PREVIEW / futures_1hour / 2016-01-14

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-01-14.parquet
  size:    55 KB
  rows:    1,629

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
2016-01-14 00:00:00	ES	Futures	2023.65	2030.9	2023.38	2030.63	13930.0
2016-01-14 01:00:00	ES	Futures	2030.9	2035.47	2030.37	2034.66	13854.0
2016-01-14 02:00:00	ES	Futures	2034.93	2039.77	2031.44	2038.96	24665.0
2016-01-14 03:00:00	ES	Futures	2038.7	2039.23	2024.99	2027.14	46939.0
2016-01-14 04:00:00	ES	Futures	2026.87	2031.71	2019.35	2027.95	54871.0
2016-01-14 05:00:00	ES	Futures	2027.68	2030.1	2020.15	2022.04	29597.0
2016-01-14 06:00:00	ES	Futures	2022.04	2023.38	2015.05	2022.04	47466.0
2016-01-14 07:00:00	ES	Futures	2022.3	2032.52	2020.69	2031.44	53417.0
2016-01-14 08:00:00	ES	Futures	2031.44	2036.28	2025.8	2034.13	73207.0
2016-01-14 09:00:00	ES	Futures	2034.13	2036.81	2012.36	2014.51	385335.0
2016-01-14 10:00:00	ES	Futures	2014.24	2054.28	2011.02	2045.41	646311.0
2016-01-14 11:00:00	ES	Futures	2045.41	2049.18	2036.28	2046.49	352814.0
2016-01-14 12:00:00	ES	Futures	2046.49	2056.16	2041.38	2048.37	243686.0
2016-01-14 13:00:00	ES	Futures	2048.1	2062.61	2047.29	2060.46	205149.0
2016-01-14 14:00:00	ES	Futures	2060.46	2069.06	2055.89	2067.98	224514.0
2016-01-14 15:00:00	ES	Futures	2068.25	2071.75	2054.01	2056.43	393048.0
2016-01-14 16:00:00	ES	Futures	2056.16	2061.54	2054.82	2055.36	114374.0
2016-01-14 18:00:00	ES	Futures	2056.7	2062.61	2056.16	2061.27	10502.0
2016-01-14 19:00:00	ES	Futures	2061.54	2064.76	2055.36	2055.89	12146.0
2016-01-14 20:00:00	ES	Futures	2055.89	2058.58	2049.98	2054.01	19877.0
2016-01-14 21:00:00	ES	Futures	2053.74	2055.36	2048.64	2049.44	10918.0
2016-01-14 22:00:00	ES	Futures	2049.44	2051.06	2043.53	2044.34	13130.0
2016-01-14 23:00:00	ES	Futures	2044.34	2044.61	2037.35	2040.04	21029.0
2016-01-14 00:00:00	NQ	Futures	4963.8	4982.51	4963.21	4982.51	3115.0
2016-01-14 01:00:00	NQ	Futures	4982.8	4994.39	4981.02	4992.31	2088.0
2016-01-14 02:00:00	NQ	Futures	4992.6	5005.97	4983.99	5003.59	4943.0
2016-01-14 03:00:00	NQ	Futures	5003.59	5004.18	4966.18	4971.52	7703.0
2016-01-14 04:00:00	NQ	Futures	4970.63	4977.46	4950.14	4968.26	8772.0
2016-01-14 05:00:00	NQ	Futures	4968.26	4974.79	4946.28	4951.33	5046.0
2016-01-14 06:00:00	NQ	Futures	4951.03	4954.89	4931.44	4949.55	6570.0
2016-01-14 07:00:00	NQ	Futures	4949.55	4977.16	4944.5	4973.3	8180.0
2016-01-14 08:00:00	NQ	Futures	4973.6	4985.48	4959.35	4981.32	10089.0
2016-01-14 09:00:00	NQ	Futures	4981.32	4992.01	4906.2	4909.76	72706.0
2016-01-14 10:00:00	NQ	Futures	4909.46	5034.77	4898.18	5006.86	122313.0
2016-01-14 11:00:00	NQ	Futures	5007.45	5022.59	4986.37	5021.7	58378.0
2016-01-14 12:00:00	NQ	Futures	5021.41	5048.13	5010.72	5031.8	42585.0
2016-01-14 13:00:00	NQ	Futures	5031.8	5075.74	5027.05	5073.37	38227.0
2016-01-14 14:00:00	NQ	Futures	5073.67	5104.55	5060.9	5102.17	39037.0
2016-01-14 15:00:00	NQ	Futures	5102.47	5107.81	5057.93	5062.09	62742.0
2016-01-14 16:00:00	NQ	Futures	5061.79	5073.67	5046.65	5046.65	16572.0
2016-01-14 18:00:00	NQ	Futures	5053.77	5064.46	5047.54	5062.68	1327.0
2016-01-14 19:00:00	NQ	Futures	5062.09	5070.1	5046.35	5049.02	1736.0
2016-01-14 20:00:00	NQ	Futures	5049.32	5056.74	5030.61	5042.49	3654.0
2016-01-14 21:00:00	NQ	Futures	5042.19	5045.46	5026.45	5028.83	2109.0
2016-01-14 22:00:00	NQ	Futures	5027.34	5033.58	5012.5	5013.98	3421.0
2016-01-14 23:00:00	NQ	Futures	5013.69	5014.87	4996.17	5004.48	3643.0
2016-01-14 00:00:00	YM	Futures	17104.0	17167.9	17103.0	17163.6	3908.0
2016-01-14 01:00:00	YM	Futures	17162.6	17199.8	17159.4	17196.6	2570.0
2016-01-14 02:00:00	YM	Futures	17198.8	17237.1	17170.0	17229.6	5974.0
2016-01-14 03:00:00	YM	Futures	17230.7	17230.7	17115.7	17137.0	9616.0

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