PREVIEW / futures_1hour / 2016-06-24

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-06-24.parquet
  size:    50 KB
  rows:    1,379

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
2016-06-24 00:00:00	ES	Futures	2185.22	2189.56	2168.41	2168.41	77530.0
2016-06-24 01:00:00	ES	Futures	2168.41	2181.15	2168.41	2172.75	66487.0
2016-06-24 02:00:00	ES	Futures	2173.02	2191.19	2170.03	2184.68	102123.0
2016-06-24 03:00:00	ES	Futures	2184.41	2214.24	2183.86	2213.97	138835.0
2016-06-24 04:00:00	ES	Futures	2213.97	2216.68	2201.49	2201.76	98537.0
2016-06-24 05:00:00	ES	Futures	2201.76	2212.61	2200.41	2203.39	57959.0
2016-06-24 06:00:00	ES	Futures	2203.39	2205.83	2186.85	2199.32	76809.0
2016-06-24 07:00:00	ES	Futures	2199.32	2205.56	2193.63	2198.24	66424.0
2016-06-24 08:00:00	ES	Futures	2198.24	2213.97	2197.42	2205.83	104932.0
2016-06-24 09:00:00	ES	Futures	2205.56	2231.86	2199.05	2229.69	438359.0
2016-06-24 10:00:00	ES	Futures	2229.42	2239.73	2224.27	2224.54	423603.0
2016-06-24 11:00:00	ES	Futures	2224.54	2226.17	2216.14	2222.64	294492.0
2016-06-24 12:00:00	ES	Futures	2222.37	2224.0	2208.54	2210.98	187273.0
2016-06-24 13:00:00	ES	Futures	2210.98	2218.58	2208.81	2214.51	162555.0
2016-06-24 14:00:00	ES	Futures	2214.78	2216.68	2202.03	2207.46	213484.0
2016-06-24 15:00:00	ES	Futures	2207.19	2212.61	2193.63	2199.32	522884.0
2016-06-24 16:00:00	ES	Futures	2199.32	2200.68	2187.12	2189.29	192444.0
2016-06-24 00:00:00	NQ	Futures	5081.18	5095.79	5048.4	5048.4	6537.0
2016-06-24 01:00:00	NQ	Futures	5048.4	5074.63	5048.4	5063.0	4968.0
2016-06-24 02:00:00	NQ	Futures	5062.11	5098.47	5053.17	5085.95	8822.0
2016-06-24 03:00:00	NQ	Futures	5085.06	5155.1	5082.97	5153.91	21089.0
2016-06-24 04:00:00	NQ	Futures	5153.91	5159.27	5128.28	5128.87	15212.0
2016-06-24 05:00:00	NQ	Futures	5129.47	5148.54	5124.7	5134.53	9560.0
2016-06-24 06:00:00	NQ	Futures	5134.53	5136.62	5095.19	5119.93	10298.0
2016-06-24 07:00:00	NQ	Futures	5120.23	5135.43	5112.78	5121.12	6749.0
2016-06-24 08:00:00	NQ	Futures	5121.42	5147.65	5119.33	5133.94	11013.0
2016-06-24 09:00:00	NQ	Futures	5132.75	5188.48	5104.73	5181.63	64907.0
2016-06-24 10:00:00	NQ	Futures	5181.63	5202.19	5156.59	5157.48	57006.0
2016-06-24 11:00:00	NQ	Futures	5157.78	5161.96	5138.11	5152.72	42963.0
2016-06-24 12:00:00	NQ	Futures	5153.01	5155.4	5111.29	5117.25	29567.0
2016-06-24 13:00:00	NQ	Futures	5117.55	5133.64	5113.37	5121.72	22387.0
2016-06-24 14:00:00	NQ	Futures	5122.02	5127.98	5094.89	5108.01	29357.0
2016-06-24 15:00:00	NQ	Futures	5107.71	5127.68	5082.38	5096.68	58949.0
2016-06-24 16:00:00	NQ	Futures	5096.68	5103.24	5076.71	5081.18	16908.0
2016-06-24 00:00:00	YM	Futures	18628.0	18671.1	18491.4	18500.0	8837.0
2016-06-24 01:00:00	YM	Futures	18501.0	18622.7	18493.5	18544.1	6279.0
2016-06-24 02:00:00	YM	Futures	18541.9	18677.5	18525.8	18638.8	8082.0
2016-06-24 03:00:00	YM	Futures	18636.6	18837.9	18628.0	18836.8	20800.0
2016-06-24 04:00:00	YM	Futures	18835.7	18835.7	18743.2	18743.2	16809.0
2016-06-24 05:00:00	YM	Futures	18745.3	18809.9	18727.0	18748.6	8324.0
2016-06-24 06:00:00	YM	Futures	18746.4	18763.6	18630.2	18710.9	12602.0
2016-06-24 07:00:00	YM	Futures	18709.8	18745.3	18680.8	18699.1	8509.0
2016-06-24 08:00:00	YM	Futures	18700.1	18789.5	18690.5	18732.4	10030.0
2016-06-24 09:00:00	YM	Futures	18731.3	18865.9	18650.6	18842.2	48227.0
2016-06-24 10:00:00	YM	Futures	18841.1	18934.8	18826.1	18827.1	43999.0
2016-06-24 11:00:00	YM	Futures	18828.2	18834.7	18738.9	18787.3	28205.0
2016-06-24 12:00:00	YM	Futures	18790.5	18801.3	18688.3	18710.9	17142.0
2016-06-24 13:00:00	YM	Futures	18713.1	18770.1	18696.9	18730.3	14816.0
2016-06-24 14:00:00	YM	Futures	18730.3	18751.8	18633.4	18673.2	20850.0
2016-06-24 15:00:00	YM	Futures	18674.3	18727.0	18571.0	18619.4	40809.0

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