PREVIEW / futures_1hour / 2017-09-27

all futures 1-hour files

  file:    by_date/futures_1hour/2017/2017-09-27.parquet
  size:    54 KB
  rows:    1,641

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
2017-09-27 00:00:00	ES	Futures	2732.58	2732.58	2730.94	2732.03	5280.0
2017-09-27 01:00:00	ES	Futures	2732.03	2733.12	2731.48	2732.58	4900.0
2017-09-27 02:00:00	ES	Futures	2732.85	2734.49	2732.58	2734.22	12862.0
2017-09-27 03:00:00	ES	Futures	2734.22	2736.95	2733.67	2735.59	30734.0
2017-09-27 04:00:00	ES	Futures	2735.31	2735.59	2733.12	2733.12	17317.0
2017-09-27 05:00:00	ES	Futures	2733.12	2734.77	2732.03	2732.58	13863.0
2017-09-27 06:00:00	ES	Futures	2732.58	2734.77	2732.3	2734.22	13981.0
2017-09-27 07:00:00	ES	Futures	2734.22	2736.13	2733.67	2736.13	14300.0
2017-09-27 08:00:00	ES	Futures	2735.86	2736.95	2735.04	2736.41	21139.0
2017-09-27 09:00:00	ES	Futures	2736.41	2741.06	2736.13	2737.77	160719.0
2017-09-27 10:00:00	ES	Futures	2737.5	2738.87	2727.93	2730.66	285701.0
2017-09-27 11:00:00	ES	Futures	2730.39	2733.94	2729.84	2732.58	163500.0
2017-09-27 12:00:00	ES	Futures	2732.58	2734.77	2730.94	2734.77	116384.0
2017-09-27 13:00:00	ES	Futures	2734.49	2738.05	2734.22	2737.77	80832.0
2017-09-27 14:00:00	ES	Futures	2737.5	2744.34	2737.5	2743.25	194223.0
2017-09-27 15:00:00	ES	Futures	2742.97	2745.71	2739.96	2740.51	310213.0
2017-09-27 16:00:00	ES	Futures	2740.51	2741.06	2739.42	2739.69	89541.0
2017-09-27 18:00:00	ES	Futures	2739.14	2739.42	2737.23	2738.32	6499.0
2017-09-27 19:00:00	ES	Futures	2738.32	2739.14	2738.05	2738.87	2022.0
2017-09-27 20:00:00	ES	Futures	2738.87	2739.42	2737.77	2738.87	5638.0
2017-09-27 21:00:00	ES	Futures	2738.87	2739.42	2738.05	2738.6	7389.0
2017-09-27 22:00:00	ES	Futures	2738.6	2739.69	2738.05	2739.42	3033.0
2017-09-27 23:00:00	ES	Futures	2739.69	2740.51	2739.14	2740.24	4339.0
2017-09-27 00:00:00	NQ	Futures	7017.84	7017.84	7012.78	7016.65	1434.0
2017-09-27 01:00:00	NQ	Futures	7016.65	7021.11	7014.57	7019.03	1227.0
2017-09-27 02:00:00	NQ	Futures	7019.33	7024.98	7017.84	7024.08	1837.0
2017-09-27 03:00:00	NQ	Futures	7023.79	7035.39	7019.62	7030.03	4573.0
2017-09-27 04:00:00	NQ	Futures	7029.14	7031.22	7022.3	7022.3	2475.0
2017-09-27 05:00:00	NQ	Futures	7022.6	7027.36	7018.14	7018.73	2606.0
2017-09-27 06:00:00	NQ	Futures	7019.03	7029.14	7018.14	7026.17	2165.0
2017-09-27 07:00:00	NQ	Futures	7026.17	7030.03	7020.22	7028.84	2833.0
2017-09-27 08:00:00	NQ	Futures	7029.14	7034.49	7025.57	7031.22	4863.0
2017-09-27 09:00:00	NQ	Futures	7030.92	7062.75	7028.25	7049.96	53353.0
2017-09-27 10:00:00	NQ	Futures	7049.66	7057.1	7022.6	7031.82	70973.0
2017-09-27 11:00:00	NQ	Futures	7031.82	7047.88	7026.17	7037.17	34773.0
2017-09-27 12:00:00	NQ	Futures	7037.17	7045.5	7029.44	7045.5	21889.0
2017-09-27 13:00:00	NQ	Futures	7045.8	7057.99	7042.82	7056.8	19262.0
2017-09-27 14:00:00	NQ	Futures	7056.8	7083.27	7056.8	7077.32	48549.0
2017-09-27 15:00:00	NQ	Futures	7077.32	7093.98	7066.32	7067.8	57395.0
2017-09-27 16:00:00	NQ	Futures	7067.8	7070.48	7063.64	7063.64	9399.0
2017-09-27 18:00:00	NQ	Futures	7061.86	7064.83	7057.1	7063.94	1697.0
2017-09-27 19:00:00	NQ	Futures	7063.94	7066.02	7063.05	7064.53	631.0
2017-09-27 20:00:00	NQ	Futures	7064.53	7066.91	7061.26	7064.83	1295.0
2017-09-27 21:00:00	NQ	Futures	7064.53	7067.8	7062.15	7064.53	1485.0
2017-09-27 22:00:00	NQ	Futures	7064.53	7067.51	7062.45	7067.21	709.0
2017-09-27 23:00:00	NQ	Futures	7067.21	7071.08	7066.61	7068.7	1088.0
2017-09-27 00:00:00	YM	Futures	24214.0	24215.1	24203.2	24214.0	1317.0
2017-09-27 01:00:00	YM	Futures	24214.0	24217.3	24210.8	24215.1	869.0
2017-09-27 02:00:00	YM	Futures	24215.1	24222.7	24212.9	24222.7	1825.0
2017-09-27 03:00:00	YM	Futures	24222.7	24241.2	24214.0	24232.5	2732.0

> showing 50 of 1,641 rows — these rows as CSV

> unlock the full archive -- $79 one-time