PREVIEW / futures_1hour / 2016-01-21

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-01-21.parquet
  size:    56 KB
  rows:    1,639

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
2016-01-21 00:00:00	ES	Futures	1997.05	2000.0	1986.57	1988.98	28130.0
2016-01-21 01:00:00	ES	Futures	1988.98	1993.82	1980.12	1984.95	24740.0
2016-01-21 02:00:00	ES	Futures	1984.68	1987.1	1973.67	1981.73	40811.0
2016-01-21 03:00:00	ES	Futures	1981.73	1997.05	1977.16	1978.5	64899.0
2016-01-21 04:00:00	ES	Futures	1978.5	1986.3	1974.74	1983.07	42276.0
2016-01-21 05:00:00	ES	Futures	1983.07	1991.67	1982.27	1988.98	32010.0
2016-01-21 06:00:00	ES	Futures	1988.98	1990.06	1979.58	1984.42	27239.0
2016-01-21 07:00:00	ES	Futures	1984.68	1992.75	1980.12	1990.06	35256.0
2016-01-21 08:00:00	ES	Futures	1990.06	2014.51	1989.79	2000.81	185020.0
2016-01-21 09:00:00	ES	Futures	2000.81	2003.49	1978.5	1983.34	363651.0
2016-01-21 10:00:00	ES	Futures	1983.61	2013.97	1982.8	2002.69	387654.0
2016-01-21 11:00:00	ES	Futures	2002.69	2017.74	1998.12	2016.39	314057.0
2016-01-21 12:00:00	ES	Futures	2016.39	2024.19	2013.44	2016.12	201437.0
2016-01-21 13:00:00	ES	Futures	2015.86	2021.5	2001.61	2006.99	211290.0
2016-01-21 14:00:00	ES	Futures	2007.26	2009.94	1990.6	2007.79	257767.0
2016-01-21 15:00:00	ES	Futures	2008.06	2011.56	1996.24	2000.27	281069.0
2016-01-21 16:00:00	ES	Futures	2000.27	2004.3	1997.31	2000.81	88561.0
2016-01-21 18:00:00	ES	Futures	1997.58	2004.57	1994.9	2003.76	9801.0
2016-01-21 19:00:00	ES	Futures	2004.03	2009.67	1998.12	2004.57	22489.0
2016-01-21 20:00:00	ES	Futures	2004.57	2007.53	2000.81	2002.42	13025.0
2016-01-21 21:00:00	ES	Futures	2002.69	2008.33	2001.88	2004.57	11260.0
2016-01-21 22:00:00	ES	Futures	2004.84	2005.11	1994.63	1997.85	14709.0
2016-01-21 23:00:00	ES	Futures	1997.85	2008.33	1997.85	2007.53	10309.0
2016-01-21 00:00:00	NQ	Futures	4911.24	4918.96	4882.44	4886.9	5643.0
2016-01-21 01:00:00	NQ	Futures	4887.49	4901.15	4866.11	4880.36	4045.0
2016-01-21 02:00:00	NQ	Futures	4880.07	4889.27	4852.75	4875.91	6761.0
2016-01-21 03:00:00	NQ	Futures	4875.32	4914.51	4859.28	4863.44	12608.0
2016-01-21 04:00:00	NQ	Futures	4863.74	4886.6	4853.94	4879.18	9336.0
2016-01-21 05:00:00	NQ	Futures	4877.99	4900.55	4875.61	4894.62	6138.0
2016-01-21 06:00:00	NQ	Futures	4894.62	4897.29	4870.86	4888.08	6117.0
2016-01-21 07:00:00	NQ	Futures	4887.79	4910.35	4877.1	4903.23	6632.0
2016-01-21 08:00:00	NQ	Futures	4903.23	4966.18	4902.34	4934.11	30239.0
2016-01-21 09:00:00	NQ	Futures	4934.41	4941.83	4855.72	4869.38	73649.0
2016-01-21 10:00:00	NQ	Futures	4869.67	4955.78	4867.6	4927.58	79136.0
2016-01-21 11:00:00	NQ	Futures	4927.58	4962.91	4915.7	4959.94	63732.0
2016-01-21 12:00:00	NQ	Futures	4959.94	4979.24	4953.71	4956.97	38601.0
2016-01-21 13:00:00	NQ	Futures	4957.27	4970.93	4921.34	4931.44	39485.0
2016-01-21 14:00:00	NQ	Futures	4932.33	4941.53	4888.38	4934.41	60011.0
2016-01-21 15:00:00	NQ	Futures	4934.41	4941.83	4901.15	4906.49	66206.0
2016-01-21 16:00:00	NQ	Futures	4906.79	4911.54	4896.4	4904.71	12365.0
2016-01-21 18:00:00	NQ	Futures	4900.85	4915.4	4894.02	4914.81	1824.0
2016-01-21 19:00:00	NQ	Futures	4914.81	4929.06	4901.74	4917.18	3364.0
2016-01-21 20:00:00	NQ	Futures	4918.67	4926.98	4906.79	4912.43	2819.0
2016-01-21 21:00:00	NQ	Futures	4911.84	4927.58	4910.35	4917.78	2810.0
2016-01-21 22:00:00	NQ	Futures	4917.18	4918.07	4892.24	4901.15	3489.0
2016-01-21 23:00:00	NQ	Futures	4901.15	4930.25	4901.15	4927.28	2445.0
2016-01-21 00:00:00	YM	Futures	16751.7	16762.3	16659.1	16675.1	7830.0
2016-01-21 01:00:00	YM	Futures	16676.1	16711.2	16609.1	16647.4	5276.0
2016-01-21 02:00:00	YM	Futures	16646.3	16664.4	16565.4	16622.9	5096.0
2016-01-21 03:00:00	YM	Futures	16625.0	16743.2	16585.6	16594.2	11723.0

> showing 50 of 1,639 rows — these rows as CSV

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