PREVIEW / futures_5min / 2008-12-07

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-07.parquet
  size:    45 KB
  rows:    1,766

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
2008-12-07 18:00:00	ES	Futures	825.67	825.67	823.78	824.25	1767.0
2008-12-07 18:05:00	ES	Futures	824.25	826.62	824.01	826.38	889.0
2008-12-07 18:10:00	ES	Futures	826.14	826.62	824.49	824.72	1023.0
2008-12-07 18:15:00	ES	Futures	824.72	825.2	823.07	823.07	454.0
2008-12-07 18:20:00	ES	Futures	823.07	823.54	821.17	821.88	1133.0
2008-12-07 18:25:00	ES	Futures	822.12	823.07	822.12	822.59	262.0
2008-12-07 18:30:00	ES	Futures	822.59	823.3	822.36	823.3	273.0
2008-12-07 18:35:00	ES	Futures	823.3	828.75	822.83	824.96	3178.0
2008-12-07 18:40:00	ES	Futures	824.96	824.96	823.54	824.01	370.0
2008-12-07 18:45:00	ES	Futures	824.01	824.49	822.83	824.49	264.0
2008-12-07 18:50:00	ES	Futures	824.49	824.96	823.54	824.01	197.0
2008-12-07 18:55:00	ES	Futures	824.01	824.72	823.78	824.49	53.0
2008-12-07 19:00:00	ES	Futures	824.49	824.96	824.49	824.72	67.0
2008-12-07 19:05:00	ES	Futures	824.72	825.67	824.49	825.2	171.0
2008-12-07 19:10:00	ES	Futures	825.2	825.43	824.72	825.2	285.0
2008-12-07 19:15:00	ES	Futures	825.2	825.67	825.2	825.43	105.0
2008-12-07 19:20:00	ES	Futures	825.2	825.67	825.2	825.43	69.0
2008-12-07 19:25:00	ES	Futures	825.43	826.14	825.43	826.14	147.0
2008-12-07 19:30:00	ES	Futures	826.14	826.62	825.43	825.43	760.0
2008-12-07 19:35:00	ES	Futures	825.67	826.14	824.96	825.91	358.0
2008-12-07 19:40:00	ES	Futures	825.91	826.38	825.43	826.14	130.0
2008-12-07 19:45:00	ES	Futures	825.91	826.38	825.67	825.91	373.0
2008-12-07 19:50:00	ES	Futures	825.91	826.62	825.91	826.38	266.0
2008-12-07 19:55:00	ES	Futures	826.38	826.62	825.67	826.38	219.0
2008-12-07 20:00:00	ES	Futures	826.14	826.62	825.91	826.38	171.0
2008-12-07 20:05:00	ES	Futures	826.62	827.56	826.38	826.62	566.0
2008-12-07 20:10:00	ES	Futures	826.62	827.09	826.38	826.38	200.0
2008-12-07 20:15:00	ES	Futures	826.62	827.09	826.62	827.09	213.0
2008-12-07 20:20:00	ES	Futures	826.85	827.09	826.62	826.85	124.0
2008-12-07 20:25:00	ES	Futures	826.85	827.33	826.85	827.33	233.0
2008-12-07 20:30:00	ES	Futures	827.33	827.56	827.09	827.33	202.0
2008-12-07 20:35:00	ES	Futures	827.33	828.04	827.33	828.04	307.0
2008-12-07 20:40:00	ES	Futures	828.27	828.27	827.33	827.8	292.0
2008-12-07 20:45:00	ES	Futures	827.56	828.27	827.56	828.27	184.0
2008-12-07 20:50:00	ES	Futures	828.27	829.93	828.04	829.93	1527.0
2008-12-07 20:55:00	ES	Futures	829.93	833.72	829.46	833.48	2602.0
2008-12-07 21:00:00	ES	Futures	833.48	833.48	831.82	832.77	712.0
2008-12-07 21:05:00	ES	Futures	832.77	836.32	832.77	833.48	2817.0
2008-12-07 21:10:00	ES	Futures	833.24	834.9	833.24	834.66	1112.0
2008-12-07 21:15:00	ES	Futures	834.66	835.85	833.95	835.85	618.0
2008-12-07 21:20:00	ES	Futures	835.61	835.61	833.72	834.19	540.0
2008-12-07 21:25:00	ES	Futures	834.19	835.37	833.95	834.9	445.0
2008-12-07 21:30:00	ES	Futures	834.9	835.37	833.95	834.43	633.0
2008-12-07 21:35:00	ES	Futures	834.43	834.9	834.19	834.19	176.0
2008-12-07 21:40:00	ES	Futures	834.19	834.43	833.72	833.95	244.0
2008-12-07 21:45:00	ES	Futures	834.19	834.9	833.95	833.95	279.0
2008-12-07 21:50:00	ES	Futures	833.95	834.19	833.24	833.72	257.0
2008-12-07 21:55:00	ES	Futures	833.72	834.9	833.24	834.66	344.0
2008-12-07 22:00:00	ES	Futures	834.66	835.37	834.19	834.43	292.0
2008-12-07 22:05:00	ES	Futures	834.19	834.19	833.72	833.95	156.0

> showing 50 of 1,766 rows — these rows as CSV

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