PREVIEW / futures_1min / 2023-09-18

all futures 1-min files

  file:    by_date/futures_1min/2023/2023-09-18.parquet
  size:    870 KB
  rows:    74,979

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
2023-09-18 00:00:00	ES	Futures	4894.57	4894.84	4894.57	4894.57	89.0
2023-09-18 00:01:00	ES	Futures	4894.57	4894.84	4894.57	4894.57	45.0
2023-09-18 00:02:00	ES	Futures	4894.57	4894.84	4894.57	4894.84	33.0
2023-09-18 00:03:00	ES	Futures	4894.57	4895.11	4894.57	4895.11	31.0
2023-09-18 00:04:00	ES	Futures	4895.11	4895.11	4894.84	4895.11	100.0
2023-09-18 00:05:00	ES	Futures	4894.84	4894.84	4894.57	4894.84	28.0
2023-09-18 00:06:00	ES	Futures	4894.84	4895.11	4894.84	4895.11	58.0
2023-09-18 00:07:00	ES	Futures	4895.11	4895.11	4894.84	4895.11	30.0
2023-09-18 00:08:00	ES	Futures	4894.84	4895.11	4894.84	4895.11	41.0
2023-09-18 00:09:00	ES	Futures	4895.11	4895.38	4895.11	4895.11	31.0
2023-09-18 00:10:00	ES	Futures	4895.11	4895.38	4895.11	4895.38	51.0
2023-09-18 00:11:00	ES	Futures	4895.11	4895.38	4895.11	4895.11	21.0
2023-09-18 00:12:00	ES	Futures	4895.11	4895.38	4894.84	4895.11	31.0
2023-09-18 00:13:00	ES	Futures	4895.11	4895.11	4895.11	4895.11	7.0
2023-09-18 00:14:00	ES	Futures	4895.11	4895.38	4895.11	4895.38	15.0
2023-09-18 00:15:00	ES	Futures	4895.11	4895.11	4894.84	4894.84	24.0
2023-09-18 00:16:00	ES	Futures	4894.84	4895.11	4894.84	4894.84	9.0
2023-09-18 00:17:00	ES	Futures	4895.11	4895.11	4894.84	4894.84	5.0
2023-09-18 00:18:00	ES	Futures	4894.84	4895.11	4894.84	4895.11	92.0
2023-09-18 00:19:00	ES	Futures	4895.11	4895.38	4895.11	4895.38	43.0
2023-09-18 00:20:00	ES	Futures	4895.38	4895.38	4895.38	4895.38	25.0
2023-09-18 00:21:00	ES	Futures	4895.11	4895.38	4895.11	4895.38	3.0
2023-09-18 00:22:00	ES	Futures	4895.38	4895.38	4895.11	4895.11	10.0
2023-09-18 00:23:00	ES	Futures	4895.11	4895.38	4895.11	4895.38	48.0
2023-09-18 00:24:00	ES	Futures	4895.11	4895.38	4895.11	4895.11	42.0
2023-09-18 00:25:00	ES	Futures	4895.11	4895.11	4894.84	4894.84	101.0
2023-09-18 00:26:00	ES	Futures	4894.57	4894.84	4894.57	4894.57	91.0
2023-09-18 00:27:00	ES	Futures	4894.57	4894.84	4894.57	4894.84	42.0
2023-09-18 00:28:00	ES	Futures	4894.57	4894.57	4894.57	4894.57	7.0
2023-09-18 00:29:00	ES	Futures	4894.57	4895.11	4894.57	4895.11	41.0
2023-09-18 00:30:00	ES	Futures	4895.11	4895.65	4895.11	4895.65	114.0
2023-09-18 00:31:00	ES	Futures	4895.38	4895.65	4895.11	4895.11	50.0
2023-09-18 00:33:00	ES	Futures	4895.11	4895.11	4894.57	4894.57	72.0
2023-09-18 00:34:00	ES	Futures	4894.57	4895.11	4894.57	4895.11	54.0
2023-09-18 00:35:00	ES	Futures	4894.84	4894.84	4894.57	4894.84	32.0
2023-09-18 00:36:00	ES	Futures	4894.57	4894.84	4894.3	4894.57	70.0
2023-09-18 00:37:00	ES	Futures	4894.57	4894.57	4894.3	4894.57	27.0
2023-09-18 00:38:00	ES	Futures	4894.3	4894.57	4894.3	4894.57	5.0
2023-09-18 00:39:00	ES	Futures	4894.57	4894.84	4894.3	4894.57	66.0
2023-09-18 00:40:00	ES	Futures	4894.3	4894.57	4894.02	4894.3	82.0
2023-09-18 00:41:00	ES	Futures	4894.3	4894.3	4894.02	4894.02	68.0
2023-09-18 00:42:00	ES	Futures	4894.3	4894.3	4894.3	4894.3	18.0
2023-09-18 00:43:00	ES	Futures	4894.3	4894.3	4894.3	4894.3	6.0
2023-09-18 00:44:00	ES	Futures	4894.3	4894.3	4894.3	4894.3	8.0
2023-09-18 00:45:00	ES	Futures	4894.3	4894.3	4894.02	4894.02	51.0
2023-09-18 00:46:00	ES	Futures	4894.02	4894.02	4894.02	4894.02	5.0
2023-09-18 00:47:00	ES	Futures	4894.02	4894.3	4894.02	4894.3	63.0
2023-09-18 00:48:00	ES	Futures	4894.3	4894.3	4894.02	4894.02	12.0
2023-09-18 00:49:00	ES	Futures	4894.02	4894.3	4894.02	4894.3	5.0
2023-09-18 00:50:00	ES	Futures	4894.3	4894.3	4894.02	4894.02	7.0

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