PREVIEW / futures_1hour / 2018-07-03

all futures 1-hour files

  file:    by_date/futures_1hour/2018/2018-07-03.parquet
  size:    52 KB
  rows:    1,579

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
2018-07-03 00:00:00	ES	Futures	2970.97	2971.24	2967.98	2968.25	4529.0
2018-07-03 01:00:00	ES	Futures	2968.52	2977.51	2966.34	2974.24	15275.0
2018-07-03 02:00:00	ES	Futures	2973.97	2978.33	2972.06	2977.51	13395.0
2018-07-03 03:00:00	ES	Futures	2977.51	2979.69	2971.52	2978.33	21343.0
2018-07-03 04:00:00	ES	Futures	2978.33	2981.33	2976.97	2980.51	15910.0
2018-07-03 05:00:00	ES	Futures	2980.78	2982.96	2977.78	2982.14	13413.0
2018-07-03 06:00:00	ES	Futures	2982.14	2985.96	2982.14	2983.51	17835.0
2018-07-03 07:00:00	ES	Futures	2983.23	2986.23	2981.6	2986.23	13805.0
2018-07-03 08:00:00	ES	Futures	2986.23	2987.87	2982.69	2984.6	22747.0
2018-07-03 09:00:00	ES	Futures	2984.32	2984.87	2976.69	2979.69	140148.0
2018-07-03 10:00:00	ES	Futures	2979.69	2982.42	2973.42	2975.6	151367.0
2018-07-03 11:00:00	ES	Futures	2975.6	2978.6	2973.42	2976.42	81726.0
2018-07-03 12:00:00	ES	Futures	2976.42	2978.06	2955.71	2960.35	197775.0
2018-07-03 13:00:00	ES	Futures	2960.62	2963.89	2956.53	2957.08	59187.0
2018-07-03 18:00:00	ES	Futures	2956.8	2958.17	2954.35	2956.8	4338.0
2018-07-03 19:00:00	ES	Futures	2956.8	2960.35	2955.71	2956.8	3608.0
2018-07-03 20:00:00	ES	Futures	2956.8	2959.26	2955.71	2957.35	5699.0
2018-07-03 21:00:00	ES	Futures	2957.35	2963.89	2956.26	2961.16	8434.0
2018-07-03 22:00:00	ES	Futures	2961.16	2964.43	2960.07	2963.89	3991.0
2018-07-03 23:00:00	ES	Futures	2963.62	2963.89	2960.35	2961.98	3032.0
2018-07-03 00:00:00	NQ	Futures	8377.37	8378.55	8365.6	8369.13	1388.0
2018-07-03 01:00:00	NQ	Futures	8369.13	8398.57	8360.89	8392.39	3890.0
2018-07-03 02:00:00	NQ	Futures	8391.8	8402.4	8382.97	8400.93	4980.0
2018-07-03 03:00:00	NQ	Futures	8400.93	8408.88	8385.03	8403.87	7749.0
2018-07-03 04:00:00	NQ	Futures	8404.17	8412.7	8397.98	8409.17	4635.0
2018-07-03 05:00:00	NQ	Futures	8409.76	8416.24	8401.81	8412.12	4109.0
2018-07-03 06:00:00	NQ	Futures	8412.12	8428.6	8412.12	8423.6	7173.0
2018-07-03 07:00:00	NQ	Futures	8423.3	8438.02	8419.48	8434.49	6526.0
2018-07-03 08:00:00	NQ	Futures	8434.79	8438.02	8420.36	8423.01	8922.0
2018-07-03 09:00:00	NQ	Futures	8423.01	8424.19	8349.11	8364.42	66025.0
2018-07-03 10:00:00	NQ	Futures	8364.42	8388.27	8352.94	8362.95	55920.0
2018-07-03 11:00:00	NQ	Futures	8362.65	8369.13	8338.81	8350.58	36129.0
2018-07-03 12:00:00	NQ	Futures	8350.29	8355.88	8275.8	8282.57	57987.0
2018-07-03 13:00:00	NQ	Futures	8282.87	8289.64	8269.91	8270.79	12259.0
2018-07-03 18:00:00	NQ	Futures	8270.79	8282.57	8261.37	8265.5	1471.0
2018-07-03 19:00:00	NQ	Futures	8264.61	8282.87	8264.02	8273.74	1256.0
2018-07-03 20:00:00	NQ	Futures	8274.33	8285.22	8271.68	8276.09	1838.0
2018-07-03 21:00:00	NQ	Futures	8276.39	8294.05	8272.27	8285.22	2764.0
2018-07-03 22:00:00	NQ	Futures	8285.52	8292.88	8281.98	8290.82	1446.0
2018-07-03 23:00:00	NQ	Futures	8291.4	8291.4	8279.33	8288.75	1112.0
2018-07-03 00:00:00	YM	Futures	26366.4	26369.7	26331.6	26338.1	867.0
2018-07-03 01:00:00	YM	Futures	26337.0	26441.4	26320.7	26421.8	3131.0
2018-07-03 02:00:00	YM	Futures	26421.8	26478.4	26406.6	26467.5	4334.0
2018-07-03 03:00:00	YM	Futures	26467.5	26496.8	26394.7	26461.0	5461.0
2018-07-03 04:00:00	YM	Futures	26461.0	26495.8	26443.6	26486.0	3448.0
2018-07-03 05:00:00	YM	Futures	26489.2	26528.4	26465.3	26518.6	4014.0
2018-07-03 06:00:00	YM	Futures	26520.8	26549.0	26504.5	26515.3	3440.0
2018-07-03 07:00:00	YM	Futures	26515.3	26555.6	26500.1	26552.3	3052.0
2018-07-03 08:00:00	YM	Futures	26553.4	26575.1	26536.0	26552.3	4584.0
2018-07-03 09:00:00	YM	Futures	26552.3	26557.7	26475.1	26494.7	22341.0

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