PREVIEW / futures_5min / 2008-12-26

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-26.parquet
  size:    86 KB
  rows:    4,459

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
2008-12-26 06:00:00	ES	Futures	822.08	822.56	820.19	822.08	532.0
2008-12-26 06:05:00	ES	Futures	822.08	822.32	821.85	821.85	19.0
2008-12-26 06:10:00	ES	Futures	821.85	822.56	821.85	822.32	49.0
2008-12-26 06:15:00	ES	Futures	822.32	822.32	821.37	822.32	60.0
2008-12-26 06:20:00	ES	Futures	822.08	822.32	821.61	822.32	12.0
2008-12-26 06:25:00	ES	Futures	822.32	822.32	821.61	821.61	81.0
2008-12-26 06:30:00	ES	Futures	822.08	822.32	821.61	821.61	13.0
2008-12-26 06:35:00	ES	Futures	822.32	822.32	822.08	822.08	8.0
2008-12-26 06:40:00	ES	Futures	822.08	822.56	822.08	822.56	15.0
2008-12-26 06:45:00	ES	Futures	822.32	822.8	821.85	822.8	103.0
2008-12-26 06:50:00	ES	Futures	822.56	823.27	822.56	823.27	115.0
2008-12-26 06:55:00	ES	Futures	823.27	824.22	823.27	823.98	184.0
2008-12-26 07:00:00	ES	Futures	824.22	824.22	823.74	824.22	193.0
2008-12-26 07:05:00	ES	Futures	824.46	824.46	823.74	823.74	46.0
2008-12-26 07:10:00	ES	Futures	823.98	823.98	823.51	823.51	20.0
2008-12-26 07:15:00	ES	Futures	823.74	824.69	823.74	823.98	84.0
2008-12-26 07:20:00	ES	Futures	823.98	824.22	823.74	824.22	58.0
2008-12-26 07:25:00	ES	Futures	824.46	824.46	823.98	824.22	18.0
2008-12-26 07:30:00	ES	Futures	824.22	824.46	823.98	823.98	41.0
2008-12-26 07:35:00	ES	Futures	823.98	825.4	823.98	825.4	350.0
2008-12-26 07:40:00	ES	Futures	825.4	826.59	825.17	826.35	314.0
2008-12-26 07:45:00	ES	Futures	826.35	827.07	826.35	826.35	175.0
2008-12-26 07:50:00	ES	Futures	826.59	826.83	826.35	826.35	43.0
2008-12-26 07:55:00	ES	Futures	826.35	826.35	825.4	825.64	109.0
2008-12-26 08:00:00	ES	Futures	825.4	825.88	824.93	825.64	205.0
2008-12-26 08:05:00	ES	Futures	825.64	826.35	824.93	826.12	309.0
2008-12-26 08:10:00	ES	Futures	826.35	826.59	826.35	826.59	253.0
2008-12-26 08:15:00	ES	Futures	826.59	826.83	826.12	826.59	163.0
2008-12-26 08:20:00	ES	Futures	826.59	826.59	825.88	826.12	132.0
2008-12-26 08:25:00	ES	Futures	826.12	826.83	825.64	826.59	207.0
2008-12-26 08:30:00	ES	Futures	826.59	827.07	825.4	826.12	441.0
2008-12-26 08:35:00	ES	Futures	825.88	826.12	825.4	825.64	202.0
2008-12-26 08:40:00	ES	Futures	825.64	825.64	825.17	825.64	108.0
2008-12-26 08:45:00	ES	Futures	825.4	825.88	824.93	825.64	559.0
2008-12-26 08:50:00	ES	Futures	825.64	825.88	825.17	825.4	255.0
2008-12-26 08:55:00	ES	Futures	825.4	825.64	824.93	824.93	200.0
2008-12-26 09:00:00	ES	Futures	824.93	825.4	824.93	825.17	265.0
2008-12-26 09:05:00	ES	Futures	825.17	825.4	825.17	825.4	78.0
2008-12-26 09:10:00	ES	Futures	825.17	825.4	825.17	825.17	155.0
2008-12-26 09:15:00	ES	Futures	825.17	825.4	824.93	825.17	263.0
2008-12-26 09:20:00	ES	Futures	825.17	825.17	824.93	825.17	1809.0
2008-12-26 09:25:00	ES	Futures	825.17	825.64	824.93	825.64	1666.0
2008-12-26 09:30:00	ES	Futures	825.64	826.35	824.93	825.4	9004.0
2008-12-26 09:35:00	ES	Futures	825.17	825.88	824.93	825.4	3892.0
2008-12-26 09:40:00	ES	Futures	825.4	825.64	824.22	824.69	4401.0
2008-12-26 09:45:00	ES	Futures	824.69	824.69	823.51	824.46	3370.0
2008-12-26 09:50:00	ES	Futures	824.46	824.46	823.03	823.03	2426.0
2008-12-26 09:55:00	ES	Futures	823.03	823.74	822.56	822.8	2545.0
2008-12-26 10:00:00	ES	Futures	822.8	824.46	822.8	823.98	2216.0
2008-12-26 10:05:00	ES	Futures	823.74	823.98	823.27	823.27	626.0

> showing 50 of 4,459 rows — these rows as CSV

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