PREVIEW / futures_1hour / 2016-10-05

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-05.parquet
  size:    53 KB
  rows:    1,636

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
2016-10-05 00:00:00	ES	Futures	2334.71	2334.71	2333.35	2333.89	2000.0
2016-10-05 01:00:00	ES	Futures	2333.62	2333.89	2331.72	2333.35	3176.0
2016-10-05 02:00:00	ES	Futures	2333.35	2333.62	2330.08	2332.81	12976.0
2016-10-05 03:00:00	ES	Futures	2332.81	2336.89	2330.08	2334.98	35403.0
2016-10-05 04:00:00	ES	Futures	2334.71	2335.53	2333.62	2334.44	15567.0
2016-10-05 05:00:00	ES	Futures	2334.44	2335.8	2332.53	2333.08	13796.0
2016-10-05 06:00:00	ES	Futures	2333.08	2334.71	2332.26	2332.81	11187.0
2016-10-05 07:00:00	ES	Futures	2333.08	2339.61	2332.81	2338.52	23504.0
2016-10-05 08:00:00	ES	Futures	2338.52	2341.24	2337.16	2339.06	41102.0
2016-10-05 09:00:00	ES	Futures	2338.79	2344.5	2336.61	2343.42	182751.0
2016-10-05 10:00:00	ES	Futures	2343.42	2346.14	2339.61	2342.87	282215.0
2016-10-05 11:00:00	ES	Futures	2342.87	2346.14	2342.06	2344.78	132284.0
2016-10-05 12:00:00	ES	Futures	2344.5	2347.5	2344.23	2345.05	81142.0
2016-10-05 13:00:00	ES	Futures	2345.32	2347.23	2343.96	2346.95	77907.0
2016-10-05 14:00:00	ES	Futures	2346.68	2347.23	2344.78	2346.68	96744.0
2016-10-05 15:00:00	ES	Futures	2346.95	2348.59	2342.06	2343.14	245982.0
2016-10-05 16:00:00	ES	Futures	2343.14	2344.78	2342.06	2343.96	78580.0
2016-10-05 18:00:00	ES	Futures	2343.42	2344.78	2342.6	2343.42	3874.0
2016-10-05 19:00:00	ES	Futures	2343.42	2343.96	2342.87	2343.42	1870.0
2016-10-05 20:00:00	ES	Futures	2343.14	2344.23	2342.87	2343.42	2918.0
2016-10-05 21:00:00	ES	Futures	2343.14	2343.42	2341.24	2341.51	4491.0
2016-10-05 22:00:00	ES	Futures	2341.51	2341.78	2340.7	2341.24	2968.0
2016-10-05 23:00:00	ES	Futures	2340.97	2342.06	2340.97	2341.51	1787.0
2016-10-05 00:00:00	NQ	Futures	5797.54	5797.84	5793.66	5795.16	378.0
2016-10-05 01:00:00	NQ	Futures	5795.45	5795.45	5791.28	5795.16	483.0
2016-10-05 02:00:00	NQ	Futures	5795.16	5796.65	5787.7	5793.66	1666.0
2016-10-05 03:00:00	NQ	Futures	5793.66	5802.02	5786.8	5797.84	3648.0
2016-10-05 04:00:00	NQ	Futures	5798.14	5799.93	5795.16	5797.54	1264.0
2016-10-05 05:00:00	NQ	Futures	5797.24	5800.53	5792.77	5794.26	1407.0
2016-10-05 06:00:00	NQ	Futures	5794.26	5797.54	5793.96	5796.05	996.0
2016-10-05 07:00:00	NQ	Futures	5795.75	5808.88	5795.45	5807.69	2891.0
2016-10-05 08:00:00	NQ	Futures	5807.98	5811.86	5805.0	5805.6	5116.0
2016-10-05 09:00:00	NQ	Futures	5805.3	5819.62	5800.82	5818.13	25616.0
2016-10-05 10:00:00	NQ	Futures	5818.13	5830.36	5812.46	5817.83	48930.0
2016-10-05 11:00:00	NQ	Futures	5817.83	5828.87	5815.74	5826.78	20407.0
2016-10-05 12:00:00	NQ	Futures	5826.78	5833.64	5825.59	5826.18	12203.0
2016-10-05 13:00:00	NQ	Futures	5826.18	5830.06	5820.22	5828.57	10709.0
2016-10-05 14:00:00	NQ	Futures	5828.57	5828.57	5822.6	5826.48	11634.0
2016-10-05 15:00:00	NQ	Futures	5826.78	5829.76	5813.35	5815.14	24905.0
2016-10-05 16:00:00	NQ	Futures	5815.44	5821.11	5813.06	5819.02	5801.0
2016-10-05 18:00:00	NQ	Futures	5816.34	5820.51	5816.34	5818.43	434.0
2016-10-05 19:00:00	NQ	Futures	5818.13	5819.02	5816.64	5817.23	241.0
2016-10-05 20:00:00	NQ	Futures	5817.23	5820.51	5816.93	5817.53	412.0
2016-10-05 21:00:00	NQ	Futures	5817.23	5817.23	5812.46	5812.76	613.0
2016-10-05 22:00:00	NQ	Futures	5813.06	5814.25	5811.56	5813.35	382.0
2016-10-05 23:00:00	NQ	Futures	5813.35	5815.44	5813.35	5814.25	216.0
2016-10-05 00:00:00	YM	Futures	19553.2	19554.2	19545.6	19547.8	289.0
2016-10-05 01:00:00	YM	Futures	19548.8	19549.9	19531.5	19544.5	718.0
2016-10-05 02:00:00	YM	Futures	19545.6	19549.9	19516.4	19535.9	2021.0
2016-10-05 03:00:00	YM	Futures	19534.8	19564.0	19512.1	19548.8	4735.0

> showing 50 of 1,636 rows — these rows as CSV

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