PREVIEW / futures_1min / 2021-12-02

all futures 1-min files

  file:    by_date/futures_1min/2021/2021-12-02.parquet
  size:    959 KB
  rows:    75,500

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
2021-12-02 00:00:00	ES	Futures	5118.77	5119.33	5117.92	5119.33	206.0
2021-12-02 00:01:00	ES	Futures	5119.33	5119.9	5118.77	5119.33	206.0
2021-12-02 00:02:00	ES	Futures	5119.62	5119.62	5116.51	5116.79	134.0
2021-12-02 00:03:00	ES	Futures	5117.08	5119.33	5116.51	5117.36	174.0
2021-12-02 00:04:00	ES	Futures	5117.08	5117.36	5114.25	5116.79	397.0
2021-12-02 00:05:00	ES	Futures	5117.08	5117.08	5115.1	5117.08	164.0
2021-12-02 00:06:00	ES	Futures	5117.08	5117.92	5116.79	5117.08	100.0
2021-12-02 00:07:00	ES	Futures	5117.08	5117.64	5116.51	5116.79	226.0
2021-12-02 00:08:00	ES	Futures	5116.51	5116.79	5115.1	5116.23	115.0
2021-12-02 00:09:00	ES	Futures	5116.51	5117.08	5115.95	5116.23	106.0
2021-12-02 00:10:00	ES	Futures	5116.51	5117.08	5115.66	5116.51	71.0
2021-12-02 00:11:00	ES	Futures	5116.51	5116.79	5116.23	5116.51	66.0
2021-12-02 00:12:00	ES	Futures	5116.51	5116.51	5115.38	5115.95	120.0
2021-12-02 00:13:00	ES	Futures	5115.95	5116.79	5115.95	5116.51	78.0
2021-12-02 00:14:00	ES	Futures	5116.23	5117.36	5115.66	5116.79	276.0
2021-12-02 00:15:00	ES	Futures	5116.79	5117.64	5115.38	5117.64	317.0
2021-12-02 00:16:00	ES	Futures	5117.64	5118.49	5117.36	5117.64	114.0
2021-12-02 00:17:00	ES	Futures	5117.36	5118.77	5117.36	5118.2	85.0
2021-12-02 00:18:00	ES	Futures	5117.92	5119.05	5117.92	5119.05	72.0
2021-12-02 00:19:00	ES	Futures	5119.05	5119.33	5117.64	5118.2	182.0
2021-12-02 00:20:00	ES	Futures	5117.92	5118.2	5117.36	5118.2	130.0
2021-12-02 00:21:00	ES	Futures	5118.2	5118.2	5116.79	5116.79	73.0
2021-12-02 00:22:00	ES	Futures	5117.08	5117.08	5116.79	5116.79	21.0
2021-12-02 00:23:00	ES	Futures	5116.51	5118.2	5116.51	5117.64	40.0
2021-12-02 00:24:00	ES	Futures	5117.64	5119.33	5117.64	5119.05	81.0
2021-12-02 00:25:00	ES	Futures	5119.33	5119.33	5118.2	5118.49	147.0
2021-12-02 00:26:00	ES	Futures	5118.77	5119.05	5118.49	5119.05	68.0
2021-12-02 00:27:00	ES	Futures	5118.77	5119.33	5118.77	5119.05	97.0
2021-12-02 00:28:00	ES	Futures	5119.33	5119.33	5118.77	5119.05	95.0
2021-12-02 00:29:00	ES	Futures	5119.33	5121.03	5119.33	5120.46	224.0
2021-12-02 00:30:00	ES	Futures	5120.74	5120.74	5117.92	5118.49	228.0
2021-12-02 00:31:00	ES	Futures	5118.77	5120.46	5118.77	5119.62	89.0
2021-12-02 00:32:00	ES	Futures	5119.62	5120.46	5119.62	5120.18	63.0
2021-12-02 00:33:00	ES	Futures	5120.18	5120.46	5119.62	5120.46	80.0
2021-12-02 00:34:00	ES	Futures	5120.74	5121.03	5119.62	5119.62	140.0
2021-12-02 00:35:00	ES	Futures	5119.9	5120.18	5119.62	5119.9	39.0
2021-12-02 00:36:00	ES	Futures	5120.18	5120.18	5119.33	5119.33	60.0
2021-12-02 00:37:00	ES	Futures	5119.33	5120.18	5119.33	5120.18	50.0
2021-12-02 00:38:00	ES	Futures	5120.18	5120.18	5119.9	5119.9	47.0
2021-12-02 00:39:00	ES	Futures	5119.62	5119.62	5118.77	5119.62	46.0
2021-12-02 00:40:00	ES	Futures	5119.05	5119.9	5119.05	5119.9	33.0
2021-12-02 00:41:00	ES	Futures	5119.9	5120.18	5119.62	5120.18	58.0
2021-12-02 00:42:00	ES	Futures	5120.46	5120.46	5119.33	5119.33	74.0
2021-12-02 00:43:00	ES	Futures	5119.05	5119.62	5118.77	5118.77	72.0
2021-12-02 00:44:00	ES	Futures	5118.77	5119.62	5118.77	5119.33	61.0
2021-12-02 00:45:00	ES	Futures	5119.33	5119.9	5119.33	5119.62	28.0
2021-12-02 00:46:00	ES	Futures	5119.33	5119.62	5119.05	5119.62	44.0
2021-12-02 00:47:00	ES	Futures	5119.33	5119.9	5119.33	5119.9	30.0
2021-12-02 00:48:00	ES	Futures	5119.62	5120.46	5119.33	5120.18	68.0
2021-12-02 00:49:00	ES	Futures	5120.18	5121.03	5120.18	5120.74	112.0

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