PREVIEW / futures_1min / 2020-12-20

all futures 1-min files

  file:    by_date/futures_1min/2020/2020-12-20.parquet
  size:    199 KB
  rows:    15,140

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
2020-12-20 18:00:00	ES	Futures	4174.35	4180.81	4168.46	4168.46	3844.0
2020-12-20 18:01:00	ES	Futures	4169.02	4172.11	4167.9	4169.86	1281.0
2020-12-20 18:02:00	ES	Futures	4169.58	4169.86	4164.81	4166.77	2116.0
2020-12-20 18:03:00	ES	Futures	4166.77	4167.05	4158.35	4161.44	1759.0
2020-12-20 18:04:00	ES	Futures	4161.44	4163.12	4158.35	4159.2	1334.0
2020-12-20 18:05:00	ES	Futures	4158.63	4162.0	4158.07	4162.0	788.0
2020-12-20 18:06:00	ES	Futures	4161.72	4163.41	4160.88	4162.84	520.0
2020-12-20 18:07:00	ES	Futures	4162.84	4163.97	4161.72	4163.41	489.0
2020-12-20 18:08:00	ES	Futures	4163.41	4164.25	4162.28	4163.41	375.0
2020-12-20 18:09:00	ES	Futures	4163.41	4164.25	4161.44	4161.72	673.0
2020-12-20 18:10:00	ES	Futures	4161.44	4162.84	4161.16	4162.84	247.0
2020-12-20 18:11:00	ES	Futures	4162.84	4163.97	4162.0	4162.0	311.0
2020-12-20 18:12:00	ES	Futures	4162.0	4162.56	4158.91	4159.48	668.0
2020-12-20 18:13:00	ES	Futures	4159.2	4161.16	4158.63	4160.88	486.0
2020-12-20 18:14:00	ES	Futures	4161.44	4161.44	4158.63	4158.91	444.0
2020-12-20 18:15:00	ES	Futures	4158.91	4160.32	4158.35	4158.35	344.0
2020-12-20 18:16:00	ES	Futures	4158.63	4160.04	4158.35	4159.48	309.0
2020-12-20 18:17:00	ES	Futures	4159.48	4162.0	4159.2	4162.0	261.0
2020-12-20 18:18:00	ES	Futures	4162.0	4162.28	4160.04	4160.04	208.0
2020-12-20 18:19:00	ES	Futures	4160.04	4160.6	4159.2	4160.32	325.0
2020-12-20 18:20:00	ES	Futures	4160.32	4160.32	4157.23	4158.07	686.0
2020-12-20 18:21:00	ES	Futures	4158.35	4160.32	4158.07	4160.32	261.0
2020-12-20 18:22:00	ES	Futures	4160.6	4161.72	4160.32	4160.88	243.0
2020-12-20 18:23:00	ES	Futures	4160.6	4161.44	4160.6	4160.88	135.0
2020-12-20 18:24:00	ES	Futures	4160.6	4161.72	4160.6	4161.44	236.0
2020-12-20 18:25:00	ES	Futures	4161.44	4161.72	4160.6	4161.16	93.0
2020-12-20 18:26:00	ES	Futures	4161.16	4161.44	4160.6	4161.44	68.0
2020-12-20 18:27:00	ES	Futures	4161.16	4162.28	4161.16	4161.72	205.0
2020-12-20 18:28:00	ES	Futures	4162.0	4162.28	4161.16	4161.16	157.0
2020-12-20 18:29:00	ES	Futures	4160.88	4162.28	4160.88	4161.72	294.0
2020-12-20 18:30:00	ES	Futures	4161.72	4162.84	4160.32	4160.32	381.0
2020-12-20 18:31:00	ES	Futures	4160.32	4160.88	4159.2	4159.76	336.0
2020-12-20 18:32:00	ES	Futures	4159.76	4160.04	4157.23	4158.07	642.0
2020-12-20 18:33:00	ES	Futures	4158.07	4158.35	4157.23	4157.79	643.0
2020-12-20 18:34:00	ES	Futures	4158.07	4160.04	4158.07	4159.48	299.0
2020-12-20 18:35:00	ES	Futures	4159.76	4160.88	4158.91	4160.04	491.0
2020-12-20 18:36:00	ES	Futures	4159.76	4159.76	4157.51	4158.07	281.0
2020-12-20 18:37:00	ES	Futures	4158.35	4159.2	4158.35	4159.2	174.0
2020-12-20 18:38:00	ES	Futures	4159.48	4159.48	4158.07	4158.35	93.0
2020-12-20 18:39:00	ES	Futures	4158.07	4158.35	4156.67	4156.67	542.0
2020-12-20 18:40:00	ES	Futures	4156.95	4158.07	4156.67	4157.79	309.0
2020-12-20 18:41:00	ES	Futures	4157.79	4157.79	4156.67	4157.23	686.0
2020-12-20 18:42:00	ES	Futures	4157.23	4157.23	4156.39	4156.39	211.0
2020-12-20 18:43:00	ES	Futures	4156.39	4157.23	4156.39	4156.67	234.0
2020-12-20 18:44:00	ES	Futures	4156.67	4157.23	4155.55	4155.55	942.0
2020-12-20 18:45:00	ES	Futures	4155.55	4156.39	4155.27	4156.11	387.0
2020-12-20 18:46:00	ES	Futures	4155.55	4157.23	4155.27	4156.95	221.0
2020-12-20 18:47:00	ES	Futures	4156.67	4157.79	4156.67	4156.95	171.0
2020-12-20 18:48:00	ES	Futures	4157.23	4157.51	4156.67	4157.23	82.0
2020-12-20 18:49:00	ES	Futures	4157.51	4158.35	4156.95	4157.23	260.0

> showing 50 of 15,140 rows — these rows as CSV

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