PREVIEW / futures_1hour / 2016-09-27

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-09-27.parquet
  size:    53 KB
  rows:    1,611

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
2016-09-27 00:00:00	ES	Futures	2343.14	2343.96	2342.06	2342.33	5233.0
2016-09-27 01:00:00	ES	Futures	2342.6	2343.96	2341.51	2342.06	6905.0
2016-09-27 02:00:00	ES	Futures	2342.06	2343.42	2341.51	2342.87	9271.0
2016-09-27 03:00:00	ES	Futures	2342.87	2344.23	2337.7	2338.25	33359.0
2016-09-27 04:00:00	ES	Futures	2338.52	2339.34	2334.44	2334.44	22960.0
2016-09-27 05:00:00	ES	Futures	2334.44	2334.98	2329.81	2333.08	32872.0
2016-09-27 06:00:00	ES	Futures	2333.35	2335.25	2331.72	2334.98	12309.0
2016-09-27 07:00:00	ES	Futures	2335.25	2335.8	2332.26	2333.35	18759.0
2016-09-27 08:00:00	ES	Futures	2333.35	2334.98	2326.82	2329.0	57066.0
2016-09-27 09:00:00	ES	Futures	2329.0	2333.35	2321.11	2333.08	277554.0
2016-09-27 10:00:00	ES	Futures	2332.81	2337.97	2327.09	2328.45	261627.0
2016-09-27 11:00:00	ES	Futures	2328.45	2337.97	2328.45	2336.61	176769.0
2016-09-27 12:00:00	ES	Futures	2336.34	2342.87	2334.98	2342.06	168591.0
2016-09-27 13:00:00	ES	Futures	2342.33	2344.23	2340.42	2341.78	108754.0
2016-09-27 14:00:00	ES	Futures	2342.06	2343.14	2339.88	2340.97	97812.0
2016-09-27 15:00:00	ES	Futures	2340.97	2342.87	2338.52	2342.6	180794.0
2016-09-27 16:00:00	ES	Futures	2342.87	2343.96	2342.06	2342.06	75236.0
2016-09-27 18:00:00	ES	Futures	2342.06	2343.42	2340.7	2342.6	6136.0
2016-09-27 19:00:00	ES	Futures	2342.87	2342.87	2340.15	2341.24	3399.0
2016-09-27 20:00:00	ES	Futures	2341.51	2341.78	2340.15	2340.7	4448.0
2016-09-27 21:00:00	ES	Futures	2340.42	2340.7	2336.61	2338.79	11839.0
2016-09-27 22:00:00	ES	Futures	2338.52	2339.34	2337.7	2337.97	3795.0
2016-09-27 23:00:00	ES	Futures	2337.7	2338.52	2336.89	2337.7	3382.0
2016-09-27 00:00:00	NQ	Futures	5780.24	5782.33	5777.55	5779.05	854.0
2016-09-27 01:00:00	NQ	Futures	5779.34	5782.63	5777.55	5779.05	1077.0
2016-09-27 02:00:00	NQ	Futures	5779.05	5782.33	5778.15	5782.03	1412.0
2016-09-27 03:00:00	NQ	Futures	5781.43	5783.52	5768.31	5768.9	5238.0
2016-09-27 04:00:00	NQ	Futures	5768.9	5772.18	5759.36	5760.55	3519.0
2016-09-27 05:00:00	NQ	Futures	5760.55	5760.55	5748.62	5756.67	4631.0
2016-09-27 06:00:00	NQ	Futures	5756.37	5760.85	5752.49	5760.25	1861.0
2016-09-27 07:00:00	NQ	Futures	5760.55	5762.64	5753.99	5756.97	2757.0
2016-09-27 08:00:00	NQ	Futures	5756.67	5759.95	5745.04	5748.32	6238.0
2016-09-27 09:00:00	NQ	Futures	5748.02	5777.26	5736.38	5775.76	37703.0
2016-09-27 10:00:00	NQ	Futures	5775.76	5787.7	5764.73	5767.11	37142.0
2016-09-27 11:00:00	NQ	Futures	5767.11	5787.1	5764.73	5783.22	24635.0
2016-09-27 12:00:00	NQ	Futures	5783.22	5799.63	5779.05	5795.75	23034.0
2016-09-27 13:00:00	NQ	Futures	5795.75	5803.21	5790.38	5799.33	15481.0
2016-09-27 14:00:00	NQ	Futures	5799.03	5805.0	5794.56	5797.84	15004.0
2016-09-27 15:00:00	NQ	Futures	5797.84	5804.4	5791.87	5802.32	22995.0
2016-09-27 16:00:00	NQ	Futures	5802.32	5804.4	5798.74	5799.03	6738.0
2016-09-27 18:00:00	NQ	Futures	5796.65	5803.51	5796.05	5803.51	1049.0
2016-09-27 19:00:00	NQ	Futures	5803.51	5803.81	5797.84	5800.82	760.0
2016-09-27 20:00:00	NQ	Futures	5800.23	5800.82	5797.24	5797.84	672.0
2016-09-27 21:00:00	NQ	Futures	5797.24	5797.84	5788.0	5791.58	1645.0
2016-09-27 22:00:00	NQ	Futures	5791.58	5793.07	5788.59	5789.79	737.0
2016-09-27 23:00:00	NQ	Futures	5789.79	5790.38	5786.21	5787.7	688.0
2016-09-27 00:00:00	YM	Futures	19586.7	19595.3	19578.0	19583.4	1099.0
2016-09-27 01:00:00	YM	Futures	19583.4	19594.2	19573.7	19579.1	1327.0
2016-09-27 02:00:00	YM	Futures	19580.2	19587.7	19574.8	19585.6	1250.0
2016-09-27 03:00:00	YM	Futures	19584.5	19596.4	19532.6	19538.0	5196.0

> showing 50 of 1,611 rows — these rows as CSV

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