PREVIEW / futures_5min / 2008-12-29

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-29.parquet
  size:    196 KB
  rows:    10,307

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
2008-12-29 00:00:00	ES	Futures	818.76	819.71	818.76	819.48	39.0
2008-12-29 00:05:00	ES	Futures	819.48	819.95	819.48	819.48	27.0
2008-12-29 00:10:00	ES	Futures	819.48	819.48	819.0	819.48	38.0
2008-12-29 00:15:00	ES	Futures	819.48	819.71	819.24	819.48	21.0
2008-12-29 00:20:00	ES	Futures	819.48	819.95	819.48	819.71	63.0
2008-12-29 00:25:00	ES	Futures	819.95	821.14	819.71	819.95	320.0
2008-12-29 00:30:00	ES	Futures	820.19	820.66	819.95	820.66	111.0
2008-12-29 00:35:00	ES	Futures	820.42	821.37	820.42	821.14	125.0
2008-12-29 00:40:00	ES	Futures	820.9	821.14	820.66	820.9	73.0
2008-12-29 00:45:00	ES	Futures	820.9	821.14	820.66	821.14	47.0
2008-12-29 00:50:00	ES	Futures	821.14	821.14	820.9	821.14	37.0
2008-12-29 00:55:00	ES	Futures	821.14	821.61	820.9	821.14	85.0
2008-12-29 01:00:00	ES	Futures	821.14	821.14	820.66	821.14	120.0
2008-12-29 01:05:00	ES	Futures	821.14	821.37	820.9	820.9	45.0
2008-12-29 01:10:00	ES	Futures	821.14	821.14	820.66	821.14	47.0
2008-12-29 01:15:00	ES	Futures	821.14	821.37	820.9	821.14	58.0
2008-12-29 01:20:00	ES	Futures	821.14	821.37	821.14	821.14	9.0
2008-12-29 01:25:00	ES	Futures	821.14	821.14	820.42	820.42	50.0
2008-12-29 01:30:00	ES	Futures	820.9	821.37	820.42	820.9	27.0
2008-12-29 01:35:00	ES	Futures	820.66	821.37	820.66	821.14	33.0
2008-12-29 01:40:00	ES	Futures	821.14	821.37	820.9	821.37	30.0
2008-12-29 01:45:00	ES	Futures	821.14	821.37	820.66	820.66	38.0
2008-12-29 01:50:00	ES	Futures	820.9	820.9	820.9	820.9	42.0
2008-12-29 01:55:00	ES	Futures	820.9	821.37	820.66	821.37	105.0
2008-12-29 02:00:00	ES	Futures	821.37	821.37	820.42	821.14	130.0
2008-12-29 02:05:00	ES	Futures	821.37	822.08	820.9	820.9	210.0
2008-12-29 02:10:00	ES	Futures	820.66	820.9	819.95	820.19	132.0
2008-12-29 02:15:00	ES	Futures	820.19	820.42	819.48	819.71	176.0
2008-12-29 02:20:00	ES	Futures	819.95	820.19	819.24	819.48	173.0
2008-12-29 02:25:00	ES	Futures	819.24	819.95	818.76	819.71	197.0
2008-12-29 02:30:00	ES	Futures	819.71	820.66	819.71	819.95	95.0
2008-12-29 02:35:00	ES	Futures	819.95	821.61	819.95	821.37	149.0
2008-12-29 02:40:00	ES	Futures	821.61	821.85	821.14	821.61	371.0
2008-12-29 02:45:00	ES	Futures	821.61	822.32	821.61	821.85	166.0
2008-12-29 02:50:00	ES	Futures	821.85	822.08	820.9	822.08	333.0
2008-12-29 02:55:00	ES	Futures	822.08	823.74	822.08	822.8	496.0
2008-12-29 03:00:00	ES	Futures	822.8	823.98	822.56	823.74	571.0
2008-12-29 03:05:00	ES	Futures	823.98	823.98	823.03	823.03	690.0
2008-12-29 03:10:00	ES	Futures	823.03	823.03	821.85	822.32	342.0
2008-12-29 03:15:00	ES	Futures	822.56	823.03	822.32	823.03	276.0
2008-12-29 03:20:00	ES	Futures	823.03	823.98	823.03	823.51	809.0
2008-12-29 03:25:00	ES	Futures	823.51	823.74	823.51	823.51	380.0
2008-12-29 03:30:00	ES	Futures	823.27	823.51	822.8	823.51	336.0
2008-12-29 03:35:00	ES	Futures	823.27	824.46	823.03	824.46	611.0
2008-12-29 03:40:00	ES	Futures	824.46	825.4	824.46	825.17	740.0
2008-12-29 03:45:00	ES	Futures	825.17	826.12	824.93	825.88	555.0
2008-12-29 03:50:00	ES	Futures	825.88	826.83	825.4	826.59	515.0
2008-12-29 03:55:00	ES	Futures	826.59	826.83	825.88	826.12	300.0
2008-12-29 04:00:00	ES	Futures	826.12	826.35	825.88	826.12	261.0
2008-12-29 04:05:00	ES	Futures	826.12	826.35	825.17	825.64	511.0

> showing 50 of 10,307 rows — these rows as CSV

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