PREVIEW / futures_1min / 2020-12-15
file: by_date/futures_1min/2020/2020-12-15.parquet size: 838 KB rows: 70,685
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 |
|---|---|---|---|---|---|---|---|
| 2020-12-15 00:00:00 | ES | Futures | 4086.78 | 4087.63 | 4086.78 | 4087.34 | 157.0 |
| 2020-12-15 00:01:00 | ES | Futures | 4087.34 | 4087.91 | 4087.34 | 4087.91 | 105.0 |
| 2020-12-15 00:02:00 | ES | Futures | 4087.91 | 4088.75 | 4087.91 | 4088.47 | 193.0 |
| 2020-12-15 00:03:00 | ES | Futures | 4088.19 | 4088.47 | 4087.91 | 4087.91 | 72.0 |
| 2020-12-15 00:04:00 | ES | Futures | 4087.91 | 4088.47 | 4087.63 | 4087.91 | 143.0 |
| 2020-12-15 00:05:00 | ES | Futures | 4087.63 | 4087.91 | 4086.78 | 4087.06 | 116.0 |
| 2020-12-15 00:06:00 | ES | Futures | 4086.78 | 4087.34 | 4085.94 | 4085.94 | 264.0 |
| 2020-12-15 00:07:00 | ES | Futures | 4086.22 | 4086.22 | 4084.26 | 4084.82 | 525.0 |
| 2020-12-15 00:08:00 | ES | Futures | 4084.82 | 4085.1 | 4082.29 | 4082.57 | 574.0 |
| 2020-12-15 00:09:00 | ES | Futures | 4082.57 | 4083.98 | 4082.29 | 4083.98 | 454.0 |
| 2020-12-15 00:10:00 | ES | Futures | 4084.26 | 4085.66 | 4083.42 | 4085.66 | 267.0 |
| 2020-12-15 00:11:00 | ES | Futures | 4085.38 | 4086.5 | 4085.38 | 4085.94 | 215.0 |
| 2020-12-15 00:12:00 | ES | Futures | 4085.94 | 4087.06 | 4085.94 | 4086.5 | 190.0 |
| 2020-12-15 00:13:00 | ES | Futures | 4086.78 | 4087.63 | 4086.78 | 4087.63 | 125.0 |
| 2020-12-15 00:14:00 | ES | Futures | 4087.63 | 4087.91 | 4087.34 | 4087.34 | 70.0 |
| 2020-12-15 00:15:00 | ES | Futures | 4087.34 | 4087.63 | 4087.06 | 4087.63 | 140.0 |
| 2020-12-15 00:16:00 | ES | Futures | 4087.34 | 4087.91 | 4087.34 | 4087.34 | 80.0 |
| 2020-12-15 00:17:00 | ES | Futures | 4087.34 | 4087.63 | 4087.06 | 4087.34 | 58.0 |
| 2020-12-15 00:18:00 | ES | Futures | 4087.63 | 4088.47 | 4087.63 | 4088.19 | 125.0 |
| 2020-12-15 00:19:00 | ES | Futures | 4088.47 | 4088.75 | 4088.19 | 4088.19 | 71.0 |
| 2020-12-15 00:20:00 | ES | Futures | 4088.19 | 4088.47 | 4087.91 | 4088.47 | 65.0 |
| 2020-12-15 00:21:00 | ES | Futures | 4088.47 | 4088.47 | 4087.34 | 4087.63 | 99.0 |
| 2020-12-15 00:22:00 | ES | Futures | 4087.63 | 4087.91 | 4087.63 | 4087.91 | 76.0 |
| 2020-12-15 00:23:00 | ES | Futures | 4087.91 | 4087.91 | 4087.63 | 4087.63 | 30.0 |
| 2020-12-15 00:24:00 | ES | Futures | 4087.91 | 4088.75 | 4087.63 | 4088.47 | 87.0 |
| 2020-12-15 00:25:00 | ES | Futures | 4088.47 | 4089.03 | 4087.63 | 4088.47 | 174.0 |
| 2020-12-15 00:26:00 | ES | Futures | 4088.19 | 4088.75 | 4087.91 | 4088.75 | 89.0 |
| 2020-12-15 00:27:00 | ES | Futures | 4088.75 | 4089.03 | 4088.19 | 4088.19 | 114.0 |
| 2020-12-15 00:28:00 | ES | Futures | 4088.19 | 4089.03 | 4088.19 | 4088.75 | 60.0 |
| 2020-12-15 00:29:00 | ES | Futures | 4088.75 | 4089.03 | 4088.47 | 4088.75 | 77.0 |
| 2020-12-15 00:30:00 | ES | Futures | 4088.75 | 4088.75 | 4088.19 | 4088.75 | 99.0 |
| 2020-12-15 00:31:00 | ES | Futures | 4088.75 | 4088.75 | 4088.75 | 4088.75 | 24.0 |
| 2020-12-15 00:32:00 | ES | Futures | 4089.03 | 4089.31 | 4089.03 | 4089.31 | 108.0 |
| 2020-12-15 00:33:00 | ES | Futures | 4089.59 | 4089.59 | 4088.47 | 4089.31 | 188.0 |
| 2020-12-15 00:34:00 | ES | Futures | 4089.59 | 4089.87 | 4089.31 | 4089.87 | 51.0 |
| 2020-12-15 00:35:00 | ES | Futures | 4089.87 | 4090.71 | 4089.87 | 4090.15 | 184.0 |
| 2020-12-15 00:36:00 | ES | Futures | 4090.43 | 4090.43 | 4089.87 | 4089.87 | 59.0 |
| 2020-12-15 00:37:00 | ES | Futures | 4090.15 | 4090.15 | 4089.87 | 4090.15 | 53.0 |
| 2020-12-15 00:38:00 | ES | Futures | 4090.15 | 4090.99 | 4089.87 | 4090.71 | 50.0 |
| 2020-12-15 00:39:00 | ES | Futures | 4090.71 | 4090.99 | 4090.43 | 4090.43 | 74.0 |
| 2020-12-15 00:40:00 | ES | Futures | 4090.43 | 4090.99 | 4090.15 | 4090.71 | 54.0 |
| 2020-12-15 00:41:00 | ES | Futures | 4090.43 | 4090.43 | 4090.15 | 4090.43 | 30.0 |
| 2020-12-15 00:42:00 | ES | Futures | 4090.43 | 4090.71 | 4090.43 | 4090.43 | 41.0 |
| 2020-12-15 00:43:00 | ES | Futures | 4090.43 | 4090.43 | 4089.59 | 4089.59 | 60.0 |
| 2020-12-15 00:44:00 | ES | Futures | 4089.59 | 4089.87 | 4089.31 | 4089.87 | 70.0 |
| 2020-12-15 00:45:00 | ES | Futures | 4089.87 | 4090.43 | 4089.59 | 4090.43 | 55.0 |
| 2020-12-15 00:46:00 | ES | Futures | 4090.43 | 4091.27 | 4090.43 | 4090.71 | 131.0 |
| 2020-12-15 00:47:00 | ES | Futures | 4090.43 | 4090.43 | 4090.43 | 4090.43 | 49.0 |
| 2020-12-15 00:48:00 | ES | Futures | 4090.43 | 4090.71 | 4090.15 | 4090.71 | 63.0 |
| 2020-12-15 00:49:00 | ES | Futures | 4090.99 | 4091.84 | 4090.71 | 4091.55 | 65.0 |
> showing 50 of 70,685 rows — these rows as CSV