PREVIEW / futures_1hour / 2016-09-06

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-09-06.parquet
  size:    52 KB
  rows:    1,582

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
2016-09-06 00:00:00	ES	Futures	2364.47	2364.75	2363.93	2363.93	787.0
2016-09-06 01:00:00	ES	Futures	2363.66	2364.47	2363.66	2363.93	2111.0
2016-09-06 02:00:00	ES	Futures	2364.2	2365.83	2363.93	2365.29	6490.0
2016-09-06 03:00:00	ES	Futures	2365.29	2366.1	2363.39	2363.93	21701.0
2016-09-06 04:00:00	ES	Futures	2363.93	2365.83	2363.66	2365.29	10931.0
2016-09-06 05:00:00	ES	Futures	2365.29	2366.37	2365.02	2365.56	8466.0
2016-09-06 06:00:00	ES	Futures	2365.56	2365.83	2363.93	2364.47	8798.0
2016-09-06 07:00:00	ES	Futures	2364.75	2365.29	2363.66	2365.02	14936.0
2016-09-06 08:00:00	ES	Futures	2365.02	2365.02	2363.39	2364.2	21984.0
2016-09-06 09:00:00	ES	Futures	2364.2	2367.73	2363.93	2365.29	179047.0
2016-09-06 10:00:00	ES	Futures	2365.02	2366.64	2357.15	2360.14	378228.0
2016-09-06 11:00:00	ES	Futures	2359.86	2366.37	2359.05	2366.1	171908.0
2016-09-06 12:00:00	ES	Futures	2366.1	2368.54	2365.02	2366.92	121497.0
2016-09-06 13:00:00	ES	Futures	2366.64	2367.19	2365.29	2366.1	73072.0
2016-09-06 14:00:00	ES	Futures	2366.1	2367.46	2365.29	2367.46	76360.0
2016-09-06 15:00:00	ES	Futures	2367.19	2370.98	2365.29	2370.71	179252.0
2016-09-06 16:00:00	ES	Futures	2370.71	2371.53	2369.08	2370.44	99968.0
2016-09-06 18:00:00	ES	Futures	2370.44	2370.71	2369.36	2369.9	5357.0
2016-09-06 19:00:00	ES	Futures	2369.9	2369.9	2369.08	2369.9	2766.0
2016-09-06 20:00:00	ES	Futures	2369.63	2369.9	2369.36	2369.9	4549.0
2016-09-06 21:00:00	ES	Futures	2369.9	2370.17	2369.08	2369.63	2865.0
2016-09-06 22:00:00	ES	Futures	2369.36	2370.98	2369.36	2370.71	3605.0
2016-09-06 23:00:00	ES	Futures	2370.98	2370.98	2369.63	2370.17	2250.0
2016-09-06 00:00:00	NQ	Futures	5718.42	5718.72	5716.93	5716.93	109.0
2016-09-06 01:00:00	NQ	Futures	5717.23	5718.42	5716.03	5717.52	266.0
2016-09-06 02:00:00	NQ	Futures	5718.12	5722.59	5717.82	5720.8	1051.0
2016-09-06 03:00:00	NQ	Futures	5721.1	5724.68	5716.33	5717.52	3020.0
2016-09-06 04:00:00	NQ	Futures	5717.82	5724.08	5717.23	5722.89	1553.0
2016-09-06 05:00:00	NQ	Futures	5722.59	5725.87	5721.4	5723.19	809.0
2016-09-06 06:00:00	NQ	Futures	5723.19	5723.78	5719.91	5721.99	1060.0
2016-09-06 07:00:00	NQ	Futures	5722.29	5724.38	5719.91	5724.08	1204.0
2016-09-06 08:00:00	NQ	Futures	5724.08	5725.57	5721.4	5725.27	2220.0
2016-09-06 09:00:00	NQ	Futures	5724.97	5740.47	5721.4	5736.6	32878.0
2016-09-06 10:00:00	NQ	Futures	5736.3	5744.94	5718.12	5731.53	50948.0
2016-09-06 11:00:00	NQ	Futures	5731.53	5747.63	5730.04	5747.03	21461.0
2016-09-06 12:00:00	NQ	Futures	5747.33	5755.67	5745.24	5750.9	16816.0
2016-09-06 13:00:00	NQ	Futures	5750.9	5752.4	5744.65	5746.43	11385.0
2016-09-06 14:00:00	NQ	Futures	5746.43	5751.5	5744.05	5750.31	9044.0
2016-09-06 15:00:00	NQ	Futures	5750.31	5757.16	5745.84	5756.27	19285.0
2016-09-06 16:00:00	NQ	Futures	5755.97	5760.14	5753.89	5759.55	6488.0
2016-09-06 18:00:00	NQ	Futures	5758.65	5759.25	5755.97	5756.87	674.0
2016-09-06 19:00:00	NQ	Futures	5756.87	5757.16	5755.67	5756.27	402.0
2016-09-06 20:00:00	NQ	Futures	5756.27	5758.36	5755.38	5758.06	499.0
2016-09-06 21:00:00	NQ	Futures	5758.06	5758.95	5755.97	5757.46	417.0
2016-09-06 22:00:00	NQ	Futures	5757.46	5759.85	5757.46	5759.55	347.0
2016-09-06 23:00:00	NQ	Futures	5759.85	5760.14	5756.57	5757.46	598.0
2016-09-06 00:00:00	YM	Futures	19903.3	19904.4	19900.1	19900.1	138.0
2016-09-06 01:00:00	YM	Futures	19900.1	19907.6	19899.0	19905.5	403.0
2016-09-06 02:00:00	YM	Futures	19905.5	19919.5	19904.4	19913.0	1255.0
2016-09-06 03:00:00	YM	Futures	19913.0	19921.6	19896.9	19901.2	2480.0

> showing 50 of 1,582 rows — these rows as CSV

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