PREVIEW / futures_1hour / 2017-01-11

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-01-11.parquet
  size:    55 KB
  rows:    1,626

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
2017-01-11 00:00:00	ES	Futures	2466.65	2467.47	2465.83	2466.92	3222.0
2017-01-11 01:00:00	ES	Futures	2466.92	2468.56	2466.65	2468.29	2520.0
2017-01-11 02:00:00	ES	Futures	2468.29	2469.1	2468.01	2468.29	3443.0
2017-01-11 03:00:00	ES	Futures	2468.56	2469.65	2465.56	2466.1	13506.0
2017-01-11 04:00:00	ES	Futures	2466.1	2471.29	2466.1	2470.74	19790.0
2017-01-11 05:00:00	ES	Futures	2470.74	2471.56	2469.92	2470.74	10492.0
2017-01-11 06:00:00	ES	Futures	2470.74	2471.83	2469.1	2471.83	9889.0
2017-01-11 07:00:00	ES	Futures	2471.83	2471.83	2466.92	2466.92	15938.0
2017-01-11 08:00:00	ES	Futures	2466.92	2468.56	2466.65	2468.01	20222.0
2017-01-11 09:00:00	ES	Futures	2468.01	2474.01	2468.01	2474.01	172489.0
2017-01-11 10:00:00	ES	Futures	2474.01	2475.65	2470.2	2472.65	202606.0
2017-01-11 11:00:00	ES	Futures	2472.38	2476.2	2460.38	2472.65	387721.0
2017-01-11 12:00:00	ES	Futures	2472.65	2474.29	2463.1	2468.01	236018.0
2017-01-11 13:00:00	ES	Futures	2468.01	2470.47	2461.19	2468.83	204592.0
2017-01-11 14:00:00	ES	Futures	2469.1	2473.47	2467.74	2472.38	115283.0
2017-01-11 15:00:00	ES	Futures	2472.38	2477.01	2471.83	2477.01	192965.0
2017-01-11 16:00:00	ES	Futures	2476.74	2478.65	2476.2	2477.83	85119.0
2017-01-11 18:00:00	ES	Futures	2477.29	2477.29	2476.2	2476.47	4530.0
2017-01-11 19:00:00	ES	Futures	2476.47	2477.01	2474.56	2474.83	5433.0
2017-01-11 20:00:00	ES	Futures	2475.11	2475.65	2473.2	2475.11	7113.0
2017-01-11 21:00:00	ES	Futures	2475.11	2475.38	2474.01	2474.29	3486.0
2017-01-11 22:00:00	ES	Futures	2474.29	2474.56	2471.83	2472.38	5589.0
2017-01-11 23:00:00	ES	Futures	2472.38	2472.38	2469.1	2471.29	9904.0
2017-01-11 00:00:00	NQ	Futures	5998.91	6001.6	5997.72	6001.0	428.0
2017-01-11 01:00:00	NQ	Futures	6001.0	6004.88	6000.7	6003.98	503.0
2017-01-11 02:00:00	NQ	Futures	6004.28	6006.07	6003.09	6005.18	763.0
2017-01-11 03:00:00	NQ	Futures	6005.48	6007.86	5995.04	5999.51	2687.0
2017-01-11 04:00:00	NQ	Futures	5999.51	6010.85	5998.62	6010.55	2752.0
2017-01-11 05:00:00	NQ	Futures	6010.25	6011.74	6007.86	6010.25	1499.0
2017-01-11 06:00:00	NQ	Futures	6010.25	6011.74	6006.97	6011.74	1381.0
2017-01-11 07:00:00	NQ	Futures	6012.04	6012.04	6002.19	6002.49	2308.0
2017-01-11 08:00:00	NQ	Futures	6002.49	6006.07	6001.3	6004.28	2321.0
2017-01-11 09:00:00	NQ	Futures	6003.98	6011.44	5999.81	6009.65	24232.0
2017-01-11 10:00:00	NQ	Futures	6009.95	6018.6	6002.49	6012.34	23377.0
2017-01-11 11:00:00	NQ	Futures	6012.64	6018.3	5975.35	6006.67	53125.0
2017-01-11 12:00:00	NQ	Futures	6006.37	6011.44	5985.79	5996.23	29620.0
2017-01-11 13:00:00	NQ	Futures	5996.23	5998.02	5977.73	5995.04	23560.0
2017-01-11 14:00:00	NQ	Futures	5995.04	6014.43	5992.05	6012.93	15246.0
2017-01-11 15:00:00	NQ	Futures	6012.64	6020.99	6010.85	6020.09	22061.0
2017-01-11 16:00:00	NQ	Futures	6020.09	6023.97	6018.3	6023.38	5826.0
2017-01-11 18:00:00	NQ	Futures	6019.5	6019.8	6016.51	6016.81	1159.0
2017-01-11 19:00:00	NQ	Futures	6016.81	6019.2	6012.64	6013.23	1222.0
2017-01-11 20:00:00	NQ	Futures	6013.53	6017.11	6010.85	6014.72	1309.0
2017-01-11 21:00:00	NQ	Futures	6014.72	6015.32	6012.64	6013.83	585.0
2017-01-11 22:00:00	NQ	Futures	6013.83	6014.43	6008.46	6008.76	868.0
2017-01-11 23:00:00	NQ	Futures	6009.06	6009.65	6003.98	6008.16	2016.0
2017-01-11 00:00:00	YM	Futures	21452.3	21459.9	21448.0	21457.8	754.0
2017-01-11 01:00:00	YM	Futures	21457.8	21469.7	21455.6	21465.3	721.0
2017-01-11 02:00:00	YM	Futures	21466.4	21476.2	21466.4	21470.8	1300.0
2017-01-11 03:00:00	YM	Futures	21470.8	21482.7	21441.5	21453.4	3393.0

> showing 50 of 1,626 rows — these rows as CSV

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