PREVIEW / futures_1min / 2020-11-22

all futures 1-min files

  file:    by_date/futures_1min/2020/2020-11-22.parquet
  size:    137 KB
  rows:    11,999

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
2020-11-22 18:00:00	ES	Futures	3973.42	3979.02	3972.86	3976.78	2067.0
2020-11-22 18:01:00	ES	Futures	3976.5	3977.06	3973.14	3974.54	843.0
2020-11-22 18:02:00	ES	Futures	3974.54	3976.78	3972.3	3976.22	859.0
2020-11-22 18:03:00	ES	Futures	3975.94	3977.34	3975.1	3977.06	771.0
2020-11-22 18:04:00	ES	Futures	3977.34	3980.42	3976.5	3979.3	846.0
2020-11-22 18:05:00	ES	Futures	3979.3	3982.38	3978.46	3981.82	909.0
2020-11-22 18:06:00	ES	Futures	3982.1	3982.66	3981.26	3982.38	484.0
2020-11-22 18:07:00	ES	Futures	3982.66	3982.66	3980.42	3981.82	608.0
2020-11-22 18:08:00	ES	Futures	3981.82	3983.5	3981.54	3983.22	302.0
2020-11-22 18:09:00	ES	Futures	3983.22	3984.34	3982.94	3983.78	246.0
2020-11-22 18:10:00	ES	Futures	3983.78	3983.78	3982.1	3982.66	269.0
2020-11-22 18:11:00	ES	Futures	3982.66	3982.94	3982.1	3982.66	199.0
2020-11-22 18:12:00	ES	Futures	3982.38	3982.66	3978.74	3981.54	630.0
2020-11-22 18:13:00	ES	Futures	3981.54	3981.54	3979.86	3980.42	188.0
2020-11-22 18:14:00	ES	Futures	3980.42	3980.98	3979.58	3980.42	200.0
2020-11-22 18:15:00	ES	Futures	3980.42	3981.82	3980.14	3981.82	521.0
2020-11-22 18:16:00	ES	Futures	3981.54	3981.82	3979.86	3979.86	149.0
2020-11-22 18:17:00	ES	Futures	3979.86	3980.42	3977.62	3978.74	333.0
2020-11-22 18:18:00	ES	Futures	3978.74	3979.3	3977.62	3978.46	189.0
2020-11-22 18:19:00	ES	Futures	3978.46	3978.46	3977.06	3978.46	229.0
2020-11-22 18:20:00	ES	Futures	3978.46	3980.7	3978.46	3979.86	443.0
2020-11-22 18:21:00	ES	Futures	3979.58	3980.42	3978.74	3979.3	209.0
2020-11-22 18:22:00	ES	Futures	3979.3	3979.58	3977.9	3978.74	127.0
2020-11-22 18:23:00	ES	Futures	3978.74	3979.02	3977.9	3978.18	72.0
2020-11-22 18:24:00	ES	Futures	3978.46	3979.3	3977.9	3979.02	77.0
2020-11-22 18:25:00	ES	Futures	3978.74	3981.26	3978.74	3980.42	227.0
2020-11-22 18:26:00	ES	Futures	3980.42	3980.42	3979.58	3979.86	148.0
2020-11-22 18:27:00	ES	Futures	3980.14	3981.26	3979.86	3980.14	148.0
2020-11-22 18:28:00	ES	Futures	3980.14	3980.14	3979.3	3979.86	121.0
2020-11-22 18:29:00	ES	Futures	3979.86	3980.42	3979.58	3979.86	81.0
2020-11-22 18:30:00	ES	Futures	3979.86	3980.14	3979.02	3979.58	192.0
2020-11-22 18:31:00	ES	Futures	3979.86	3980.42	3979.3	3979.86	189.0
2020-11-22 18:32:00	ES	Futures	3980.14	3980.14	3979.02	3979.3	48.0
2020-11-22 18:33:00	ES	Futures	3979.3	3979.3	3977.9	3978.18	153.0
2020-11-22 18:34:00	ES	Futures	3978.46	3978.46	3977.06	3977.34	278.0
2020-11-22 18:35:00	ES	Futures	3977.62	3979.3	3977.62	3978.74	116.0
2020-11-22 18:36:00	ES	Futures	3978.74	3979.02	3977.9	3978.18	93.0
2020-11-22 18:37:00	ES	Futures	3978.46	3979.58	3978.18	3979.02	213.0
2020-11-22 18:38:00	ES	Futures	3979.3	3981.26	3979.3	3980.42	331.0
2020-11-22 18:39:00	ES	Futures	3980.42	3980.42	3979.3	3979.3	139.0
2020-11-22 18:40:00	ES	Futures	3979.3	3979.3	3977.62	3978.18	131.0
2020-11-22 18:41:00	ES	Futures	3978.46	3978.74	3977.34	3978.46	120.0
2020-11-22 18:42:00	ES	Futures	3978.46	3979.02	3978.18	3978.74	39.0
2020-11-22 18:43:00	ES	Futures	3978.74	3979.86	3978.74	3979.3	94.0
2020-11-22 18:44:00	ES	Futures	3979.02	3979.58	3978.74	3979.58	33.0
2020-11-22 18:45:00	ES	Futures	3979.3	3980.42	3979.3	3980.42	85.0
2020-11-22 18:46:00	ES	Futures	3980.42	3981.82	3980.42	3981.54	240.0
2020-11-22 18:47:00	ES	Futures	3981.54	3982.94	3981.54	3982.94	179.0
2020-11-22 18:48:00	ES	Futures	3982.94	3983.22	3982.38	3982.94	155.0
2020-11-22 18:49:00	ES	Futures	3982.66	3982.94	3982.38	3982.94	49.0

> showing 50 of 11,999 rows — these rows as CSV

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