PREVIEW / futures_1hour / 2017-09-19

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-09-19.parquet
  size:    51 KB
  rows:    1,628

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
2017-09-19 00:00:00	ES	Futures	2738.32	2739.14	2738.32	2738.6	3318.0
2017-09-19 01:00:00	ES	Futures	2738.87	2739.42	2738.05	2738.87	5251.0
2017-09-19 02:00:00	ES	Futures	2738.87	2739.14	2736.68	2736.68	7313.0
2017-09-19 03:00:00	ES	Futures	2736.95	2739.14	2736.68	2738.6	17357.0
2017-09-19 04:00:00	ES	Futures	2738.87	2739.42	2737.77	2738.32	14917.0
2017-09-19 05:00:00	ES	Futures	2738.6	2741.33	2738.32	2741.06	14761.0
2017-09-19 06:00:00	ES	Futures	2741.06	2741.6	2739.96	2740.51	10287.0
2017-09-19 07:00:00	ES	Futures	2740.78	2741.06	2739.96	2739.96	15618.0
2017-09-19 08:00:00	ES	Futures	2740.24	2741.06	2739.69	2740.24	13047.0
2017-09-19 09:00:00	ES	Futures	2740.24	2741.33	2737.23	2738.05	144084.0
2017-09-19 10:00:00	ES	Futures	2738.05	2740.78	2737.5	2739.96	145306.0
2017-09-19 11:00:00	ES	Futures	2739.69	2741.06	2736.95	2739.96	87256.0
2017-09-19 12:00:00	ES	Futures	2740.24	2741.88	2739.96	2741.06	71961.0
2017-09-19 13:00:00	ES	Futures	2741.06	2741.6	2739.69	2741.6	69399.0
2017-09-19 14:00:00	ES	Futures	2741.6	2741.88	2739.96	2740.78	73313.0
2017-09-19 15:00:00	ES	Futures	2740.78	2742.15	2740.24	2741.06	162145.0
2017-09-19 16:00:00	ES	Futures	2741.06	2741.33	2739.14	2739.42	66965.0
2017-09-19 18:00:00	ES	Futures	2739.69	2739.69	2738.05	2738.6	6363.0
2017-09-19 19:00:00	ES	Futures	2738.6	2739.69	2738.05	2738.87	2540.0
2017-09-19 20:00:00	ES	Futures	2738.87	2739.42	2738.05	2738.05	4924.0
2017-09-19 21:00:00	ES	Futures	2738.05	2739.42	2738.05	2739.14	4839.0
2017-09-19 22:00:00	ES	Futures	2739.42	2739.42	2738.6	2739.14	2727.0
2017-09-19 23:00:00	ES	Futures	2739.14	2740.78	2739.14	2739.69	5343.0
2017-09-19 00:00:00	NQ	Futures	7122.23	7123.72	7120.74	7123.12	1041.0
2017-09-19 01:00:00	NQ	Futures	7123.12	7124.02	7120.45	7122.83	713.0
2017-09-19 02:00:00	NQ	Futures	7122.83	7123.12	7113.31	7113.31	1412.0
2017-09-19 03:00:00	NQ	Futures	7113.61	7121.04	7113.01	7119.55	1974.0
2017-09-19 04:00:00	NQ	Futures	7119.55	7122.83	7117.77	7120.74	1196.0
2017-09-19 05:00:00	NQ	Futures	7120.74	7128.77	7120.74	7127.29	1702.0
2017-09-19 06:00:00	NQ	Futures	7127.59	7129.67	7124.91	7127.88	1214.0
2017-09-19 07:00:00	NQ	Futures	7127.59	7130.86	7124.31	7128.48	2015.0
2017-09-19 08:00:00	NQ	Futures	7128.77	7130.86	7124.31	7126.4	3074.0
2017-09-19 09:00:00	NQ	Futures	7126.4	7136.21	7108.25	7113.61	47038.0
2017-09-19 10:00:00	NQ	Futures	7113.9	7132.94	7113.61	7130.26	40605.0
2017-09-19 11:00:00	NQ	Futures	7130.26	7130.86	7113.01	7126.69	22315.0
2017-09-19 12:00:00	NQ	Futures	7126.99	7143.65	7126.4	7129.96	21259.0
2017-09-19 13:00:00	NQ	Futures	7129.67	7135.32	7124.61	7133.53	13814.0
2017-09-19 14:00:00	NQ	Futures	7133.53	7137.7	7128.18	7129.37	13581.0
2017-09-19 15:00:00	NQ	Futures	7129.37	7136.51	7127.29	7132.05	22603.0
2017-09-19 16:00:00	NQ	Futures	7132.05	7135.62	7129.07	7130.56	5948.0
2017-09-19 18:00:00	NQ	Futures	7134.43	7134.43	7126.1	7127.88	1039.0
2017-09-19 19:00:00	NQ	Futures	7127.59	7130.86	7126.69	7128.48	415.0
2017-09-19 20:00:00	NQ	Futures	7128.48	7130.26	7123.42	7124.31	1094.0
2017-09-19 21:00:00	NQ	Futures	7124.31	7129.67	7123.72	7129.07	993.0
2017-09-19 22:00:00	NQ	Futures	7128.77	7130.26	7127.88	7129.37	678.0
2017-09-19 23:00:00	NQ	Futures	7129.07	7133.53	7129.07	7130.56	1045.0
2017-09-19 00:00:00	YM	Futures	24265.1	24272.8	24265.1	24270.6	828.0
2017-09-19 01:00:00	YM	Futures	24270.6	24273.9	24265.1	24271.7	949.0
2017-09-19 02:00:00	YM	Futures	24271.7	24271.7	24252.1	24255.4	1284.0
2017-09-19 03:00:00	YM	Futures	24255.4	24267.3	24251.0	24265.1	1671.0

> showing 50 of 1,628 rows — these rows as CSV

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