PREVIEW / futures_5min / 2008-12-16

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-16.parquet
  size:    219 KB
  rows:    10,870

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
2008-12-16 00:00:00	ES	Futures	826.35	826.83	826.12	826.59	228.0
2008-12-16 00:05:00	ES	Futures	826.59	826.83	826.59	826.59	171.0
2008-12-16 00:10:00	ES	Futures	826.59	826.59	825.64	825.64	165.0
2008-12-16 00:15:00	ES	Futures	825.88	825.88	825.4	825.64	43.0
2008-12-16 00:20:00	ES	Futures	825.64	826.35	825.64	826.12	44.0
2008-12-16 00:25:00	ES	Futures	826.12	826.35	826.12	826.12	77.0
2008-12-16 00:30:00	ES	Futures	825.88	825.88	825.64	825.64	130.0
2008-12-16 00:35:00	ES	Futures	825.64	825.64	825.17	825.17	81.0
2008-12-16 00:40:00	ES	Futures	825.4	825.4	825.17	825.17	37.0
2008-12-16 00:45:00	ES	Futures	825.17	825.17	824.93	825.17	24.0
2008-12-16 00:50:00	ES	Futures	825.17	825.4	824.69	825.4	185.0
2008-12-16 00:55:00	ES	Futures	825.17	826.12	825.17	825.64	109.0
2008-12-16 01:00:00	ES	Futures	825.88	825.88	825.64	825.88	63.0
2008-12-16 01:05:00	ES	Futures	825.88	826.35	825.88	825.88	91.0
2008-12-16 01:10:00	ES	Futures	825.64	825.64	825.64	825.64	48.0
2008-12-16 01:15:00	ES	Futures	825.64	825.64	825.4	825.64	50.0
2008-12-16 01:20:00	ES	Futures	825.64	825.64	825.4	825.64	10.0
2008-12-16 01:25:00	ES	Futures	825.64	825.88	825.64	825.64	36.0
2008-12-16 01:30:00	ES	Futures	825.4	826.12	825.4	825.88	191.0
2008-12-16 01:35:00	ES	Futures	826.12	826.12	825.64	826.12	367.0
2008-12-16 01:40:00	ES	Futures	825.64	825.88	825.64	825.64	49.0
2008-12-16 01:45:00	ES	Futures	825.88	826.12	825.88	825.88	115.0
2008-12-16 01:50:00	ES	Futures	825.88	826.35	825.64	826.12	131.0
2008-12-16 01:55:00	ES	Futures	826.12	826.83	826.12	826.35	245.0
2008-12-16 02:00:00	ES	Futures	826.35	826.83	825.88	826.83	392.0
2008-12-16 02:05:00	ES	Futures	826.83	827.3	826.59	827.07	557.0
2008-12-16 02:10:00	ES	Futures	827.07	827.3	825.64	825.64	297.0
2008-12-16 02:15:00	ES	Futures	825.64	825.64	824.69	824.93	283.0
2008-12-16 02:20:00	ES	Futures	824.93	825.4	824.93	825.17	166.0
2008-12-16 02:25:00	ES	Futures	824.93	825.4	824.46	824.69	385.0
2008-12-16 02:30:00	ES	Futures	824.46	824.69	824.22	824.46	241.0
2008-12-16 02:35:00	ES	Futures	824.46	824.69	824.22	824.46	165.0
2008-12-16 02:40:00	ES	Futures	824.46	824.69	824.22	824.46	163.0
2008-12-16 02:45:00	ES	Futures	824.22	825.17	823.98	825.17	266.0
2008-12-16 02:50:00	ES	Futures	825.17	825.4	824.93	825.17	354.0
2008-12-16 02:55:00	ES	Futures	825.4	825.4	824.46	824.69	469.0
2008-12-16 03:00:00	ES	Futures	824.69	827.54	824.22	827.54	2266.0
2008-12-16 03:05:00	ES	Futures	827.3	827.78	826.59	827.78	1474.0
2008-12-16 03:10:00	ES	Futures	827.78	828.25	826.83	827.3	959.0
2008-12-16 03:15:00	ES	Futures	827.3	827.3	826.12	826.59	598.0
2008-12-16 03:20:00	ES	Futures	826.59	826.83	825.88	826.35	957.0
2008-12-16 03:25:00	ES	Futures	826.35	826.83	825.88	826.35	471.0
2008-12-16 03:30:00	ES	Futures	826.35	826.83	825.88	826.59	502.0
2008-12-16 03:35:00	ES	Futures	826.83	827.54	825.88	826.35	1035.0
2008-12-16 03:40:00	ES	Futures	826.59	826.59	825.88	826.12	787.0
2008-12-16 03:45:00	ES	Futures	825.88	827.3	825.4	827.07	957.0
2008-12-16 03:50:00	ES	Futures	827.54	828.25	826.59	826.83	710.0
2008-12-16 03:55:00	ES	Futures	826.83	828.01	826.59	827.78	741.0
2008-12-16 04:00:00	ES	Futures	828.01	828.96	827.78	828.01	950.0
2008-12-16 04:05:00	ES	Futures	828.01	828.96	827.3	828.49	515.0

> showing 50 of 10,870 rows — these rows as CSV

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