PREVIEW / futures_1hour / 2016-10-31

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-10-31.parquet
  size:    52 KB
  rows:    1,636

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
2016-10-31 00:00:00	ES	Futures	2314.85	2316.48	2314.58	2316.48	4141.0
2016-10-31 01:00:00	ES	Futures	2316.48	2318.66	2316.21	2317.84	6926.0
2016-10-31 02:00:00	ES	Futures	2317.84	2318.39	2316.75	2317.02	4278.0
2016-10-31 03:00:00	ES	Futures	2317.02	2317.3	2314.85	2314.85	6357.0
2016-10-31 04:00:00	ES	Futures	2315.12	2317.57	2314.3	2315.66	13154.0
2016-10-31 05:00:00	ES	Futures	2315.66	2315.66	2312.4	2314.3	12112.0
2016-10-31 06:00:00	ES	Futures	2314.58	2315.39	2312.13	2312.4	10367.0
2016-10-31 07:00:00	ES	Futures	2312.4	2314.85	2311.86	2314.85	13685.0
2016-10-31 08:00:00	ES	Futures	2314.85	2317.02	2313.22	2315.12	26168.0
2016-10-31 09:00:00	ES	Futures	2315.12	2315.66	2309.41	2309.41	168258.0
2016-10-31 10:00:00	ES	Futures	2309.68	2312.94	2307.23	2309.68	178670.0
2016-10-31 11:00:00	ES	Futures	2309.95	2315.66	2308.59	2314.58	147804.0
2016-10-31 12:00:00	ES	Futures	2314.58	2315.39	2311.04	2312.4	116883.0
2016-10-31 13:00:00	ES	Futures	2312.4	2313.22	2309.41	2309.68	88401.0
2016-10-31 14:00:00	ES	Futures	2309.68	2310.77	2306.14	2308.32	116405.0
2016-10-31 15:00:00	ES	Futures	2308.05	2311.04	2306.41	2308.05	274675.0
2016-10-31 16:00:00	ES	Futures	2308.05	2311.58	2307.5	2311.04	112061.0
2016-10-31 18:00:00	ES	Futures	2311.04	2311.86	2309.95	2310.22	3425.0
2016-10-31 19:00:00	ES	Futures	2310.49	2311.86	2309.68	2310.22	2967.0
2016-10-31 20:00:00	ES	Futures	2310.49	2310.49	2308.32	2308.59	4125.0
2016-10-31 21:00:00	ES	Futures	2308.86	2314.58	2308.86	2314.03	12377.0
2016-10-31 22:00:00	ES	Futures	2314.03	2316.75	2313.76	2316.21	8566.0
2016-10-31 23:00:00	ES	Futures	2315.94	2316.75	2315.66	2316.21	4629.0
2016-10-31 00:00:00	NQ	Futures	5752.79	5758.76	5752.79	5758.76	1398.0
2016-10-31 01:00:00	NQ	Futures	5758.76	5763.53	5758.76	5762.34	1677.0
2016-10-31 02:00:00	NQ	Futures	5762.34	5763.83	5760.25	5760.25	963.0
2016-10-31 03:00:00	NQ	Futures	5760.55	5761.44	5753.39	5753.39	2072.0
2016-10-31 04:00:00	NQ	Futures	5753.69	5762.94	5751.3	5757.57	4032.0
2016-10-31 05:00:00	NQ	Futures	5757.57	5758.16	5748.62	5754.28	3058.0
2016-10-31 06:00:00	NQ	Futures	5754.28	5756.97	5748.02	5748.32	2140.0
2016-10-31 07:00:00	NQ	Futures	5748.32	5753.39	5746.83	5752.49	1943.0
2016-10-31 08:00:00	NQ	Futures	5752.79	5759.65	5749.81	5756.07	3723.0
2016-10-31 09:00:00	NQ	Futures	5755.78	5756.97	5733.7	5734.0	31184.0
2016-10-31 10:00:00	NQ	Futures	5734.0	5744.44	5727.14	5735.79	33565.0
2016-10-31 11:00:00	NQ	Futures	5736.09	5747.72	5730.72	5746.83	22051.0
2016-10-31 12:00:00	NQ	Futures	5746.83	5748.62	5736.09	5736.38	14906.0
2016-10-31 13:00:00	NQ	Futures	5736.09	5737.58	5728.33	5730.12	14848.0
2016-10-31 14:00:00	NQ	Futures	5729.82	5732.21	5723.56	5727.73	15343.0
2016-10-31 15:00:00	NQ	Futures	5728.03	5734.0	5722.06	5724.45	24139.0
2016-10-31 16:00:00	NQ	Futures	5724.45	5733.7	5724.15	5732.51	5449.0
2016-10-31 18:00:00	NQ	Futures	5731.31	5734.3	5728.93	5730.42	614.0
2016-10-31 19:00:00	NQ	Futures	5731.01	5732.51	5728.33	5730.12	678.0
2016-10-31 20:00:00	NQ	Futures	5729.52	5730.72	5724.75	5725.64	712.0
2016-10-31 21:00:00	NQ	Futures	5725.94	5742.95	5725.94	5742.05	2293.0
2016-10-31 22:00:00	NQ	Futures	5741.75	5746.83	5741.46	5745.63	1266.0
2016-10-31 23:00:00	NQ	Futures	5745.93	5748.32	5744.74	5745.63	714.0
2016-10-31 00:00:00	YM	Futures	19586.7	19596.4	19586.7	19594.2	804.0
2016-10-31 01:00:00	YM	Futures	19595.3	19612.6	19595.3	19608.3	1750.0
2016-10-31 02:00:00	YM	Futures	19609.4	19611.5	19597.5	19598.6	1137.0
2016-10-31 03:00:00	YM	Futures	19598.6	19602.9	19582.3	19582.3	1863.0

> showing 50 of 1,636 rows — these rows as CSV

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