PREVIEW / futures_5min / 2008-12-28

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-28.parquet
  size:    38 KB
  rows:    1,622

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
2008-12-28 18:00:00	ES	Futures	824.46	824.93	823.27	823.51	1121.0
2008-12-28 18:05:00	ES	Futures	823.51	823.98	823.27	823.74	94.0
2008-12-28 18:10:00	ES	Futures	823.74	823.98	823.51	823.98	43.0
2008-12-28 18:15:00	ES	Futures	823.98	824.22	823.51	823.51	64.0
2008-12-28 18:20:00	ES	Futures	823.51	823.74	823.27	823.74	23.0
2008-12-28 18:25:00	ES	Futures	823.51	823.74	823.03	823.03	72.0
2008-12-28 18:30:00	ES	Futures	823.27	823.51	823.03	823.27	102.0
2008-12-28 18:35:00	ES	Futures	823.27	823.27	823.03	823.03	65.0
2008-12-28 18:40:00	ES	Futures	823.03	823.03	822.32	822.56	80.0
2008-12-28 18:45:00	ES	Futures	822.56	823.03	822.32	822.32	61.0
2008-12-28 18:50:00	ES	Futures	822.56	822.56	821.61	822.08	401.0
2008-12-28 18:55:00	ES	Futures	822.08	822.08	821.61	822.08	177.0
2008-12-28 19:00:00	ES	Futures	822.08	822.08	821.85	822.08	92.0
2008-12-28 19:05:00	ES	Futures	821.85	822.08	821.61	821.61	84.0
2008-12-28 19:10:00	ES	Futures	821.85	821.85	820.9	821.37	205.0
2008-12-28 19:15:00	ES	Futures	821.61	822.08	820.9	821.37	205.0
2008-12-28 19:20:00	ES	Futures	821.14	821.37	820.9	821.37	42.0
2008-12-28 19:25:00	ES	Futures	821.37	822.08	820.9	821.85	413.0
2008-12-28 19:30:00	ES	Futures	821.85	822.08	821.37	822.08	234.0
2008-12-28 19:35:00	ES	Futures	821.85	822.8	821.85	822.8	156.0
2008-12-28 19:40:00	ES	Futures	822.8	822.8	821.85	821.85	90.0
2008-12-28 19:45:00	ES	Futures	821.85	822.08	821.61	822.08	146.0
2008-12-28 19:50:00	ES	Futures	822.08	822.08	821.85	822.08	286.0
2008-12-28 19:55:00	ES	Futures	822.08	822.08	821.37	821.61	130.0
2008-12-28 20:00:00	ES	Futures	821.37	821.61	821.37	821.37	32.0
2008-12-28 20:05:00	ES	Futures	821.61	821.61	820.66	821.14	76.0
2008-12-28 20:10:00	ES	Futures	821.37	821.85	821.14	821.85	61.0
2008-12-28 20:15:00	ES	Futures	821.85	821.85	821.37	821.37	71.0
2008-12-28 20:20:00	ES	Futures	821.61	821.85	821.61	821.85	88.0
2008-12-28 20:25:00	ES	Futures	821.85	821.85	821.61	821.61	67.0
2008-12-28 20:30:00	ES	Futures	821.85	821.85	821.37	821.61	182.0
2008-12-28 20:35:00	ES	Futures	821.61	821.61	821.14	821.37	26.0
2008-12-28 20:40:00	ES	Futures	821.37	821.85	821.37	821.61	40.0
2008-12-28 20:45:00	ES	Futures	821.37	821.37	820.19	820.19	338.0
2008-12-28 20:50:00	ES	Futures	820.19	820.66	820.19	820.19	119.0
2008-12-28 20:55:00	ES	Futures	820.42	820.66	819.24	819.71	335.0
2008-12-28 21:00:00	ES	Futures	819.95	819.95	818.76	819.0	350.0
2008-12-28 21:05:00	ES	Futures	819.0	819.71	818.76	819.0	181.0
2008-12-28 21:10:00	ES	Futures	819.0	819.0	816.39	816.63	851.0
2008-12-28 21:15:00	ES	Futures	816.63	817.34	816.63	817.1	329.0
2008-12-28 21:20:00	ES	Futures	817.1	817.58	817.1	817.34	57.0
2008-12-28 21:25:00	ES	Futures	817.58	817.82	816.63	817.1	196.0
2008-12-28 21:30:00	ES	Futures	817.1	817.1	816.87	817.1	49.0
2008-12-28 21:35:00	ES	Futures	817.1	817.34	816.63	817.34	83.0
2008-12-28 21:40:00	ES	Futures	817.1	817.34	816.87	817.1	37.0
2008-12-28 21:45:00	ES	Futures	817.34	817.34	816.63	817.1	119.0
2008-12-28 21:50:00	ES	Futures	817.34	818.29	817.1	818.05	121.0
2008-12-28 21:55:00	ES	Futures	818.05	818.05	817.58	817.82	36.0
2008-12-28 22:00:00	ES	Futures	817.82	817.82	816.87	816.87	58.0
2008-12-28 22:05:00	ES	Futures	816.87	817.82	816.87	817.82	29.0

> showing 50 of 1,622 rows — these rows as CSV

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