PREVIEW / futures_1hour / 2016-10-07

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-07.parquet
  size:    47 KB
  rows:    1,356

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
2016-10-07 00:00:00	ES	Futures	2342.6	2342.87	2342.33	2342.6	1104.0
2016-10-07 01:00:00	ES	Futures	2342.6	2343.42	2342.06	2342.06	1913.0
2016-10-07 02:00:00	ES	Futures	2342.06	2343.14	2340.42	2342.6	8059.0
2016-10-07 03:00:00	ES	Futures	2342.33	2342.6	2337.7	2340.15	42119.0
2016-10-07 04:00:00	ES	Futures	2339.88	2343.69	2339.88	2342.33	20589.0
2016-10-07 05:00:00	ES	Futures	2342.06	2343.96	2341.51	2341.51	16928.0
2016-10-07 06:00:00	ES	Futures	2341.51	2341.78	2337.7	2339.61	25138.0
2016-10-07 07:00:00	ES	Futures	2339.61	2342.6	2339.34	2340.97	19253.0
2016-10-07 08:00:00	ES	Futures	2341.24	2352.4	2339.61	2348.04	146493.0
2016-10-07 09:00:00	ES	Futures	2348.31	2349.95	2335.8	2337.97	373617.0
2016-10-07 10:00:00	ES	Futures	2337.97	2341.78	2336.89	2337.7	209891.0
2016-10-07 11:00:00	ES	Futures	2337.43	2339.88	2326.82	2329.27	235285.0
2016-10-07 12:00:00	ES	Futures	2329.27	2334.44	2327.36	2331.44	215951.0
2016-10-07 13:00:00	ES	Futures	2331.17	2339.88	2328.45	2338.25	157921.0
2016-10-07 14:00:00	ES	Futures	2338.25	2341.24	2336.61	2339.61	137848.0
2016-10-07 15:00:00	ES	Futures	2339.88	2340.7	2336.07	2336.34	207081.0
2016-10-07 16:00:00	ES	Futures	2336.34	2337.16	2334.98	2336.07	91959.0
2016-10-07 00:00:00	NQ	Futures	5803.21	5804.4	5802.91	5802.91	171.0
2016-10-07 01:00:00	NQ	Futures	5803.21	5805.0	5801.72	5801.72	390.0
2016-10-07 02:00:00	NQ	Futures	5801.42	5803.81	5798.14	5802.32	1188.0
2016-10-07 03:00:00	NQ	Futures	5802.02	5802.91	5790.98	5796.05	6373.0
2016-10-07 04:00:00	NQ	Futures	5796.05	5805.6	5796.05	5801.42	2515.0
2016-10-07 05:00:00	NQ	Futures	5801.12	5807.39	5800.82	5801.12	2110.0
2016-10-07 06:00:00	NQ	Futures	5800.82	5801.12	5791.58	5796.35	3528.0
2016-10-07 07:00:00	NQ	Futures	5796.65	5803.81	5796.65	5801.42	2472.0
2016-10-07 08:00:00	NQ	Futures	5801.42	5827.97	5795.45	5818.13	22962.0
2016-10-07 09:00:00	NQ	Futures	5817.83	5824.69	5790.08	5797.84	58070.0
2016-10-07 10:00:00	NQ	Futures	5798.14	5811.27	5795.75	5796.95	37323.0
2016-10-07 11:00:00	NQ	Futures	5796.95	5804.7	5769.5	5775.47	37107.0
2016-10-07 12:00:00	NQ	Futures	5775.17	5786.8	5772.18	5780.24	32546.0
2016-10-07 13:00:00	NQ	Futures	5780.24	5803.81	5774.87	5800.53	26256.0
2016-10-07 14:00:00	NQ	Futures	5800.23	5807.39	5796.35	5804.7	16421.0
2016-10-07 15:00:00	NQ	Futures	5804.4	5806.49	5797.54	5798.44	20015.0
2016-10-07 16:00:00	NQ	Futures	5798.44	5800.53	5795.75	5799.03	5848.0
2016-10-07 00:00:00	YM	Futures	19631.0	19634.2	19629.9	19631.0	193.0
2016-10-07 01:00:00	YM	Futures	19632.1	19636.4	19627.7	19629.9	326.0
2016-10-07 02:00:00	YM	Futures	19627.7	19634.2	19612.6	19632.1	1435.0
2016-10-07 03:00:00	YM	Futures	19631.0	19632.1	19598.6	19616.9	6220.0
2016-10-07 04:00:00	YM	Futures	19616.9	19647.2	19615.8	19636.4	2837.0
2016-10-07 05:00:00	YM	Futures	19636.4	19652.6	19632.1	19633.1	2085.0
2016-10-07 06:00:00	YM	Futures	19632.1	19633.1	19605.0	19620.2	3804.0
2016-10-07 07:00:00	YM	Futures	19622.3	19646.1	19622.3	19635.3	2722.0
2016-10-07 08:00:00	YM	Futures	19635.3	19725.0	19626.7	19695.8	19917.0
2016-10-07 09:00:00	YM	Futures	19694.7	19707.7	19579.1	19599.6	38990.0
2016-10-07 10:00:00	YM	Futures	19598.6	19641.8	19595.3	19607.2	18767.0
2016-10-07 11:00:00	YM	Futures	19607.2	19628.8	19519.7	19545.6	23793.0
2016-10-07 12:00:00	YM	Futures	19545.6	19588.8	19529.4	19564.0	18371.0
2016-10-07 13:00:00	YM	Futures	19564.0	19658.0	19541.3	19636.4	19718.0
2016-10-07 14:00:00	YM	Futures	19637.5	19669.9	19627.7	19649.3	11133.0
2016-10-07 15:00:00	YM	Futures	19649.3	19658.0	19615.8	19619.1	12065.0

> showing 50 of 1,356 rows — these rows as CSV

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