PREVIEW / futures_1min / 2024-08-28

all futures 1-min files

  file:    by_date/futures_1min/2024/2024-08-28.parquet
  size:    953 KB
  rows:    77,890

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
2024-08-28 00:00:00	ES	Futures	5917.04	5917.3	5917.04	5917.3	16.0
2024-08-28 00:01:00	ES	Futures	5917.3	5917.3	5917.04	5917.04	22.0
2024-08-28 00:02:00	ES	Futures	5917.04	5917.3	5917.04	5917.3	17.0
2024-08-28 00:03:00	ES	Futures	5917.04	5917.3	5917.04	5917.3	22.0
2024-08-28 00:04:00	ES	Futures	5917.3	5917.56	5917.3	5917.3	12.0
2024-08-28 00:05:00	ES	Futures	5917.3	5917.3	5916.78	5916.78	42.0
2024-08-28 00:06:00	ES	Futures	5917.04	5917.3	5916.78	5916.78	14.0
2024-08-28 00:07:00	ES	Futures	5916.78	5916.78	5916.78	5916.78	11.0
2024-08-28 00:08:00	ES	Futures	5916.78	5916.78	5916.52	5916.78	14.0
2024-08-28 00:09:00	ES	Futures	5916.78	5917.04	5916.78	5917.04	9.0
2024-08-28 00:10:00	ES	Futures	5917.04	5917.56	5917.04	5917.04	17.0
2024-08-28 00:11:00	ES	Futures	5917.3	5917.3	5917.04	5917.04	7.0
2024-08-28 00:12:00	ES	Futures	5917.3	5917.56	5917.04	5917.3	25.0
2024-08-28 00:13:00	ES	Futures	5917.3	5917.3	5917.04	5917.3	8.0
2024-08-28 00:14:00	ES	Futures	5917.3	5917.56	5917.04	5917.3	16.0
2024-08-28 00:15:00	ES	Futures	5917.3	5917.56	5917.3	5917.3	11.0
2024-08-28 00:16:00	ES	Futures	5917.04	5917.3	5917.04	5917.3	13.0
2024-08-28 00:17:00	ES	Futures	5917.04	5917.3	5917.04	5917.3	10.0
2024-08-28 00:18:00	ES	Futures	5917.3	5917.83	5917.3	5917.56	41.0
2024-08-28 00:19:00	ES	Futures	5917.83	5918.09	5917.83	5917.83	29.0
2024-08-28 00:20:00	ES	Futures	5917.83	5918.09	5917.56	5917.83	29.0
2024-08-28 00:21:00	ES	Futures	5917.83	5917.83	5917.56	5917.56	8.0
2024-08-28 00:22:00	ES	Futures	5917.83	5918.09	5917.83	5917.83	28.0
2024-08-28 00:23:00	ES	Futures	5917.83	5917.83	5917.83	5917.83	13.0
2024-08-28 00:24:00	ES	Futures	5917.83	5917.83	5917.83	5917.83	20.0
2024-08-28 00:25:00	ES	Futures	5917.83	5918.09	5917.83	5917.83	20.0
2024-08-28 00:26:00	ES	Futures	5918.09	5918.88	5918.09	5918.35	78.0
2024-08-28 00:27:00	ES	Futures	5918.35	5918.61	5918.35	5918.35	19.0
2024-08-28 00:28:00	ES	Futures	5918.61	5919.14	5918.61	5919.14	61.0
2024-08-28 00:29:00	ES	Futures	5919.4	5919.4	5919.14	5919.4	36.0
2024-08-28 00:30:00	ES	Futures	5919.4	5919.4	5919.14	5919.14	14.0
2024-08-28 00:31:00	ES	Futures	5919.14	5919.92	5919.14	5919.92	141.0
2024-08-28 00:32:00	ES	Futures	5919.66	5919.66	5919.4	5919.4	13.0
2024-08-28 00:33:00	ES	Futures	5919.4	5919.4	5919.4	5919.4	7.0
2024-08-28 00:34:00	ES	Futures	5919.14	5919.4	5919.14	5919.14	19.0
2024-08-28 00:35:00	ES	Futures	5919.14	5919.14	5918.88	5918.88	23.0
2024-08-28 00:36:00	ES	Futures	5919.14	5919.14	5918.61	5918.61	19.0
2024-08-28 00:37:00	ES	Futures	5918.88	5918.88	5918.61	5918.61	34.0
2024-08-28 00:38:00	ES	Futures	5918.88	5918.88	5918.88	5918.88	16.0
2024-08-28 00:39:00	ES	Futures	5918.88	5919.4	5918.88	5918.88	49.0
2024-08-28 00:40:00	ES	Futures	5919.14	5919.14	5918.88	5918.88	11.0
2024-08-28 00:41:00	ES	Futures	5918.88	5919.14	5918.88	5919.14	13.0
2024-08-28 00:42:00	ES	Futures	5919.14	5919.4	5919.14	5919.14	12.0
2024-08-28 00:43:00	ES	Futures	5919.4	5919.66	5919.14	5919.4	30.0
2024-08-28 00:44:00	ES	Futures	5919.4	5919.4	5919.14	5919.14	34.0
2024-08-28 00:45:00	ES	Futures	5919.14	5919.14	5919.14	5919.14	3.0
2024-08-28 00:46:00	ES	Futures	5919.14	5919.14	5918.88	5918.88	5.0
2024-08-28 00:47:00	ES	Futures	5918.88	5918.88	5918.88	5918.88	16.0
2024-08-28 00:48:00	ES	Futures	5918.88	5919.4	5918.61	5919.14	54.0
2024-08-28 00:49:00	ES	Futures	5919.14	5919.4	5919.14	5919.14	25.0

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