PREVIEW / futures_1min / 2023-11-27

all futures 1-min files

  file:    by_date/futures_1min/2023/2023-11-27.parquet
  size:    855 KB
  rows:    77,629

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
2023-11-27 00:00:00	ES	Futures	4948.06	4948.34	4948.06	4948.06	54.0
2023-11-27 00:01:00	ES	Futures	4948.06	4948.06	4947.79	4947.79	101.0
2023-11-27 00:02:00	ES	Futures	4947.79	4947.79	4947.52	4947.52	52.0
2023-11-27 00:03:00	ES	Futures	4947.25	4947.52	4947.25	4947.52	80.0
2023-11-27 00:04:00	ES	Futures	4947.25	4947.25	4946.71	4947.25	125.0
2023-11-27 00:05:00	ES	Futures	4946.98	4947.25	4946.98	4947.25	8.0
2023-11-27 00:06:00	ES	Futures	4947.25	4947.25	4946.71	4946.71	45.0
2023-11-27 00:07:00	ES	Futures	4946.71	4946.71	4946.44	4946.44	45.0
2023-11-27 00:08:00	ES	Futures	4946.71	4946.71	4946.71	4946.71	52.0
2023-11-27 00:09:00	ES	Futures	4946.44	4946.71	4946.44	4946.44	26.0
2023-11-27 00:10:00	ES	Futures	4946.44	4946.71	4945.89	4946.16	286.0
2023-11-27 00:11:00	ES	Futures	4945.89	4946.44	4945.89	4946.16	82.0
2023-11-27 00:12:00	ES	Futures	4945.89	4946.44	4945.89	4946.16	39.0
2023-11-27 00:13:00	ES	Futures	4946.16	4946.16	4946.16	4946.16	19.0
2023-11-27 00:14:00	ES	Futures	4946.16	4946.44	4946.16	4946.44	57.0
2023-11-27 00:15:00	ES	Futures	4946.44	4946.71	4946.16	4946.44	79.0
2023-11-27 00:16:00	ES	Futures	4946.44	4946.44	4946.16	4946.16	49.0
2023-11-27 00:17:00	ES	Futures	4946.16	4946.16	4945.89	4945.89	107.0
2023-11-27 00:18:00	ES	Futures	4945.89	4946.44	4945.89	4946.16	85.0
2023-11-27 00:19:00	ES	Futures	4946.16	4946.16	4946.16	4946.16	48.0
2023-11-27 00:20:00	ES	Futures	4946.16	4946.44	4946.16	4946.16	24.0
2023-11-27 00:21:00	ES	Futures	4946.16	4946.44	4945.89	4946.44	87.0
2023-11-27 00:22:00	ES	Futures	4946.44	4946.44	4946.16	4946.16	17.0
2023-11-27 00:23:00	ES	Futures	4946.16	4946.16	4945.62	4945.89	100.0
2023-11-27 00:24:00	ES	Futures	4945.89	4945.89	4945.62	4945.62	151.0
2023-11-27 00:25:00	ES	Futures	4945.89	4946.71	4945.89	4946.71	175.0
2023-11-27 00:26:00	ES	Futures	4946.44	4946.71	4946.16	4946.71	206.0
2023-11-27 00:27:00	ES	Futures	4946.98	4947.25	4946.71	4946.71	105.0
2023-11-27 00:28:00	ES	Futures	4946.71	4946.71	4946.44	4946.44	40.0
2023-11-27 00:29:00	ES	Futures	4946.16	4946.16	4945.62	4945.62	148.0
2023-11-27 00:30:00	ES	Futures	4945.89	4946.71	4945.89	4946.71	148.0
2023-11-27 00:31:00	ES	Futures	4946.71	4947.25	4946.71	4947.25	86.0
2023-11-27 00:32:00	ES	Futures	4947.25	4947.52	4946.98	4946.98	156.0
2023-11-27 00:33:00	ES	Futures	4947.25	4947.25	4946.98	4946.98	62.0
2023-11-27 00:34:00	ES	Futures	4947.25	4947.25	4946.98	4946.98	8.0
2023-11-27 00:35:00	ES	Futures	4947.25	4947.25	4946.98	4946.98	60.0
2023-11-27 00:36:00	ES	Futures	4946.98	4946.98	4946.98	4946.98	31.0
2023-11-27 00:37:00	ES	Futures	4947.25	4947.25	4946.98	4946.98	20.0
2023-11-27 00:38:00	ES	Futures	4946.98	4947.25	4946.98	4946.98	61.0
2023-11-27 00:39:00	ES	Futures	4946.98	4947.25	4946.98	4947.25	31.0
2023-11-27 00:40:00	ES	Futures	4947.25	4947.52	4947.25	4947.52	86.0
2023-11-27 00:41:00	ES	Futures	4947.52	4947.79	4947.52	4947.79	23.0
2023-11-27 00:42:00	ES	Futures	4947.79	4949.15	4947.52	4948.61	880.0
2023-11-27 00:43:00	ES	Futures	4948.34	4948.61	4948.06	4948.34	231.0
2023-11-27 00:44:00	ES	Futures	4948.06	4948.34	4947.79	4948.06	89.0
2023-11-27 00:45:00	ES	Futures	4947.79	4948.06	4947.79	4947.79	42.0
2023-11-27 00:46:00	ES	Futures	4947.79	4948.34	4947.79	4948.06	91.0
2023-11-27 00:47:00	ES	Futures	4948.06	4948.06	4947.79	4947.79	47.0
2023-11-27 00:48:00	ES	Futures	4947.79	4948.06	4947.79	4948.06	50.0
2023-11-27 00:49:00	ES	Futures	4948.06	4948.06	4947.79	4947.79	18.0

> showing 50 of 77,629 rows — these rows as CSV

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