PREVIEW / futures_1hour / 2016-01-26

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-01-26.parquet
  size:    54 KB
  rows:    1,613

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
2016-01-26 00:00:00	ES	Futures	2005.38	2007.79	2002.69	2004.84	13942.0
2016-01-26 01:00:00	ES	Futures	2004.84	2006.72	2000.27	2000.54	14766.0
2016-01-26 02:00:00	ES	Futures	2000.54	2003.49	1994.36	1995.7	29142.0
2016-01-26 03:00:00	ES	Futures	1995.7	1999.2	1989.79	1996.24	43750.0
2016-01-26 04:00:00	ES	Futures	1996.24	2003.76	1994.36	2003.49	30418.0
2016-01-26 05:00:00	ES	Futures	2003.76	2009.94	2001.08	2008.87	34714.0
2016-01-26 06:00:00	ES	Futures	2008.6	2018.0	2006.18	2015.59	41348.0
2016-01-26 07:00:00	ES	Futures	2015.86	2020.42	2011.56	2013.44	43117.0
2016-01-26 08:00:00	ES	Futures	2013.17	2019.89	2010.21	2018.0	56701.0
2016-01-26 09:00:00	ES	Futures	2017.74	2026.87	2014.78	2017.47	262744.0
2016-01-26 10:00:00	ES	Futures	2017.47	2035.74	2017.47	2030.1	286911.0
2016-01-26 11:00:00	ES	Futures	2030.1	2035.74	2027.95	2031.44	181938.0
2016-01-26 12:00:00	ES	Futures	2031.44	2041.65	2031.17	2037.62	140785.0
2016-01-26 13:00:00	ES	Futures	2037.35	2041.92	2035.74	2036.81	91428.0
2016-01-26 14:00:00	ES	Futures	2037.08	2037.35	2030.63	2033.32	133286.0
2016-01-26 15:00:00	ES	Futures	2033.59	2039.23	2029.29	2037.89	225436.0
2016-01-26 16:00:00	ES	Futures	2037.89	2038.7	2029.02	2029.29	85200.0
2016-01-26 18:00:00	ES	Futures	2026.33	2030.1	2022.04	2027.95	18657.0
2016-01-26 19:00:00	ES	Futures	2027.95	2029.83	2024.19	2029.56	15372.0
2016-01-26 20:00:00	ES	Futures	2029.56	2032.52	2024.45	2024.99	16199.0
2016-01-26 21:00:00	ES	Futures	2024.99	2029.02	2023.11	2026.6	10784.0
2016-01-26 22:00:00	ES	Futures	2026.33	2026.6	2019.35	2020.96	13936.0
2016-01-26 23:00:00	ES	Futures	2020.96	2025.53	2019.89	2023.38	10191.0
2016-01-26 00:00:00	NQ	Futures	4960.83	4965.58	4952.22	4957.27	2468.0
2016-01-26 01:00:00	NQ	Futures	4958.75	4963.5	4943.61	4944.5	2004.0
2016-01-26 02:00:00	NQ	Futures	4943.61	4950.44	4924.31	4927.87	4003.0
2016-01-26 03:00:00	NQ	Futures	4928.17	4936.48	4908.87	4928.17	7855.0
2016-01-26 04:00:00	NQ	Futures	4927.87	4948.66	4923.12	4948.66	4342.0
2016-01-26 05:00:00	NQ	Futures	4948.36	4968.55	4942.42	4965.29	6790.0
2016-01-26 06:00:00	NQ	Futures	4965.29	4988.45	4959.64	4981.62	5356.0
2016-01-26 07:00:00	NQ	Futures	4981.91	4993.79	4972.71	4977.76	5780.0
2016-01-26 08:00:00	NQ	Futures	4977.46	4996.46	4969.15	4990.82	7560.0
2016-01-26 09:00:00	NQ	Futures	4990.82	5002.4	4950.74	4957.57	49585.0
2016-01-26 10:00:00	NQ	Futures	4957.27	5011.31	4957.27	4996.17	55847.0
2016-01-26 11:00:00	NQ	Futures	4995.87	5017.25	4994.68	5006.26	28231.0
2016-01-26 12:00:00	NQ	Futures	5005.97	5033.58	5005.97	5023.48	24450.0
2016-01-26 13:00:00	NQ	Futures	5023.78	5040.41	5018.73	5023.19	18819.0
2016-01-26 14:00:00	NQ	Futures	5023.19	5023.48	5003.59	5010.12	22630.0
2016-01-26 15:00:00	NQ	Futures	5009.83	5022.0	4994.68	5019.62	33847.0
2016-01-26 16:00:00	NQ	Futures	5019.62	5032.69	4997.35	5001.21	14188.0
2016-01-26 18:00:00	NQ	Futures	4982.8	4993.79	4970.63	4987.26	2919.0
2016-01-26 19:00:00	NQ	Futures	4986.96	4993.2	4978.35	4992.6	2599.0
2016-01-26 20:00:00	NQ	Futures	4992.9	4999.43	4979.24	4980.43	3054.0
2016-01-26 21:00:00	NQ	Futures	4980.13	4991.71	4974.49	4985.18	2032.0
2016-01-26 22:00:00	NQ	Futures	4984.59	4986.07	4966.18	4970.33	2422.0
2016-01-26 23:00:00	NQ	Futures	4970.33	4982.21	4966.18	4975.68	2183.0
2016-01-26 00:00:00	YM	Futures	16787.9	16806.0	16769.8	16778.3	2963.0
2016-01-26 01:00:00	YM	Futures	16782.6	16795.3	16735.7	16737.9	2566.0
2016-01-26 02:00:00	YM	Futures	16741.1	16773.0	16684.6	16688.9	5123.0
2016-01-26 03:00:00	YM	Futures	16691.0	16718.7	16648.4	16698.5	5496.0

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