PREVIEW / futures_1min / 2020-12-27

all futures 1-min files

  file:    by_date/futures_1min/2020/2020-12-27.parquet
  size:    179 KB
  rows:    13,618

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
2020-12-27 18:00:00	ES	Futures	4133.65	4139.55	4126.92	4138.71	2312.0
2020-12-27 18:01:00	ES	Futures	4138.43	4138.43	4135.62	4136.18	496.0
2020-12-27 18:02:00	ES	Futures	4136.46	4137.58	4134.5	4134.5	768.0
2020-12-27 18:03:00	ES	Futures	4134.78	4136.18	4133.94	4135.9	375.0
2020-12-27 18:04:00	ES	Futures	4136.18	4136.46	4135.62	4135.62	161.0
2020-12-27 18:05:00	ES	Futures	4135.9	4137.02	4135.62	4136.46	216.0
2020-12-27 18:06:00	ES	Futures	4136.46	4138.71	4136.46	4138.43	323.0
2020-12-27 18:07:00	ES	Futures	4138.71	4139.83	4138.71	4139.27	293.0
2020-12-27 18:08:00	ES	Futures	4139.27	4141.23	4138.99	4140.39	204.0
2020-12-27 18:09:00	ES	Futures	4140.39	4140.67	4139.55	4140.39	141.0
2020-12-27 18:10:00	ES	Futures	4140.67	4142.64	4140.39	4141.79	295.0
2020-12-27 18:11:00	ES	Futures	4142.07	4142.64	4141.23	4142.64	213.0
2020-12-27 18:12:00	ES	Futures	4142.64	4146.85	4141.51	4144.6	839.0
2020-12-27 18:13:00	ES	Futures	4144.6	4146.0	4144.04	4144.32	276.0
2020-12-27 18:14:00	ES	Futures	4144.32	4145.72	4144.32	4145.16	138.0
2020-12-27 18:15:00	ES	Futures	4145.16	4148.53	4144.88	4147.97	481.0
2020-12-27 18:16:00	ES	Futures	4147.97	4147.97	4145.72	4145.72	182.0
2020-12-27 18:17:00	ES	Futures	4145.72	4146.0	4144.04	4144.32	255.0
2020-12-27 18:18:00	ES	Futures	4144.04	4144.88	4143.76	4144.88	85.0
2020-12-27 18:19:00	ES	Futures	4144.6	4144.6	4144.32	4144.32	33.0
2020-12-27 18:20:00	ES	Futures	4144.32	4144.6	4142.92	4143.2	230.0
2020-12-27 18:21:00	ES	Futures	4143.48	4149.93	4143.2	4149.37	1145.0
2020-12-27 18:22:00	ES	Futures	4149.37	4159.2	4149.37	4158.63	2020.0
2020-12-27 18:23:00	ES	Futures	4158.91	4159.76	4154.7	4154.99	1197.0
2020-12-27 18:24:00	ES	Futures	4154.99	4156.67	4154.7	4155.83	433.0
2020-12-27 18:25:00	ES	Futures	4155.55	4162.84	4155.55	4159.76	1247.0
2020-12-27 18:26:00	ES	Futures	4159.76	4160.32	4157.23	4159.48	561.0
2020-12-27 18:27:00	ES	Futures	4159.48	4160.04	4158.35	4158.35	295.0
2020-12-27 18:28:00	ES	Futures	4158.35	4160.04	4158.35	4158.35	306.0
2020-12-27 18:29:00	ES	Futures	4158.35	4160.32	4157.51	4158.07	553.0
2020-12-27 18:30:00	ES	Futures	4157.79	4159.2	4157.51	4158.35	225.0
2020-12-27 18:31:00	ES	Futures	4158.63	4158.91	4157.51	4157.79	316.0
2020-12-27 18:32:00	ES	Futures	4157.79	4158.35	4155.55	4156.67	428.0
2020-12-27 18:33:00	ES	Futures	4156.39	4158.07	4156.11	4156.67	339.0
2020-12-27 18:34:00	ES	Futures	4156.39	4158.35	4156.11	4157.23	209.0
2020-12-27 18:35:00	ES	Futures	4157.51	4158.07	4156.95	4157.51	147.0
2020-12-27 18:36:00	ES	Futures	4157.51	4159.2	4157.51	4158.35	265.0
2020-12-27 18:37:00	ES	Futures	4158.35	4159.2	4157.51	4158.07	170.0
2020-12-27 18:38:00	ES	Futures	4158.35	4158.91	4157.79	4158.35	135.0
2020-12-27 18:39:00	ES	Futures	4158.35	4158.91	4157.79	4158.63	65.0
2020-12-27 18:40:00	ES	Futures	4158.91	4158.91	4158.07	4158.07	31.0
2020-12-27 18:41:00	ES	Futures	4158.07	4158.07	4156.67	4157.51	101.0
2020-12-27 18:42:00	ES	Futures	4157.23	4157.23	4156.11	4156.39	106.0
2020-12-27 18:43:00	ES	Futures	4156.39	4157.23	4156.11	4156.95	88.0
2020-12-27 18:44:00	ES	Futures	4156.67	4157.23	4156.39	4156.67	53.0
2020-12-27 18:45:00	ES	Futures	4156.95	4156.95	4155.83	4156.39	121.0
2020-12-27 18:46:00	ES	Futures	4156.39	4156.67	4156.11	4156.11	71.0
2020-12-27 18:47:00	ES	Futures	4156.39	4156.39	4156.11	4156.11	54.0
2020-12-27 18:48:00	ES	Futures	4156.11	4156.39	4154.99	4154.99	141.0
2020-12-27 18:49:00	ES	Futures	4154.99	4155.55	4154.42	4155.27	140.0

> showing 50 of 13,618 rows — these rows as CSV

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