PREVIEW / futures_1hour / 2016-10-04

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-04.parquet
  size:    55 KB
  rows:    1,656

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
2016-10-04 00:00:00	ES	Futures	2345.05	2346.14	2344.78	2345.87	1716.0
2016-10-04 01:00:00	ES	Futures	2345.87	2346.68	2344.78	2345.59	3186.0
2016-10-04 02:00:00	ES	Futures	2345.59	2346.41	2344.78	2345.05	6581.0
2016-10-04 03:00:00	ES	Futures	2344.78	2349.4	2343.14	2348.04	32449.0
2016-10-04 04:00:00	ES	Futures	2348.04	2349.67	2347.77	2348.31	13828.0
2016-10-04 05:00:00	ES	Futures	2348.31	2350.49	2347.5	2348.04	14077.0
2016-10-04 06:00:00	ES	Futures	2348.04	2348.31	2343.42	2344.5	19710.0
2016-10-04 07:00:00	ES	Futures	2344.5	2345.59	2343.42	2345.59	15271.0
2016-10-04 08:00:00	ES	Futures	2345.59	2345.59	2342.33	2344.5	30597.0
2016-10-04 09:00:00	ES	Futures	2344.23	2348.86	2343.14	2346.95	187892.0
2016-10-04 10:00:00	ES	Futures	2347.23	2347.77	2337.43	2344.5	334103.0
2016-10-04 11:00:00	ES	Futures	2344.78	2346.95	2334.44	2339.34	518070.0
2016-10-04 12:00:00	ES	Futures	2339.34	2342.87	2335.8	2336.34	182212.0
2016-10-04 13:00:00	ES	Futures	2336.61	2337.16	2327.36	2330.08	200418.0
2016-10-04 14:00:00	ES	Futures	2330.08	2332.81	2324.64	2324.92	169483.0
2016-10-04 15:00:00	ES	Futures	2324.92	2334.98	2324.64	2332.81	305350.0
2016-10-04 16:00:00	ES	Futures	2332.81	2334.71	2330.63	2333.08	79362.0
2016-10-04 18:00:00	ES	Futures	2333.62	2334.44	2332.81	2333.89	3233.0
2016-10-04 19:00:00	ES	Futures	2333.89	2333.89	2331.44	2331.72	4067.0
2016-10-04 20:00:00	ES	Futures	2331.72	2331.99	2330.36	2331.17	6078.0
2016-10-04 21:00:00	ES	Futures	2331.17	2333.89	2330.9	2333.89	6131.0
2016-10-04 22:00:00	ES	Futures	2333.89	2335.25	2333.62	2334.71	5280.0
2016-10-04 23:00:00	ES	Futures	2334.71	2334.98	2333.89	2334.71	2054.0
2016-10-04 00:00:00	NQ	Futures	5810.67	5812.46	5810.67	5811.86	147.0
2016-10-04 01:00:00	NQ	Futures	5812.16	5814.85	5810.37	5812.46	543.0
2016-10-04 02:00:00	NQ	Futures	5812.76	5814.25	5810.97	5811.27	941.0
2016-10-04 03:00:00	NQ	Futures	5811.27	5822.6	5807.09	5820.22	4557.0
2016-10-04 04:00:00	NQ	Futures	5820.51	5823.8	5817.83	5820.81	2040.0
2016-10-04 05:00:00	NQ	Futures	5819.62	5824.99	5818.43	5820.22	1640.0
2016-10-04 06:00:00	NQ	Futures	5820.22	5820.51	5811.27	5813.35	2693.0
2016-10-04 07:00:00	NQ	Futures	5813.06	5816.64	5811.86	5816.04	2050.0
2016-10-04 08:00:00	NQ	Futures	5815.74	5816.34	5809.18	5813.95	3348.0
2016-10-04 09:00:00	NQ	Futures	5813.95	5833.04	5812.46	5830.36	30205.0
2016-10-04 10:00:00	NQ	Futures	5830.06	5830.66	5804.11	5820.81	43154.0
2016-10-04 11:00:00	NQ	Futures	5820.81	5823.5	5795.75	5804.7	61545.0
2016-10-04 12:00:00	NQ	Futures	5804.4	5813.35	5797.24	5799.93	28237.0
2016-10-04 13:00:00	NQ	Futures	5799.93	5802.02	5778.15	5785.01	27556.0
2016-10-04 14:00:00	NQ	Futures	5785.01	5790.98	5771.89	5772.48	23096.0
2016-10-04 15:00:00	NQ	Futures	5772.48	5800.23	5771.29	5794.56	35400.0
2016-10-04 16:00:00	NQ	Futures	5794.26	5797.54	5790.38	5795.45	5193.0
2016-10-04 18:00:00	NQ	Futures	5795.45	5795.75	5792.77	5795.16	455.0
2016-10-04 19:00:00	NQ	Futures	5795.16	5795.16	5790.38	5790.38	609.0
2016-10-04 20:00:00	NQ	Futures	5790.68	5791.58	5786.8	5788.89	677.0
2016-10-04 21:00:00	NQ	Futures	5788.89	5795.75	5788.0	5795.45	790.0
2016-10-04 22:00:00	NQ	Futures	5795.75	5799.33	5795.75	5798.14	794.0
2016-10-04 23:00:00	NQ	Futures	5798.44	5799.03	5796.35	5797.54	387.0
2016-10-04 00:00:00	YM	Futures	19634.2	19641.8	19634.2	19639.6	287.0
2016-10-04 01:00:00	YM	Futures	19640.7	19650.4	19632.1	19638.5	404.0
2016-10-04 02:00:00	YM	Futures	19639.6	19647.2	19631.0	19633.1	947.0
2016-10-04 03:00:00	YM	Futures	19633.1	19666.6	19619.1	19659.1	4259.0

> showing 50 of 1,656 rows — these rows as CSV

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