:45:00	ES	Futures	805.56	805.56	804.37	804.37	987.0
2008-12-05 02:50:00	ES	Futures	804.37	805.79	803.66	805.32	741.0
2008-12-05 02:55:00	ES	Futures	805.32	806.27	804.85	805.08	877.0
2008-12-05 03:00:00	ES	Futures	805.32	806.74	805.08	805.32	2055.0
2008-12-05 03:05:00	ES	Futures	805.32	805.56	802.95	803.43	1877.0
2008-12-05 03:10:00	ES	Futures	803.43	806.74	802.95	806.74	1716.0
2008-12-05 03:15:00	ES	Futures	806.5	807.92	805.08	807.69	2481.0
2008-12-05 03:20:00	ES	Futures	807.69	809.11	805.08	805.79	2557.0
2008-12-05 03:25:00	ES	Futures	806.03	806.74	804.37	804.85	768.0
2008-12-05 03:30:00	ES	Futures	804.61	806.03	802.48	802.48	1583.0
2008-12-05 03:35:00	ES	Futures	802.72	803.19	800.59	802.01	2222.0
2008-12-05 03:40:00	ES	Futures	802.01	802.24	799.17	801.3	1805.0
2008-12-05 03:45:00	ES	Futures	801.3	801.77	799.64	801.77	1265.0
2008-12-05 03:50:00	ES	Futures	801.77	802.01	801.06	801.3	1440.0
2008-12-05 03:55:00	ES	Futures	801.3	801.77	798.93	800.11	1530.0
2008-12-05 04:00:00	ES	Futures	800.11	802.48	798.93	802.24	1786.0
2008-12-05 04:05:00	ES	Futures	802.48	803.66	801.3	803.19	1007.0

> showing 50 of 8,823 rows — these rows as CSV

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