PREVIEW / futures_5min / 2008-12-11

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-11.parquet
  size:    214 KB
  rows:    10,735

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
2008-12-11 00:00:00	ES	Futures	844.6	844.84	844.37	844.84	120.0
2008-12-11 00:05:00	ES	Futures	845.08	845.31	844.37	844.37	249.0
2008-12-11 00:10:00	ES	Futures	844.6	844.84	843.42	843.42	243.0
2008-12-11 00:15:00	ES	Futures	843.42	844.13	843.18	844.13	239.0
2008-12-11 00:20:00	ES	Futures	843.89	844.13	843.42	843.42	176.0
2008-12-11 00:25:00	ES	Futures	843.42	843.66	842.95	842.95	326.0
2008-12-11 00:30:00	ES	Futures	843.18	843.89	842.95	843.66	230.0
2008-12-11 00:35:00	ES	Futures	843.66	843.89	843.66	843.66	26.0
2008-12-11 00:40:00	ES	Futures	843.42	843.66	843.18	843.66	134.0
2008-12-11 00:45:00	ES	Futures	843.89	844.13	843.42	844.13	104.0
2008-12-11 00:50:00	ES	Futures	844.13	844.84	843.89	844.13	186.0
2008-12-11 00:55:00	ES	Futures	844.13	844.84	844.13	844.6	85.0
2008-12-11 01:00:00	ES	Futures	844.84	845.08	844.13	844.37	133.0
2008-12-11 01:05:00	ES	Futures	844.37	844.84	844.13	844.37	84.0
2008-12-11 01:10:00	ES	Futures	844.37	844.6	844.13	844.13	30.0
2008-12-11 01:15:00	ES	Futures	844.37	844.6	843.89	844.37	266.0
2008-12-11 01:20:00	ES	Futures	844.6	844.6	844.13	844.37	300.0
2008-12-11 01:25:00	ES	Futures	844.37	844.37	842.95	843.89	955.0
2008-12-11 01:30:00	ES	Futures	843.89	844.6	843.66	844.37	188.0
2008-12-11 01:35:00	ES	Futures	844.6	844.6	844.37	844.37	15.0
2008-12-11 01:40:00	ES	Futures	844.37	844.37	843.89	844.37	271.0
2008-12-11 01:45:00	ES	Futures	844.37	844.6	844.13	844.6	148.0
2008-12-11 01:50:00	ES	Futures	844.6	845.79	844.6	845.79	303.0
2008-12-11 01:55:00	ES	Futures	845.79	846.02	844.6	845.31	261.0
2008-12-11 02:00:00	ES	Futures	845.31	845.55	843.89	844.13	594.0
2008-12-11 02:05:00	ES	Futures	844.13	844.6	843.89	844.37	541.0
2008-12-11 02:10:00	ES	Futures	844.37	844.84	844.37	844.6	165.0
2008-12-11 02:15:00	ES	Futures	844.6	844.6	844.13	844.37	312.0
2008-12-11 02:20:00	ES	Futures	844.37	844.6	843.66	844.37	397.0
2008-12-11 02:25:00	ES	Futures	844.37	845.08	844.13	844.84	139.0
2008-12-11 02:30:00	ES	Futures	844.84	846.26	844.84	846.26	536.0
2008-12-11 02:35:00	ES	Futures	846.02	846.5	844.37	844.6	666.0
2008-12-11 02:40:00	ES	Futures	844.37	845.31	843.89	845.08	588.0
2008-12-11 02:45:00	ES	Futures	845.08	845.55	843.42	844.13	937.0
2008-12-11 02:50:00	ES	Futures	843.89	844.13	842.95	843.18	332.0
2008-12-11 02:55:00	ES	Futures	842.95	842.95	841.53	842.0	1645.0
2008-12-11 03:00:00	ES	Futures	841.76	843.66	841.29	842.95	1796.0
2008-12-11 03:05:00	ES	Futures	842.95	842.95	840.82	842.0	1839.0
2008-12-11 03:10:00	ES	Futures	841.76	843.18	840.82	840.82	2460.0
2008-12-11 03:15:00	ES	Futures	840.82	841.29	838.92	839.87	1778.0
2008-12-11 03:20:00	ES	Futures	839.63	841.53	839.16	840.34	2002.0
2008-12-11 03:25:00	ES	Futures	840.58	841.53	840.34	841.29	1167.0
2008-12-11 03:30:00	ES	Futures	841.05	841.76	840.58	841.53	601.0
2008-12-11 03:35:00	ES	Futures	841.76	841.76	840.11	841.53	1435.0
2008-12-11 03:40:00	ES	Futures	841.29	842.24	839.4	839.87	1500.0
2008-12-11 03:45:00	ES	Futures	839.63	840.34	838.92	840.11	1853.0
2008-12-11 03:50:00	ES	Futures	840.34	840.34	838.21	839.87	2207.0
2008-12-11 03:55:00	ES	Futures	839.87	841.05	838.69	840.58	1091.0
2008-12-11 04:00:00	ES	Futures	840.82	841.29	839.16	839.87	444.0
2008-12-11 04:05:00	ES	Futures	839.87	840.11	838.45	838.69	1184.0

> showing 50 of 10,735 rows — these rows as CSV

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