PREVIEW / futures_1min / 2024-12-12

all futures 1-min files

  file:    by_date/futures_1min/2024/2024-12-12.parquet
  size:    893 KB
  rows:    70,809

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
2024-12-12 00:00:00	ES	Futures	6316.8	6317.32	6316.8	6317.32	123.0
2024-12-12 00:01:00	ES	Futures	6317.06	6317.32	6316.8	6317.06	110.0
2024-12-12 00:02:00	ES	Futures	6317.06	6317.06	6316.8	6316.8	41.0
2024-12-12 00:03:00	ES	Futures	6317.06	6317.06	6316.8	6316.8	4.0
2024-12-12 00:04:00	ES	Futures	6316.8	6316.8	6316.54	6316.54	40.0
2024-12-12 00:05:00	ES	Futures	6316.8	6316.8	6316.54	6316.8	32.0
2024-12-12 00:06:00	ES	Futures	6316.54	6316.8	6316.54	6316.8	60.0
2024-12-12 00:07:00	ES	Futures	6316.8	6316.8	6316.54	6316.54	26.0
2024-12-12 00:08:00	ES	Futures	6316.28	6316.28	6316.28	6316.28	32.0
2024-12-12 00:09:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	16.0
2024-12-12 00:10:00	ES	Futures	6316.54	6316.8	6316.54	6316.54	28.0
2024-12-12 00:11:00	ES	Futures	6316.54	6316.54	6316.28	6316.28	10.0
2024-12-12 00:12:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	26.0
2024-12-12 00:13:00	ES	Futures	6316.54	6316.54	6316.28	6316.28	4.0
2024-12-12 00:14:00	ES	Futures	6316.28	6316.54	6316.28	6316.54	6.0
2024-12-12 00:15:00	ES	Futures	6316.28	6316.28	6316.28	6316.28	46.0
2024-12-12 00:16:00	ES	Futures	6316.02	6316.28	6316.02	6316.28	34.0
2024-12-12 00:17:00	ES	Futures	6316.28	6316.28	6316.02	6316.28	43.0
2024-12-12 00:18:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	41.0
2024-12-12 00:19:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	37.0
2024-12-12 00:20:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	9.0
2024-12-12 00:21:00	ES	Futures	6316.28	6316.54	6316.28	6316.54	42.0
2024-12-12 00:22:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	14.0
2024-12-12 00:23:00	ES	Futures	6316.54	6316.8	6316.54	6316.8	18.0
2024-12-12 00:24:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	5.0
2024-12-12 00:25:00	ES	Futures	6316.54	6316.54	6316.54	6316.54	1.0
2024-12-12 00:26:00	ES	Futures	6316.8	6316.8	6316.8	6316.8	33.0
2024-12-12 00:27:00	ES	Futures	6316.8	6316.8	6316.8	6316.8	2.0
2024-12-12 00:28:00	ES	Futures	6316.8	6316.8	6316.54	6316.8	6.0
2024-12-12 00:29:00	ES	Futures	6316.8	6316.8	6316.8	6316.8	1.0
2024-12-12 00:30:00	ES	Futures	6316.54	6317.32	6316.54	6317.06	86.0
2024-12-12 00:31:00	ES	Futures	6317.06	6317.06	6317.06	6317.06	40.0
2024-12-12 00:32:00	ES	Futures	6317.06	6317.32	6317.06	6317.32	11.0
2024-12-12 00:33:00	ES	Futures	6317.06	6317.32	6317.06	6317.32	2.0
2024-12-12 00:34:00	ES	Futures	6317.32	6317.32	6317.06	6317.32	76.0
2024-12-12 00:35:00	ES	Futures	6317.32	6317.58	6317.06	6317.32	61.0
2024-12-12 00:36:00	ES	Futures	6317.32	6317.58	6317.32	6317.58	39.0
2024-12-12 00:37:00	ES	Futures	6317.58	6317.84	6317.58	6317.84	56.0
2024-12-12 00:38:00	ES	Futures	6317.84	6317.84	6317.58	6317.84	77.0
2024-12-12 00:39:00	ES	Futures	6317.84	6317.84	6317.58	6317.58	75.0
2024-12-12 00:40:00	ES	Futures	6317.58	6317.58	6316.54	6316.54	73.0
2024-12-12 00:41:00	ES	Futures	6316.8	6317.06	6316.8	6317.06	73.0
2024-12-12 00:42:00	ES	Futures	6317.06	6317.32	6317.06	6317.32	80.0
2024-12-12 00:43:00	ES	Futures	6317.06	6317.32	6317.06	6317.32	50.0
2024-12-12 00:44:00	ES	Futures	6317.32	6317.32	6317.32	6317.32	58.0
2024-12-12 00:45:00	ES	Futures	6317.58	6318.1	6317.58	6317.84	194.0
2024-12-12 00:46:00	ES	Futures	6318.1	6318.1	6317.84	6317.84	14.0
2024-12-12 00:47:00	ES	Futures	6318.1	6318.1	6317.84	6318.1	13.0
2024-12-12 00:48:00	ES	Futures	6318.1	6318.1	6318.1	6318.1	3.0
2024-12-12 00:49:00	ES	Futures	6317.84	6318.1	6317.84	6318.1	9.0

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