PREVIEW / futures_1min / 2021-05-02

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-05-02.parquet
  size:    167 KB
  rows:    13,065

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
2021-05-02 18:00:00	ES	Futures	4699.49	4704.27	4699.49	4703.71	1337.0
2021-05-02 18:01:00	ES	Futures	4703.71	4705.67	4703.71	4704.27	869.0
2021-05-02 18:02:00	ES	Futures	4703.99	4705.11	4703.99	4703.99	288.0
2021-05-02 18:03:00	ES	Futures	4704.27	4705.39	4703.99	4705.39	197.0
2021-05-02 18:04:00	ES	Futures	4705.11	4705.39	4704.27	4704.27	198.0
2021-05-02 18:05:00	ES	Futures	4704.27	4704.83	4703.99	4703.99	183.0
2021-05-02 18:06:00	ES	Futures	4703.99	4704.27	4703.15	4703.15	295.0
2021-05-02 18:07:00	ES	Futures	4703.15	4703.43	4702.58	4702.86	301.0
2021-05-02 18:08:00	ES	Futures	4702.86	4703.15	4702.02	4702.86	175.0
2021-05-02 18:09:00	ES	Futures	4703.15	4703.43	4702.58	4703.15	120.0
2021-05-02 18:10:00	ES	Futures	4703.43	4703.43	4703.15	4703.43	227.0
2021-05-02 18:11:00	ES	Futures	4703.43	4704.27	4703.43	4703.99	185.0
2021-05-02 18:12:00	ES	Futures	4703.99	4703.99	4703.15	4703.15	96.0
2021-05-02 18:13:00	ES	Futures	4702.86	4702.86	4702.02	4702.3	144.0
2021-05-02 18:14:00	ES	Futures	4702.3	4702.86	4701.74	4702.02	122.0
2021-05-02 18:15:00	ES	Futures	4701.74	4702.02	4701.46	4702.02	139.0
2021-05-02 18:16:00	ES	Futures	4702.02	4702.58	4702.02	4702.3	71.0
2021-05-02 18:17:00	ES	Futures	4702.02	4702.86	4702.02	4702.86	103.0
2021-05-02 18:18:00	ES	Futures	4702.86	4703.15	4702.02	4702.3	67.0
2021-05-02 18:19:00	ES	Futures	4702.02	4702.86	4702.02	4702.58	75.0
2021-05-02 18:20:00	ES	Futures	4702.86	4703.15	4702.86	4702.86	93.0
2021-05-02 18:21:00	ES	Futures	4702.86	4703.15	4702.86	4703.15	49.0
2021-05-02 18:22:00	ES	Futures	4703.15	4703.71	4703.15	4703.43	63.0
2021-05-02 18:23:00	ES	Futures	4703.71	4704.55	4703.43	4703.71	146.0
2021-05-02 18:24:00	ES	Futures	4703.71	4703.99	4703.43	4703.71	54.0
2021-05-02 18:25:00	ES	Futures	4703.71	4703.71	4703.43	4703.43	21.0
2021-05-02 18:26:00	ES	Futures	4703.71	4703.71	4703.15	4703.15	70.0
2021-05-02 18:27:00	ES	Futures	4703.43	4704.55	4703.43	4704.55	73.0
2021-05-02 18:28:00	ES	Futures	4704.55	4705.67	4704.55	4705.39	238.0
2021-05-02 18:29:00	ES	Futures	4705.39	4705.67	4705.11	4705.39	115.0
2021-05-02 18:30:00	ES	Futures	4705.39	4705.67	4705.11	4705.39	136.0
2021-05-02 18:31:00	ES	Futures	4705.39	4705.67	4705.11	4705.67	104.0
2021-05-02 18:32:00	ES	Futures	4705.39	4705.67	4705.39	4705.67	108.0
2021-05-02 18:33:00	ES	Futures	4705.67	4705.67	4705.11	4705.11	46.0
2021-05-02 18:34:00	ES	Futures	4705.11	4705.96	4705.11	4705.67	90.0
2021-05-02 18:35:00	ES	Futures	4705.67	4706.52	4705.67	4705.96	161.0
2021-05-02 18:36:00	ES	Futures	4705.96	4705.96	4705.39	4705.39	64.0
2021-05-02 18:37:00	ES	Futures	4705.67	4705.96	4705.39	4705.67	64.0
2021-05-02 18:38:00	ES	Futures	4705.39	4705.67	4704.83	4705.11	103.0
2021-05-02 18:39:00	ES	Futures	4705.11	4705.39	4705.11	4705.11	111.0
2021-05-02 18:40:00	ES	Futures	4705.11	4705.39	4705.11	4705.39	15.0
2021-05-02 18:41:00	ES	Futures	4705.39	4705.67	4705.11	4705.67	107.0
2021-05-02 18:42:00	ES	Futures	4705.67	4705.96	4705.39	4705.96	98.0
2021-05-02 18:43:00	ES	Futures	4705.96	4706.8	4705.96	4706.24	146.0
2021-05-02 18:44:00	ES	Futures	4706.24	4706.24	4705.11	4705.39	81.0
2021-05-02 18:45:00	ES	Futures	4705.11	4705.67	4705.11	4705.39	87.0
2021-05-02 18:46:00	ES	Futures	4705.39	4705.67	4705.11	4705.67	34.0
2021-05-02 18:47:00	ES	Futures	4705.39	4705.39	4705.11	4705.11	13.0
2021-05-02 18:48:00	ES	Futures	4705.11	4705.39	4704.83	4705.11	83.0
2021-05-02 18:49:00	ES	Futures	4705.11	4705.11	4704.27	4704.55	129.0

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