PREVIEW / futures_1hour / 2016-10-27

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-27.parquet
  size:    54 KB
  rows:    1,640

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
2016-10-27 00:00:00	ES	Futures	2319.47	2320.83	2319.47	2320.02	3138.0
2016-10-27 01:00:00	ES	Futures	2320.02	2320.02	2316.48	2319.2	9522.0
2016-10-27 02:00:00	ES	Futures	2318.93	2323.01	2317.84	2322.47	8193.0
2016-10-27 03:00:00	ES	Futures	2322.74	2324.37	2318.93	2323.83	23050.0
2016-10-27 04:00:00	ES	Futures	2324.1	2327.91	2319.2	2320.29	32863.0
2016-10-27 05:00:00	ES	Futures	2320.56	2321.11	2318.11	2321.11	15217.0
2016-10-27 06:00:00	ES	Futures	2320.83	2327.64	2318.66	2326.28	31855.0
2016-10-27 07:00:00	ES	Futures	2326.28	2329.27	2326.0	2328.72	32223.0
2016-10-27 08:00:00	ES	Futures	2329.0	2333.08	2328.18	2332.53	49495.0
2016-10-27 09:00:00	ES	Futures	2332.53	2333.08	2322.74	2325.19	244444.0
2016-10-27 10:00:00	ES	Futures	2325.19	2325.73	2314.58	2316.75	364490.0
2016-10-27 11:00:00	ES	Futures	2316.75	2324.92	2315.94	2324.1	172101.0
2016-10-27 12:00:00	ES	Futures	2323.83	2325.19	2318.39	2320.29	155865.0
2016-10-27 13:00:00	ES	Futures	2320.29	2323.28	2318.93	2321.38	104962.0
2016-10-27 14:00:00	ES	Futures	2321.38	2323.55	2317.84	2318.93	140330.0
2016-10-27 15:00:00	ES	Futures	2318.93	2319.75	2314.58	2315.66	222413.0
2016-10-27 16:00:00	ES	Futures	2315.66	2316.21	2309.95	2315.94	151027.0
2016-10-27 18:00:00	ES	Futures	2315.12	2315.66	2314.3	2315.39	5127.0
2016-10-27 19:00:00	ES	Futures	2315.39	2316.21	2315.12	2315.94	2925.0
2016-10-27 20:00:00	ES	Futures	2315.94	2317.57	2315.39	2315.66	6401.0
2016-10-27 21:00:00	ES	Futures	2315.66	2315.94	2313.49	2315.12	6085.0
2016-10-27 22:00:00	ES	Futures	2315.12	2315.66	2314.03	2314.3	3383.0
2016-10-27 23:00:00	ES	Futures	2314.3	2314.58	2313.22	2314.3	3754.0
2016-10-27 00:00:00	NQ	Futures	5785.01	5788.0	5785.01	5786.21	384.0
2016-10-27 01:00:00	NQ	Futures	5785.91	5785.91	5778.75	5784.42	1344.0
2016-10-27 02:00:00	NQ	Futures	5784.42	5793.66	5780.24	5791.87	1724.0
2016-10-27 03:00:00	NQ	Futures	5792.17	5797.54	5782.33	5796.65	3584.0
2016-10-27 04:00:00	NQ	Futures	5796.35	5805.6	5782.92	5786.21	5106.0
2016-10-27 05:00:00	NQ	Futures	5785.91	5788.89	5781.13	5788.29	2230.0
2016-10-27 06:00:00	NQ	Futures	5788.29	5804.4	5783.22	5800.82	4874.0
2016-10-27 07:00:00	NQ	Futures	5801.12	5810.67	5801.12	5810.07	4074.0
2016-10-27 08:00:00	NQ	Futures	5809.77	5823.8	5808.28	5822.9	8114.0
2016-10-27 09:00:00	NQ	Futures	5823.2	5823.8	5805.3	5812.76	29532.0
2016-10-27 10:00:00	NQ	Futures	5812.46	5812.46	5775.76	5781.43	45078.0
2016-10-27 11:00:00	NQ	Futures	5781.13	5797.24	5778.15	5794.26	26451.0
2016-10-27 12:00:00	NQ	Futures	5793.96	5797.24	5777.26	5780.54	19784.0
2016-10-27 13:00:00	NQ	Futures	5780.54	5785.31	5773.08	5779.94	16997.0
2016-10-27 14:00:00	NQ	Futures	5780.24	5788.29	5771.29	5774.57	19822.0
2016-10-27 15:00:00	NQ	Futures	5774.87	5776.96	5757.27	5766.81	38369.0
2016-10-27 16:00:00	NQ	Futures	5766.81	5767.11	5733.1	5756.37	28065.0
2016-10-27 18:00:00	NQ	Futures	5749.81	5753.69	5749.51	5750.41	1128.0
2016-10-27 19:00:00	NQ	Futures	5750.7	5751.6	5748.62	5751.6	628.0
2016-10-27 20:00:00	NQ	Futures	5751.0	5754.28	5750.11	5751.0	836.0
2016-10-27 21:00:00	NQ	Futures	5751.3	5751.3	5743.54	5750.41	1038.0
2016-10-27 22:00:00	NQ	Futures	5750.41	5751.9	5747.12	5747.42	461.0
2016-10-27 23:00:00	NQ	Futures	5747.12	5749.21	5745.04	5747.12	513.0
2016-10-27 00:00:00	YM	Futures	19569.4	19576.9	19568.3	19573.7	557.0
2016-10-27 01:00:00	YM	Futures	19572.6	19572.6	19547.8	19566.1	1899.0
2016-10-27 02:00:00	YM	Futures	19566.1	19596.4	19555.3	19593.1	1542.0
2016-10-27 03:00:00	YM	Futures	19593.1	19609.4	19562.9	19605.0	4043.0

> showing 50 of 1,640 rows — these rows as CSV

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