PREVIEW / futures_1hour / 2016-10-06

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-06.parquet
  size:    54 KB
  rows:    1,633

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
2016-10-06 00:00:00	ES	Futures	2341.51	2342.33	2340.7	2342.33	1644.0
2016-10-06 01:00:00	ES	Futures	2342.06	2342.6	2341.51	2342.33	2190.0
2016-10-06 02:00:00	ES	Futures	2342.33	2345.32	2342.06	2345.05	9444.0
2016-10-06 03:00:00	ES	Futures	2345.32	2346.14	2342.87	2343.42	22844.0
2016-10-06 04:00:00	ES	Futures	2343.42	2345.05	2342.33	2344.5	14794.0
2016-10-06 05:00:00	ES	Futures	2344.5	2345.05	2337.97	2338.25	19054.0
2016-10-06 06:00:00	ES	Futures	2337.97	2339.34	2337.16	2339.34	13220.0
2016-10-06 07:00:00	ES	Futures	2339.34	2341.51	2337.97	2340.15	16141.0
2016-10-06 08:00:00	ES	Futures	2340.15	2340.97	2337.43	2340.7	30768.0
2016-10-06 09:00:00	ES	Futures	2340.97	2341.78	2333.89	2336.34	210478.0
2016-10-06 10:00:00	ES	Futures	2336.07	2338.25	2334.98	2336.89	146770.0
2016-10-06 11:00:00	ES	Futures	2336.89	2345.87	2332.53	2343.14	238580.0
2016-10-06 12:00:00	ES	Futures	2343.14	2347.23	2342.87	2344.5	118043.0
2016-10-06 13:00:00	ES	Futures	2344.23	2346.14	2343.42	2344.5	61575.0
2016-10-06 14:00:00	ES	Futures	2344.5	2346.41	2343.96	2344.23	71894.0
2016-10-06 15:00:00	ES	Futures	2344.5	2346.14	2342.6	2344.78	138120.0
2016-10-06 16:00:00	ES	Futures	2344.78	2347.77	2344.5	2346.14	70715.0
2016-10-06 18:00:00	ES	Futures	2345.59	2346.68	2345.05	2345.59	2737.0
2016-10-06 19:00:00	ES	Futures	2345.32	2345.59	2341.51	2342.06	11298.0
2016-10-06 20:00:00	ES	Futures	2342.33	2343.42	2340.42	2340.7	9112.0
2016-10-06 21:00:00	ES	Futures	2340.7	2341.51	2339.34	2341.24	8758.0
2016-10-06 22:00:00	ES	Futures	2341.24	2343.14	2341.24	2342.87	5728.0
2016-10-06 23:00:00	ES	Futures	2342.87	2343.42	2341.51	2342.6	3055.0
2016-10-06 00:00:00	NQ	Futures	5814.25	5815.74	5812.16	5815.44	223.0
2016-10-06 01:00:00	NQ	Futures	5815.44	5816.34	5814.55	5816.04	236.0
2016-10-06 02:00:00	NQ	Futures	5816.04	5823.2	5815.14	5822.9	1081.0
2016-10-06 03:00:00	NQ	Futures	5822.9	5824.69	5817.23	5817.53	2714.0
2016-10-06 04:00:00	NQ	Futures	5817.53	5821.41	5814.85	5820.81	2058.0
2016-10-06 05:00:00	NQ	Futures	5820.51	5821.41	5803.51	5804.11	3210.0
2016-10-06 06:00:00	NQ	Futures	5803.81	5806.79	5802.02	5806.49	2743.0
2016-10-06 07:00:00	NQ	Futures	5806.49	5813.06	5804.7	5809.18	2573.0
2016-10-06 08:00:00	NQ	Futures	5809.48	5810.07	5803.81	5809.77	3614.0
2016-10-06 09:00:00	NQ	Futures	5809.77	5812.46	5790.98	5797.54	31281.0
2016-10-06 10:00:00	NQ	Futures	5797.24	5802.61	5793.07	5800.82	27589.0
2016-10-06 11:00:00	NQ	Futures	5800.82	5822.01	5782.33	5816.34	43361.0
2016-10-06 12:00:00	NQ	Futures	5816.34	5824.09	5811.56	5813.65	18940.0
2016-10-06 13:00:00	NQ	Futures	5813.35	5816.64	5809.18	5810.67	11312.0
2016-10-06 14:00:00	NQ	Futures	5810.37	5818.72	5810.07	5813.65	12113.0
2016-10-06 15:00:00	NQ	Futures	5813.65	5819.02	5809.77	5811.56	16144.0
2016-10-06 16:00:00	NQ	Futures	5811.56	5816.93	5811.27	5812.46	5706.0
2016-10-06 18:00:00	NQ	Futures	5811.86	5813.65	5810.07	5811.27	597.0
2016-10-06 19:00:00	NQ	Futures	5810.37	5810.67	5801.72	5803.21	1451.0
2016-10-06 20:00:00	NQ	Futures	5803.51	5805.6	5797.84	5799.63	1190.0
2016-10-06 21:00:00	NQ	Futures	5799.33	5800.53	5796.05	5800.23	1086.0
2016-10-06 22:00:00	NQ	Futures	5800.23	5805.6	5799.63	5805.0	956.0
2016-10-06 23:00:00	NQ	Futures	5805.0	5806.19	5802.02	5803.51	368.0
2016-10-06 00:00:00	YM	Futures	19656.9	19662.3	19651.5	19660.2	270.0
2016-10-06 01:00:00	YM	Futures	19660.2	19663.4	19656.9	19662.3	329.0
2016-10-06 02:00:00	YM	Futures	19662.3	19690.4	19661.2	19689.3	1582.0
2016-10-06 03:00:00	YM	Futures	19689.3	19694.7	19669.9	19674.2	2718.0

> showing 50 of 1,633 rows — these rows as CSV

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