PREVIEW / futures_1min / 2023-03-20
file: by_date/futures_1min/2023/2023-03-20.parquet size: 1.1 MB rows: 84,265
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 |
|---|---|---|---|---|---|---|---|
| 2023-03-20 00:00:00 | ES | Futures | 4384.4 | 4384.68 | 4383.57 | 4383.57 | 164.0 |
| 2023-03-20 00:01:00 | ES | Futures | 4383.85 | 4384.13 | 4383.29 | 4383.85 | 162.0 |
| 2023-03-20 00:02:00 | ES | Futures | 4383.85 | 4384.4 | 4383.85 | 4383.85 | 77.0 |
| 2023-03-20 00:03:00 | ES | Futures | 4384.13 | 4384.13 | 4383.29 | 4383.85 | 128.0 |
| 2023-03-20 00:04:00 | ES | Futures | 4384.13 | 4384.4 | 4382.74 | 4383.02 | 148.0 |
| 2023-03-20 00:05:00 | ES | Futures | 4383.02 | 4383.29 | 4382.46 | 4383.02 | 194.0 |
| 2023-03-20 00:06:00 | ES | Futures | 4383.02 | 4384.13 | 4382.46 | 4383.57 | 205.0 |
| 2023-03-20 00:07:00 | ES | Futures | 4383.57 | 4384.68 | 4383.57 | 4384.4 | 110.0 |
| 2023-03-20 00:08:00 | ES | Futures | 4384.4 | 4384.68 | 4383.29 | 4383.85 | 97.0 |
| 2023-03-20 00:09:00 | ES | Futures | 4383.85 | 4384.13 | 4383.57 | 4384.13 | 56.0 |
| 2023-03-20 00:10:00 | ES | Futures | 4384.13 | 4384.13 | 4383.02 | 4383.02 | 225.0 |
| 2023-03-20 00:11:00 | ES | Futures | 4383.29 | 4383.85 | 4383.02 | 4383.85 | 100.0 |
| 2023-03-20 00:12:00 | ES | Futures | 4383.85 | 4384.4 | 4383.85 | 4384.13 | 133.0 |
| 2023-03-20 00:13:00 | ES | Futures | 4384.4 | 4384.96 | 4384.13 | 4384.4 | 149.0 |
| 2023-03-20 00:14:00 | ES | Futures | 4384.4 | 4384.68 | 4384.13 | 4384.4 | 69.0 |
| 2023-03-20 00:15:00 | ES | Futures | 4384.4 | 4385.79 | 4384.4 | 4385.51 | 97.0 |
| 2023-03-20 00:16:00 | ES | Futures | 4385.23 | 4386.07 | 4384.96 | 4384.96 | 158.0 |
| 2023-03-20 00:17:00 | ES | Futures | 4385.23 | 4386.07 | 4385.23 | 4385.51 | 75.0 |
| 2023-03-20 00:18:00 | ES | Futures | 4385.79 | 4386.07 | 4384.96 | 4385.23 | 135.0 |
| 2023-03-20 00:19:00 | ES | Futures | 4384.96 | 4385.51 | 4384.96 | 4385.23 | 20.0 |
| 2023-03-20 00:20:00 | ES | Futures | 4384.96 | 4385.23 | 4384.4 | 4384.96 | 80.0 |
| 2023-03-20 00:21:00 | ES | Futures | 4384.96 | 4385.51 | 4384.96 | 4384.96 | 47.0 |
| 2023-03-20 00:22:00 | ES | Futures | 4385.23 | 4385.51 | 4384.96 | 4384.96 | 40.0 |
| 2023-03-20 00:23:00 | ES | Futures | 4384.96 | 4385.23 | 4384.68 | 4384.96 | 54.0 |
| 2023-03-20 00:24:00 | ES | Futures | 4384.96 | 4385.51 | 4384.96 | 4385.23 | 52.0 |
| 2023-03-20 00:25:00 | ES | Futures | 4384.96 | 4384.96 | 4384.68 | 4384.96 | 22.0 |
| 2023-03-20 00:26:00 | ES | Futures | 4384.96 | 4384.96 | 4384.68 | 4384.96 | 42.0 |
| 2023-03-20 00:27:00 | ES | Futures | 4384.96 | 4385.23 | 4384.68 | 4384.96 | 61.0 |
| 2023-03-20 00:28:00 | ES | Futures | 4384.96 | 4385.23 | 4384.4 | 4384.4 | 28.0 |
| 2023-03-20 00:29:00 | ES | Futures | 4384.4 | 4384.68 | 4383.29 | 4383.57 | 187.0 |
| 2023-03-20 00:30:00 | ES | Futures | 4383.29 | 4384.13 | 4383.29 | 4383.85 | 99.0 |
| 2023-03-20 00:31:00 | ES | Futures | 4383.57 | 4383.85 | 4383.29 | 4383.85 | 64.0 |
| 2023-03-20 00:32:00 | ES | Futures | 4383.85 | 4383.85 | 4382.46 | 4383.02 | 149.0 |
| 2023-03-20 00:33:00 | ES | Futures | 4383.02 | 4383.02 | 4382.18 | 4382.46 | 200.0 |
| 2023-03-20 00:34:00 | ES | Futures | 4382.46 | 4383.85 | 4382.18 | 4383.57 | 376.0 |
| 2023-03-20 00:35:00 | ES | Futures | 4383.29 | 4383.85 | 4382.46 | 4382.46 | 202.0 |
| 2023-03-20 00:36:00 | ES | Futures | 4382.46 | 4382.46 | 4382.18 | 4382.46 | 197.0 |
| 2023-03-20 00:37:00 | ES | Futures | 4382.46 | 4382.74 | 4382.18 | 4382.74 | 184.0 |
| 2023-03-20 00:38:00 | ES | Futures | 4382.74 | 4382.74 | 4380.8 | 4381.07 | 421.0 |
| 2023-03-20 00:39:00 | ES | Futures | 4380.8 | 4381.35 | 4375.8 | 4375.8 | 1377.0 |
| 2023-03-20 00:40:00 | ES | Futures | 4375.8 | 4377.75 | 4375.25 | 4377.19 | 768.0 |
| 2023-03-20 00:41:00 | ES | Futures | 4377.47 | 4379.41 | 4377.47 | 4378.86 | 378.0 |
| 2023-03-20 00:42:00 | ES | Futures | 4378.58 | 4379.13 | 4377.47 | 4378.86 | 272.0 |
| 2023-03-20 00:43:00 | ES | Futures | 4378.58 | 4379.13 | 4376.91 | 4377.47 | 351.0 |
| 2023-03-20 00:44:00 | ES | Futures | 4377.19 | 4378.02 | 4377.19 | 4377.75 | 165.0 |
| 2023-03-20 00:45:00 | ES | Futures | 4377.75 | 4378.3 | 4377.75 | 4377.75 | 114.0 |
| 2023-03-20 00:46:00 | ES | Futures | 4377.75 | 4377.75 | 4377.47 | 4377.75 | 76.0 |
| 2023-03-20 00:47:00 | ES | Futures | 4377.75 | 4379.13 | 4377.75 | 4378.58 | 136.0 |
| 2023-03-20 00:48:00 | ES | Futures | 4378.3 | 4378.86 | 4378.3 | 4378.58 | 61.0 |
| 2023-03-20 00:49:00 | ES | Futures | 4378.58 | 4378.58 | 4378.02 | 4378.02 | 114.0 |
> showing 50 of 84,265 rows — these rows as CSV