PREVIEW / futures_1min / 2022-06-20

all futures 1-min files

  file:    by_date/futures_1min/2022/2022-06-20.parquet
  size:    754 KB
  rows:    60,308

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
2022-06-20 00:00:00	ES	Futures	4181.37	4181.65	4180.24	4181.09	173.0
2022-06-20 00:01:00	ES	Futures	4181.37	4181.65	4180.24	4180.52	56.0
2022-06-20 00:02:00	ES	Futures	4180.52	4181.09	4179.39	4179.95	86.0
2022-06-20 00:03:00	ES	Futures	4179.67	4180.24	4179.1	4179.67	94.0
2022-06-20 00:04:00	ES	Futures	4179.39	4179.95	4179.1	4179.67	38.0
2022-06-20 00:05:00	ES	Futures	4179.67	4179.95	4179.67	4179.67	45.0
2022-06-20 00:06:00	ES	Futures	4179.67	4180.52	4179.67	4179.95	54.0
2022-06-20 00:07:00	ES	Futures	4179.95	4179.95	4179.39	4179.95	35.0
2022-06-20 00:08:00	ES	Futures	4180.24	4180.52	4179.1	4179.1	86.0
2022-06-20 00:09:00	ES	Futures	4179.1	4179.95	4179.1	4179.95	33.0
2022-06-20 00:10:00	ES	Futures	4179.67	4179.95	4179.1	4179.1	20.0
2022-06-20 00:11:00	ES	Futures	4179.39	4179.95	4178.25	4178.25	79.0
2022-06-20 00:12:00	ES	Futures	4178.54	4179.1	4176.55	4176.55	187.0
2022-06-20 00:13:00	ES	Futures	4176.84	4177.4	4176.84	4177.12	64.0
2022-06-20 00:14:00	ES	Futures	4177.4	4177.69	4175.71	4176.55	214.0
2022-06-20 00:15:00	ES	Futures	4176.55	4177.69	4176.55	4177.12	70.0
2022-06-20 00:16:00	ES	Futures	4177.4	4177.97	4177.12	4177.4	59.0
2022-06-20 00:17:00	ES	Futures	4177.4	4177.69	4177.12	4177.4	30.0
2022-06-20 00:18:00	ES	Futures	4177.97	4184.2	4176.84	4180.8	729.0
2022-06-20 00:19:00	ES	Futures	4180.8	4181.37	4179.39	4179.67	184.0
2022-06-20 00:20:00	ES	Futures	4179.95	4181.37	4179.95	4180.8	65.0
2022-06-20 00:21:00	ES	Futures	4180.8	4181.37	4180.52	4180.8	32.0
2022-06-20 00:22:00	ES	Futures	4180.52	4181.09	4180.52	4180.8	19.0
2022-06-20 00:23:00	ES	Futures	4181.09	4181.09	4179.1	4180.24	102.0
2022-06-20 00:24:00	ES	Futures	4180.24	4180.52	4179.67	4180.52	53.0
2022-06-20 00:25:00	ES	Futures	4180.24	4180.8	4180.24	4180.8	36.0
2022-06-20 00:26:00	ES	Futures	4180.52	4180.8	4180.24	4180.24	29.0
2022-06-20 00:27:00	ES	Futures	4180.24	4180.8	4179.67	4179.67	50.0
2022-06-20 00:28:00	ES	Futures	4179.67	4179.95	4178.54	4178.82	114.0
2022-06-20 00:29:00	ES	Futures	4178.82	4179.95	4178.54	4179.1	50.0
2022-06-20 00:30:00	ES	Futures	4178.82	4180.8	4178.82	4180.52	72.0
2022-06-20 00:31:00	ES	Futures	4180.52	4180.8	4179.1	4179.1	54.0
2022-06-20 00:32:00	ES	Futures	4179.39	4179.67	4178.82	4178.82	35.0
2022-06-20 00:33:00	ES	Futures	4178.82	4180.24	4178.82	4179.95	38.0
2022-06-20 00:34:00	ES	Futures	4179.95	4180.24	4179.39	4179.39	19.0
2022-06-20 00:35:00	ES	Futures	4179.67	4179.67	4179.39	4179.67	20.0
2022-06-20 00:36:00	ES	Futures	4179.67	4180.24	4179.67	4180.24	13.0
2022-06-20 00:37:00	ES	Futures	4179.95	4180.52	4179.67	4180.24	27.0
2022-06-20 00:38:00	ES	Futures	4180.52	4180.52	4180.24	4180.24	11.0
2022-06-20 00:39:00	ES	Futures	4180.24	4181.65	4180.24	4181.37	86.0
2022-06-20 00:40:00	ES	Futures	4181.09	4181.09	4180.24	4180.52	57.0
2022-06-20 00:41:00	ES	Futures	4180.52	4180.52	4179.67	4179.67	18.0
2022-06-20 00:42:00	ES	Futures	4179.95	4179.95	4179.1	4179.39	67.0
2022-06-20 00:43:00	ES	Futures	4179.39	4180.24	4179.39	4179.95	14.0
2022-06-20 00:44:00	ES	Futures	4179.67	4180.52	4179.67	4180.52	11.0
2022-06-20 00:45:00	ES	Futures	4180.52	4180.52	4179.95	4180.52	16.0
2022-06-20 00:46:00	ES	Futures	4180.8	4181.09	4180.24	4180.24	23.0
2022-06-20 00:47:00	ES	Futures	4179.95	4180.52	4179.67	4180.24	34.0
2022-06-20 00:48:00	ES	Futures	4180.24	4180.24	4179.39	4179.67	23.0
2022-06-20 00:49:00	ES	Futures	4179.39	4179.39	4177.4	4177.69	174.0

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