PREVIEW / futures_1min / 2021-01-24

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-01-24.parquet
  size:    163 KB
  rows:    13,337

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
2021-01-24 18:00:00	ES	Futures	4305.98	4309.91	4304.3	4309.63	1436.0
2021-01-24 18:01:00	ES	Futures	4309.35	4310.76	4307.95	4309.07	768.0
2021-01-24 18:02:00	ES	Futures	4309.35	4309.91	4307.67	4307.67	371.0
2021-01-24 18:03:00	ES	Futures	4307.95	4309.63	4307.95	4309.35	264.0
2021-01-24 18:04:00	ES	Futures	4309.35	4309.91	4308.79	4309.63	220.0
2021-01-24 18:05:00	ES	Futures	4309.91	4310.47	4309.07	4310.47	173.0
2021-01-24 18:06:00	ES	Futures	4310.47	4311.6	4309.63	4311.04	346.0
2021-01-24 18:07:00	ES	Futures	4310.76	4311.6	4309.63	4311.6	212.0
2021-01-24 18:08:00	ES	Futures	4311.32	4311.88	4310.47	4311.04	303.0
2021-01-24 18:09:00	ES	Futures	4311.32	4311.6	4311.04	4311.32	145.0
2021-01-24 18:10:00	ES	Futures	4311.32	4311.6	4311.04	4311.04	188.0
2021-01-24 18:11:00	ES	Futures	4311.04	4312.16	4310.76	4311.32	210.0
2021-01-24 18:12:00	ES	Futures	4311.32	4311.6	4310.76	4310.76	163.0
2021-01-24 18:13:00	ES	Futures	4310.76	4310.76	4309.91	4310.76	160.0
2021-01-24 18:14:00	ES	Futures	4310.47	4311.88	4310.19	4311.88	130.0
2021-01-24 18:15:00	ES	Futures	4311.88	4312.44	4311.32	4311.6	169.0
2021-01-24 18:16:00	ES	Futures	4311.6	4311.6	4310.76	4310.76	223.0
2021-01-24 18:17:00	ES	Futures	4310.76	4311.04	4310.47	4310.47	62.0
2021-01-24 18:18:00	ES	Futures	4310.19	4311.32	4310.19	4311.04	97.0
2021-01-24 18:19:00	ES	Futures	4311.04	4311.6	4311.04	4311.6	63.0
2021-01-24 18:20:00	ES	Futures	4311.6	4311.88	4311.32	4311.6	16.0
2021-01-24 18:21:00	ES	Futures	4311.6	4313.0	4311.6	4312.44	150.0
2021-01-24 18:22:00	ES	Futures	4312.72	4313.28	4312.44	4313.28	220.0
2021-01-24 18:23:00	ES	Futures	4313.28	4313.84	4313.0	4313.28	198.0
2021-01-24 18:24:00	ES	Futures	4313.28	4313.28	4313.0	4313.0	136.0
2021-01-24 18:25:00	ES	Futures	4313.28	4314.97	4313.28	4314.4	286.0
2021-01-24 18:26:00	ES	Futures	4314.4	4314.97	4314.4	4314.97	76.0
2021-01-24 18:27:00	ES	Futures	4314.97	4315.81	4314.68	4314.97	252.0
2021-01-24 18:28:00	ES	Futures	4314.68	4314.97	4314.4	4314.4	171.0
2021-01-24 18:29:00	ES	Futures	4314.4	4315.25	4313.56	4313.84	475.0
2021-01-24 18:30:00	ES	Futures	4313.84	4314.68	4313.56	4313.56	280.0
2021-01-24 18:31:00	ES	Futures	4313.56	4314.68	4313.56	4314.68	130.0
2021-01-24 18:32:00	ES	Futures	4314.68	4314.68	4314.12	4314.12	64.0
2021-01-24 18:33:00	ES	Futures	4314.4	4314.4	4313.84	4314.12	53.0
2021-01-24 18:34:00	ES	Futures	4314.4	4314.68	4313.84	4313.84	58.0
2021-01-24 18:35:00	ES	Futures	4314.12	4314.12	4313.0	4313.0	104.0
2021-01-24 18:36:00	ES	Futures	4313.0	4313.56	4313.0	4313.28	80.0
2021-01-24 18:37:00	ES	Futures	4313.56	4313.84	4313.28	4313.84	104.0
2021-01-24 18:38:00	ES	Futures	4313.56	4313.56	4313.28	4313.28	44.0
2021-01-24 18:39:00	ES	Futures	4313.28	4313.84	4313.28	4313.56	33.0
2021-01-24 18:40:00	ES	Futures	4313.56	4313.84	4313.56	4313.84	29.0
2021-01-24 18:41:00	ES	Futures	4313.84	4314.4	4313.56	4314.4	57.0
2021-01-24 18:42:00	ES	Futures	4314.4	4314.68	4314.12	4314.4	83.0
2021-01-24 18:43:00	ES	Futures	4314.4	4314.68	4313.84	4314.4	95.0
2021-01-24 18:44:00	ES	Futures	4314.12	4314.12	4313.56	4313.84	82.0
2021-01-24 18:45:00	ES	Futures	4313.84	4314.4	4313.56	4314.4	160.0
2021-01-24 18:46:00	ES	Futures	4314.4	4314.4	4313.84	4314.12	82.0
2021-01-24 18:47:00	ES	Futures	4314.12	4314.4	4313.56	4314.12	77.0
2021-01-24 18:48:00	ES	Futures	4313.84	4314.12	4313.56	4313.84	55.0
2021-01-24 18:49:00	ES	Futures	4313.84	4313.84	4313.56	4313.56	120.0

> showing 50 of 13,337 rows — these rows as CSV

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