PREVIEW / futures_1min / 2020-08-23

all futures 1-min files

  file:    by_date/futures_1min/2020/2020-08-23.parquet
  size:    135 KB
  rows:    11,753

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
2020-08-23 18:00:00	ES	Futures	3796.32	3799.39	3792.13	3794.64	3474.0
2020-08-23 18:01:00	ES	Futures	3794.92	3796.59	3793.8	3796.59	865.0
2020-08-23 18:02:00	ES	Futures	3796.59	3797.71	3795.76	3796.87	911.0
2020-08-23 18:03:00	ES	Futures	3796.59	3797.43	3796.32	3797.43	366.0
2020-08-23 18:04:00	ES	Futures	3797.71	3798.27	3796.87	3797.99	737.0
2020-08-23 18:05:00	ES	Futures	3797.99	3797.99	3796.59	3796.87	530.0
2020-08-23 18:06:00	ES	Futures	3796.87	3796.87	3795.48	3795.76	413.0
2020-08-23 18:07:00	ES	Futures	3795.76	3795.76	3794.36	3794.36	400.0
2020-08-23 18:08:00	ES	Futures	3794.36	3794.92	3793.8	3794.36	412.0
2020-08-23 18:09:00	ES	Futures	3794.64	3795.76	3794.36	3795.48	268.0
2020-08-23 18:10:00	ES	Futures	3795.48	3796.04	3794.92	3795.2	262.0
2020-08-23 18:11:00	ES	Futures	3794.92	3795.2	3794.36	3794.36	591.0
2020-08-23 18:12:00	ES	Futures	3794.64	3794.64	3792.96	3793.24	319.0
2020-08-23 18:13:00	ES	Futures	3793.24	3793.8	3793.24	3793.24	149.0
2020-08-23 18:14:00	ES	Futures	3793.24	3793.52	3792.69	3792.69	246.0
2020-08-23 18:15:00	ES	Futures	3792.69	3793.8	3792.69	3793.24	143.0
2020-08-23 18:16:00	ES	Futures	3793.24	3793.8	3792.96	3793.8	59.0
2020-08-23 18:17:00	ES	Futures	3793.52	3794.92	3793.52	3794.08	353.0
2020-08-23 18:18:00	ES	Futures	3794.08	3795.2	3794.08	3794.36	183.0
2020-08-23 18:19:00	ES	Futures	3794.36	3794.36	3794.08	3794.36	40.0
2020-08-23 18:20:00	ES	Futures	3794.36	3794.36	3793.8	3794.36	172.0
2020-08-23 18:21:00	ES	Futures	3794.08	3794.64	3793.8	3794.36	25.0
2020-08-23 18:22:00	ES	Futures	3794.36	3794.92	3794.36	3794.92	116.0
2020-08-23 18:23:00	ES	Futures	3794.92	3795.76	3794.64	3795.48	95.0
2020-08-23 18:24:00	ES	Futures	3795.76	3796.04	3794.64	3795.2	195.0
2020-08-23 18:25:00	ES	Futures	3795.48	3795.48	3794.64	3794.64	61.0
2020-08-23 18:26:00	ES	Futures	3794.64	3795.2	3794.64	3795.2	63.0
2020-08-23 18:27:00	ES	Futures	3795.2	3795.2	3794.64	3794.64	25.0
2020-08-23 18:28:00	ES	Futures	3794.92	3794.92	3794.08	3794.08	300.0
2020-08-23 18:29:00	ES	Futures	3794.08	3794.36	3794.08	3794.36	58.0
2020-08-23 18:30:00	ES	Futures	3794.64	3794.92	3794.08	3794.36	124.0
2020-08-23 18:31:00	ES	Futures	3794.36	3794.36	3794.08	3794.36	245.0
2020-08-23 18:32:00	ES	Futures	3794.36	3795.2	3794.36	3794.64	265.0
2020-08-23 18:33:00	ES	Futures	3794.64	3795.48	3794.64	3795.2	169.0
2020-08-23 18:34:00	ES	Futures	3795.2	3795.48	3794.92	3795.2	39.0
2020-08-23 18:35:00	ES	Futures	3795.48	3796.32	3795.48	3795.76	298.0
2020-08-23 18:36:00	ES	Futures	3796.04	3796.32	3795.48	3795.48	99.0
2020-08-23 18:37:00	ES	Futures	3795.2	3795.2	3794.64	3795.2	80.0
2020-08-23 18:38:00	ES	Futures	3795.2	3795.48	3794.92	3795.48	67.0
2020-08-23 18:39:00	ES	Futures	3795.48	3795.76	3795.2	3795.48	81.0
2020-08-23 18:40:00	ES	Futures	3795.48	3795.76	3795.48	3795.48	57.0
2020-08-23 18:41:00	ES	Futures	3795.76	3796.32	3795.48	3796.04	71.0
2020-08-23 18:42:00	ES	Futures	3796.04	3796.32	3796.04	3796.32	19.0
2020-08-23 18:43:00	ES	Futures	3796.04	3796.87	3796.04	3796.59	150.0
2020-08-23 18:44:00	ES	Futures	3796.59	3796.87	3796.04	3796.59	144.0
2020-08-23 18:45:00	ES	Futures	3796.59	3797.43	3796.32	3796.59	194.0
2020-08-23 18:46:00	ES	Futures	3796.59	3796.59	3796.32	3796.32	26.0
2020-08-23 18:47:00	ES	Futures	3796.32	3796.32	3796.04	3796.32	81.0
2020-08-23 18:48:00	ES	Futures	3796.04	3796.32	3796.04	3796.32	39.0
2020-08-23 18:49:00	ES	Futures	3796.32	3796.87	3796.32	3796.59	128.0

> showing 50 of 11,753 rows — these rows as CSV

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