PREVIEW / futures_1hour / 2016-01-22

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-01-22.parquet
  size:    46 KB
  rows:    1,345

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
2016-01-22 00:00:00	ES	Futures	2007.53	2020.15	2007.53	2019.08	23750.0
2016-01-22 01:00:00	ES	Futures	2019.08	2020.42	2013.97	2019.89	13068.0
2016-01-22 02:00:00	ES	Futures	2019.89	2028.75	2019.62	2025.8	31285.0
2016-01-22 03:00:00	ES	Futures	2025.8	2027.68	2017.74	2027.68	45480.0
2016-01-22 04:00:00	ES	Futures	2027.68	2033.59	2023.92	2024.99	39589.0
2016-01-22 05:00:00	ES	Futures	2024.99	2030.63	2022.57	2027.14	23613.0
2016-01-22 06:00:00	ES	Futures	2026.87	2030.37	2026.33	2028.48	24898.0
2016-01-22 07:00:00	ES	Futures	2028.48	2032.25	2025.53	2029.29	30112.0
2016-01-22 08:00:00	ES	Futures	2029.29	2032.78	2025.8	2026.6	54969.0
2016-01-22 09:00:00	ES	Futures	2026.6	2039.5	2026.33	2038.96	288720.0
2016-01-22 10:00:00	ES	Futures	2038.7	2042.46	2030.63	2030.9	405802.0
2016-01-22 11:00:00	ES	Futures	2030.9	2034.93	2024.19	2026.6	271872.0
2016-01-22 12:00:00	ES	Futures	2026.6	2036.28	2026.07	2035.74	131839.0
2016-01-22 13:00:00	ES	Futures	2035.74	2041.11	2031.98	2040.85	119091.0
2016-01-22 14:00:00	ES	Futures	2040.58	2044.61	2034.4	2039.5	179640.0
2016-01-22 15:00:00	ES	Futures	2039.5	2042.99	2033.32	2041.38	233203.0
2016-01-22 16:00:00	ES	Futures	2041.38	2042.46	2036.01	2041.38	100826.0
2016-01-22 00:00:00	NQ	Futures	4927.58	4962.91	4927.58	4960.54	4676.0
2016-01-22 01:00:00	NQ	Futures	4959.94	4961.72	4946.88	4960.83	2697.0
2016-01-22 02:00:00	NQ	Futures	4960.83	4982.21	4959.35	4978.05	5750.0
2016-01-22 03:00:00	NQ	Futures	4978.35	4985.77	4959.64	4985.48	10619.0
2016-01-22 04:00:00	NQ	Futures	4985.77	5003.0	4976.87	4978.65	7557.0
2016-01-22 05:00:00	NQ	Futures	4978.94	4993.79	4971.52	4983.4	4314.0
2016-01-22 06:00:00	NQ	Futures	4983.99	4997.06	4981.91	4991.42	4697.0
2016-01-22 07:00:00	NQ	Futures	4991.71	5002.7	4985.18	4996.76	5919.0
2016-01-22 08:00:00	NQ	Futures	4997.06	5003.89	4985.77	4988.74	8771.0
2016-01-22 09:00:00	NQ	Futures	4988.74	5023.78	4988.45	5021.11	50199.0
2016-01-22 10:00:00	NQ	Futures	5021.41	5040.11	5011.9	5013.09	59081.0
2016-01-22 11:00:00	NQ	Futures	5013.09	5026.45	4999.43	5004.78	36588.0
2016-01-22 12:00:00	NQ	Futures	5004.78	5031.8	5003.59	5030.02	22789.0
2016-01-22 13:00:00	NQ	Futures	5030.31	5039.52	5020.22	5038.63	16610.0
2016-01-22 14:00:00	NQ	Futures	5038.33	5051.4	5026.75	5038.33	25114.0
2016-01-22 15:00:00	NQ	Futures	5038.92	5049.61	5024.67	5048.43	34511.0
2016-01-22 16:00:00	NQ	Futures	5048.13	5049.91	5033.88	5043.97	11414.0
2016-01-22 00:00:00	YM	Futures	16842.2	16960.3	16842.2	16951.8	6136.0
2016-01-22 01:00:00	YM	Futures	16950.8	16956.1	16911.4	16948.6	3046.0
2016-01-22 02:00:00	YM	Futures	16950.8	17017.8	16948.6	16995.5	3956.0
2016-01-22 03:00:00	YM	Futures	16997.6	17013.6	16936.9	17013.6	7046.0
2016-01-22 04:00:00	YM	Futures	17014.6	17068.9	16990.1	16997.6	6585.0
2016-01-22 05:00:00	YM	Futures	16996.5	17034.8	16977.4	17005.0	3569.0
2016-01-22 06:00:00	YM	Futures	17004.0	17033.8	16999.7	17018.9	2984.0
2016-01-22 07:00:00	YM	Futures	17021.0	17046.6	16999.7	17022.1	3624.0
2016-01-22 08:00:00	YM	Futures	17021.0	17047.6	16990.1	16997.6	5743.0
2016-01-22 09:00:00	YM	Futures	16996.5	17074.2	16995.5	17071.0	26646.0
2016-01-22 10:00:00	YM	Futures	17073.2	17087.0	16980.6	16982.7	33609.0
2016-01-22 11:00:00	YM	Futures	16982.7	17000.8	16914.6	16926.3	24374.0
2016-01-22 12:00:00	YM	Futures	16925.2	16990.1	16925.2	16982.7	12824.0
2016-01-22 13:00:00	YM	Futures	16983.8	17029.5	16967.8	17026.3	10006.0
2016-01-22 14:00:00	YM	Futures	17026.3	17057.2	16988.0	17018.9	14684.0
2016-01-22 15:00:00	YM	Futures	17018.9	17044.4	16971.0	17037.0	15883.0

> showing 50 of 1,345 rows — these rows as CSV

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