PREVIEW / futures_1min / 2021-05-23

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-05-23.parquet
  size:    168 KB
  rows:    13,064

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
2021-05-23 18:00:00	ES	Futures	4665.78	4666.34	4660.72	4663.81	1926.0
2021-05-23 18:01:00	ES	Futures	4663.81	4664.09	4660.16	4662.12	868.0
2021-05-23 18:02:00	ES	Futures	4662.12	4663.53	4661.84	4662.12	356.0
2021-05-23 18:03:00	ES	Futures	4661.84	4662.41	4661.56	4662.12	288.0
2021-05-23 18:04:00	ES	Futures	4662.41	4662.97	4662.12	4662.12	183.0
2021-05-23 18:05:00	ES	Futures	4661.84	4661.84	4655.66	4657.91	2148.0
2021-05-23 18:06:00	ES	Futures	4658.19	4660.16	4658.19	4659.6	210.0
2021-05-23 18:07:00	ES	Futures	4659.88	4660.16	4657.91	4658.47	277.0
2021-05-23 18:08:00	ES	Futures	4658.47	4658.47	4656.5	4658.19	467.0
2021-05-23 18:09:00	ES	Futures	4658.19	4658.47	4657.91	4658.47	95.0
2021-05-23 18:10:00	ES	Futures	4658.47	4659.6	4658.19	4658.75	312.0
2021-05-23 18:11:00	ES	Futures	4658.75	4660.72	4658.75	4659.6	249.0
2021-05-23 18:12:00	ES	Futures	4659.6	4660.44	4659.31	4660.44	67.0
2021-05-23 18:13:00	ES	Futures	4660.44	4660.72	4660.44	4660.72	133.0
2021-05-23 18:14:00	ES	Futures	4660.72	4660.72	4659.88	4660.44	92.0
2021-05-23 18:15:00	ES	Futures	4660.44	4660.72	4660.16	4660.72	117.0
2021-05-23 18:16:00	ES	Futures	4660.44	4660.44	4659.88	4660.16	44.0
2021-05-23 18:17:00	ES	Futures	4660.16	4661.0	4659.03	4659.31	328.0
2021-05-23 18:18:00	ES	Futures	4659.31	4660.44	4658.19	4660.16	255.0
2021-05-23 18:19:00	ES	Futures	4659.88	4660.72	4659.88	4660.72	67.0
2021-05-23 18:20:00	ES	Futures	4660.72	4661.0	4660.16	4660.72	75.0
2021-05-23 18:21:00	ES	Futures	4660.72	4662.97	4660.72	4662.41	433.0
2021-05-23 18:22:00	ES	Futures	4662.41	4663.53	4661.84	4662.41	216.0
2021-05-23 18:23:00	ES	Futures	4662.12	4663.25	4662.12	4662.97	218.0
2021-05-23 18:24:00	ES	Futures	4662.97	4663.25	4662.41	4663.25	66.0
2021-05-23 18:25:00	ES	Futures	4663.25	4663.25	4662.41	4662.69	65.0
2021-05-23 18:26:00	ES	Futures	4662.69	4662.69	4661.84	4661.84	77.0
2021-05-23 18:27:00	ES	Futures	4661.84	4662.69	4661.84	4662.41	60.0
2021-05-23 18:28:00	ES	Futures	4662.12	4662.69	4662.12	4662.69	34.0
2021-05-23 18:29:00	ES	Futures	4662.41	4662.41	4662.12	4662.41	43.0
2021-05-23 18:30:00	ES	Futures	4662.69	4663.25	4662.41	4662.41	132.0
2021-05-23 18:31:00	ES	Futures	4662.41	4662.69	4662.12	4662.41	40.0
2021-05-23 18:32:00	ES	Futures	4662.41	4662.41	4660.72	4661.0	287.0
2021-05-23 18:33:00	ES	Futures	4660.72	4661.0	4659.6	4660.16	371.0
2021-05-23 18:34:00	ES	Futures	4660.16	4660.72	4659.6	4659.6	171.0
2021-05-23 18:35:00	ES	Futures	4659.6	4660.72	4659.6	4660.72	133.0
2021-05-23 18:36:00	ES	Futures	4660.72	4660.72	4660.44	4660.72	44.0
2021-05-23 18:37:00	ES	Futures	4660.72	4662.12	4660.44	4662.12	160.0
2021-05-23 18:38:00	ES	Futures	4662.12	4662.69	4662.12	4662.12	105.0
2021-05-23 18:39:00	ES	Futures	4662.12	4662.12	4661.84	4661.84	26.0
2021-05-23 18:40:00	ES	Futures	4661.84	4662.69	4661.28	4662.69	81.0
2021-05-23 18:41:00	ES	Futures	4662.69	4662.97	4662.41	4662.97	35.0
2021-05-23 18:42:00	ES	Futures	4662.97	4663.53	4662.69	4663.25	78.0
2021-05-23 18:43:00	ES	Futures	4663.53	4664.09	4663.53	4663.53	189.0
2021-05-23 18:44:00	ES	Futures	4663.53	4663.53	4661.84	4662.12	123.0
2021-05-23 18:45:00	ES	Futures	4662.12	4664.09	4662.12	4664.09	161.0
2021-05-23 18:46:00	ES	Futures	4663.81	4664.09	4663.81	4663.81	142.0
2021-05-23 18:47:00	ES	Futures	4663.81	4663.81	4663.25	4663.81	98.0
2021-05-23 18:48:00	ES	Futures	4663.81	4664.09	4663.81	4664.09	45.0
2021-05-23 18:49:00	ES	Futures	4664.09	4664.09	4662.97	4662.97	80.0

> showing 50 of 13,064 rows — these rows as CSV

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