PREVIEW / futures_1hour / 2016-01-15

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-01-15.parquet
  size:    48 KB
  rows:    1,351

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
2016-01-15 00:00:00	ES	Futures	2040.04	2045.41	2038.43	2045.41	15222.0
2016-01-15 01:00:00	ES	Futures	2045.41	2046.22	2038.16	2040.31	11779.0
2016-01-15 02:00:00	ES	Futures	2040.31	2044.34	2035.47	2040.04	21681.0
2016-01-15 03:00:00	ES	Futures	2040.31	2045.41	2027.95	2029.56	54648.0
2016-01-15 04:00:00	ES	Futures	2029.29	2031.98	2023.65	2027.68	56005.0
2016-01-15 05:00:00	ES	Futures	2027.95	2030.63	2019.08	2020.15	40061.0
2016-01-15 06:00:00	ES	Futures	2020.15	2027.41	2016.66	2024.72	43396.0
2016-01-15 07:00:00	ES	Futures	2024.72	2029.02	2021.23	2026.07	40054.0
2016-01-15 08:00:00	ES	Futures	2025.8	2026.6	2002.15	2009.94	189020.0
2016-01-15 09:00:00	ES	Futures	2009.67	2021.77	1999.46	2010.21	526020.0
2016-01-15 10:00:00	ES	Futures	2009.94	2022.84	2003.76	2009.67	479576.0
2016-01-15 11:00:00	ES	Futures	2009.94	2014.24	2003.49	2005.64	368939.0
2016-01-15 12:00:00	ES	Futures	2005.91	2007.53	1987.64	2000.27	381592.0
2016-01-15 13:00:00	ES	Futures	2000.27	2008.87	1995.7	2005.64	255075.0
2016-01-15 14:00:00	ES	Futures	2005.64	2017.2	1997.31	2016.39	270384.0
2016-01-15 15:00:00	ES	Futures	2016.66	2018.81	2004.03	2011.82	453671.0
2016-01-15 16:00:00	ES	Futures	2011.82	2021.23	2011.02	2016.93	135879.0
2016-01-15 00:00:00	NQ	Futures	5003.89	5022.0	4998.54	5021.7	3820.0
2016-01-15 01:00:00	NQ	Futures	5022.3	5024.67	4999.14	5008.34	2845.0
2016-01-15 02:00:00	NQ	Futures	5008.04	5021.41	4993.79	5009.83	4528.0
2016-01-15 03:00:00	NQ	Futures	5010.12	5024.08	4974.49	4979.24	9433.0
2016-01-15 04:00:00	NQ	Futures	4979.84	4983.4	4962.61	4973.9	7950.0
2016-01-15 05:00:00	NQ	Futures	4973.6	4981.02	4951.03	4953.11	5952.0
2016-01-15 06:00:00	NQ	Futures	4953.41	4971.22	4944.8	4964.99	6160.0
2016-01-15 07:00:00	NQ	Futures	4965.29	4975.98	4957.27	4970.63	6280.0
2016-01-15 08:00:00	NQ	Futures	4970.33	4973.01	4901.74	4919.26	28327.0
2016-01-15 09:00:00	NQ	Futures	4919.26	4959.64	4885.71	4919.56	92407.0
2016-01-15 10:00:00	NQ	Futures	4920.45	4953.71	4898.77	4902.93	82371.0
2016-01-15 11:00:00	NQ	Futures	4903.23	4917.48	4886.3	4894.62	61520.0
2016-01-15 12:00:00	NQ	Futures	4894.02	4898.77	4840.87	4881.85	60897.0
2016-01-15 13:00:00	NQ	Futures	4881.85	4910.35	4870.56	4897.88	48106.0
2016-01-15 14:00:00	NQ	Futures	4897.59	4924.61	4866.7	4923.42	48876.0
2016-01-15 15:00:00	NQ	Futures	4922.82	4929.06	4884.82	4905.01	65661.0
2016-01-15 16:00:00	NQ	Futures	4905.31	4927.87	4903.82	4924.01	14644.0
2016-01-15 00:00:00	YM	Futures	17177.5	17220.1	17163.6	17219.0	3664.0
2016-01-15 01:00:00	YM	Futures	17219.0	17226.5	17160.5	17178.6	2942.0
2016-01-15 02:00:00	YM	Futures	17177.5	17215.8	17141.3	17177.5	5019.0
2016-01-15 03:00:00	YM	Futures	17178.6	17222.2	17073.2	17089.1	13458.0
2016-01-15 04:00:00	YM	Futures	17090.2	17114.7	17049.7	17084.9	11148.0
2016-01-15 05:00:00	YM	Futures	17084.9	17103.0	17018.9	17027.4	6164.0
2016-01-15 06:00:00	YM	Futures	17027.4	17077.4	16997.6	17057.2	6857.0
2016-01-15 07:00:00	YM	Futures	17058.3	17087.0	17017.8	17057.2	5196.0
2016-01-15 08:00:00	YM	Futures	17056.1	17061.5	16873.0	16936.9	23594.0
2016-01-15 09:00:00	YM	Futures	16934.8	17001.8	16849.6	16927.3	48071.0
2016-01-15 10:00:00	YM	Futures	16931.6	17017.8	16875.2	16928.4	47706.0
2016-01-15 11:00:00	YM	Futures	16929.5	16968.8	16878.4	16899.7	40115.0
2016-01-15 12:00:00	YM	Futures	16898.6	16918.8	16763.4	16854.9	32038.0
2016-01-15 13:00:00	YM	Futures	16853.9	16905.0	16809.2	16886.9	22243.0
2016-01-15 14:00:00	YM	Futures	16885.8	16962.5	16814.5	16956.1	24273.0
2016-01-15 15:00:00	YM	Futures	16956.1	16972.0	16866.7	16917.8	35363.0

> showing 50 of 1,351 rows — these rows as CSV

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