PREVIEW / futures_1hour / 2016-10-28

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-28.parquet
  size:    46 KB
  rows:    1,362

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
2016-10-28 00:00:00	ES	Futures	2314.3	2314.58	2313.76	2314.03	2639.0
2016-10-28 01:00:00	ES	Futures	2314.3	2314.85	2311.86	2312.94	4596.0
2016-10-28 02:00:00	ES	Futures	2313.22	2313.49	2310.22	2310.49	10993.0
2016-10-28 03:00:00	ES	Futures	2310.77	2310.77	2302.88	2307.23	57883.0
2016-10-28 04:00:00	ES	Futures	2307.5	2309.13	2303.15	2309.13	24688.0
2016-10-28 05:00:00	ES	Futures	2308.86	2312.94	2308.86	2311.86	22526.0
2016-10-28 06:00:00	ES	Futures	2311.86	2315.12	2311.31	2314.3	18211.0
2016-10-28 07:00:00	ES	Futures	2314.03	2316.48	2314.03	2315.39	19627.0
2016-10-28 08:00:00	ES	Futures	2315.39	2317.57	2311.04	2315.39	68349.0
2016-10-28 09:00:00	ES	Futures	2315.39	2319.2	2309.13	2315.94	272200.0
2016-10-28 10:00:00	ES	Futures	2316.48	2323.28	2311.31	2321.11	301143.0
2016-10-28 11:00:00	ES	Futures	2321.11	2322.74	2319.75	2320.02	117503.0
2016-10-28 12:00:00	ES	Futures	2320.02	2323.83	2319.47	2322.47	83802.0
2016-10-28 13:00:00	ES	Futures	2322.74	2323.55	2300.16	2300.7	552127.0
2016-10-28 14:00:00	ES	Futures	2300.97	2313.76	2299.07	2312.94	347126.0
2016-10-28 15:00:00	ES	Futures	2312.67	2315.66	2305.87	2308.59	331337.0
2016-10-28 16:00:00	ES	Futures	2308.32	2312.94	2308.32	2311.31	113093.0
2016-10-28 00:00:00	NQ	Futures	5747.42	5747.72	5745.04	5746.23	413.0
2016-10-28 01:00:00	NQ	Futures	5746.53	5748.32	5741.75	5743.54	685.0
2016-10-28 02:00:00	NQ	Futures	5743.84	5744.44	5737.58	5739.07	1473.0
2016-10-28 03:00:00	NQ	Futures	5739.07	5739.07	5716.69	5725.35	8045.0
2016-10-28 04:00:00	NQ	Futures	5725.35	5728.33	5714.31	5727.43	4116.0
2016-10-28 05:00:00	NQ	Futures	5727.43	5735.79	5726.84	5732.51	3283.0
2016-10-28 06:00:00	NQ	Futures	5732.51	5742.95	5731.61	5741.16	2645.0
2016-10-28 07:00:00	NQ	Futures	5741.46	5748.91	5741.46	5747.72	3064.0
2016-10-28 08:00:00	NQ	Futures	5747.72	5754.88	5738.17	5749.21	9097.0
2016-10-28 09:00:00	NQ	Futures	5749.21	5766.52	5727.43	5759.36	44204.0
2016-10-28 10:00:00	NQ	Futures	5759.65	5779.64	5743.25	5771.89	46618.0
2016-10-28 11:00:00	NQ	Futures	5771.89	5773.38	5763.83	5764.43	17378.0
2016-10-28 12:00:00	NQ	Futures	5764.73	5778.15	5759.06	5769.8	14635.0
2016-10-28 13:00:00	NQ	Futures	5769.8	5772.78	5718.19	5720.27	69841.0
2016-10-28 14:00:00	NQ	Futures	5719.98	5744.74	5711.92	5739.37	47500.0
2016-10-28 15:00:00	NQ	Futures	5739.07	5747.72	5722.66	5727.43	38128.0
2016-10-28 16:00:00	NQ	Futures	5727.43	5737.88	5727.43	5734.59	8076.0
2016-10-28 00:00:00	YM	Futures	19565.0	19569.4	19561.8	19566.1	460.0
2016-10-28 01:00:00	YM	Futures	19566.1	19569.4	19549.9	19558.6	934.0
2016-10-28 02:00:00	YM	Futures	19558.6	19561.8	19538.0	19543.4	1512.0
2016-10-28 03:00:00	YM	Futures	19542.4	19542.4	19479.7	19509.9	10339.0
2016-10-28 04:00:00	YM	Futures	19508.8	19525.1	19477.5	19524.0	4078.0
2016-10-28 05:00:00	YM	Futures	19524.0	19551.0	19521.8	19540.2	3972.0
2016-10-28 06:00:00	YM	Futures	19540.2	19571.5	19532.6	19564.0	2872.0
2016-10-28 07:00:00	YM	Futures	19565.0	19582.3	19557.5	19569.4	3850.0
2016-10-28 08:00:00	YM	Futures	19568.3	19596.4	19544.5	19579.1	8230.0
2016-10-28 09:00:00	YM	Futures	19579.1	19616.9	19561.8	19580.2	29982.0
2016-10-28 10:00:00	YM	Futures	19580.2	19625.6	19540.2	19609.4	30581.0
2016-10-28 11:00:00	YM	Futures	19609.4	19620.2	19598.6	19609.4	11712.0
2016-10-28 12:00:00	YM	Futures	19610.4	19640.7	19607.2	19625.6	11337.0
2016-10-28 13:00:00	YM	Futures	19625.6	19634.2	19464.5	19467.8	69297.0
2016-10-28 14:00:00	YM	Futures	19467.8	19591.0	19464.5	19583.4	47238.0
2016-10-28 15:00:00	YM	Futures	19583.4	19598.6	19528.3	19544.5	32703.0

> showing 50 of 1,362 rows — these rows as CSV

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