PREVIEW / futures_1min / 2020-03-23
file: by_date/futures_1min/2020/2020-03-23.parquet size: 1.1 MB rows: 77,167
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 |
|---|---|---|---|---|---|---|---|
| 2020-03-23 00:00:00 | ES | Futures | 2412.93 | 2413.47 | 2410.18 | 2410.46 | 225.0 |
| 2020-03-23 00:01:00 | ES | Futures | 2411.0 | 2414.02 | 2410.18 | 2413.2 | 232.0 |
| 2020-03-23 00:02:00 | ES | Futures | 2413.75 | 2417.04 | 2413.75 | 2415.94 | 338.0 |
| 2020-03-23 00:03:00 | ES | Futures | 2416.22 | 2416.22 | 2412.38 | 2414.02 | 390.0 |
| 2020-03-23 00:04:00 | ES | Futures | 2414.57 | 2417.04 | 2414.3 | 2415.39 | 178.0 |
| 2020-03-23 00:05:00 | ES | Futures | 2415.94 | 2416.77 | 2415.39 | 2416.22 | 104.0 |
| 2020-03-23 00:06:00 | ES | Futures | 2415.39 | 2419.24 | 2415.39 | 2418.41 | 230.0 |
| 2020-03-23 00:07:00 | ES | Futures | 2418.14 | 2418.41 | 2415.39 | 2415.39 | 149.0 |
| 2020-03-23 00:08:00 | ES | Futures | 2415.39 | 2417.59 | 2414.3 | 2416.22 | 245.0 |
| 2020-03-23 00:09:00 | ES | Futures | 2415.39 | 2415.39 | 2412.1 | 2413.75 | 384.0 |
| 2020-03-23 00:10:00 | ES | Futures | 2414.3 | 2416.22 | 2413.75 | 2415.12 | 303.0 |
| 2020-03-23 00:11:00 | ES | Futures | 2415.12 | 2419.51 | 2415.12 | 2418.14 | 306.0 |
| 2020-03-23 00:12:00 | ES | Futures | 2418.96 | 2420.06 | 2416.49 | 2419.24 | 183.0 |
| 2020-03-23 00:13:00 | ES | Futures | 2419.51 | 2421.43 | 2418.41 | 2420.06 | 174.0 |
| 2020-03-23 00:14:00 | ES | Futures | 2420.33 | 2420.61 | 2416.22 | 2417.04 | 297.0 |
| 2020-03-23 00:15:00 | ES | Futures | 2417.59 | 2419.79 | 2417.32 | 2419.79 | 249.0 |
| 2020-03-23 00:16:00 | ES | Futures | 2419.24 | 2419.79 | 2416.49 | 2418.14 | 190.0 |
| 2020-03-23 00:17:00 | ES | Futures | 2418.41 | 2419.79 | 2417.86 | 2418.69 | 372.0 |
| 2020-03-23 00:18:00 | ES | Futures | 2418.41 | 2419.51 | 2418.41 | 2419.24 | 179.0 |
| 2020-03-23 00:19:00 | ES | Futures | 2419.24 | 2419.51 | 2418.41 | 2418.96 | 156.0 |
| 2020-03-23 00:20:00 | ES | Futures | 2419.24 | 2419.51 | 2418.69 | 2419.24 | 169.0 |
| 2020-03-23 00:21:00 | ES | Futures | 2419.24 | 2419.51 | 2415.12 | 2415.39 | 318.0 |
| 2020-03-23 00:22:00 | ES | Futures | 2415.12 | 2419.24 | 2414.85 | 2416.49 | 226.0 |
| 2020-03-23 00:23:00 | ES | Futures | 2416.77 | 2418.41 | 2415.67 | 2418.41 | 130.0 |
| 2020-03-23 00:24:00 | ES | Futures | 2418.14 | 2418.41 | 2415.39 | 2416.77 | 212.0 |
| 2020-03-23 00:25:00 | ES | Futures | 2417.04 | 2417.59 | 2414.57 | 2414.85 | 199.0 |
| 2020-03-23 00:26:00 | ES | Futures | 2414.85 | 2414.85 | 2406.06 | 2407.44 | 664.0 |
| 2020-03-23 00:27:00 | ES | Futures | 2406.61 | 2411.83 | 2406.34 | 2410.18 | 460.0 |
| 2020-03-23 00:28:00 | ES | Futures | 2409.91 | 2411.83 | 2409.08 | 2409.63 | 374.0 |
| 2020-03-23 00:29:00 | ES | Futures | 2409.36 | 2409.91 | 2408.53 | 2408.81 | 145.0 |
| 2020-03-23 00:30:00 | ES | Futures | 2409.08 | 2412.65 | 2407.99 | 2409.08 | 327.0 |
| 2020-03-23 00:31:00 | ES | Futures | 2409.08 | 2414.02 | 2409.08 | 2413.2 | 319.0 |
| 2020-03-23 00:32:00 | ES | Futures | 2412.93 | 2414.57 | 2412.1 | 2412.1 | 168.0 |
| 2020-03-23 00:33:00 | ES | Futures | 2411.83 | 2413.75 | 2410.73 | 2413.75 | 73.0 |
| 2020-03-23 00:34:00 | ES | Futures | 2413.75 | 2415.39 | 2413.75 | 2414.3 | 132.0 |
| 2020-03-23 00:35:00 | ES | Futures | 2414.57 | 2414.85 | 2411.55 | 2413.75 | 129.0 |
| 2020-03-23 00:36:00 | ES | Futures | 2413.47 | 2415.39 | 2412.93 | 2415.39 | 78.0 |
| 2020-03-23 00:37:00 | ES | Futures | 2415.39 | 2416.77 | 2414.85 | 2415.39 | 118.0 |
| 2020-03-23 00:38:00 | ES | Futures | 2415.67 | 2415.67 | 2413.2 | 2414.85 | 215.0 |
| 2020-03-23 00:39:00 | ES | Futures | 2415.12 | 2416.77 | 2413.75 | 2414.85 | 315.0 |
| 2020-03-23 00:40:00 | ES | Futures | 2415.12 | 2415.39 | 2410.46 | 2411.0 | 276.0 |
| 2020-03-23 00:41:00 | ES | Futures | 2411.28 | 2413.2 | 2411.28 | 2412.1 | 140.0 |
| 2020-03-23 00:42:00 | ES | Futures | 2411.55 | 2413.2 | 2409.91 | 2413.2 | 239.0 |
| 2020-03-23 00:43:00 | ES | Futures | 2412.65 | 2419.79 | 2412.65 | 2417.59 | 881.0 |
| 2020-03-23 00:44:00 | ES | Futures | 2417.59 | 2418.41 | 2416.49 | 2418.41 | 105.0 |
| 2020-03-23 00:45:00 | ES | Futures | 2418.14 | 2419.79 | 2417.04 | 2417.04 | 194.0 |
| 2020-03-23 00:46:00 | ES | Futures | 2417.32 | 2417.86 | 2415.94 | 2417.59 | 53.0 |
| 2020-03-23 00:47:00 | ES | Futures | 2417.32 | 2417.59 | 2416.22 | 2417.04 | 48.0 |
| 2020-03-23 00:48:00 | ES | Futures | 2417.59 | 2419.51 | 2417.04 | 2418.69 | 132.0 |
| 2020-03-23 00:49:00 | ES | Futures | 2418.14 | 2419.24 | 2417.86 | 2418.69 | 76.0 |
> showing 50 of 77,167 rows — these rows as CSV