PREVIEW / futures_1min / 2020-03-01

all futures 1-min files

  file:    by_date/futures_1min/2020/2020-03-01.parquet
  size:    261 KB
  rows:    15,764

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
2020-03-01 18:00:00	ES	Futures	3143.5	3163.3	3137.8	3152.7	14213.0
2020-03-01 18:01:00	ES	Futures	3152.7	3153.5	3131.8	3140.5	6370.0
2020-03-01 18:02:00	ES	Futures	3139.7	3141.9	3135.4	3140.0	3437.0
2020-03-01 18:03:00	ES	Futures	3140.0	3150.8	3139.2	3146.2	3848.0
2020-03-01 18:04:00	ES	Futures	3146.5	3153.8	3145.1	3148.9	3227.0
2020-03-01 18:05:00	ES	Futures	3148.9	3155.4	3147.0	3147.6	2533.0
2020-03-01 18:06:00	ES	Futures	3148.1	3152.7	3146.7	3148.6	1764.0
2020-03-01 18:07:00	ES	Futures	3148.6	3151.3	3143.5	3146.5	2582.0
2020-03-01 18:08:00	ES	Futures	3146.5	3151.1	3145.4	3148.1	1454.0
2020-03-01 18:09:00	ES	Futures	3147.8	3159.7	3147.6	3159.2	2696.0
2020-03-01 18:10:00	ES	Futures	3158.7	3159.2	3155.1	3156.0	1793.0
2020-03-01 18:11:00	ES	Futures	3156.0	3158.4	3152.4	3156.5	1533.0
2020-03-01 18:12:00	ES	Futures	3156.5	3158.1	3152.4	3152.7	1472.0
2020-03-01 18:13:00	ES	Futures	3152.7	3157.3	3151.1	3156.5	1259.0
2020-03-01 18:14:00	ES	Futures	3156.5	3162.5	3154.6	3159.5	2590.0
2020-03-01 18:15:00	ES	Futures	3159.5	3173.3	3158.7	3171.9	5417.0
2020-03-01 18:16:00	ES	Futures	3172.2	3173.8	3162.5	3169.5	2843.0
2020-03-01 18:17:00	ES	Futures	3169.5	3170.6	3164.6	3166.0	1217.0
2020-03-01 18:18:00	ES	Futures	3166.0	3170.3	3166.0	3169.0	800.0
2020-03-01 18:19:00	ES	Futures	3169.0	3169.2	3164.4	3164.6	917.0
2020-03-01 18:20:00	ES	Futures	3164.4	3166.5	3162.2	3163.0	1358.0
2020-03-01 18:21:00	ES	Futures	3163.0	3164.9	3160.8	3163.8	1091.0
2020-03-01 18:22:00	ES	Futures	3164.1	3165.2	3161.4	3163.8	1161.0
2020-03-01 18:23:00	ES	Futures	3163.5	3164.4	3161.1	3161.6	1006.0
2020-03-01 18:24:00	ES	Futures	3161.4	3163.0	3160.8	3162.2	643.0
2020-03-01 18:25:00	ES	Futures	3161.9	3167.1	3159.5	3164.9	1913.0
2020-03-01 18:26:00	ES	Futures	3164.9	3166.8	3159.7	3164.9	1835.0
2020-03-01 18:27:00	ES	Futures	3164.9	3166.8	3161.4	3163.8	938.0
2020-03-01 18:28:00	ES	Futures	3164.1	3165.2	3162.7	3164.1	631.0
2020-03-01 18:29:00	ES	Futures	3164.4	3166.8	3161.4	3163.8	1744.0
2020-03-01 18:30:00	ES	Futures	3163.8	3166.5	3160.6	3166.0	1740.0
2020-03-01 18:31:00	ES	Futures	3166.0	3166.3	3163.0	3163.5	632.0
2020-03-01 18:32:00	ES	Futures	3163.8	3164.6	3161.9	3163.0	580.0
2020-03-01 18:33:00	ES	Futures	3163.0	3163.8	3161.6	3161.9	758.0
2020-03-01 18:34:00	ES	Futures	3161.9	3162.2	3154.6	3155.1	1805.0
2020-03-01 18:35:00	ES	Futures	3155.1	3156.5	3150.3	3151.1	1716.0
2020-03-01 18:36:00	ES	Futures	3151.1	3154.6	3150.8	3153.2	862.0
2020-03-01 18:37:00	ES	Futures	3153.5	3155.7	3152.4	3153.0	946.0
2020-03-01 18:38:00	ES	Futures	3153.2	3157.8	3153.0	3157.0	827.0
2020-03-01 18:39:00	ES	Futures	3156.8	3163.0	3156.8	3160.6	1373.0
2020-03-01 18:40:00	ES	Futures	3160.6	3163.0	3159.7	3160.8	1139.0
2020-03-01 18:41:00	ES	Futures	3161.1	3165.2	3160.8	3162.5	841.0
2020-03-01 18:42:00	ES	Futures	3162.5	3163.8	3160.6	3161.1	618.0
2020-03-01 18:43:00	ES	Futures	3161.1	3166.0	3159.2	3164.6	1051.0
2020-03-01 18:44:00	ES	Futures	3165.2	3165.2	3163.0	3163.8	535.0
2020-03-01 18:45:00	ES	Futures	3163.8	3165.7	3161.9	3162.7	852.0
2020-03-01 18:46:00	ES	Futures	3162.7	3164.1	3160.6	3160.8	681.0
2020-03-01 18:47:00	ES	Futures	3160.8	3162.2	3157.6	3157.8	767.0
2020-03-01 18:48:00	ES	Futures	3157.6	3159.5	3156.5	3157.6	895.0
2020-03-01 18:49:00	ES	Futures	3157.3	3158.4	3156.8	3157.8	476.0

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