PREVIEW / futures_5min / 2008-12-09

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-09.parquet
  size:    204 KB
  rows:    10,473

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
2008-12-09 00:00:00	ES	Futures	851.23	851.23	850.05	850.52	245.0
2008-12-09 00:05:00	ES	Futures	850.52	850.76	850.52	850.76	55.0
2008-12-09 00:10:00	ES	Futures	850.76	850.99	850.28	850.76	96.0
2008-12-09 00:15:00	ES	Futures	850.76	851.7	850.76	851.7	216.0
2008-12-09 00:20:00	ES	Futures	851.7	851.94	850.52	850.76	181.0
2008-12-09 00:25:00	ES	Futures	850.76	850.99	850.05	850.05	90.0
2008-12-09 00:30:00	ES	Futures	850.05	851.23	850.05	850.99	190.0
2008-12-09 00:35:00	ES	Futures	850.99	851.7	850.52	850.76	218.0
2008-12-09 00:40:00	ES	Futures	850.52	850.76	850.05	850.28	86.0
2008-12-09 00:45:00	ES	Futures	850.28	850.52	849.81	850.28	355.0
2008-12-09 00:50:00	ES	Futures	850.28	850.28	850.28	850.28	30.0
2008-12-09 00:55:00	ES	Futures	850.52	851.23	850.28	850.99	191.0
2008-12-09 01:00:00	ES	Futures	851.23	852.89	850.99	852.41	391.0
2008-12-09 01:05:00	ES	Futures	852.41	852.41	851.7	851.7	151.0
2008-12-09 01:10:00	ES	Futures	851.7	852.18	851.7	851.94	107.0
2008-12-09 01:15:00	ES	Futures	851.94	853.12	851.94	852.65	301.0
2008-12-09 01:20:00	ES	Futures	852.65	852.65	851.47	851.7	142.0
2008-12-09 01:25:00	ES	Futures	851.47	851.7	851.23	851.7	161.0
2008-12-09 01:30:00	ES	Futures	851.7	853.12	851.7	853.12	276.0
2008-12-09 01:35:00	ES	Futures	853.12	853.12	852.41	852.65	38.0
2008-12-09 01:40:00	ES	Futures	852.65	853.12	851.7	852.18	112.0
2008-12-09 01:45:00	ES	Futures	852.18	853.6	851.7	853.12	252.0
2008-12-09 01:50:00	ES	Futures	852.89	853.36	851.7	851.94	218.0
2008-12-09 01:55:00	ES	Futures	851.94	852.18	850.99	852.18	271.0
2008-12-09 02:00:00	ES	Futures	852.18	853.83	852.18	852.89	970.0
2008-12-09 02:05:00	ES	Futures	853.12	853.12	852.18	852.41	273.0
2008-12-09 02:10:00	ES	Futures	852.41	852.89	851.94	852.65	225.0
2008-12-09 02:15:00	ES	Futures	852.65	853.12	851.94	852.18	592.0
2008-12-09 02:20:00	ES	Futures	851.94	852.18	851.7	852.18	819.0
2008-12-09 02:25:00	ES	Futures	851.94	852.65	851.7	852.41	410.0
2008-12-09 02:30:00	ES	Futures	852.41	852.65	851.47	851.94	610.0
2008-12-09 02:35:00	ES	Futures	851.7	853.36	851.23	853.12	627.0
2008-12-09 02:40:00	ES	Futures	853.12	855.02	853.12	853.83	1125.0
2008-12-09 02:45:00	ES	Futures	854.07	855.49	853.83	855.25	692.0
2008-12-09 02:50:00	ES	Futures	855.02	855.25	853.12	853.83	517.0
2008-12-09 02:55:00	ES	Futures	853.83	854.07	851.94	852.65	1164.0
2008-12-09 03:00:00	ES	Futures	852.65	852.89	850.76	850.99	2410.0
2008-12-09 03:05:00	ES	Futures	850.76	850.76	849.1	850.52	1498.0
2008-12-09 03:10:00	ES	Futures	850.52	851.94	849.57	851.47	2113.0
2008-12-09 03:15:00	ES	Futures	851.47	851.7	849.1	849.1	1682.0
2008-12-09 03:20:00	ES	Futures	848.86	849.57	848.15	848.63	1437.0
2008-12-09 03:25:00	ES	Futures	848.63	849.81	848.15	848.63	1453.0
2008-12-09 03:30:00	ES	Futures	848.63	850.28	848.63	849.57	866.0
2008-12-09 03:35:00	ES	Futures	849.34	850.76	848.63	849.81	929.0
2008-12-09 03:40:00	ES	Futures	849.81	850.99	849.57	850.52	1317.0
2008-12-09 03:45:00	ES	Futures	850.52	852.89	850.52	852.89	1284.0
2008-12-09 03:50:00	ES	Futures	852.89	853.12	850.99	852.18	1611.0
2008-12-09 03:55:00	ES	Futures	851.94	852.18	849.81	849.81	759.0
2008-12-09 04:00:00	ES	Futures	850.05	853.6	849.81	853.6	1437.0
2008-12-09 04:05:00	ES	Futures	853.6	855.25	853.12	853.83	1580.0

> showing 50 of 10,473 rows — these rows as CSV

> unlock the full archive -- $79 one-time