PREVIEW / futures_1min / 2021-04-28

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-04-28.parquet
  size:    876 KB
  rows:    73,919

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
2021-04-28 00:00:00	ES	Futures	4702.86	4702.86	4702.3	4702.3	40.0
2021-04-28 00:01:00	ES	Futures	4702.58	4702.58	4702.58	4702.58	4.0
2021-04-28 00:02:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	6.0
2021-04-28 00:03:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	2.0
2021-04-28 00:04:00	ES	Futures	4702.3	4702.58	4702.3	4702.58	9.0
2021-04-28 00:05:00	ES	Futures	4702.58	4702.58	4702.3	4702.58	7.0
2021-04-28 00:06:00	ES	Futures	4702.58	4702.58	4702.3	4702.58	26.0
2021-04-28 00:07:00	ES	Futures	4702.58	4702.58	4702.58	4702.58	2.0
2021-04-28 00:08:00	ES	Futures	4702.58	4702.58	4702.58	4702.58	3.0
2021-04-28 00:09:00	ES	Futures	4702.58	4702.58	4702.58	4702.58	27.0
2021-04-28 00:10:00	ES	Futures	4702.58	4702.58	4702.58	4702.58	2.0
2021-04-28 00:11:00	ES	Futures	4702.58	4702.58	4702.3	4702.58	29.0
2021-04-28 00:12:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	8.0
2021-04-28 00:13:00	ES	Futures	4702.3	4702.3	4702.3	4702.3	22.0
2021-04-28 00:14:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	53.0
2021-04-28 00:15:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	7.0
2021-04-28 00:16:00	ES	Futures	4702.58	4702.58	4702.3	4702.3	4.0
2021-04-28 00:17:00	ES	Futures	4702.58	4702.58	4702.58	4702.58	58.0
2021-04-28 00:18:00	ES	Futures	4702.86	4702.86	4702.86	4702.86	1.0
2021-04-28 00:19:00	ES	Futures	4702.86	4702.86	4702.58	4702.86	36.0
2021-04-28 00:20:00	ES	Futures	4702.86	4703.15	4702.86	4703.15	14.0
2021-04-28 00:21:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	82.0
2021-04-28 00:22:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	18.0
2021-04-28 00:23:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	17.0
2021-04-28 00:24:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	33.0
2021-04-28 00:25:00	ES	Futures	4703.15	4703.43	4702.86	4702.86	46.0
2021-04-28 00:26:00	ES	Futures	4702.86	4702.86	4702.86	4702.86	19.0
2021-04-28 00:27:00	ES	Futures	4702.86	4703.15	4702.86	4703.15	25.0
2021-04-28 00:28:00	ES	Futures	4702.86	4703.15	4702.86	4702.86	12.0
2021-04-28 00:29:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	1.0
2021-04-28 00:30:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	2.0
2021-04-28 00:31:00	ES	Futures	4703.15	4703.15	4702.86	4703.15	27.0
2021-04-28 00:32:00	ES	Futures	4702.86	4703.15	4702.86	4703.15	11.0
2021-04-28 00:33:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	9.0
2021-04-28 00:34:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	1.0
2021-04-28 00:35:00	ES	Futures	4703.15	4703.43	4703.15	4703.15	22.0
2021-04-28 00:36:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	9.0
2021-04-28 00:37:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	2.0
2021-04-28 00:38:00	ES	Futures	4703.43	4703.43	4703.15	4703.15	64.0
2021-04-28 00:39:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	9.0
2021-04-28 00:40:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	11.0
2021-04-28 00:41:00	ES	Futures	4703.43	4703.43	4703.43	4703.43	10.0
2021-04-28 00:42:00	ES	Futures	4703.15	4703.15	4703.15	4703.15	28.0
2021-04-28 00:43:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	26.0
2021-04-28 00:44:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	5.0
2021-04-28 00:45:00	ES	Futures	4703.43	4703.43	4703.15	4703.15	7.0
2021-04-28 00:46:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	2.0
2021-04-28 00:47:00	ES	Futures	4703.15	4703.43	4703.15	4703.43	11.0
2021-04-28 00:48:00	ES	Futures	4703.43	4703.43	4703.43	4703.43	4.0
2021-04-28 00:49:00	ES	Futures	4703.43	4703.43	4703.15	4703.43	59.0

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