PREVIEW / futures_1hour / 2017-01-23

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-01-23.parquet
  size:    54 KB
  rows:    1,640

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
2017-01-23 00:00:00	ES	Futures	2466.65	2467.47	2465.83	2465.83	2212.0
2017-01-23 01:00:00	ES	Futures	2465.83	2466.1	2464.47	2465.29	4270.0
2017-01-23 02:00:00	ES	Futures	2465.56	2466.65	2464.47	2465.83	7009.0
2017-01-23 03:00:00	ES	Futures	2465.83	2466.92	2463.65	2465.83	18596.0
2017-01-23 04:00:00	ES	Futures	2466.1	2469.92	2465.56	2468.01	17143.0
2017-01-23 05:00:00	ES	Futures	2468.29	2468.83	2467.47	2468.01	7814.0
2017-01-23 06:00:00	ES	Futures	2467.74	2469.92	2467.47	2467.74	10520.0
2017-01-23 07:00:00	ES	Futures	2467.47	2469.1	2466.38	2467.2	14375.0
2017-01-23 08:00:00	ES	Futures	2467.2	2469.1	2466.38	2468.56	22000.0
2017-01-23 09:00:00	ES	Futures	2468.56	2474.01	2467.2	2469.38	206970.0
2017-01-23 10:00:00	ES	Futures	2469.38	2470.47	2460.38	2462.01	218260.0
2017-01-23 11:00:00	ES	Futures	2462.29	2464.19	2456.83	2459.56	201457.0
2017-01-23 12:00:00	ES	Futures	2459.56	2462.83	2457.38	2462.01	129421.0
2017-01-23 13:00:00	ES	Futures	2461.74	2467.74	2461.47	2463.65	166228.0
2017-01-23 14:00:00	ES	Futures	2463.65	2465.56	2461.47	2465.01	93323.0
2017-01-23 15:00:00	ES	Futures	2465.01	2468.83	2463.38	2467.47	189502.0
2017-01-23 16:00:00	ES	Futures	2467.2	2468.56	2466.65	2467.2	75178.0
2017-01-23 18:00:00	ES	Futures	2466.65	2468.29	2466.38	2467.47	4331.0
2017-01-23 19:00:00	ES	Futures	2467.74	2468.83	2466.92	2467.47	3998.0
2017-01-23 20:00:00	ES	Futures	2467.47	2469.38	2467.47	2467.74	4332.0
2017-01-23 21:00:00	ES	Futures	2467.47	2467.74	2466.65	2466.92	2411.0
2017-01-23 22:00:00	ES	Futures	2466.65	2467.47	2465.83	2465.83	3109.0
2017-01-23 23:00:00	ES	Futures	2465.83	2466.92	2465.83	2466.65	3364.0
2017-01-23 00:00:00	NQ	Futures	6020.99	6021.88	6017.41	6017.41	718.0
2017-01-23 01:00:00	NQ	Futures	6017.41	6017.41	6012.93	6015.02	1117.0
2017-01-23 02:00:00	NQ	Futures	6014.72	6018.9	6012.93	6016.81	1272.0
2017-01-23 03:00:00	NQ	Futures	6016.81	6017.71	6010.85	6015.62	2498.0
2017-01-23 04:00:00	NQ	Futures	6015.92	6026.36	6014.72	6021.88	2609.0
2017-01-23 05:00:00	NQ	Futures	6021.88	6024.27	6021.29	6021.88	1056.0
2017-01-23 06:00:00	NQ	Futures	6022.48	6026.66	6021.88	6021.88	1507.0
2017-01-23 07:00:00	NQ	Futures	6022.18	6026.36	6020.69	6021.59	1935.0
2017-01-23 08:00:00	NQ	Futures	6021.88	6028.15	6021.29	6027.85	2801.0
2017-01-23 09:00:00	NQ	Futures	6028.15	6049.63	6025.17	6032.62	32664.0
2017-01-23 10:00:00	NQ	Futures	6032.62	6037.1	6011.74	6014.72	30198.0
2017-01-23 11:00:00	NQ	Futures	6014.72	6022.48	6002.49	6013.53	23350.0
2017-01-23 12:00:00	NQ	Futures	6013.23	6027.85	6009.65	6025.46	17762.0
2017-01-23 13:00:00	NQ	Futures	6025.76	6042.17	6024.87	6033.22	20056.0
2017-01-23 14:00:00	NQ	Futures	6032.62	6037.1	6026.66	6036.2	11015.0
2017-01-23 15:00:00	NQ	Futures	6035.91	6044.56	6032.62	6039.78	18194.0
2017-01-23 16:00:00	NQ	Futures	6039.78	6043.36	6037.69	6043.06	3966.0
2017-01-23 18:00:00	NQ	Futures	6042.47	6043.96	6040.08	6043.06	835.0
2017-01-23 19:00:00	NQ	Futures	6043.06	6045.45	6042.17	6042.17	858.0
2017-01-23 20:00:00	NQ	Futures	6042.17	6046.05	6041.87	6042.47	1106.0
2017-01-23 21:00:00	NQ	Futures	6042.47	6042.77	6040.38	6040.68	445.0
2017-01-23 22:00:00	NQ	Futures	6040.68	6041.87	6038.59	6039.19	514.0
2017-01-23 23:00:00	NQ	Futures	6039.48	6041.87	6039.48	6041.27	848.0
2017-01-23 00:00:00	YM	Futures	21392.7	21395.9	21382.9	21382.9	670.0
2017-01-23 01:00:00	YM	Futures	21382.9	21382.9	21375.3	21379.7	743.0
2017-01-23 02:00:00	YM	Futures	21379.7	21389.4	21375.3	21381.8	1151.0
2017-01-23 03:00:00	YM	Futures	21381.8	21388.3	21361.2	21381.8	2824.0

> showing 50 of 1,640 rows — these rows as CSV

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