PREVIEW / futures_1hour / 2017-01-03

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-01-03.parquet
  size:    56 KB
  rows:    1,664

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
2017-01-03 00:00:00	ES	Futures	2449.47	2452.19	2448.92	2450.83	6174.0
2017-01-03 01:00:00	ES	Futures	2450.83	2452.47	2450.28	2452.19	2956.0
2017-01-03 02:00:00	ES	Futures	2452.47	2454.37	2452.19	2453.83	11000.0
2017-01-03 03:00:00	ES	Futures	2453.83	2456.56	2453.01	2456.01	25450.0
2017-01-03 04:00:00	ES	Futures	2456.01	2456.01	2452.74	2454.92	14027.0
2017-01-03 05:00:00	ES	Futures	2454.65	2456.01	2454.37	2455.74	9673.0
2017-01-03 06:00:00	ES	Futures	2455.74	2460.1	2455.47	2459.01	20192.0
2017-01-03 07:00:00	ES	Futures	2459.28	2460.65	2457.65	2458.74	18380.0
2017-01-03 08:00:00	ES	Futures	2458.47	2458.74	2455.19	2456.56	23063.0
2017-01-03 09:00:00	ES	Futures	2456.28	2459.28	2453.01	2456.01	229439.0
2017-01-03 10:00:00	ES	Futures	2455.74	2465.29	2451.37	2452.19	337945.0
2017-01-03 11:00:00	ES	Futures	2452.19	2453.28	2443.46	2448.65	288918.0
2017-01-03 12:00:00	ES	Futures	2448.65	2449.19	2443.74	2447.01	132134.0
2017-01-03 13:00:00	ES	Futures	2447.01	2448.65	2444.01	2444.83	89487.0
2017-01-03 14:00:00	ES	Futures	2444.83	2448.92	2444.83	2448.1	100227.0
2017-01-03 15:00:00	ES	Futures	2448.37	2457.65	2446.74	2457.65	322650.0
2017-01-03 16:00:00	ES	Futures	2457.65	2458.19	2456.28	2457.65	117926.0
2017-01-03 18:00:00	ES	Futures	2457.92	2458.19	2456.01	2457.1	5020.0
2017-01-03 19:00:00	ES	Futures	2457.38	2459.01	2456.28	2458.47	6917.0
2017-01-03 20:00:00	ES	Futures	2458.47	2459.83	2458.19	2459.83	5450.0
2017-01-03 21:00:00	ES	Futures	2459.83	2460.1	2459.01	2459.83	3279.0
2017-01-03 22:00:00	ES	Futures	2459.56	2460.92	2459.28	2460.65	3210.0
2017-01-03 23:00:00	ES	Futures	2460.38	2461.19	2459.83	2461.19	2555.0
2017-01-03 00:00:00	NQ	Futures	5836.33	5844.09	5835.73	5840.21	1056.0
2017-01-03 01:00:00	NQ	Futures	5840.51	5843.79	5838.72	5841.4	846.0
2017-01-03 02:00:00	NQ	Futures	5841.4	5845.88	5840.8	5842.89	1702.0
2017-01-03 03:00:00	NQ	Futures	5842.89	5854.53	5840.8	5853.03	3655.0
2017-01-03 04:00:00	NQ	Futures	5852.74	5853.03	5839.01	5842.89	2790.0
2017-01-03 05:00:00	NQ	Futures	5842.3	5845.28	5841.7	5842.59	999.0
2017-01-03 06:00:00	NQ	Futures	5842.59	5852.44	5842.0	5849.75	1463.0
2017-01-03 07:00:00	NQ	Futures	5849.75	5856.61	5848.86	5852.74	2422.0
2017-01-03 08:00:00	NQ	Futures	5852.14	5852.74	5844.68	5849.75	3121.0
2017-01-03 09:00:00	NQ	Futures	5849.75	5856.61	5830.06	5852.14	36075.0
2017-01-03 10:00:00	NQ	Futures	5851.84	5879.88	5839.01	5841.7	42542.0
2017-01-03 11:00:00	NQ	Futures	5842.0	5849.16	5824.4	5836.93	34208.0
2017-01-03 12:00:00	NQ	Futures	5836.93	5838.12	5824.4	5833.64	16906.0
2017-01-03 13:00:00	NQ	Futures	5833.35	5839.91	5824.69	5825.59	12284.0
2017-01-03 14:00:00	NQ	Futures	5825.59	5832.75	5824.4	5832.15	11975.0
2017-01-03 15:00:00	NQ	Futures	5832.15	5856.32	5826.48	5856.02	27302.0
2017-01-03 16:00:00	NQ	Futures	5856.02	5859.0	5853.33	5853.63	8412.0
2017-01-03 18:00:00	NQ	Futures	5854.82	5856.32	5850.65	5852.44	957.0
2017-01-03 19:00:00	NQ	Futures	5852.14	5858.4	5851.84	5856.91	896.0
2017-01-03 20:00:00	NQ	Futures	5856.61	5864.07	5855.72	5863.48	980.0
2017-01-03 21:00:00	NQ	Futures	5863.18	5863.77	5861.39	5861.98	521.0
2017-01-03 22:00:00	NQ	Futures	5862.28	5865.27	5860.79	5865.27	602.0
2017-01-03 23:00:00	NQ	Futures	5865.27	5867.35	5861.39	5866.76	785.0
2017-01-03 00:00:00	YM	Futures	21477.3	21512.0	21475.1	21502.2	2141.0
2017-01-03 01:00:00	YM	Futures	21502.2	21508.7	21496.8	21504.4	1066.0
2017-01-03 02:00:00	YM	Futures	21504.4	21520.7	21504.4	21513.1	2639.0
2017-01-03 03:00:00	YM	Futures	21513.1	21532.6	21509.8	21529.3	3719.0

> showing 50 of 1,664 rows — these rows as CSV

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