PREVIEW / futures_5min / 2008-12-21

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-21.parquet
  size:    40 KB
  rows:    1,628

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
2008-12-21 18:00:00	ES	Futures	838.92	838.92	836.32	838.45	1877.0
2008-12-21 18:05:00	ES	Futures	838.69	839.16	837.98	838.45	479.0
2008-12-21 18:10:00	ES	Futures	838.69	839.64	838.69	839.16	367.0
2008-12-21 18:15:00	ES	Futures	839.16	839.4	838.92	839.16	118.0
2008-12-21 18:20:00	ES	Futures	839.16	839.64	838.92	839.16	95.0
2008-12-21 18:25:00	ES	Futures	839.16	839.4	838.69	838.69	109.0
2008-12-21 18:30:00	ES	Futures	838.69	839.16	838.69	838.69	99.0
2008-12-21 18:35:00	ES	Futures	838.69	838.92	837.74	837.98	164.0
2008-12-21 18:40:00	ES	Futures	837.98	838.92	837.74	838.69	131.0
2008-12-21 18:45:00	ES	Futures	838.69	839.4	838.69	839.4	156.0
2008-12-21 18:50:00	ES	Futures	839.4	840.11	838.92	839.87	241.0
2008-12-21 18:55:00	ES	Futures	839.64	840.11	839.64	839.87	94.0
2008-12-21 19:00:00	ES	Futures	839.87	840.11	839.87	839.87	140.0
2008-12-21 19:05:00	ES	Futures	839.87	840.58	839.87	840.35	271.0
2008-12-21 19:10:00	ES	Futures	840.11	840.58	840.11	840.11	119.0
2008-12-21 19:15:00	ES	Futures	840.11	840.58	840.11	840.35	158.0
2008-12-21 19:20:00	ES	Futures	840.58	841.06	840.35	840.82	215.0
2008-12-21 19:25:00	ES	Futures	840.82	841.53	840.58	841.3	403.0
2008-12-21 19:30:00	ES	Futures	841.53	842.01	841.06	841.77	357.0
2008-12-21 19:35:00	ES	Futures	841.77	843.19	841.77	842.96	371.0
2008-12-21 19:40:00	ES	Futures	842.96	843.19	842.48	842.72	170.0
2008-12-21 19:45:00	ES	Futures	842.96	843.19	842.48	842.72	82.0
2008-12-21 19:50:00	ES	Futures	842.72	842.72	842.25	842.72	159.0
2008-12-21 19:55:00	ES	Futures	842.72	843.91	842.72	843.91	364.0
2008-12-21 20:00:00	ES	Futures	843.67	844.38	843.43	844.38	249.0
2008-12-21 20:05:00	ES	Futures	844.38	844.62	844.14	844.14	216.0
2008-12-21 20:10:00	ES	Futures	844.14	845.09	844.14	844.85	260.0
2008-12-21 20:15:00	ES	Futures	844.62	845.8	844.14	845.09	500.0
2008-12-21 20:20:00	ES	Futures	844.85	845.09	843.19	843.43	334.0
2008-12-21 20:25:00	ES	Futures	843.43	844.62	843.19	844.14	188.0
2008-12-21 20:30:00	ES	Futures	844.14	844.14	843.19	843.19	74.0
2008-12-21 20:35:00	ES	Futures	843.19	843.91	843.19	843.91	40.0
2008-12-21 20:40:00	ES	Futures	843.91	844.14	843.91	843.91	100.0
2008-12-21 20:45:00	ES	Futures	844.14	844.62	844.14	844.38	102.0
2008-12-21 20:50:00	ES	Futures	844.38	844.62	844.14	844.38	63.0
2008-12-21 20:55:00	ES	Futures	844.62	844.62	843.91	844.38	123.0
2008-12-21 21:00:00	ES	Futures	844.62	844.62	844.14	844.14	360.0
2008-12-21 21:05:00	ES	Futures	844.14	844.62	844.14	844.62	102.0
2008-12-21 21:10:00	ES	Futures	844.38	844.62	843.91	843.91	107.0
2008-12-21 21:15:00	ES	Futures	843.91	844.14	843.67	843.67	87.0
2008-12-21 21:20:00	ES	Futures	843.67	844.14	843.67	843.91	97.0
2008-12-21 21:25:00	ES	Futures	843.91	843.91	843.67	843.67	62.0
2008-12-21 21:30:00	ES	Futures	843.67	843.91	842.96	843.19	475.0
2008-12-21 21:35:00	ES	Futures	843.19	843.19	842.25	842.48	213.0
2008-12-21 21:40:00	ES	Futures	842.48	842.72	842.25	842.48	103.0
2008-12-21 21:45:00	ES	Futures	842.48	842.96	841.77	842.48	223.0
2008-12-21 21:50:00	ES	Futures	842.72	843.43	842.48	842.72	93.0
2008-12-21 21:55:00	ES	Futures	842.72	842.96	842.01	842.25	73.0
2008-12-21 22:00:00	ES	Futures	842.01	842.48	841.77	842.01	58.0
2008-12-21 22:05:00	ES	Futures	842.01	842.48	841.77	842.25	67.0

> showing 50 of 1,628 rows — these rows as CSV

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