PREVIEW / futures_1hour / 2017-01-04

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-01-04.parquet
  size:    55 KB
  rows:    1,645

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
2017-01-04 00:00:00	ES	Futures	2460.92	2461.47	2460.1	2460.65	3305.0
2017-01-04 01:00:00	ES	Futures	2460.38	2461.47	2459.83	2460.65	3180.0
2017-01-04 02:00:00	ES	Futures	2460.65	2460.92	2459.28	2460.38	5375.0
2017-01-04 03:00:00	ES	Futures	2460.1	2461.47	2459.56	2460.1	14521.0
2017-01-04 04:00:00	ES	Futures	2459.83	2462.29	2459.83	2461.19	10391.0
2017-01-04 05:00:00	ES	Futures	2461.19	2462.56	2460.38	2460.38	10100.0
2017-01-04 06:00:00	ES	Futures	2460.65	2462.56	2459.56	2461.47	10418.0
2017-01-04 07:00:00	ES	Futures	2461.47	2462.83	2461.19	2462.83	11185.0
2017-01-04 08:00:00	ES	Futures	2462.83	2464.19	2462.01	2462.56	21960.0
2017-01-04 09:00:00	ES	Futures	2462.56	2469.92	2461.19	2466.38	242941.0
2017-01-04 10:00:00	ES	Futures	2466.38	2468.83	2463.1	2466.92	187068.0
2017-01-04 11:00:00	ES	Futures	2466.65	2470.74	2466.38	2469.92	141481.0
2017-01-04 12:00:00	ES	Futures	2469.92	2471.01	2468.83	2469.38	61626.0
2017-01-04 13:00:00	ES	Futures	2469.65	2470.2	2468.56	2469.38	52044.0
2017-01-04 14:00:00	ES	Futures	2469.38	2473.2	2468.56	2471.01	170426.0
2017-01-04 15:00:00	ES	Futures	2470.74	2473.74	2469.1	2471.01	321744.0
2017-01-04 16:00:00	ES	Futures	2471.29	2471.83	2469.38	2470.74	89549.0
2017-01-04 18:00:00	ES	Futures	2470.74	2472.38	2469.65	2469.65	5072.0
2017-01-04 19:00:00	ES	Futures	2469.92	2470.2	2468.01	2468.56	6888.0
2017-01-04 20:00:00	ES	Futures	2468.56	2469.92	2468.01	2469.65	5115.0
2017-01-04 21:00:00	ES	Futures	2469.38	2469.92	2468.83	2469.38	2055.0
2017-01-04 22:00:00	ES	Futures	2469.38	2469.92	2468.83	2469.65	2278.0
2017-01-04 23:00:00	ES	Futures	2469.65	2470.2	2469.38	2469.38	1641.0
2017-01-04 00:00:00	NQ	Futures	5866.76	5868.25	5863.77	5864.97	483.0
2017-01-04 01:00:00	NQ	Futures	5864.97	5866.76	5863.18	5864.67	442.0
2017-01-04 02:00:00	NQ	Futures	5864.97	5865.86	5859.9	5861.39	737.0
2017-01-04 03:00:00	NQ	Futures	5861.69	5866.46	5859.9	5861.39	1477.0
2017-01-04 04:00:00	NQ	Futures	5861.39	5865.56	5861.09	5864.07	1061.0
2017-01-04 05:00:00	NQ	Futures	5863.77	5866.46	5860.49	5861.09	878.0
2017-01-04 06:00:00	NQ	Futures	5861.39	5864.97	5858.4	5862.58	922.0
2017-01-04 07:00:00	NQ	Futures	5862.58	5864.37	5861.39	5864.07	955.0
2017-01-04 08:00:00	NQ	Futures	5864.37	5868.85	5863.77	5864.07	2650.0
2017-01-04 09:00:00	NQ	Futures	5863.77	5887.34	5860.49	5875.71	36139.0
2017-01-04 10:00:00	NQ	Futures	5875.71	5883.46	5867.06	5878.39	25607.0
2017-01-04 11:00:00	NQ	Futures	5878.09	5889.13	5873.02	5886.75	19386.0
2017-01-04 12:00:00	NQ	Futures	5887.04	5890.03	5881.97	5884.36	10593.0
2017-01-04 13:00:00	NQ	Futures	5884.06	5887.94	5881.08	5884.96	9430.0
2017-01-04 14:00:00	NQ	Futures	5885.25	5897.78	5881.67	5891.82	21965.0
2017-01-04 15:00:00	NQ	Futures	5891.52	5896.29	5884.36	5887.34	24777.0
2017-01-04 16:00:00	NQ	Futures	5887.04	5888.83	5882.87	5887.04	5905.0
2017-01-04 18:00:00	NQ	Futures	5888.54	5890.62	5886.45	5886.45	725.0
2017-01-04 19:00:00	NQ	Futures	5886.75	5887.34	5880.18	5881.38	1619.0
2017-01-04 20:00:00	NQ	Futures	5881.08	5884.06	5880.18	5881.97	980.0
2017-01-04 21:00:00	NQ	Futures	5881.97	5883.17	5880.78	5881.67	400.0
2017-01-04 22:00:00	NQ	Futures	5881.67	5883.46	5880.48	5882.57	450.0
2017-01-04 23:00:00	NQ	Futures	5882.87	5884.66	5881.97	5881.97	337.0
2017-01-04 00:00:00	YM	Futures	21503.3	21505.5	21500.1	21503.3	529.0
2017-01-04 01:00:00	YM	Futures	21502.2	21504.4	21494.6	21500.1	489.0
2017-01-04 02:00:00	YM	Futures	21499.0	21503.3	21491.4	21497.9	1015.0
2017-01-04 03:00:00	YM	Futures	21499.0	21506.6	21491.4	21496.8	1831.0

> showing 50 of 1,645 rows — these rows as CSV

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