PREVIEW / futures_1hour / 2016-09-21

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-09-21.parquet
  size:    54 KB
  rows:    1,623

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
2016-09-21 00:00:00	ES	Futures	2321.92	2327.09	2314.03	2326.82	35765.0
2016-09-21 01:00:00	ES	Futures	2326.55	2329.0	2325.19	2327.09	11160.0
2016-09-21 02:00:00	ES	Futures	2327.09	2331.17	2327.09	2330.63	14210.0
2016-09-21 03:00:00	ES	Futures	2330.63	2333.35	2328.72	2329.81	28444.0
2016-09-21 04:00:00	ES	Futures	2330.08	2330.08	2326.82	2328.18	12372.0
2016-09-21 05:00:00	ES	Futures	2328.45	2329.27	2326.82	2327.36	9490.0
2016-09-21 06:00:00	ES	Futures	2327.64	2329.81	2327.36	2329.0	9480.0
2016-09-21 07:00:00	ES	Futures	2329.27	2330.08	2326.82	2327.91	13341.0
2016-09-21 08:00:00	ES	Futures	2327.91	2327.91	2324.92	2324.92	34604.0
2016-09-21 09:00:00	ES	Futures	2325.19	2332.26	2324.64	2332.26	200690.0
2016-09-21 10:00:00	ES	Futures	2331.99	2333.62	2328.18	2328.45	194463.0
2016-09-21 11:00:00	ES	Futures	2328.45	2329.54	2325.73	2327.36	157365.0
2016-09-21 12:00:00	ES	Futures	2327.36	2328.18	2319.75	2324.64	166333.0
2016-09-21 13:00:00	ES	Futures	2324.37	2326.28	2321.92	2323.83	105437.0
2016-09-21 14:00:00	ES	Futures	2323.83	2336.89	2320.83	2335.8	390960.0
2016-09-21 15:00:00	ES	Futures	2336.07	2348.04	2333.89	2345.59	315394.0
2016-09-21 16:00:00	ES	Futures	2345.59	2347.23	2344.78	2346.68	92616.0
2016-09-21 18:00:00	ES	Futures	2346.68	2346.68	2344.23	2344.5	5013.0
2016-09-21 19:00:00	ES	Futures	2344.23	2345.05	2343.96	2344.78	2679.0
2016-09-21 20:00:00	ES	Futures	2344.5	2345.32	2343.96	2344.23	3802.0
2016-09-21 21:00:00	ES	Futures	2344.23	2345.05	2343.96	2344.23	4156.0
2016-09-21 22:00:00	ES	Futures	2344.23	2345.32	2343.96	2345.05	3080.0
2016-09-21 23:00:00	ES	Futures	2345.05	2346.95	2344.78	2345.87	3376.0
2016-09-21 00:00:00	NQ	Futures	5733.1	5745.93	5714.31	5745.04	6001.0
2016-09-21 01:00:00	NQ	Futures	5744.14	5751.0	5743.54	5747.72	1832.0
2016-09-21 02:00:00	NQ	Futures	5748.02	5758.76	5748.02	5757.57	2277.0
2016-09-21 03:00:00	NQ	Futures	5757.27	5764.13	5752.79	5756.97	4109.0
2016-09-21 04:00:00	NQ	Futures	5756.37	5756.67	5750.41	5753.99	2042.0
2016-09-21 05:00:00	NQ	Futures	5753.99	5757.27	5750.11	5753.99	1215.0
2016-09-21 06:00:00	NQ	Futures	5753.99	5759.06	5752.49	5757.57	1750.0
2016-09-21 07:00:00	NQ	Futures	5757.27	5758.76	5751.0	5752.49	1804.0
2016-09-21 08:00:00	NQ	Futures	5752.49	5753.39	5747.12	5747.12	3122.0
2016-09-21 09:00:00	NQ	Futures	5747.12	5758.76	5746.83	5758.46	24165.0
2016-09-21 10:00:00	NQ	Futures	5758.46	5763.83	5748.02	5748.32	30750.0
2016-09-21 11:00:00	NQ	Futures	5748.32	5750.7	5729.82	5733.4	31743.0
2016-09-21 12:00:00	NQ	Futures	5733.1	5736.98	5719.08	5732.21	25614.0
2016-09-21 13:00:00	NQ	Futures	5731.91	5739.67	5727.14	5734.3	15661.0
2016-09-21 14:00:00	NQ	Futures	5732.8	5771.29	5721.77	5769.5	75044.0
2016-09-21 15:00:00	NQ	Futures	5769.8	5793.07	5764.13	5785.31	50652.0
2016-09-21 16:00:00	NQ	Futures	5785.31	5789.49	5784.12	5787.4	6134.0
2016-09-21 18:00:00	NQ	Futures	5786.5	5788.89	5781.73	5781.73	639.0
2016-09-21 19:00:00	NQ	Futures	5782.03	5784.71	5781.43	5783.82	575.0
2016-09-21 20:00:00	NQ	Futures	5784.12	5785.91	5783.22	5783.52	573.0
2016-09-21 21:00:00	NQ	Futures	5783.52	5785.31	5782.03	5783.52	767.0
2016-09-21 22:00:00	NQ	Futures	5783.52	5786.5	5783.22	5785.31	346.0
2016-09-21 23:00:00	NQ	Futures	5785.31	5788.89	5785.31	5786.8	606.0
2016-09-21 00:00:00	YM	Futures	19526.1	19559.6	19465.6	19559.6	8329.0
2016-09-21 01:00:00	YM	Futures	19558.6	19579.1	19556.4	19569.4	2697.0
2016-09-21 02:00:00	YM	Futures	19570.5	19599.6	19569.4	19594.2	2990.0
2016-09-21 03:00:00	YM	Futures	19594.2	19614.8	19582.3	19591.0	3956.0

> showing 50 of 1,623 rows — these rows as CSV

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