PREVIEW / futures_1hour / 2016-12-16

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-12-16.parquet
  size:    46 KB
  rows:    1,337

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
2016-12-16 00:00:00	ES	Futures	2465.29	2466.1	2464.47	2465.56	2685.0
2016-12-16 01:00:00	ES	Futures	2465.83	2466.1	2465.29	2465.56	1467.0
2016-12-16 02:00:00	ES	Futures	2465.56	2465.83	2463.65	2465.01	5352.0
2016-12-16 03:00:00	ES	Futures	2465.01	2466.65	2462.01	2464.19	16373.0
2016-12-16 04:00:00	ES	Futures	2464.19	2464.47	2462.29	2462.83	7391.0
2016-12-16 05:00:00	ES	Futures	2462.83	2468.29	2462.56	2467.74	15177.0
2016-12-16 06:00:00	ES	Futures	2468.01	2469.92	2466.38	2468.01	16444.0
2016-12-16 07:00:00	ES	Futures	2468.01	2469.92	2467.2	2468.56	14633.0
2016-12-16 08:00:00	ES	Futures	2468.56	2470.2	2467.74	2468.01	26014.0
2016-12-16 09:00:00	ES	Futures	2468.29	2468.83	2462.83	2465.29	226018.0
2016-12-16 10:00:00	ES	Futures	2465.29	2468.01	2462.01	2466.1	152174.0
2016-12-16 11:00:00	ES	Futures	2465.83	2466.1	2457.1	2463.38	204606.0
2016-12-16 12:00:00	ES	Futures	2463.65	2464.47	2457.1	2458.47	102192.0
2016-12-16 13:00:00	ES	Futures	2458.74	2459.01	2454.37	2457.1	97781.0
2016-12-16 14:00:00	ES	Futures	2457.38	2460.38	2455.47	2458.74	93068.0
2016-12-16 15:00:00	ES	Futures	2458.74	2459.83	2454.37	2459.28	277246.0
2016-12-16 16:00:00	ES	Futures	2459.28	2461.47	2458.47	2461.19	98313.0
2016-12-16 00:00:00	NQ	Futures	5892.41	5893.31	5890.32	5891.82	334.0
2016-12-16 01:00:00	NQ	Futures	5891.52	5893.31	5890.62	5891.22	245.0
2016-12-16 02:00:00	NQ	Futures	5891.22	5892.71	5887.04	5890.03	607.0
2016-12-16 03:00:00	NQ	Futures	5890.32	5893.9	5884.06	5888.54	2283.0
2016-12-16 04:00:00	NQ	Futures	5888.54	5889.43	5883.76	5884.96	977.0
2016-12-16 05:00:00	NQ	Futures	5884.96	5898.08	5884.36	5895.69	2237.0
2016-12-16 06:00:00	NQ	Futures	5895.69	5899.57	5892.41	5895.4	1890.0
2016-12-16 07:00:00	NQ	Futures	5895.69	5901.66	5893.61	5898.68	1967.0
2016-12-16 08:00:00	NQ	Futures	5898.38	5904.64	5897.48	5899.87	3802.0
2016-12-16 09:00:00	NQ	Futures	5899.87	5908.82	5886.15	5896.89	37637.0
2016-12-16 10:00:00	NQ	Futures	5897.19	5898.38	5880.78	5885.55	24035.0
2016-12-16 11:00:00	NQ	Futures	5885.25	5886.45	5856.91	5876.6	30933.0
2016-12-16 12:00:00	NQ	Futures	5876.9	5878.09	5863.18	5865.86	13180.0
2016-12-16 13:00:00	NQ	Futures	5865.86	5866.76	5855.72	5861.09	12021.0
2016-12-16 14:00:00	NQ	Futures	5861.39	5870.34	5858.4	5865.86	13315.0
2016-12-16 15:00:00	NQ	Futures	5865.86	5868.55	5852.14	5864.37	25808.0
2016-12-16 16:00:00	NQ	Futures	5864.37	5869.44	5860.19	5865.27	8088.0
2016-12-16 00:00:00	YM	Futures	21505.5	21510.9	21503.3	21506.6	492.0
2016-12-16 01:00:00	YM	Futures	21506.6	21510.9	21504.4	21505.5	336.0
2016-12-16 02:00:00	YM	Futures	21504.4	21504.4	21491.4	21502.2	1095.0
2016-12-16 03:00:00	YM	Futures	21501.1	21515.2	21484.9	21497.9	3318.0
2016-12-16 04:00:00	YM	Futures	21496.8	21499.0	21480.5	21486.0	1774.0
2016-12-16 05:00:00	YM	Futures	21487.0	21526.1	21483.8	21520.7	3095.0
2016-12-16 06:00:00	YM	Futures	21519.6	21531.5	21506.6	21519.6	2618.0
2016-12-16 07:00:00	YM	Futures	21519.6	21531.5	21512.0	21526.1	2232.0
2016-12-16 08:00:00	YM	Futures	21525.0	21530.4	21515.2	21518.5	2366.0
2016-12-16 09:00:00	YM	Futures	21518.5	21533.7	21492.5	21526.1	23144.0
2016-12-16 10:00:00	YM	Futures	21526.1	21546.7	21503.3	21539.1	14779.0
2016-12-16 11:00:00	YM	Futures	21540.2	21540.2	21463.2	21506.6	16295.0
2016-12-16 12:00:00	YM	Futures	21507.7	21512.0	21452.3	21466.4	8562.0
2016-12-16 13:00:00	YM	Futures	21466.4	21469.7	21438.2	21457.8	9935.0
2016-12-16 14:00:00	YM	Futures	21457.8	21480.5	21444.7	21470.8	10665.0
2016-12-16 15:00:00	YM	Futures	21471.9	21477.3	21444.7	21467.5	17013.0

> showing 50 of 1,337 rows — these rows as CSV

> unlock the full archive -- $79 one-time