PREVIEW / futures_1hour / 2018-01-11

all futures 1-hour files

  file:    by_date/futures_1hour/2018/2018-01-11.parquet
  size:    54 KB
  rows:    1,669

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
2018-01-11 00:00:00	ES	Futures	3010.16	3010.98	3009.61	3010.71	2482.0
2018-01-11 01:00:00	ES	Futures	3010.71	3010.98	3008.79	3009.07	2211.0
2018-01-11 02:00:00	ES	Futures	3009.34	3011.25	3008.79	3010.71	5784.0
2018-01-11 03:00:00	ES	Futures	3010.98	3011.53	3009.61	3010.71	13160.0
2018-01-11 04:00:00	ES	Futures	3010.98	3011.53	3008.79	3009.61	7584.0
2018-01-11 05:00:00	ES	Futures	3009.34	3009.89	3007.43	3009.34	8289.0
2018-01-11 06:00:00	ES	Futures	3009.07	3010.98	3009.07	3009.89	5408.0
2018-01-11 07:00:00	ES	Futures	3009.89	3013.71	3009.89	3012.07	21631.0
2018-01-11 08:00:00	ES	Futures	3012.07	3012.89	3009.89	3010.16	21222.0
2018-01-11 09:00:00	ES	Futures	3010.16	3015.08	3009.61	3014.81	119569.0
2018-01-11 10:00:00	ES	Futures	3015.08	3016.99	3010.16	3015.9	140760.0
2018-01-11 11:00:00	ES	Futures	3015.9	3017.54	3014.26	3016.72	90883.0
2018-01-11 12:00:00	ES	Futures	3016.72	3022.73	3015.9	3021.64	111709.0
2018-01-11 13:00:00	ES	Futures	3021.91	3023.55	3020.27	3020.82	68817.0
2018-01-11 14:00:00	ES	Futures	3020.82	3021.64	3019.73	3021.37	49032.0
2018-01-11 15:00:00	ES	Futures	3021.37	3026.83	3020.55	3026.56	198311.0
2018-01-11 16:00:00	ES	Futures	3026.56	3029.02	3025.47	3027.65	90229.0
2018-01-11 18:00:00	ES	Futures	3027.11	3027.93	3026.56	3027.11	5595.0
2018-01-11 19:00:00	ES	Futures	3026.83	3027.11	3024.92	3026.56	7476.0
2018-01-11 20:00:00	ES	Futures	3026.56	3027.38	3025.47	3027.38	4932.0
2018-01-11 21:00:00	ES	Futures	3027.38	3028.47	3026.83	3027.65	4538.0
2018-01-11 22:00:00	ES	Futures	3027.65	3028.47	3027.11	3027.93	2662.0
2018-01-11 23:00:00	ES	Futures	3027.65	3027.93	3026.83	3027.11	3100.0
2018-01-11 00:00:00	NQ	Futures	7922.63	7927.67	7922.33	7927.07	1176.0
2018-01-11 01:00:00	NQ	Futures	7927.37	7927.37	7920.85	7922.92	800.0
2018-01-11 02:00:00	NQ	Futures	7922.92	7931.23	7922.92	7928.56	1634.0
2018-01-11 03:00:00	NQ	Futures	7928.85	7931.23	7925.59	7930.34	2104.0
2018-01-11 04:00:00	NQ	Futures	7930.04	7932.41	7923.52	7926.18	1581.0
2018-01-11 05:00:00	NQ	Futures	7926.48	7927.96	7920.85	7926.18	1478.0
2018-01-11 06:00:00	NQ	Futures	7926.18	7931.52	7925.0	7929.45	1255.0
2018-01-11 07:00:00	NQ	Futures	7929.45	7946.06	7929.45	7939.53	6404.0
2018-01-11 08:00:00	NQ	Futures	7939.83	7941.61	7929.45	7930.04	7306.0
2018-01-11 09:00:00	NQ	Futures	7930.34	7936.57	7921.14	7934.49	40518.0
2018-01-11 10:00:00	NQ	Futures	7934.49	7943.09	7915.8	7932.71	41407.0
2018-01-11 11:00:00	NQ	Futures	7932.71	7940.72	7931.23	7939.53	18139.0
2018-01-11 12:00:00	NQ	Futures	7939.83	7961.48	7935.38	7960.29	25374.0
2018-01-11 13:00:00	NQ	Futures	7960.59	7964.15	7952.58	7954.95	13704.0
2018-01-11 14:00:00	NQ	Futures	7954.95	7957.33	7949.62	7952.58	11830.0
2018-01-11 15:00:00	NQ	Futures	7952.58	7969.19	7950.21	7968.89	27543.0
2018-01-11 16:00:00	NQ	Futures	7968.6	7982.83	7965.93	7976.61	12102.0
2018-01-11 18:00:00	NQ	Futures	7978.98	7978.98	7971.86	7972.16	1554.0
2018-01-11 19:00:00	NQ	Futures	7971.86	7974.83	7969.78	7973.94	1566.0
2018-01-11 20:00:00	NQ	Futures	7973.64	7978.98	7970.67	7978.98	1706.0
2018-01-11 21:00:00	NQ	Futures	7978.98	7981.35	7974.83	7978.39	1347.0
2018-01-11 22:00:00	NQ	Futures	7978.39	7981.05	7976.01	7978.39	759.0
2018-01-11 23:00:00	NQ	Futures	7978.68	7979.28	7974.53	7975.72	876.0
2018-01-11 00:00:00	YM	Futures	27583.9	27591.5	27579.6	27588.3	765.0
2018-01-11 01:00:00	YM	Futures	27588.3	27588.3	27570.9	27574.2	638.0
2018-01-11 02:00:00	YM	Futures	27575.2	27597.0	27574.2	27591.5	1542.0
2018-01-11 03:00:00	YM	Futures	27590.5	27595.9	27577.4	27587.2	1200.0

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