PREVIEW / futures_1min / 2021-01-31

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-01-31.parquet
  size:    233 KB
  rows:    15,639

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
2021-01-31 18:00:00	ES	Futures	4145.16	4146.85	4135.9	4140.39	3142.0
2021-01-31 18:01:00	ES	Futures	4140.67	4144.88	4136.18	4137.86	1389.0
2021-01-31 18:02:00	ES	Futures	4137.58	4141.51	4122.71	4126.64	2793.0
2021-01-31 18:03:00	ES	Futures	4126.64	4129.44	4111.2	4118.78	4412.0
2021-01-31 18:04:00	ES	Futures	4119.62	4126.64	4112.04	4117.94	1964.0
2021-01-31 18:05:00	ES	Futures	4117.94	4127.48	4117.66	4125.52	1024.0
2021-01-31 18:06:00	ES	Futures	4126.08	4128.32	4118.5	4119.62	1152.0
2021-01-31 18:07:00	ES	Futures	4118.5	4124.39	4118.5	4121.02	625.0
2021-01-31 18:08:00	ES	Futures	4121.02	4124.11	4120.74	4122.15	372.0
2021-01-31 18:09:00	ES	Futures	4121.87	4124.11	4116.25	4117.66	638.0
2021-01-31 18:10:00	ES	Futures	4117.66	4124.11	4117.38	4123.27	644.0
2021-01-31 18:11:00	ES	Futures	4122.99	4124.11	4119.62	4121.02	540.0
2021-01-31 18:12:00	ES	Futures	4122.15	4122.15	4111.48	4111.48	1235.0
2021-01-31 18:13:00	ES	Futures	4111.76	4115.41	4105.03	4113.73	3438.0
2021-01-31 18:14:00	ES	Futures	4113.73	4118.5	4112.04	4117.66	660.0
2021-01-31 18:15:00	ES	Futures	4117.94	4120.18	4114.57	4114.85	640.0
2021-01-31 18:16:00	ES	Futures	4114.57	4119.62	4114.57	4117.38	331.0
2021-01-31 18:17:00	ES	Futures	4117.38	4119.9	4114.85	4115.69	551.0
2021-01-31 18:18:00	ES	Futures	4115.41	4116.25	4113.17	4114.01	888.0
2021-01-31 18:19:00	ES	Futures	4114.57	4115.69	4106.15	4109.8	1246.0
2021-01-31 18:20:00	ES	Futures	4109.8	4110.08	4106.43	4106.71	1183.0
2021-01-31 18:21:00	ES	Futures	4106.99	4117.1	4105.87	4114.85	1686.0
2021-01-31 18:22:00	ES	Futures	4114.57	4120.18	4114.57	4118.22	485.0
2021-01-31 18:23:00	ES	Futures	4118.5	4122.15	4116.53	4118.5	651.0
2021-01-31 18:24:00	ES	Futures	4119.06	4119.62	4114.29	4116.25	751.0
2021-01-31 18:25:00	ES	Futures	4115.69	4118.78	4115.41	4117.66	349.0
2021-01-31 18:26:00	ES	Futures	4117.94	4120.46	4117.38	4120.46	372.0
2021-01-31 18:27:00	ES	Futures	4120.18	4121.31	4118.5	4119.06	324.0
2021-01-31 18:28:00	ES	Futures	4119.06	4119.06	4115.69	4115.69	391.0
2021-01-31 18:29:00	ES	Futures	4115.69	4118.78	4111.76	4117.94	596.0
2021-01-31 18:30:00	ES	Futures	4118.5	4124.67	4117.94	4122.15	906.0
2021-01-31 18:31:00	ES	Futures	4122.43	4123.83	4120.46	4122.15	493.0
2021-01-31 18:32:00	ES	Futures	4122.71	4123.27	4119.34	4119.9	400.0
2021-01-31 18:33:00	ES	Futures	4119.9	4127.2	4119.62	4126.64	753.0
2021-01-31 18:34:00	ES	Futures	4126.64	4128.88	4123.83	4125.52	991.0
2021-01-31 18:35:00	ES	Futures	4125.52	4129.16	4124.11	4129.16	685.0
2021-01-31 18:36:00	ES	Futures	4128.6	4129.73	4126.36	4127.48	687.0
2021-01-31 18:37:00	ES	Futures	4127.2	4128.6	4125.23	4126.92	445.0
2021-01-31 18:38:00	ES	Futures	4126.92	4129.16	4126.92	4129.16	467.0
2021-01-31 18:39:00	ES	Futures	4128.88	4129.44	4126.64	4128.6	389.0
2021-01-31 18:40:00	ES	Futures	4128.6	4131.41	4128.04	4128.6	780.0
2021-01-31 18:41:00	ES	Futures	4129.16	4129.73	4126.08	4126.92	444.0
2021-01-31 18:42:00	ES	Futures	4126.64	4128.04	4123.83	4124.67	468.0
2021-01-31 18:43:00	ES	Futures	4124.39	4127.2	4124.11	4125.8	300.0
2021-01-31 18:44:00	ES	Futures	4125.8	4128.32	4125.23	4127.48	213.0
2021-01-31 18:45:00	ES	Futures	4127.48	4130.29	4126.92	4127.76	534.0
2021-01-31 18:46:00	ES	Futures	4127.76	4128.88	4126.92	4127.2	243.0
2021-01-31 18:47:00	ES	Futures	4127.48	4130.29	4127.48	4129.73	373.0
2021-01-31 18:48:00	ES	Futures	4129.73	4131.13	4129.44	4129.73	339.0
2021-01-31 18:49:00	ES	Futures	4129.73	4130.29	4126.08	4126.36	366.0

> showing 50 of 15,639 rows — these rows as CSV

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