PREVIEW / futures_1min / 2020-11-18

all futures 1-min files

  file:    by_date/futures_1min/2020/2020-11-18.parquet
  size:    872 KB
  rows:    73,467

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
2020-11-18 00:00:00	ES	Futures	4033.36	4035.04	4032.8	4034.2	174.0
2020-11-18 00:01:00	ES	Futures	4034.48	4034.76	4034.2	4034.2	98.0
2020-11-18 00:02:00	ES	Futures	4034.48	4034.76	4034.48	4034.48	75.0
2020-11-18 00:03:00	ES	Futures	4034.76	4034.76	4033.92	4033.92	87.0
2020-11-18 00:04:00	ES	Futures	4033.92	4034.2	4033.92	4034.2	21.0
2020-11-18 00:05:00	ES	Futures	4033.92	4034.48	4033.92	4034.48	82.0
2020-11-18 00:06:00	ES	Futures	4034.48	4035.04	4034.48	4034.76	54.0
2020-11-18 00:07:00	ES	Futures	4034.76	4035.04	4034.76	4034.76	32.0
2020-11-18 00:08:00	ES	Futures	4035.04	4035.32	4035.04	4035.32	22.0
2020-11-18 00:09:00	ES	Futures	4035.04	4035.32	4035.04	4035.04	30.0
2020-11-18 00:10:00	ES	Futures	4035.04	4035.6	4035.04	4035.6	51.0
2020-11-18 00:11:00	ES	Futures	4035.6	4037.28	4035.32	4036.44	246.0
2020-11-18 00:12:00	ES	Futures	4036.44	4036.44	4035.32	4035.88	103.0
2020-11-18 00:13:00	ES	Futures	4036.16	4036.44	4036.16	4036.44	105.0
2020-11-18 00:14:00	ES	Futures	4036.72	4037.0	4036.44	4037.0	40.0
2020-11-18 00:15:00	ES	Futures	4037.0	4037.28	4035.88	4035.88	138.0
2020-11-18 00:16:00	ES	Futures	4036.16	4036.44	4035.88	4036.16	40.0
2020-11-18 00:17:00	ES	Futures	4036.16	4036.16	4035.88	4035.88	39.0
2020-11-18 00:18:00	ES	Futures	4035.88	4036.16	4035.88	4035.88	69.0
2020-11-18 00:19:00	ES	Futures	4035.6	4035.6	4033.92	4033.92	283.0
2020-11-18 00:20:00	ES	Futures	4033.64	4034.76	4033.64	4033.92	121.0
2020-11-18 00:21:00	ES	Futures	4034.2	4034.48	4033.08	4033.36	105.0
2020-11-18 00:22:00	ES	Futures	4033.08	4033.36	4032.24	4033.08	109.0
2020-11-18 00:23:00	ES	Futures	4033.08	4033.08	4032.24	4032.24	139.0
2020-11-18 00:24:00	ES	Futures	4032.24	4032.24	4028.88	4029.44	949.0
2020-11-18 00:25:00	ES	Futures	4029.44	4029.72	4025.52	4026.64	1390.0
2020-11-18 00:26:00	ES	Futures	4026.64	4027.48	4025.24	4026.92	449.0
2020-11-18 00:27:00	ES	Futures	4026.92	4027.76	4026.36	4027.48	251.0
2020-11-18 00:28:00	ES	Futures	4027.48	4027.76	4026.92	4027.76	161.0
2020-11-18 00:29:00	ES	Futures	4027.48	4027.48	4026.08	4026.36	200.0
2020-11-18 00:30:00	ES	Futures	4026.36	4026.92	4024.12	4024.12	431.0
2020-11-18 00:31:00	ES	Futures	4024.12	4025.52	4024.12	4024.68	282.0
2020-11-18 00:32:00	ES	Futures	4024.68	4025.52	4023.84	4024.12	291.0
2020-11-18 00:33:00	ES	Futures	4024.12	4026.08	4024.12	4026.08	156.0
2020-11-18 00:34:00	ES	Futures	4025.8	4026.92	4025.52	4026.08	293.0
2020-11-18 00:35:00	ES	Futures	4026.08	4026.92	4025.8	4026.08	206.0
2020-11-18 00:36:00	ES	Futures	4026.08	4026.36	4024.96	4025.8	244.0
2020-11-18 00:37:00	ES	Futures	4025.8	4026.92	4025.8	4026.64	82.0
2020-11-18 00:38:00	ES	Futures	4026.64	4026.92	4026.36	4026.36	61.0
2020-11-18 00:39:00	ES	Futures	4026.36	4026.64	4026.36	4026.64	42.0
2020-11-18 00:40:00	ES	Futures	4026.36	4026.64	4025.52	4026.08	119.0
2020-11-18 00:41:00	ES	Futures	4026.36	4027.48	4026.36	4026.92	207.0
2020-11-18 00:42:00	ES	Futures	4026.92	4027.2	4026.36	4026.36	74.0
2020-11-18 00:43:00	ES	Futures	4026.64	4026.64	4025.24	4026.08	121.0
2020-11-18 00:44:00	ES	Futures	4026.36	4026.64	4026.08	4026.36	43.0
2020-11-18 00:45:00	ES	Futures	4026.36	4027.2	4026.36	4027.2	68.0
2020-11-18 00:46:00	ES	Futures	4027.2	4027.2	4026.36	4026.92	58.0
2020-11-18 00:47:00	ES	Futures	4026.64	4027.2	4025.8	4027.2	167.0
2020-11-18 00:48:00	ES	Futures	4026.92	4027.2	4026.08	4026.36	120.0
2020-11-18 00:49:00	ES	Futures	4026.64	4026.92	4026.64	4026.64	30.0

> showing 50 of 73,467 rows — these rows as CSV

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