PREVIEW / futures_1hour / 2016-11-21

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-11-21.parquet
  size:    55 KB
  rows:    1,661

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
2016-11-21 00:00:00	ES	Futures	2377.43	2377.97	2376.34	2377.15	2513.0
2016-11-21 01:00:00	ES	Futures	2377.15	2377.43	2376.34	2376.88	1347.0
2016-11-21 02:00:00	ES	Futures	2377.15	2378.79	2375.79	2377.43	6080.0
2016-11-21 03:00:00	ES	Futures	2377.43	2378.24	2375.52	2376.61	13025.0
2016-11-21 04:00:00	ES	Futures	2376.34	2376.88	2371.71	2374.43	15895.0
2016-11-21 05:00:00	ES	Futures	2374.43	2379.06	2374.43	2376.61	17021.0
2016-11-21 06:00:00	ES	Futures	2376.61	2378.79	2376.34	2377.97	9138.0
2016-11-21 07:00:00	ES	Futures	2378.24	2378.79	2376.61	2377.97	10261.0
2016-11-21 08:00:00	ES	Futures	2377.7	2380.15	2377.43	2379.33	18550.0
2016-11-21 09:00:00	ES	Futures	2379.6	2384.77	2378.79	2384.23	187010.0
2016-11-21 10:00:00	ES	Futures	2384.23	2384.77	2377.7	2381.24	210263.0
2016-11-21 11:00:00	ES	Futures	2381.51	2385.04	2380.69	2385.04	135622.0
2016-11-21 12:00:00	ES	Futures	2385.04	2388.58	2383.68	2387.49	94583.0
2016-11-21 13:00:00	ES	Futures	2387.77	2389.13	2386.95	2387.77	76203.0
2016-11-21 14:00:00	ES	Futures	2387.49	2387.77	2385.86	2386.4	70313.0
2016-11-21 15:00:00	ES	Futures	2386.13	2390.49	2385.86	2389.4	195814.0
2016-11-21 16:00:00	ES	Futures	2389.67	2389.94	2385.59	2387.49	99394.0
2016-11-21 18:00:00	ES	Futures	2386.95	2388.31	2386.68	2387.49	4809.0
2016-11-21 19:00:00	ES	Futures	2387.77	2390.76	2387.49	2389.67	7758.0
2016-11-21 20:00:00	ES	Futures	2389.67	2392.93	2388.85	2392.66	10023.0
2016-11-21 21:00:00	ES	Futures	2392.39	2395.66	2392.12	2394.57	13449.0
2016-11-21 22:00:00	ES	Futures	2394.57	2397.56	2394.57	2395.93	11317.0
2016-11-21 23:00:00	ES	Futures	2395.93	2396.2	2394.57	2395.38	5077.0
2016-11-21 00:00:00	NQ	Futures	5748.02	5749.21	5744.74	5747.42	517.0
2016-11-21 01:00:00	NQ	Futures	5748.02	5748.91	5745.04	5747.12	391.0
2016-11-21 02:00:00	NQ	Futures	5747.12	5753.99	5745.63	5750.41	1061.0
2016-11-21 03:00:00	NQ	Futures	5750.11	5751.3	5743.54	5745.93	1784.0
2016-11-21 04:00:00	NQ	Futures	5746.23	5747.12	5732.21	5740.26	2631.0
2016-11-21 05:00:00	NQ	Futures	5740.56	5755.48	5740.56	5749.51	3285.0
2016-11-21 06:00:00	NQ	Futures	5749.51	5754.58	5748.62	5751.6	1719.0
2016-11-21 07:00:00	NQ	Futures	5751.9	5753.99	5746.53	5752.2	2231.0
2016-11-21 08:00:00	NQ	Futures	5751.9	5756.97	5750.41	5753.39	3474.0
2016-11-21 09:00:00	NQ	Futures	5753.69	5788.59	5748.62	5785.61	38203.0
2016-11-21 10:00:00	NQ	Futures	5785.91	5786.8	5755.18	5769.5	34520.0
2016-11-21 11:00:00	NQ	Futures	5769.8	5791.58	5768.01	5790.98	18973.0
2016-11-21 12:00:00	NQ	Futures	5790.98	5794.86	5783.52	5791.28	10662.0
2016-11-21 13:00:00	NQ	Futures	5791.28	5796.35	5787.7	5794.26	8188.0
2016-11-21 14:00:00	NQ	Futures	5793.96	5795.45	5787.1	5789.49	9259.0
2016-11-21 15:00:00	NQ	Futures	5789.19	5802.02	5788.0	5797.24	16183.0
2016-11-21 16:00:00	NQ	Futures	5796.95	5798.74	5791.28	5796.65	6895.0
2016-11-21 18:00:00	NQ	Futures	5797.24	5799.63	5796.05	5798.44	511.0
2016-11-21 19:00:00	NQ	Futures	5798.44	5805.3	5798.14	5804.7	984.0
2016-11-21 20:00:00	NQ	Futures	5804.7	5811.56	5802.91	5810.37	1664.0
2016-11-21 21:00:00	NQ	Futures	5810.97	5822.01	5810.07	5819.32	2973.0
2016-11-21 22:00:00	NQ	Futures	5819.32	5825.29	5819.32	5822.9	1488.0
2016-11-21 23:00:00	NQ	Futures	5822.9	5823.5	5819.62	5821.41	686.0
2016-11-21 00:00:00	YM	Futures	20392.9	20396.2	20385.3	20391.8	494.0
2016-11-21 01:00:00	YM	Futures	20392.9	20395.1	20384.3	20387.5	402.0
2016-11-21 02:00:00	YM	Futures	20388.6	20400.5	20383.2	20392.9	1246.0
2016-11-21 03:00:00	YM	Futures	20391.8	20396.2	20375.6	20385.3	2934.0

> showing 50 of 1,661 rows — these rows as CSV

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