PREVIEW / futures_1min / 2021-04-18

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-04-18.parquet
  size:    164 KB
  rows:    12,966

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
2021-04-18 18:00:00	ES	Futures	4680.95	4682.63	4678.7	4681.79	1835.0
2021-04-18 18:01:00	ES	Futures	4681.79	4682.35	4681.51	4682.07	436.0
2021-04-18 18:02:00	ES	Futures	4682.07	4682.07	4680.95	4681.79	397.0
2021-04-18 18:03:00	ES	Futures	4681.79	4682.63	4681.51	4682.63	254.0
2021-04-18 18:04:00	ES	Futures	4682.63	4683.76	4682.35	4683.2	393.0
2021-04-18 18:05:00	ES	Futures	4683.48	4683.48	4682.35	4682.63	278.0
2021-04-18 18:06:00	ES	Futures	4682.63	4683.2	4682.63	4683.2	144.0
2021-04-18 18:07:00	ES	Futures	4682.92	4683.2	4681.51	4681.79	452.0
2021-04-18 18:08:00	ES	Futures	4681.79	4682.63	4681.79	4682.63	148.0
2021-04-18 18:09:00	ES	Futures	4682.35	4682.63	4682.07	4682.35	98.0
2021-04-18 18:10:00	ES	Futures	4682.63	4682.63	4681.79	4681.79	138.0
2021-04-18 18:11:00	ES	Futures	4682.07	4682.35	4681.51	4681.79	154.0
2021-04-18 18:12:00	ES	Futures	4681.79	4682.35	4681.51	4682.07	188.0
2021-04-18 18:13:00	ES	Futures	4682.07	4682.35	4681.79	4681.79	80.0
2021-04-18 18:14:00	ES	Futures	4682.07	4682.07	4681.79	4682.07	50.0
2021-04-18 18:15:00	ES	Futures	4682.07	4682.07	4681.79	4681.79	69.0
2021-04-18 18:16:00	ES	Futures	4681.79	4682.07	4681.79	4682.07	23.0
2021-04-18 18:17:00	ES	Futures	4682.07	4682.07	4681.51	4681.51	104.0
2021-04-18 18:18:00	ES	Futures	4681.79	4681.79	4681.51	4681.79	67.0
2021-04-18 18:19:00	ES	Futures	4681.79	4682.07	4681.51	4682.07	104.0
2021-04-18 18:20:00	ES	Futures	4682.07	4682.35	4681.79	4682.07	125.0
2021-04-18 18:21:00	ES	Futures	4682.35	4682.92	4682.07	4682.63	214.0
2021-04-18 18:22:00	ES	Futures	4682.63	4682.63	4682.07	4682.35	97.0
2021-04-18 18:23:00	ES	Futures	4682.35	4682.35	4682.07	4682.07	109.0
2021-04-18 18:24:00	ES	Futures	4682.07	4682.07	4682.07	4682.07	29.0
2021-04-18 18:25:00	ES	Futures	4682.35	4682.63	4682.35	4682.63	44.0
2021-04-18 18:26:00	ES	Futures	4682.63	4682.92	4682.35	4682.92	98.0
2021-04-18 18:27:00	ES	Futures	4682.92	4682.92	4682.63	4682.63	116.0
2021-04-18 18:28:00	ES	Futures	4682.63	4682.92	4682.63	4682.63	86.0
2021-04-18 18:29:00	ES	Futures	4682.63	4682.63	4682.35	4682.63	55.0
2021-04-18 18:30:00	ES	Futures	4682.63	4683.2	4682.63	4683.2	164.0
2021-04-18 18:31:00	ES	Futures	4683.2	4683.2	4682.92	4683.2	30.0
2021-04-18 18:32:00	ES	Futures	4683.2	4683.2	4682.92	4682.92	92.0
2021-04-18 18:33:00	ES	Futures	4682.92	4683.2	4682.63	4682.92	48.0
2021-04-18 18:34:00	ES	Futures	4683.2	4683.2	4682.92	4682.92	64.0
2021-04-18 18:35:00	ES	Futures	4682.63	4682.92	4682.63	4682.92	85.0
2021-04-18 18:36:00	ES	Futures	4683.2	4683.2	4682.92	4682.92	46.0
2021-04-18 18:37:00	ES	Futures	4682.92	4683.2	4682.92	4682.92	17.0
2021-04-18 18:38:00	ES	Futures	4683.2	4683.2	4682.92	4682.92	22.0
2021-04-18 18:39:00	ES	Futures	4683.2	4683.48	4683.2	4683.2	90.0
2021-04-18 18:40:00	ES	Futures	4683.48	4683.48	4683.2	4683.2	26.0
2021-04-18 18:41:00	ES	Futures	4683.2	4683.48	4683.2	4683.48	65.0
2021-04-18 18:42:00	ES	Futures	4683.48	4683.48	4683.2	4683.48	39.0
2021-04-18 18:43:00	ES	Futures	4683.48	4683.48	4683.2	4683.48	15.0
2021-04-18 18:44:00	ES	Futures	4683.2	4683.76	4683.2	4683.76	46.0
2021-04-18 18:45:00	ES	Futures	4683.76	4683.76	4683.2	4683.48	79.0
2021-04-18 18:46:00	ES	Futures	4683.48	4683.76	4683.48	4683.76	57.0
2021-04-18 18:47:00	ES	Futures	4683.76	4683.76	4683.48	4683.76	15.0
2021-04-18 18:48:00	ES	Futures	4683.48	4683.76	4683.48	4683.76	10.0
2021-04-18 18:49:00	ES	Futures	4683.76	4683.76	4683.48	4683.48	24.0

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