PREVIEW / futures_1min / 2022-02-04

all futures 1-min files

  file:    by_date/futures_1min/2022/2022-02-04.parquet
  size:    939 KB
  rows:    70,162

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
2022-02-04 00:00:00	ES	Futures	5113.91	5115.61	5113.63	5114.76	457.0
2022-02-04 00:01:00	ES	Futures	5115.04	5115.32	5114.48	5115.04	205.0
2022-02-04 00:02:00	ES	Futures	5114.76	5115.89	5114.76	5115.61	136.0
2022-02-04 00:03:00	ES	Futures	5115.32	5116.17	5115.32	5115.89	128.0
2022-02-04 00:04:00	ES	Futures	5115.61	5115.89	5115.04	5115.32	109.0
2022-02-04 00:05:00	ES	Futures	5115.32	5116.46	5115.32	5115.32	201.0
2022-02-04 00:06:00	ES	Futures	5115.32	5115.61	5114.76	5115.32	180.0
2022-02-04 00:07:00	ES	Futures	5115.04	5117.02	5115.04	5117.02	143.0
2022-02-04 00:08:00	ES	Futures	5116.74	5116.74	5115.04	5115.61	268.0
2022-02-04 00:09:00	ES	Futures	5115.61	5115.89	5114.76	5115.32	132.0
2022-02-04 00:10:00	ES	Futures	5115.04	5116.17	5114.76	5116.17	183.0
2022-02-04 00:11:00	ES	Futures	5116.17	5116.46	5114.76	5115.32	139.0
2022-02-04 00:12:00	ES	Futures	5115.04	5115.61	5114.48	5115.04	158.0
2022-02-04 00:13:00	ES	Futures	5115.32	5115.32	5114.76	5115.32	94.0
2022-02-04 00:14:00	ES	Futures	5115.32	5115.32	5114.48	5114.76	160.0
2022-02-04 00:15:00	ES	Futures	5114.48	5116.17	5114.48	5115.89	94.0
2022-02-04 00:16:00	ES	Futures	5115.89	5116.74	5115.61	5116.17	79.0
2022-02-04 00:17:00	ES	Futures	5116.46	5119.0	5116.46	5117.87	932.0
2022-02-04 00:18:00	ES	Futures	5117.87	5117.87	5117.3	5117.59	179.0
2022-02-04 00:19:00	ES	Futures	5117.59	5117.59	5116.74	5116.74	160.0
2022-02-04 00:20:00	ES	Futures	5116.74	5118.44	5116.74	5117.87	243.0
2022-02-04 00:21:00	ES	Futures	5117.59	5117.59	5116.46	5117.3	182.0
2022-02-04 00:22:00	ES	Futures	5117.3	5117.3	5116.74	5117.3	63.0
2022-02-04 00:23:00	ES	Futures	5116.74	5117.59	5116.74	5117.3	16.0
2022-02-04 00:24:00	ES	Futures	5117.59	5118.44	5117.3	5117.59	165.0
2022-02-04 00:25:00	ES	Futures	5117.87	5118.44	5117.59	5118.15	81.0
2022-02-04 00:26:00	ES	Futures	5118.44	5119.28	5117.87	5118.15	300.0
2022-02-04 00:27:00	ES	Futures	5118.44	5118.72	5117.3	5117.3	224.0
2022-02-04 00:28:00	ES	Futures	5117.3	5117.59	5116.17	5116.46	192.0
2022-02-04 00:29:00	ES	Futures	5116.46	5116.46	5115.32	5116.17	255.0
2022-02-04 00:30:00	ES	Futures	5116.17	5117.02	5116.17	5116.46	106.0
2022-02-04 00:31:00	ES	Futures	5116.46	5116.74	5115.32	5115.61	85.0
2022-02-04 00:32:00	ES	Futures	5115.61	5115.61	5115.32	5115.61	119.0
2022-02-04 00:33:00	ES	Futures	5115.32	5116.17	5115.32	5116.17	67.0
2022-02-04 00:34:00	ES	Futures	5115.89	5116.17	5115.61	5116.17	44.0
2022-02-04 00:35:00	ES	Futures	5116.17	5116.17	5114.76	5115.04	92.0
2022-02-04 00:36:00	ES	Futures	5114.76	5116.46	5114.19	5116.17	239.0
2022-02-04 00:37:00	ES	Futures	5115.89	5116.46	5115.32	5115.89	64.0
2022-02-04 00:38:00	ES	Futures	5116.17	5116.46	5115.89	5116.46	36.0
2022-02-04 00:39:00	ES	Futures	5116.46	5116.74	5116.17	5116.46	49.0
2022-02-04 00:40:00	ES	Futures	5116.46	5117.3	5116.46	5116.74	88.0
2022-02-04 00:41:00	ES	Futures	5117.02	5117.3	5116.74	5116.74	54.0
2022-02-04 00:42:00	ES	Futures	5117.02	5117.02	5115.61	5115.89	35.0
2022-02-04 00:43:00	ES	Futures	5115.89	5116.17	5115.89	5115.89	37.0
2022-02-04 00:44:00	ES	Futures	5115.61	5116.17	5115.04	5116.17	102.0
2022-02-04 00:45:00	ES	Futures	5116.46	5116.46	5115.32	5115.89	58.0
2022-02-04 00:46:00	ES	Futures	5115.61	5116.17	5114.76	5115.89	108.0
2022-02-04 00:47:00	ES	Futures	5115.89	5115.89	5115.61	5115.89	43.0
2022-02-04 00:48:00	ES	Futures	5115.89	5116.46	5115.32	5116.46	74.0
2022-02-04 00:49:00	ES	Futures	5116.17	5116.46	5116.17	5116.17	28.0

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