PREVIEW / futures_5min / 2008-12-19

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-19.parquet
  size:    173 KB
  rows:    8,816

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
2008-12-19 00:00:00	ES	Futures	840.58	841.53	840.58	841.3	107.0
2008-12-19 00:05:00	ES	Futures	841.3	843.19	841.3	842.48	565.0
2008-12-19 00:10:00	ES	Futures	842.25	843.43	841.77	843.43	507.0
2008-12-19 00:15:00	ES	Futures	843.43	843.43	842.25	842.48	414.0
2008-12-19 00:20:00	ES	Futures	842.72	842.96	841.77	841.77	242.0
2008-12-19 00:25:00	ES	Futures	842.01	842.01	840.82	841.3	137.0
2008-12-19 00:30:00	ES	Futures	841.3	841.3	841.06	841.06	57.0
2008-12-19 00:35:00	ES	Futures	841.06	841.77	840.35	840.58	427.0
2008-12-19 00:40:00	ES	Futures	840.58	841.3	840.58	840.58	236.0
2008-12-19 00:45:00	ES	Futures	840.58	841.06	840.35	840.58	97.0
2008-12-19 00:50:00	ES	Futures	840.82	841.06	840.35	840.35	390.0
2008-12-19 00:55:00	ES	Futures	840.35	840.35	840.11	840.35	336.0
2008-12-19 01:00:00	ES	Futures	840.35	840.82	840.35	840.82	70.0
2008-12-19 01:05:00	ES	Futures	840.82	841.3	840.82	841.06	88.0
2008-12-19 01:10:00	ES	Futures	840.82	840.82	840.11	840.11	201.0
2008-12-19 01:15:00	ES	Futures	840.11	840.35	840.11	840.35	56.0
2008-12-19 01:20:00	ES	Futures	840.58	840.58	840.11	840.35	85.0
2008-12-19 01:25:00	ES	Futures	840.11	840.58	839.87	840.11	104.0
2008-12-19 01:30:00	ES	Futures	840.35	840.35	839.87	839.87	76.0
2008-12-19 01:35:00	ES	Futures	839.87	841.06	839.87	840.35	370.0
2008-12-19 01:40:00	ES	Futures	840.11	840.58	840.11	840.58	23.0
2008-12-19 01:45:00	ES	Futures	840.58	840.82	840.35	840.58	12.0
2008-12-19 01:50:00	ES	Futures	840.35	840.35	839.87	840.11	153.0
2008-12-19 01:55:00	ES	Futures	840.35	840.82	840.35	840.58	86.0
2008-12-19 02:00:00	ES	Futures	840.58	840.82	839.87	840.35	495.0
2008-12-19 02:05:00	ES	Futures	840.35	841.3	840.11	840.11	350.0
2008-12-19 02:10:00	ES	Futures	840.11	840.58	839.87	840.58	289.0
2008-12-19 02:15:00	ES	Futures	840.58	840.82	840.11	840.82	107.0
2008-12-19 02:20:00	ES	Futures	840.58	841.3	840.35	841.06	76.0
2008-12-19 02:25:00	ES	Futures	841.06	841.53	840.58	840.58	137.0
2008-12-19 02:30:00	ES	Futures	840.58	840.82	840.11	840.35	208.0
2008-12-19 02:35:00	ES	Futures	840.58	840.58	840.11	840.11	134.0
2008-12-19 02:40:00	ES	Futures	840.11	840.35	839.87	839.87	236.0
2008-12-19 02:45:00	ES	Futures	839.87	840.35	839.87	840.11	560.0
2008-12-19 02:50:00	ES	Futures	840.11	840.82	839.87	840.58	328.0
2008-12-19 02:55:00	ES	Futures	840.58	841.3	840.11	840.11	1127.0
2008-12-19 03:00:00	ES	Futures	840.11	841.3	839.87	841.06	1582.0
2008-12-19 03:05:00	ES	Futures	840.82	841.06	838.92	839.16	3026.0
2008-12-19 03:10:00	ES	Futures	839.16	839.64	838.92	839.4	1458.0
2008-12-19 03:15:00	ES	Futures	839.4	840.35	839.16	839.87	429.0
2008-12-19 03:20:00	ES	Futures	840.35	842.48	839.87	842.01	1128.0
2008-12-19 03:25:00	ES	Futures	842.01	842.25	841.3	841.53	390.0
2008-12-19 03:30:00	ES	Futures	841.77	843.19	841.3	842.96	995.0
2008-12-19 03:35:00	ES	Futures	842.96	843.43	842.48	842.96	763.0
2008-12-19 03:40:00	ES	Futures	842.96	842.96	842.01	842.01	513.0
2008-12-19 03:45:00	ES	Futures	842.25	842.72	840.11	840.35	1314.0
2008-12-19 03:50:00	ES	Futures	840.35	841.06	839.64	840.58	523.0
2008-12-19 03:55:00	ES	Futures	840.82	840.82	840.11	840.11	416.0
2008-12-19 04:00:00	ES	Futures	840.11	843.91	839.87	841.53	2589.0
2008-12-19 04:05:00	ES	Futures	841.53	844.38	841.3	842.72	2465.0

> showing 50 of 8,816 rows — these rows as CSV

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