PREVIEW / futures_5min / 2008-12-30

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-12-30.parquet
  size:    166 KB
  rows:    9,393

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
2008-12-30 00:00:00	ES	Futures	830.62	831.1	830.39	831.1	62.0
2008-12-30 00:05:00	ES	Futures	831.1	831.1	830.62	830.62	18.0
2008-12-30 00:10:00	ES	Futures	830.62	830.86	830.62	830.86	19.0
2008-12-30 00:15:00	ES	Futures	830.62	830.62	829.67	829.67	103.0
2008-12-30 00:20:00	ES	Futures	829.67	830.15	829.44	829.67	110.0
2008-12-30 00:25:00	ES	Futures	829.67	829.91	829.67	829.91	51.0
2008-12-30 00:30:00	ES	Futures	829.67	830.15	829.44	829.67	105.0
2008-12-30 00:35:00	ES	Futures	829.67	830.15	829.44	830.15	49.0
2008-12-30 00:40:00	ES	Futures	829.91	830.15	829.67	829.91	20.0
2008-12-30 00:45:00	ES	Futures	829.67	829.91	829.44	829.67	56.0
2008-12-30 00:50:00	ES	Futures	829.67	829.91	828.96	829.44	249.0
2008-12-30 00:55:00	ES	Futures	829.44	829.91	829.44	829.44	80.0
2008-12-30 01:00:00	ES	Futures	829.44	829.67	829.44	829.44	7.0
2008-12-30 01:05:00	ES	Futures	829.44	829.91	829.2	829.67	68.0
2008-12-30 01:10:00	ES	Futures	829.91	830.15	829.2	829.2	48.0
2008-12-30 01:15:00	ES	Futures	829.44	829.44	828.96	829.44	104.0
2008-12-30 01:20:00	ES	Futures	829.44	829.44	828.96	828.96	113.0
2008-12-30 01:25:00	ES	Futures	828.96	829.44	828.49	828.73	145.0
2008-12-30 01:30:00	ES	Futures	828.73	828.96	828.49	828.73	71.0
2008-12-30 01:35:00	ES	Futures	828.73	829.2	828.49	829.2	228.0
2008-12-30 01:40:00	ES	Futures	829.2	829.2	828.73	829.2	35.0
2008-12-30 01:45:00	ES	Futures	829.2	829.67	828.96	829.44	71.0
2008-12-30 01:50:00	ES	Futures	829.2	829.44	828.96	829.2	126.0
2008-12-30 01:55:00	ES	Futures	829.2	829.2	828.49	828.73	57.0
2008-12-30 02:00:00	ES	Futures	828.73	828.73	828.25	828.49	396.0
2008-12-30 02:05:00	ES	Futures	828.49	828.49	828.25	828.25	153.0
2008-12-30 02:10:00	ES	Futures	828.25	829.2	828.25	828.96	169.0
2008-12-30 02:15:00	ES	Futures	828.73	829.2	828.49	828.49	126.0
2008-12-30 02:20:00	ES	Futures	828.73	828.96	828.49	828.96	73.0
2008-12-30 02:25:00	ES	Futures	828.96	828.96	828.49	828.49	97.0
2008-12-30 02:30:00	ES	Futures	828.49	828.73	828.49	828.73	100.0
2008-12-30 02:35:00	ES	Futures	828.73	828.96	828.73	828.73	12.0
2008-12-30 02:40:00	ES	Futures	828.96	829.67	828.73	829.67	81.0
2008-12-30 02:45:00	ES	Futures	829.44	829.67	828.96	828.96	82.0
2008-12-30 02:50:00	ES	Futures	828.96	829.2	828.73	828.73	26.0
2008-12-30 02:55:00	ES	Futures	828.96	828.96	828.49	828.96	72.0
2008-12-30 03:00:00	ES	Futures	828.73	829.91	828.73	829.67	243.0
2008-12-30 03:05:00	ES	Futures	829.91	830.39	829.67	829.91	767.0
2008-12-30 03:10:00	ES	Futures	829.91	829.91	828.49	828.49	690.0
2008-12-30 03:15:00	ES	Futures	828.49	832.52	828.25	831.57	1401.0
2008-12-30 03:20:00	ES	Futures	831.33	831.81	830.62	831.81	349.0
2008-12-30 03:25:00	ES	Futures	831.81	832.05	831.1	831.33	560.0
2008-12-30 03:30:00	ES	Futures	831.1	832.05	830.86	831.1	275.0
2008-12-30 03:35:00	ES	Futures	831.1	831.81	830.62	831.57	212.0
2008-12-30 03:40:00	ES	Futures	831.57	832.05	831.1	831.57	227.0
2008-12-30 03:45:00	ES	Futures	831.57	832.52	831.33	832.28	605.0
2008-12-30 03:50:00	ES	Futures	832.05	832.28	831.81	832.28	586.0
2008-12-30 03:55:00	ES	Futures	832.52	832.52	831.57	832.05	334.0
2008-12-30 04:00:00	ES	Futures	831.81	833.47	831.81	832.99	842.0
2008-12-30 04:05:00	ES	Futures	832.99	833.47	832.76	832.99	387.0

> showing 50 of 9,393 rows — these rows as CSV

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