PREVIEW / futures_5min / 2008-12-15

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-15.parquet
  size:    201 KB
  rows:    10,313

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
2008-12-15 00:00:00	ES	Futures	845.57	846.75	845.57	846.04	392.0
2008-12-15 00:05:00	ES	Futures	846.04	846.51	845.57	846.04	153.0
2008-12-15 00:10:00	ES	Futures	846.28	846.75	845.8	846.04	174.0
2008-12-15 00:15:00	ES	Futures	845.8	846.28	845.33	845.8	213.0
2008-12-15 00:20:00	ES	Futures	846.28	846.28	845.33	845.33	146.0
2008-12-15 00:25:00	ES	Futures	845.57	846.04	844.62	844.85	224.0
2008-12-15 00:30:00	ES	Futures	844.85	844.85	844.14	844.38	182.0
2008-12-15 00:35:00	ES	Futures	844.38	845.33	844.14	844.85	179.0
2008-12-15 00:40:00	ES	Futures	845.09	845.09	844.62	844.62	49.0
2008-12-15 00:45:00	ES	Futures	844.62	844.62	843.91	844.38	79.0
2008-12-15 00:50:00	ES	Futures	844.14	845.09	844.14	844.85	47.0
2008-12-15 00:55:00	ES	Futures	844.62	844.62	844.38	844.38	43.0
2008-12-15 01:00:00	ES	Futures	844.62	845.33	844.38	844.85	208.0
2008-12-15 01:05:00	ES	Futures	844.85	845.09	844.62	845.09	104.0
2008-12-15 01:10:00	ES	Futures	844.85	845.33	844.85	844.85	82.0
2008-12-15 01:15:00	ES	Futures	844.62	845.09	844.62	845.09	47.0
2008-12-15 01:20:00	ES	Futures	845.09	846.28	844.85	845.8	225.0
2008-12-15 01:25:00	ES	Futures	845.8	846.28	845.33	846.04	60.0
2008-12-15 01:30:00	ES	Futures	846.04	846.28	846.04	846.28	73.0
2008-12-15 01:35:00	ES	Futures	846.28	847.23	845.8	846.04	323.0
2008-12-15 01:40:00	ES	Futures	846.04	846.75	845.8	846.04	56.0
2008-12-15 01:45:00	ES	Futures	846.04	846.04	845.09	845.09	102.0
2008-12-15 01:50:00	ES	Futures	845.09	846.75	845.09	845.33	108.0
2008-12-15 01:55:00	ES	Futures	845.33	845.57	843.67	843.67	239.0
2008-12-15 02:00:00	ES	Futures	843.67	843.91	841.3	841.77	975.0
2008-12-15 02:05:00	ES	Futures	842.25	842.25	840.58	840.82	671.0
2008-12-15 02:10:00	ES	Futures	840.82	841.77	840.82	841.3	155.0
2008-12-15 02:15:00	ES	Futures	841.3	842.01	840.58	842.01	415.0
2008-12-15 02:20:00	ES	Futures	842.01	842.72	842.01	842.25	249.0
2008-12-15 02:25:00	ES	Futures	842.01	842.01	840.58	840.58	554.0
2008-12-15 02:30:00	ES	Futures	840.82	841.3	840.58	840.82	477.0
2008-12-15 02:35:00	ES	Futures	840.82	842.25	840.58	841.53	491.0
2008-12-15 02:40:00	ES	Futures	841.3	842.01	840.82	841.06	354.0
2008-12-15 02:45:00	ES	Futures	841.06	841.3	840.58	841.06	414.0
2008-12-15 02:50:00	ES	Futures	840.82	841.3	839.87	840.35	1007.0
2008-12-15 02:55:00	ES	Futures	840.11	840.35	838.69	838.92	709.0
2008-12-15 03:00:00	ES	Futures	839.16	839.64	836.32	837.74	2370.0
2008-12-15 03:05:00	ES	Futures	837.74	839.16	837.03	838.92	993.0
2008-12-15 03:10:00	ES	Futures	838.92	839.4	837.5	837.74	862.0
2008-12-15 03:15:00	ES	Futures	837.74	840.11	837.26	840.11	1224.0
2008-12-15 03:20:00	ES	Futures	840.35	840.82	839.87	840.11	1031.0
2008-12-15 03:25:00	ES	Futures	840.11	841.3	839.87	840.35	909.0
2008-12-15 03:30:00	ES	Futures	840.58	842.01	840.11	840.58	593.0
2008-12-15 03:35:00	ES	Futures	840.58	840.82	839.4	839.87	743.0
2008-12-15 03:40:00	ES	Futures	840.11	840.82	839.16	840.11	745.0
2008-12-15 03:45:00	ES	Futures	839.87	839.87	836.79	837.03	1660.0
2008-12-15 03:50:00	ES	Futures	837.26	838.21	835.84	835.84	1467.0
2008-12-15 03:55:00	ES	Futures	835.84	837.03	835.6	835.84	973.0
2008-12-15 04:00:00	ES	Futures	836.08	836.55	835.13	835.13	1224.0
2008-12-15 04:05:00	ES	Futures	835.37	835.6	832.99	833.71	2515.0

> showing 50 of 10,313 rows — these rows as CSV

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