PREVIEW / futures_5min / 2008-12-18

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-18.parquet
  size:    217 KB
  rows:    10,757

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
2008-12-18 00:00:00	ES	Futures	856.48	856.48	855.29	856.0	252.0
2008-12-18 00:05:00	ES	Futures	855.76	856.48	855.53	856.48	65.0
2008-12-18 00:10:00	ES	Futures	856.24	856.24	856.0	856.0	38.0
2008-12-18 00:15:00	ES	Futures	856.0	856.0	855.53	855.53	48.0
2008-12-18 00:20:00	ES	Futures	855.76	856.24	855.76	856.0	58.0
2008-12-18 00:25:00	ES	Futures	856.0	856.0	855.53	856.0	56.0
2008-12-18 00:30:00	ES	Futures	856.0	856.24	855.76	856.0	56.0
2008-12-18 00:35:00	ES	Futures	856.24	856.95	856.24	856.95	143.0
2008-12-18 00:40:00	ES	Futures	857.19	857.9	857.19	857.66	180.0
2008-12-18 00:45:00	ES	Futures	857.66	858.14	857.43	857.43	196.0
2008-12-18 00:50:00	ES	Futures	857.66	857.9	857.19	857.43	57.0
2008-12-18 00:55:00	ES	Futures	857.43	857.9	857.43	857.9	52.0
2008-12-18 01:00:00	ES	Futures	857.9	857.9	857.43	857.43	62.0
2008-12-18 01:05:00	ES	Futures	857.19	857.66	856.95	857.43	146.0
2008-12-18 01:10:00	ES	Futures	857.19	857.66	856.95	857.66	17.0
2008-12-18 01:15:00	ES	Futures	857.66	857.66	857.43	857.43	54.0
2008-12-18 01:20:00	ES	Futures	857.43	857.66	857.43	857.66	44.0
2008-12-18 01:25:00	ES	Futures	857.66	858.14	857.66	857.9	129.0
2008-12-18 01:30:00	ES	Futures	857.9	858.37	857.9	858.14	198.0
2008-12-18 01:35:00	ES	Futures	858.14	858.61	858.14	858.14	73.0
2008-12-18 01:40:00	ES	Futures	858.14	858.61	858.14	858.37	63.0
2008-12-18 01:45:00	ES	Futures	858.37	858.61	858.14	858.14	59.0
2008-12-18 01:50:00	ES	Futures	858.14	858.61	858.14	858.37	33.0
2008-12-18 01:55:00	ES	Futures	858.61	859.09	858.37	859.09	250.0
2008-12-18 02:00:00	ES	Futures	859.09	859.32	856.95	857.19	401.0
2008-12-18 02:05:00	ES	Futures	857.19	858.14	857.19	857.43	126.0
2008-12-18 02:10:00	ES	Futures	857.43	858.85	857.19	858.61	298.0
2008-12-18 02:15:00	ES	Futures	858.85	859.56	858.61	859.09	862.0
2008-12-18 02:20:00	ES	Futures	859.09	859.56	858.37	859.32	514.0
2008-12-18 02:25:00	ES	Futures	859.32	859.56	858.85	859.32	209.0
2008-12-18 02:30:00	ES	Futures	859.32	859.56	858.85	859.09	438.0
2008-12-18 02:35:00	ES	Futures	859.09	859.09	857.9	858.14	121.0
2008-12-18 02:40:00	ES	Futures	858.37	858.85	858.14	858.37	103.0
2008-12-18 02:45:00	ES	Futures	858.61	859.56	858.37	859.32	98.0
2008-12-18 02:50:00	ES	Futures	859.32	860.03	858.14	859.8	352.0
2008-12-18 02:55:00	ES	Futures	859.8	861.46	859.56	860.98	1339.0
2008-12-18 03:00:00	ES	Futures	860.98	863.12	860.51	861.46	3427.0
2008-12-18 03:05:00	ES	Futures	861.22	861.93	860.98	860.98	744.0
2008-12-18 03:10:00	ES	Futures	861.22	861.22	858.85	859.32	857.0
2008-12-18 03:15:00	ES	Futures	859.32	859.8	857.9	858.14	751.0
2008-12-18 03:20:00	ES	Futures	858.14	858.37	856.71	857.43	1389.0
2008-12-18 03:25:00	ES	Futures	857.66	858.61	857.19	857.43	726.0
2008-12-18 03:30:00	ES	Futures	857.43	857.66	856.24	857.19	789.0
2008-12-18 03:35:00	ES	Futures	857.19	858.14	856.71	856.95	625.0
2008-12-18 03:40:00	ES	Futures	857.19	857.43	856.0	856.0	701.0
2008-12-18 03:45:00	ES	Futures	856.24	857.19	855.76	856.71	587.0
2008-12-18 03:50:00	ES	Futures	856.48	857.19	856.24	856.71	461.0
2008-12-18 03:55:00	ES	Futures	856.95	858.14	856.95	857.66	1097.0
2008-12-18 04:00:00	ES	Futures	857.43	857.43	856.0	856.0	292.0
2008-12-18 04:05:00	ES	Futures	856.24	857.9	856.0	857.19	1132.0

> showing 50 of 10,757 rows — these rows as CSV

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