PREVIEW / futures_1hour / 2016-12-05

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-12-05.parquet
  size:    54 KB
  rows:    1,625

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
2016-12-05 00:00:00	ES	Futures	2379.6	2379.87	2377.7	2378.24	3293.0
2016-12-05 01:00:00	ES	Futures	2378.24	2378.51	2376.61	2376.88	5630.0
2016-12-05 02:00:00	ES	Futures	2376.61	2389.67	2374.71	2385.86	33455.0
2016-12-05 03:00:00	ES	Futures	2385.86	2400.55	2385.04	2399.46	58921.0
2016-12-05 04:00:00	ES	Futures	2399.46	2399.46	2394.02	2396.47	22217.0
2016-12-05 05:00:00	ES	Futures	2396.2	2396.47	2392.93	2394.3	15885.0
2016-12-05 06:00:00	ES	Futures	2394.3	2397.02	2393.48	2395.93	14531.0
2016-12-05 07:00:00	ES	Futures	2396.2	2396.74	2393.48	2394.3	13802.0
2016-12-05 08:00:00	ES	Futures	2394.02	2395.38	2392.12	2394.3	26006.0
2016-12-05 09:00:00	ES	Futures	2394.3	2401.1	2392.93	2400.55	216059.0
2016-12-05 10:00:00	ES	Futures	2400.55	2403.82	2398.92	2401.37	288664.0
2016-12-05 11:00:00	ES	Futures	2401.37	2402.46	2397.56	2398.92	177606.0
2016-12-05 12:00:00	ES	Futures	2398.92	2399.46	2395.93	2398.38	160341.0
2016-12-05 13:00:00	ES	Futures	2398.38	2399.46	2396.47	2396.74	85976.0
2016-12-05 14:00:00	ES	Futures	2396.74	2397.02	2393.48	2395.93	159122.0
2016-12-05 15:00:00	ES	Futures	2395.93	2398.65	2395.66	2398.1	197961.0
2016-12-05 16:00:00	ES	Futures	2398.38	2400.83	2397.56	2400.01	77956.0
2016-12-05 18:00:00	ES	Futures	2399.74	2400.28	2397.29	2399.46	6294.0
2016-12-05 19:00:00	ES	Futures	2399.46	2400.28	2398.38	2398.65	4986.0
2016-12-05 20:00:00	ES	Futures	2398.65	2399.74	2397.83	2398.38	4705.0
2016-12-05 21:00:00	ES	Futures	2398.38	2398.65	2397.29	2398.38	3950.0
2016-12-05 22:00:00	ES	Futures	2398.1	2398.38	2396.47	2397.29	3568.0
2016-12-05 23:00:00	ES	Futures	2397.29	2397.56	2396.74	2397.02	1707.0
2016-12-05 00:00:00	NQ	Futures	5640.32	5641.22	5634.65	5634.95	572.0
2016-12-05 01:00:00	NQ	Futures	5635.25	5638.53	5633.16	5634.35	677.0
2016-12-05 02:00:00	NQ	Futures	5633.46	5665.38	5628.98	5657.03	4414.0
2016-12-05 03:00:00	NQ	Futures	5657.03	5700.29	5653.75	5697.0	8675.0
2016-12-05 04:00:00	NQ	Futures	5696.41	5696.41	5681.19	5688.65	4369.0
2016-12-05 05:00:00	NQ	Futures	5688.35	5689.84	5676.42	5679.4	2349.0
2016-12-05 06:00:00	NQ	Futures	5678.81	5685.97	5677.61	5683.28	2206.0
2016-12-05 07:00:00	NQ	Futures	5683.58	5687.46	5676.72	5680.0	2108.0
2016-12-05 08:00:00	NQ	Futures	5679.7	5682.39	5674.33	5679.7	4219.0
2016-12-05 09:00:00	NQ	Futures	5679.7	5701.18	5658.52	5698.2	38307.0
2016-12-05 10:00:00	NQ	Futures	5698.2	5722.96	5696.71	5716.1	43889.0
2016-12-05 11:00:00	NQ	Futures	5716.4	5719.08	5697.3	5701.18	18021.0
2016-12-05 12:00:00	NQ	Futures	5701.48	5706.55	5687.76	5703.57	19010.0
2016-12-05 13:00:00	NQ	Futures	5704.16	5707.15	5694.32	5695.81	10562.0
2016-12-05 14:00:00	NQ	Futures	5695.81	5699.99	5689.55	5697.6	13503.0
2016-12-05 15:00:00	NQ	Futures	5697.6	5704.16	5696.41	5700.29	14605.0
2016-12-05 16:00:00	NQ	Futures	5699.99	5709.53	5699.09	5706.25	4885.0
2016-12-05 18:00:00	NQ	Futures	5705.06	5708.34	5699.69	5705.95	727.0
2016-12-05 19:00:00	NQ	Futures	5705.95	5708.94	5704.46	5705.36	647.0
2016-12-05 20:00:00	NQ	Futures	5705.66	5711.03	5704.76	5706.55	881.0
2016-12-05 21:00:00	NQ	Futures	5706.25	5706.25	5702.67	5705.66	434.0
2016-12-05 22:00:00	NQ	Futures	5705.36	5707.15	5700.88	5704.16	485.0
2016-12-05 23:00:00	NQ	Futures	5704.16	5704.16	5701.48	5701.78	209.0
2016-12-05 00:00:00	YM	Futures	20677.2	20678.2	20666.3	20669.6	629.0
2016-12-05 01:00:00	YM	Futures	20669.6	20677.2	20663.1	20667.4	1774.0
2016-12-05 02:00:00	YM	Futures	20666.3	20757.1	20658.8	20731.2	9342.0
2016-12-05 03:00:00	YM	Futures	20731.2	20832.8	20726.9	20823.1	16484.0

> showing 50 of 1,625 rows — these rows as CSV

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