PREVIEW / futures_1hour / 2016-10-19

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-19.parquet
  size:    52 KB
  rows:    1,619

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
2016-10-19 00:00:00	ES	Futures	2323.01	2323.55	2322.47	2323.01	1584.0
2016-10-19 01:00:00	ES	Futures	2323.01	2323.28	2321.38	2321.92	3133.0
2016-10-19 02:00:00	ES	Futures	2321.92	2322.47	2320.29	2320.56	8323.0
2016-10-19 03:00:00	ES	Futures	2320.56	2320.83	2314.3	2315.94	26267.0
2016-10-19 04:00:00	ES	Futures	2315.94	2319.75	2315.94	2319.75	11128.0
2016-10-19 05:00:00	ES	Futures	2319.47	2320.02	2318.11	2319.2	10633.0
2016-10-19 06:00:00	ES	Futures	2319.2	2322.19	2318.39	2320.83	9899.0
2016-10-19 07:00:00	ES	Futures	2321.11	2322.74	2320.02	2321.11	13987.0
2016-10-19 08:00:00	ES	Futures	2320.83	2325.46	2320.56	2324.64	25503.0
2016-10-19 09:00:00	ES	Futures	2324.92	2326.0	2321.11	2322.47	151503.0
2016-10-19 10:00:00	ES	Futures	2322.47	2330.36	2320.56	2329.81	191742.0
2016-10-19 11:00:00	ES	Futures	2329.81	2329.81	2326.55	2327.36	106014.0
2016-10-19 12:00:00	ES	Futures	2327.64	2330.36	2326.82	2329.81	58305.0
2016-10-19 13:00:00	ES	Futures	2329.81	2331.44	2329.27	2330.63	54154.0
2016-10-19 14:00:00	ES	Futures	2330.63	2331.72	2327.91	2329.27	64240.0
2016-10-19 15:00:00	ES	Futures	2329.54	2331.17	2326.82	2327.64	108308.0
2016-10-19 16:00:00	ES	Futures	2327.36	2328.45	2326.28	2326.82	59965.0
2016-10-19 18:00:00	ES	Futures	2326.28	2327.09	2324.92	2327.09	4411.0
2016-10-19 19:00:00	ES	Futures	2327.09	2328.72	2326.82	2327.91	2899.0
2016-10-19 20:00:00	ES	Futures	2328.18	2330.36	2327.36	2329.54	5893.0
2016-10-19 21:00:00	ES	Futures	2329.27	2330.36	2328.18	2330.08	5978.0
2016-10-19 22:00:00	ES	Futures	2330.08	2331.17	2329.54	2330.08	4882.0
2016-10-19 23:00:00	ES	Futures	2330.08	2333.89	2329.81	2331.72	8482.0
2016-10-19 00:00:00	NQ	Futures	5764.73	5765.92	5763.23	5764.43	185.0
2016-10-19 01:00:00	NQ	Futures	5764.43	5765.02	5761.15	5762.64	302.0
2016-10-19 02:00:00	NQ	Futures	5762.94	5763.83	5759.65	5760.85	1038.0
2016-10-19 03:00:00	NQ	Futures	5760.85	5761.74	5741.16	5745.04	6073.0
2016-10-19 04:00:00	NQ	Futures	5745.04	5753.99	5744.74	5753.69	2370.0
2016-10-19 05:00:00	NQ	Futures	5753.69	5754.58	5749.51	5751.3	1649.0
2016-10-19 06:00:00	NQ	Futures	5751.3	5758.16	5749.51	5755.48	1900.0
2016-10-19 07:00:00	NQ	Futures	5755.18	5759.95	5752.2	5755.48	1895.0
2016-10-19 08:00:00	NQ	Futures	5755.18	5767.41	5754.58	5764.73	3662.0
2016-10-19 09:00:00	NQ	Futures	5765.02	5769.5	5756.97	5762.64	24491.0
2016-10-19 10:00:00	NQ	Futures	5762.94	5776.06	5759.06	5772.78	31275.0
2016-10-19 11:00:00	NQ	Futures	5773.08	5773.38	5760.25	5760.25	23277.0
2016-10-19 12:00:00	NQ	Futures	5760.55	5768.6	5757.57	5767.41	12359.0
2016-10-19 13:00:00	NQ	Futures	5768.01	5773.08	5766.52	5769.5	8076.0
2016-10-19 14:00:00	NQ	Futures	5769.5	5773.97	5764.43	5767.71	9033.0
2016-10-19 15:00:00	NQ	Futures	5768.01	5773.97	5764.73	5766.52	11889.0
2016-10-19 16:00:00	NQ	Futures	5766.52	5767.11	5761.44	5763.83	4486.0
2016-10-19 18:00:00	NQ	Futures	5761.74	5764.43	5758.46	5764.43	633.0
2016-10-19 19:00:00	NQ	Futures	5764.73	5767.71	5763.53	5765.62	532.0
2016-10-19 20:00:00	NQ	Futures	5765.32	5771.59	5762.94	5770.39	887.0
2016-10-19 21:00:00	NQ	Futures	5770.69	5773.97	5766.81	5773.08	859.0
2016-10-19 22:00:00	NQ	Futures	5773.38	5774.87	5771.89	5772.18	599.0
2016-10-19 23:00:00	NQ	Futures	5772.18	5780.54	5771.89	5774.87	1377.0
2016-10-19 00:00:00	YM	Futures	19544.5	19547.8	19539.1	19540.2	265.0
2016-10-19 01:00:00	YM	Futures	19541.3	19542.4	19529.4	19532.6	648.0
2016-10-19 02:00:00	YM	Futures	19533.7	19536.9	19521.8	19526.1	925.0
2016-10-19 03:00:00	YM	Futures	19526.1	19527.2	19487.2	19498.0	4401.0

> showing 50 of 1,619 rows — these rows as CSV

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