PREVIEW / futures_5min / 2008-12-17

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-17.parquet
  size:    223 KB
  rows:    11,032

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
2008-12-17 00:00:00	ES	Futures	855.29	855.76	855.29	855.53	251.0
2008-12-17 00:05:00	ES	Futures	855.53	855.76	855.05	855.53	702.0
2008-12-17 00:10:00	ES	Futures	855.76	855.76	855.29	855.76	202.0
2008-12-17 00:15:00	ES	Futures	855.76	855.76	855.29	855.53	126.0
2008-12-17 00:20:00	ES	Futures	855.76	856.24	855.53	856.24	239.0
2008-12-17 00:25:00	ES	Futures	856.24	857.19	856.24	857.19	170.0
2008-12-17 00:30:00	ES	Futures	857.19	857.43	856.95	856.95	438.0
2008-12-17 00:35:00	ES	Futures	857.19	857.43	856.95	856.95	266.0
2008-12-17 00:40:00	ES	Futures	856.95	857.66	856.95	857.66	403.0
2008-12-17 00:45:00	ES	Futures	857.66	857.66	856.95	857.43	191.0
2008-12-17 00:50:00	ES	Futures	857.43	858.14	857.19	857.66	358.0
2008-12-17 00:55:00	ES	Futures	857.66	857.66	856.95	857.43	382.0
2008-12-17 01:00:00	ES	Futures	857.43	858.14	857.43	858.14	525.0
2008-12-17 01:05:00	ES	Futures	858.14	858.37	857.66	857.9	542.0
2008-12-17 01:10:00	ES	Futures	857.9	858.14	857.9	858.14	139.0
2008-12-17 01:15:00	ES	Futures	858.14	858.61	858.14	858.37	692.0
2008-12-17 01:20:00	ES	Futures	858.37	858.61	858.14	858.37	167.0
2008-12-17 01:25:00	ES	Futures	858.14	858.61	857.9	858.14	199.0
2008-12-17 01:30:00	ES	Futures	858.37	858.37	857.9	858.14	128.0
2008-12-17 01:35:00	ES	Futures	858.14	858.37	858.14	858.14	94.0
2008-12-17 01:40:00	ES	Futures	858.37	858.61	858.14	858.37	90.0
2008-12-17 01:45:00	ES	Futures	858.61	858.61	858.37	858.61	106.0
2008-12-17 01:50:00	ES	Futures	858.37	858.37	858.14	858.37	90.0
2008-12-17 01:55:00	ES	Futures	858.61	859.09	858.14	858.61	548.0
2008-12-17 02:00:00	ES	Futures	858.61	859.09	856.95	857.43	919.0
2008-12-17 02:05:00	ES	Futures	857.43	858.85	857.19	858.37	307.0
2008-12-17 02:10:00	ES	Futures	858.61	858.85	857.19	857.19	442.0
2008-12-17 02:15:00	ES	Futures	857.19	857.19	856.48	856.48	437.0
2008-12-17 02:20:00	ES	Futures	856.24	857.19	855.53	856.95	754.0
2008-12-17 02:25:00	ES	Futures	856.95	857.19	855.76	855.76	164.0
2008-12-17 02:30:00	ES	Futures	856.0	856.24	855.05	855.05	532.0
2008-12-17 02:35:00	ES	Futures	855.05	855.53	855.05	855.53	463.0
2008-12-17 02:40:00	ES	Futures	855.53	856.0	855.29	855.53	1009.0
2008-12-17 02:45:00	ES	Futures	855.53	855.76	854.58	854.82	1289.0
2008-12-17 02:50:00	ES	Futures	854.58	856.71	854.58	856.48	967.0
2008-12-17 02:55:00	ES	Futures	856.71	857.19	856.0	856.24	986.0
2008-12-17 03:00:00	ES	Futures	856.0	856.95	854.58	854.82	1388.0
2008-12-17 03:05:00	ES	Futures	854.82	856.0	854.34	855.29	1484.0
2008-12-17 03:10:00	ES	Futures	855.05	856.24	854.58	854.82	1052.0
2008-12-17 03:15:00	ES	Futures	854.58	854.82	851.5	851.73	4266.0
2008-12-17 03:20:00	ES	Futures	851.5	851.97	851.02	851.5	1712.0
2008-12-17 03:25:00	ES	Futures	851.73	852.21	851.26	851.73	1454.0
2008-12-17 03:30:00	ES	Futures	851.97	851.97	850.55	850.78	1615.0
2008-12-17 03:35:00	ES	Futures	850.78	851.02	846.99	847.7	5400.0
2008-12-17 03:40:00	ES	Futures	847.94	851.97	847.46	850.78	3093.0
2008-12-17 03:45:00	ES	Futures	850.78	851.5	849.84	850.55	1170.0
2008-12-17 03:50:00	ES	Futures	850.78	851.5	849.84	850.31	1298.0
2008-12-17 03:55:00	ES	Futures	850.31	850.55	849.12	849.6	1336.0
2008-12-17 04:00:00	ES	Futures	849.84	849.84	847.23	848.17	2292.0
2008-12-17 04:05:00	ES	Futures	847.94	848.65	846.04	846.04	2385.0

> showing 50 of 11,032 rows — these rows as CSV

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