PREVIEW / futures_1hour / 2017-01-24

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-01-24.parquet
  size:    55 KB
  rows:    1,658

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
2017-01-24 00:00:00	ES	Futures	2466.65	2466.65	2465.29	2466.38	2781.0
2017-01-24 01:00:00	ES	Futures	2466.38	2467.74	2465.83	2467.2	2640.0
2017-01-24 02:00:00	ES	Futures	2467.2	2468.01	2466.1	2467.2	4838.0
2017-01-24 03:00:00	ES	Futures	2467.2	2467.74	2465.29	2465.83	11020.0
2017-01-24 04:00:00	ES	Futures	2465.83	2469.38	2465.56	2468.83	12685.0
2017-01-24 05:00:00	ES	Futures	2468.56	2470.47	2468.29	2469.1	11206.0
2017-01-24 06:00:00	ES	Futures	2469.1	2469.1	2466.1	2467.2	10629.0
2017-01-24 07:00:00	ES	Futures	2467.47	2468.29	2467.2	2467.74	6376.0
2017-01-24 08:00:00	ES	Futures	2467.74	2470.2	2467.2	2469.92	21201.0
2017-01-24 09:00:00	ES	Futures	2469.92	2471.56	2468.01	2469.65	117313.0
2017-01-24 10:00:00	ES	Futures	2469.92	2472.38	2468.01	2471.29	147145.0
2017-01-24 11:00:00	ES	Futures	2471.29	2475.65	2470.74	2475.11	144793.0
2017-01-24 12:00:00	ES	Futures	2475.11	2479.2	2474.56	2478.65	110697.0
2017-01-24 13:00:00	ES	Futures	2478.65	2485.47	2478.38	2483.56	178369.0
2017-01-24 14:00:00	ES	Futures	2483.56	2486.02	2483.02	2485.47	133851.0
2017-01-24 15:00:00	ES	Futures	2485.74	2488.2	2481.65	2482.74	223790.0
2017-01-24 16:00:00	ES	Futures	2482.47	2483.56	2481.38	2483.02	96807.0
2017-01-24 18:00:00	ES	Futures	2483.02	2484.65	2482.74	2483.83	4665.0
2017-01-24 19:00:00	ES	Futures	2484.11	2484.93	2483.02	2483.29	4979.0
2017-01-24 20:00:00	ES	Futures	2483.02	2483.56	2481.92	2483.56	3871.0
2017-01-24 21:00:00	ES	Futures	2483.56	2484.11	2483.02	2483.02	1894.0
2017-01-24 22:00:00	ES	Futures	2483.02	2484.11	2483.02	2483.56	2111.0
2017-01-24 23:00:00	ES	Futures	2483.56	2483.83	2483.02	2483.56	2160.0
2017-01-24 00:00:00	NQ	Futures	6041.27	6041.27	6037.99	6040.38	771.0
2017-01-24 01:00:00	NQ	Futures	6040.38	6044.85	6039.78	6043.06	856.0
2017-01-24 02:00:00	NQ	Futures	6043.06	6043.66	6039.19	6042.77	1109.0
2017-01-24 03:00:00	NQ	Futures	6042.47	6043.96	6038.29	6039.48	1715.0
2017-01-24 04:00:00	NQ	Futures	6039.19	6048.14	6039.19	6045.45	2122.0
2017-01-24 05:00:00	NQ	Futures	6045.45	6049.63	6045.45	6046.94	1882.0
2017-01-24 06:00:00	NQ	Futures	6046.64	6046.64	6040.38	6042.77	1610.0
2017-01-24 07:00:00	NQ	Futures	6042.77	6048.14	6042.77	6046.94	1358.0
2017-01-24 08:00:00	NQ	Futures	6046.94	6052.61	6045.15	6052.01	3477.0
2017-01-24 09:00:00	NQ	Futures	6052.01	6060.96	6046.05	6046.05	22574.0
2017-01-24 10:00:00	NQ	Futures	6046.05	6054.4	6041.87	6052.01	19730.0
2017-01-24 11:00:00	NQ	Futures	6052.01	6057.38	6048.73	6055.89	15422.0
2017-01-24 12:00:00	NQ	Futures	6055.59	6059.47	6053.8	6057.09	7709.0
2017-01-24 13:00:00	NQ	Futures	6057.09	6079.16	6057.09	6076.77	16159.0
2017-01-24 14:00:00	NQ	Futures	6076.77	6084.83	6075.58	6084.23	12887.0
2017-01-24 15:00:00	NQ	Futures	6083.93	6090.5	6078.86	6081.25	18897.0
2017-01-24 16:00:00	NQ	Futures	6080.95	6087.22	6079.16	6085.72	5687.0
2017-01-24 18:00:00	NQ	Futures	6085.72	6090.8	6085.43	6089.6	1542.0
2017-01-24 19:00:00	NQ	Futures	6089.9	6091.69	6088.71	6089.01	1583.0
2017-01-24 20:00:00	NQ	Futures	6089.01	6089.3	6085.72	6088.41	1038.0
2017-01-24 21:00:00	NQ	Futures	6088.71	6089.9	6087.51	6089.3	805.0
2017-01-24 22:00:00	NQ	Futures	6089.3	6090.5	6088.41	6089.3	592.0
2017-01-24 23:00:00	NQ	Futures	6089.3	6090.5	6088.71	6089.9	554.0
2017-01-24 00:00:00	YM	Futures	21406.8	21407.9	21389.4	21400.3	2200.0
2017-01-24 01:00:00	YM	Futures	21400.3	21410.0	21397.0	21406.8	519.0
2017-01-24 02:00:00	YM	Futures	21406.8	21411.1	21397.0	21405.7	959.0
2017-01-24 03:00:00	YM	Futures	21405.7	21411.1	21394.8	21397.0	1409.0

> showing 50 of 1,658 rows — these rows as CSV

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