PREVIEW / futures_5min / 2008-12-12

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-12.parquet
  size:    190 KB
  rows:    8,970

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
2008-12-12 00:00:00	ES	Futures	791.59	791.83	790.65	791.36	403.0
2008-12-12 00:05:00	ES	Futures	791.36	792.54	790.65	792.3	1199.0
2008-12-12 00:10:00	ES	Futures	792.3	793.01	791.59	792.78	209.0
2008-12-12 00:15:00	ES	Futures	792.78	795.85	792.54	794.67	896.0
2008-12-12 00:20:00	ES	Futures	794.43	795.38	793.49	794.2	595.0
2008-12-12 00:25:00	ES	Futures	794.2	794.67	793.01	794.67	647.0
2008-12-12 00:30:00	ES	Futures	794.67	794.91	793.25	794.67	208.0
2008-12-12 00:35:00	ES	Futures	794.67	796.56	794.67	796.33	424.0
2008-12-12 00:40:00	ES	Futures	796.09	796.33	794.91	795.14	168.0
2008-12-12 00:45:00	ES	Futures	795.14	795.14	793.25	793.72	245.0
2008-12-12 00:50:00	ES	Futures	793.72	793.72	791.59	792.3	423.0
2008-12-12 00:55:00	ES	Futures	792.54	797.04	792.54	796.8	448.0
2008-12-12 01:00:00	ES	Futures	796.8	798.69	796.09	796.33	633.0
2008-12-12 01:05:00	ES	Futures	796.33	797.04	795.85	796.8	171.0
2008-12-12 01:10:00	ES	Futures	797.04	797.27	794.43	794.43	308.0
2008-12-12 01:15:00	ES	Futures	794.67	794.67	792.3	793.72	220.0
2008-12-12 01:20:00	ES	Futures	793.96	793.96	791.83	792.07	110.0
2008-12-12 01:25:00	ES	Futures	792.07	793.01	791.83	793.01	81.0
2008-12-12 01:30:00	ES	Futures	792.78	793.72	792.07	792.78	157.0
2008-12-12 01:35:00	ES	Futures	792.54	793.25	792.3	793.25	131.0
2008-12-12 01:40:00	ES	Futures	792.78	794.43	792.3	794.2	223.0
2008-12-12 01:45:00	ES	Futures	794.2	795.62	794.2	794.2	557.0
2008-12-12 01:50:00	ES	Futures	794.2	794.67	793.96	794.2	103.0
2008-12-12 01:55:00	ES	Futures	794.2	795.14	793.96	794.43	190.0
2008-12-12 02:00:00	ES	Futures	794.2	797.51	793.49	797.51	1605.0
2008-12-12 02:05:00	ES	Futures	797.27	798.22	796.56	797.04	702.0
2008-12-12 02:10:00	ES	Futures	796.8	796.8	795.38	795.62	714.0
2008-12-12 02:15:00	ES	Futures	795.62	795.85	793.01	793.49	1753.0
2008-12-12 02:20:00	ES	Futures	793.25	794.43	792.78	794.2	846.0
2008-12-12 02:25:00	ES	Futures	794.2	794.91	793.01	793.25	688.0
2008-12-12 02:30:00	ES	Futures	793.01	794.2	791.83	794.2	789.0
2008-12-12 02:35:00	ES	Futures	794.2	795.62	794.2	794.43	524.0
2008-12-12 02:40:00	ES	Futures	794.43	794.91	793.72	793.72	476.0
2008-12-12 02:45:00	ES	Futures	793.72	793.72	791.12	791.83	827.0
2008-12-12 02:50:00	ES	Futures	791.83	792.78	790.65	791.36	1750.0
2008-12-12 02:55:00	ES	Futures	791.36	795.62	790.41	794.67	1228.0
2008-12-12 03:00:00	ES	Futures	794.67	794.91	791.12	791.59	3059.0
2008-12-12 03:05:00	ES	Futures	791.59	793.72	791.12	793.72	1286.0
2008-12-12 03:10:00	ES	Futures	793.72	798.22	793.72	797.27	2714.0
2008-12-12 03:15:00	ES	Futures	797.27	798.22	796.56	797.98	1798.0
2008-12-12 03:20:00	ES	Futures	797.75	797.75	795.62	796.33	1316.0
2008-12-12 03:25:00	ES	Futures	796.33	798.69	796.09	798.69	1443.0
2008-12-12 03:30:00	ES	Futures	798.69	798.69	795.14	795.62	1207.0
2008-12-12 03:35:00	ES	Futures	795.62	796.56	795.14	795.85	978.0
2008-12-12 03:40:00	ES	Futures	795.85	798.93	795.62	798.69	1040.0
2008-12-12 03:45:00	ES	Futures	798.69	799.64	797.51	799.4	1170.0
2008-12-12 03:50:00	ES	Futures	799.4	800.11	797.27	797.75	733.0
2008-12-12 03:55:00	ES	Futures	797.51	799.4	797.04	797.27	1569.0
2008-12-12 04:00:00	ES	Futures	797.04	797.04	794.91	795.38	746.0
2008-12-12 04:05:00	ES	Futures	795.14	795.38	793.96	795.14	755.0

> showing 50 of 8,970 rows — these rows as CSV

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